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@ARTICLE{Zhou:16635,
author = {Zhou, H. and Gomez-Hernandez, J. and Hendricks Franssen,
H.J. and Li, L.},
title = {{A}n approach to handling non-{G}aussianity of parameters
and state variables in ensemble {K}alman filtering},
journal = {Advances in water resources},
volume = {34},
issn = {0309-1708},
address = {Amsterdam [u.a.]},
publisher = {Elsevier Science},
reportid = {PreJuSER-16635},
pages = {844 - 864},
year = {2011},
note = {The authors gratefully acknowledge the financial support by
ENRESA (project 0079000029). The financial aid from the
China Scholarship Council (CSC) to the first author is
appreciated and extra travel grants from the Ministry of
Education (Spain) awarded to the first and fourth authors
are also acknowledged.},
abstract = {The ensemble Kalman filter (EnKF) is a commonly used
real-time data assimilation algorithm in various
disciplines. Here, the EnKF is applied, in a hydrogeological
context, to condition log-conductivity realizations on
log-conductivity and transient piezometric head data. In
this case, the state vector is made up of log-conductivities
and piezometric heads over a discretized aquifer domain, the
forecast model is a groundwater flow numerical model, and
the transient piezometric head data are sequentially
assimilated to update the state vector. It is well known
that all Kalman filters perform optimally for linear
forecast models and a multiGaussian-distributed state
vector. Of the different Kalman filters, the EnKF provides a
robust solution to address non-linearities: however, it does
not handle well non-Gaussian state-vector distributions. In
the standard EnKF, as time passes and more state
observations are assimilated, the distributions become
closer to Gaussian, even if the initial ones are clearly
non-Gaussian. A new method is proposed that transforms the
original state vector into a new vector that is univariate
Gaussian at all times. Back transforming the vector after
the filtering ensures that the initial non-Gaussian
univariate distributions of the state-vector components are
preserved throughout. The proposed method is based in
normal-score transforming each variable for all locations
and all time steps. This new method, termed the normal-score
ensemble Kalman filter (NS-EnKF), is demonstrated in a
synthetic bimodal aquifer resembling a fluvial deposit, and
it is compared to the standard EnKF. The proposed method
performs better than the standard EnKF in all aspects
analyzed (log-conductivity characterization and flow and
transport predictions). (C) 2011 Elsevier Ltd. All rights
reserved.},
keywords = {J (WoSType)},
cin = {IBG-3},
ddc = {550},
cid = {I:(DE-Juel1)IBG-3-20101118},
pnm = {Terrestrische Umwelt},
pid = {G:(DE-Juel1)FUEK407},
shelfmark = {Water Resources},
typ = {PUB:(DE-HGF)16},
UT = {WOS:000292801000004},
doi = {10.1016/j.advwatres.2011.04.014},
url = {https://juser.fz-juelich.de/record/16635},
}