Cloud and quality screening removes approximately 65% of daily TROPOMI tropospheric NO
2 pixels, creating structured data gaps that coincide with meteorological conditions driving pollution extremes. Standard gap-filling methods—kriging, Random Forests and other machine learning methods—act as statistical smoothers that systematically suppress extreme concentrations and ignore the Missing Not At Random (MNAR) character of cloud-induced missingness. Here we present a physically informed framework that treats urban NO
2 as a forced nonlinear dynamical system and reconstructs missing satellite observations through geometric navigation on a shadow manifold rather than statistical interpolation. The framework integrates five components: (i) Multivariate State-Space Reconstruction (MSSR) using multiview embeddings of continuous ground-based NO
2, O
3, and ERA5 meteorology, grounded in Stark’s forced-system embedding theorem; (ii) Short-Time Regime-Conditioned Convergent Cross Mapping (ST-RC-CCM) with a spatial-mismatch negative control for falsifiable causal validation; (iii) Inverse Probability Weighting (IPW) to correct the clear-sky sampling bias; (iv) trajectory-matrix denoising via Singular Spectrum Analysis (SSA) and Robust PCA; (v) topology-inspired fidelity metrics—Manifold Overlap Ratio (MOR) and Dynamic Trend Capture (DTC)—that penalize smoothing artefacts. The physical basis for this coupling is the shared dynamical history of surface and column NO
2: tropospheric NO
2 has a photochemical lifetime of 1–4 h near urban emission sources, comparable to the boundary layer mixing timescale, ensuring that surface and column concentrations are jointly governed by the same emission–photolysis–transport attractor. The planetary boundary layer height (PBLH), solar zenith angle (SZA), and surface O
3—all included as MSSR coordinates—are the dominant physical drivers of the instantaneous surface-to-column scaling, and their joint trajectory in state space constitutes the physically grounded basis for analogue selection. The framework is validated on a synthetic forced Lorenz-96 system, then applied to five European primary cities spanning contrasting regimes (Sofia, Milano, Stuttgart, Kraków, Hamburg) plus five N1 spatial-mismatch control stations (Plovdiv, Genova, Frankfurt, Warszawa, Berlin)—ten urban-background stations across four countries—with structured ablations (A0-A4V-A4K). Across >3600 evaluations, MOR_ext distributions for EDM and non-EDM methods are non-overlapping by a factor exceeding 5× (EDM minimum 0.59 vs. non-EDM maximum 0.10; median non-EDM MOR_ext ≤ 0.05 at every city × mask combination), while EDM achieves MOR_ext up to 0.915 (Milano Po Valley). Under a fair-comparison benchmark that withholds ground-level NO
2 from Random Forest, EDM’s RMSE advantage remains robust at a median of 3.9× (RF_FULL) and increases to 4.2× (RF_METEO), confirming that the performance gap is physical rather than an information artefact. A three-level temporal validation—within-window pseudo-cloud masking, cross-year transfer (full 2022 holdout and DJF 2023/24), and a COVID-19 out-of-distribution test—demonstrates robustness beyond standard train/test splits, with CCM library-length convergence confirmed for 60/60 ablations (
p < 0.001) across all ten stations. Spatial-mismatch tests confirm local dynamical specificity at all five primary–control pairs (Δρ = 0.090–0.210), with seasonal modulation driven by orographic and synoptic mechanisms. These results establish manifold-based gap filling as a dynamically informative complement to statistical approaches, particularly in topographically confined, stagnation-prone basins where preserving extreme-event geometry is essential for exposure assessment.
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