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Journal ArticleDOI

Some Practical Issues on Real-Time Reservoir Model Updating Using Ensemble Kalman Filter

Xian-Huan Wen, +1 more
- 01 Jun 2007 - 
- Vol. 12, Iss: 02, pp 156-166
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TLDR
In this paper, the authors further explore the capability of EnKF, focusing on some practical issues including the correction of the linear and Gaussian assumptions during filter updating with iteration, the reduction of ensemble size with a resampling scheme, and the impact of data assimilation time interval.
Abstract
The concept of “closed-loop” reservoir management is currently receiving considerable attention in the petroleum industry. A “realtime” or “continuous” reservoir model updating technique is a critical component for the feasible application of any closed-loop, model-based reservoir management process. This technique should be able to rapidly and continuously update reservoir models assimilating the up-to-date observations of production data so that the performance predictions and the associated uncertainty are up-to-date for optimization of future development/operations. The ensemble Kalman filter (EnKF) method has been shown to be quite efficient for this purpose in large-scale nonlinear systems. Previous studies show that a relatively large ensemble size is required for EnKF to reliably assess the uncertainty, and a confirming step is recommended to ensure the consistency of the updated static and dynamic variables with the flow equations. In this paper, we further explore the capability of EnKF, focusing on some practical issues including the correction of the linear and Gaussian assumptions during filter updating with iteration, the reduction of ensemble size with a resampling scheme, and the impact of data assimilation time interval. Results from the example in this paper demonstrate that the proposed iterative EnKF performs better with more accurate predictions and less uncertainty than the traditional noniterative EnKF. The use of iteration reduces the impact of nonlinearity and non-Gaussianity. Results also show that iteration may only be required when predictions are considerably deviated from the observations. The proposed resampling scheme can significantly reduce the ensemble size necessary for reliable assessment of uncertainty with improved accuracy. Finally, we show that the noniterative EnKF is sensitive to the size of time interval between the assimilation steps. Using the proposed iterative EnKF, results are more stable, more accurate reservoir models and predictions can be obtained even when a large time interval is used. This also indicates that iteration within the EnKF updating serves as a process that corrects the stronger nonlinear and non-Gaussian behaviors when larger time interval is used.

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Citations
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An Iterative Ensemble Kalman Filter for Multiphase Fluid Flow Data Assimilation

TL;DR: This paper focuses on the use of an iterative ensemble Kalman filter for data assimilation in nonlinear problems, especially of the type related to multiphase flow in porous media.
Journal ArticleDOI

Ensemble Randomized Maximum Likelihood Method as an Iterative Ensemble Smoother

TL;DR: In this paper, a new iterative ensemble smoother (batch-EnRML) was proposed, which assimilates all data simultaneously and compare the performance of the iterative smoother with the two non-iterative methods and the previously proposed sequential iterative ensembler filter (seq-enRML).
Journal ArticleDOI

Real-time groundwater flow modeling with the Ensemble Kalman Filter: Joint estimation of states and parameters and the filter inbreeding problem

TL;DR: In this paper, the Ensemble Kalman Filter (EnKF) approach is used to update states together with parameters by adopting an augmented state vector approach, and the performance of EnKF is investigated in a synthetic study with a two-dimensional transient groundwater flow model.
Journal ArticleDOI

Inverse methods in hydrogeology: Evolution and recent trends

TL;DR: This paper analyzes and tracks the evolution of the inverse methods over the last decades, mostly within the realm of hydrogeology, revealing their transformation, motivation and recent trends.
Journal ArticleDOI

An approach to handling non-Gaussianity of parameters and state variables in ensemble Kalman filtering

TL;DR: A new method is proposed that transforms the original state vector into a new vector that is univariate Gaussian at all times, which performs better than the standard EnKF in all aspects analyzed.
References
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Journal ArticleDOI

Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics

TL;DR: In this article, a new sequential data assimilation method is proposed based on Monte Carlo methods, a better alternative than solving the traditional and computationally extremely demanding approximate error covariance equation used in the extended Kalman filter.
Book

GSLIB: Geostatistical Software Library and User's Guide

TL;DR: In this paper, the authors present a set of programs that summarize data with histograms and other graphics, calculate measures of spatial continuity, provide smooth least-squares-type maps, and perform stochastic spatial simulation.
Journal ArticleDOI

The Ensemble Kalman Filter: theoretical formulation and practical implementation

TL;DR: A fairly extensive discussion is devoted to the use of time correlated model errors and the estimation of model bias, and an ensemble based optimal interpolation scheme is presented as a cost-effective approach which may serve as an alternative to the EnKF in some applications.
Book

Inverse Problem Theory: Methods for Data Fitting and Model Parameter Estimation

TL;DR: In this paper, the least-squares (l 2 -norm) and the Minimax (l #-norm) Criterion are introduced. But they do not cover the general discrete inverse problem.
Journal ArticleDOI

Data Assimilation Using an Ensemble Kalman Filter Technique

TL;DR: In this article, the authors proposed an ensemble Kalman filter for data assimilation using the flow-dependent statistics calculated from an ensemble of short-range forecasts (a technique referred to as Ensemble Kalman filtering) in an idealized environment.
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