Quadratic polynomial regression using serial observation processing: Implementation within DART

Daniel Hodyss, Jeffrey L. Anderson, Nancy Collins, William F. Campbell, Patrick A. Reinecke

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

It is well known that the ensemble-based variants of the Kalman filter may be thought of as producing a state estimate that is consistent with linear regression. Here, it is shown how quadratic polynomial regression can be performed within a serial data assimilation framework. The addition of quadratic polynomial regression to the Data Assimilation Research Testbed (DART) is also discussed and its performance is illustrated using a hierarchy of models from simple scalar systems to a GCM.

Original languageEnglish
Pages (from-to)4467-4479
Number of pages13
JournalMonthly Weather Review
Volume145
Issue number11
DOIs
StatePublished - Nov 1 2017

Keywords

  • Bayesian methods
  • Kalman filters
  • Regression analysis
  • Statistical techniques

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