Reservoir history matching using constrained ensemble Kalman filtering
Sign Up to like & getrecommendations! Published in 2018 at "Canadian Journal of Chemical Engineering"
DOI: 10.1002/cjce.22965
Abstract: The high heterogeneity of petroleum reservoirs, represented by their spatially varying rock properties (porosity and permeability), greatly dictates the quantity of recoverable oil. In this work, the estimation of the spatial permeability distribution, which is… read more here.
Keywords: estimation; kalman filtering; history matching; ensemble kalman ... See more keywords
An iterative ensemble Kalman filter in the presence of additive model error
Sign Up to like & getrecommendations! Published in 2017 at "Quarterly Journal of the Royal Meteorological Society"
DOI: 10.1002/qj.3213
Abstract: The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases.… read more here.
Keywords: kalman filter; model; ensemble kalman; additive model ... See more keywords
Adaptive covariance inflation in the ensemble Kalman filter by Gaussian scale mixtures
Sign Up to like & getrecommendations! Published in 2019 at "Quarterly Journal of the Royal Meteorological Society"
DOI: 10.1002/qj.3386
Abstract: This paper studies multiplicative inflation: the complementary scaling of the state covariance in the ensemble Kalman filter (EnKF). Firstly, error sources in the EnKF are catalogued and discussed in relation to inflation; nonlinearity is given… read more here.
Keywords: kalman filter; scale; ensemble kalman; adaptive inflation ... See more keywords
A consistent interpretation of the stochastic version of the Ensemble Kalman Filter
Sign Up to like & getrecommendations! Published in 2020 at "Quarterly Journal of the Royal Meteorological Society"
DOI: 10.1002/qj.3819
Abstract: Ensemble Kalman Filters are used extensively in all geoscience areas. Often a stochastic variant is used, in which each ensemble member is updated via the Kalman Filter equation with an extra perturbation in the innovation.… read more here.
Keywords: kalman; kalman filter; interpretation stochastic; ensemble kalman ... See more keywords
Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference
Sign Up to like & getrecommendations! Published in 2022 at "Statistics and Computing"
DOI: 10.1007/s11222-021-10075-x
Abstract: Many real-world problems require one to estimate parameters of interest, in a Bayesian framework, from data that are collected sequentially in time. Conventional methods for sampling from posterior distributions, such as Markov chain Monte Carlo… read more here.
Keywords: carlo sampler; monte carlo; kalman filter; ensemble kalman ... See more keywords
Synergy of Satellite‐ and Ground‐Based Aerosol Optical Depth Measurements Using an Ensemble Kalman Filter Approach
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Geophysical Research"
DOI: 10.1029/2019jd031884
Abstract: Satellite‐ and ground‐based remote sensing are two widely used techniques to measure aerosol properties. However, neither is perfect in that satellite retrievals suffer from various sources of uncertainties, and ground observations have limited spatial coverage.… read more here.
Keywords: ground; ground based; kalman filter; aerosol optical ... See more keywords
Convergence analysis of ensemble Kalman inversion: the linear, noisy case
Sign Up to like & getrecommendations! Published in 2017 at "Applicable Analysis"
DOI: 10.1080/00036811.2017.1386784
Abstract: Abstract We present an analysis of ensemble Kalman inversion, based on the continuous time limit of the algorithm. The analysis of the dynamical behaviour of the ensemble allows us to establish well-posedness and convergence results… read more here.
Keywords: analysis ensemble; analysis; kalman inversion; case ... See more keywords
Well posedness and convergence analysis of the ensemble Kalman inversion
Sign Up to like & getrecommendations! Published in 2019 at "Inverse Problems"
DOI: 10.1088/1361-6420/ab149c
Abstract: The ensemble Kalman inversion is widely used in practice to estimate unknown parameters from noisy measurement data. Its low computational costs, straightforward implementation, and non-intrusive nature makes the method appealing in various areas of application.… read more here.
Keywords: analysis ensemble; kalman inversion; well posedness; ensemble kalman ... See more keywords
Ensemble Kalman Methods With Constraints.
Sign Up to like & getrecommendations! Published in 2019 at "Inverse problems"
DOI: 10.1088/1361-6420/ab1c09
Abstract: Ensemble Kalman methods constitute an increasingly important tool in both state and parameter estimation problems. Their popularity stems from the derivative-free nature of the methodology which may be readily applied when computer code is available… read more here.
Keywords: state; methodology; methods constraints; ensemble kalman ... See more keywords
Localized ensemble Kalman inversion
Sign Up to like & getrecommendations! Published in 2022 at "Inverse Problems"
DOI: 10.1088/1361-6420/accb08
Abstract: Ensemble Kalman inversion (EKI) is an adaption of the ensemble Kalman filter (EnKF) for the numerical solution of inverse problems. Both EKI and EnKF suffer from the ‘subspace property’, i.e. the EKI and EnKF solutions… read more here.
Keywords: kalman inversion; ensemble kalman; inverse problems; ensemble size ... See more keywords
Calibrating Parameters of Power System Stability Models Using Advanced Ensemble Kalman Filter
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Transactions on Power Systems"
DOI: 10.1109/tpwrs.2017.2760163
Abstract: With the ever increasing penetration of renewable energy, smart loads, energy storage, and new market behavior, today's power grid becomes more dynamic and stochastic, which may invalidate traditional study assumptions and pose great operational challenges.… read more here.
Keywords: advanced ensemble; system; kalman filter; power ... See more keywords