共查询到20条相似文献，搜索用时 31 毫秒
1.
Andreas S. Stordal Randi Valestrand Hans Arnfinn Karlsen Geir N?vdal Hans Julius Skaug 《Computational Geosciences》2012,16(2):467-482
Over the last years, the ensemble Kalman filter (EnKF) has become a very popular tool for history matching petroleum reservoirs.
EnKF is an alternative to more traditional history matching techniques as it is computationally fast and easy to implement.
Instead of seeking one best model estimate, EnKF is a Monte Carlo method that represents the solution with an ensemble of
state vectors. Lately, several ensemble-based methods have been proposed to improve upon the solution produced by EnKF. In
this paper, we compare EnKF with one of the most recently proposed methods, the adaptive Gaussian mixture filter (AGM), on
a 2D synthetic reservoir and the Punq-S3 test case. AGM was introduced to loosen up the requirement of a Gaussian prior distribution
as implicitly formulated in EnKF. By combining ideas from particle filters with EnKF, AGM extends the low-rank kernel particle
Kalman filter. The simulation study shows that while both methods match the historical data well, AGM is better at preserving
the geostatistics of the prior distribution. Further, AGM also produces estimated fields that have a higher empirical correlation
with the reference field than the corresponding fields obtained with EnKF. 相似文献
2.
The adaptive Gaussian mixture filter (AGM) was introduced as a robust filter technique for large-scale applications and an alternative to the well-known ensemble Kalman filter (EnKF). It consists of two analysis steps, one linear update and one weighting/resampling step. The bias of AGM is determined by two parameters, one adaptive weight parameter (forcing the weights to be more uniform to avoid filter collapse) and one predetermined bandwidth parameter which decides the size of the linear update. It has been shown that if the adaptive parameter approaches one and the bandwidth parameter decreases, as an increasing function of the sample size, the filter can achieve asymptotic optimality. For large-scale applications with a limited sample size, the filter solution may be far from optimal as the adaptive parameter gets close to zero depending on how well the samples from the prior distribution match the data. The bandwidth parameter must often be selected significantly different from zero in order to make large enough linear updates to match the data, at the expense of bias in the estimates. In the iterative AGM we introduce here, we take advantage of the fact that the history matching problem is usually estimation of parameters and initial conditions. If the prior distribution of initial conditions and parameters is close to the posterior distribution, it is possible to match the historical data with a small bandwidth parameter and an adaptive weight parameter that gets close to one. Hence, the bias of the filter solution is small. In order to obtain this scenario, we iteratively run the AGM throughout the data history with a very small bandwidth to create a new prior distribution from the updated samples after each iteration. After a few iterations, nearly all samples from the previous iteration match the data, and the above scenario is achieved. A simple toy problem shows that it is possible to reconstruct the true posterior distribution using the iterative version of the AGM. Then a 2D synthetic reservoir is revisited to demonstrate the potential of the new method on large-scale problems. 相似文献
3.
In this paper we present an extension of the ensemble Kalman filter (EnKF) specifically designed for multimodal systems. EnKF
data assimilation scheme is less accurate when it is used to approximate systems with multimodal distribution such as reservoir
facies models. The algorithm is based on the assumption that both prior and posterior distribution can be approximated by
Gaussian mixture and it is validated by the introduction of the concept of finite ensemble representation. The effectiveness
of the approach is shown with two applications. The first example is based on Lorenz model. In the second example, the proposed
methodology combined with a localization technique is used to update a 2D reservoir facies models. Both applications give
evidence of an improved performance of the proposed method respect to the EnKF. 相似文献
4.
The ensemble Kalman filter (EnKF), an efficient data assimilation method showing advantages in many numerical experiments, is deficient when used in approximating covariance from an ensemble of small size. Implicit localization is used to add distance-related weight to covariance and filter spurious correlations which weaken the EnKF??s capability to estimate uncertainty correctly. The effect of this kind of localization is studied in two-dimensional (2D) and three-dimensional (3D) synthetic cases. It is found that EnKF with localization can capture reliably both the mean and variance of the hydraulic conductivity field with higher efficiency; it can also greatly stabilize the assimilation process as a small-size ensemble is used. Sensitivity experiments are conducted to explore the effect of localization function format and filter lengths. It is suggested that too long or too short filter lengths will prevent implicit localization from modifying the covariance appropriately. Steep localization functions will greatly disturb local dynamics like the 0-1 function even if the function is continuous; four relatively gentle localization functions succeed in avoiding obvious disturbance to the system and improve estimation. As the degree of localization of the L function increases, the parameter sensitivity becomes weak, making parameter selection easier, but more information may be lost in the assimilation process. 相似文献
5.
Continuous Facies Updating Using the Ensemble Kalman Filter and the Level Set Method 总被引：1，自引：1，他引：0
We present a methodology based on the ensemble Kalman filter (EnKF) and the level set method for the continuous model updating of geological facies with respect to production data. Geological facies are modeled using an implicit surface representation and conditioned to production data using the ensemble Kalman filter. The methodology is based on Gaussian random fields used to deform the facies boundaries. The Gaussian random fields are used as the model parameter vector to be updated sequentially within the EnKF when new measurements are available. We show the successful application of the methodology to two synthetic reservoir models. 相似文献
6.
In recent years, data assimilation techniques have been applied to an increasingly wider specter of problems. Monte Carlo
variants of the Kalman filter, in particular, the ensemble Kalman filter (EnKF), have gained significant popularity. EnKF
is used for a wide variety of applications, among them for updating reservoir simulation models. EnKF is a Monte Carlo method,
and its reliability depends on the actual size of the sample. In applications, a moderately sized sample (40–100 members)
is used for computational convenience. Problems due to the resulting Monte Carlo effects require a more thorough analysis
of the EnKF. Earlier we presented a method for the assessment of the error emerging at the EnKF update step (Kovalenko et
al., SIAM J Matrix Anal Appl, in press). A particular energy norm of the EnKF error after a single update step was studied.
The energy norm used to assess the error is hard to interpret. In this paper, we derive the distribution of the Euclidean
norm of the sampling error under the same assumptions as before, namely normality of the forecast distribution and negligibility
of the observation error. The distribution depends on the ensemble size, the number and spatial arrangement of the observations,
and the prior covariance. The distribution is used to study the error propagation in a single update step on several synthetic
examples. The examples illustrate the changes in reliability of the EnKF, when the parameters governing the error distribution
vary. 相似文献
7.
不同滤波算法在土壤湿度同化中的应用 总被引：1，自引：0，他引：1
为研究不同滤波算法在土壤湿度同化中的有效性,以及土壤湿度模拟结果对模型参数的敏感性,结合简单生物圈模型SiB2,设置敏感性实验,探求土壤饱和水力传导度对土壤湿度模拟结果的影响;并在此基础上,采用集合卡尔曼滤波（EnKF）、无迹卡尔曼滤波（UKF）和无迹粒子滤波（UPF）开展土壤湿度实时同化实验。结果表明：土壤饱和水力传导度能显著影响土壤湿度模拟精度;利用EnKF、UKF、UPF同化站点观测数据,均能改善土壤湿度模拟结果;3种同化方法在不同土壤层的同化效果不同,在土壤表层,EnKF的有效性优于UKF和UPF,在根域层和土壤深层,3种滤波方法有效性在降雨前后相差较大。因此,针对性地选择同化方法,是提高土壤湿度模拟精度的有效手段。 相似文献
8.
A probabilistic parametrization for geological uncertainty estimation using the ensemble Kalman filter (EnKF) 总被引：2，自引：0，他引：2
In the past years, many applications of history-matching methods in general and ensemble Kalman filter in particular have been proposed, especially in order to estimate fields that provide uncertainty in the stochastic process defined by the dynamical system of hydrocarbon recovery. Such fields can be permeability fields or porosity fields, but can also fields defined by the rock type (facies fields). The estimation of the boundaries of the geologic facies with ensemble Kalman filter (EnKF) was made, in different papers, with the aid of Gaussian random fields, which were truncated using various schemes and introduced in a history-matching process. In this paper, we estimate, in the frame of the EnKF process, the locations of three facies types that occur into a reservoir domain, with the property that each two could have a contact. The geological simulation model is a form of the general truncated plurigaussian method. The difference with other approaches consists in how the truncation scheme is introduced and in the observation operator of the facies types at the well locations. The projection from the continuous space of the Gaussian fields into the discrete space of the facies fields is realized through in an intermediary space (space with probabilities). This space connects the observation operator of the facies types at the well locations with the geological simulation model. We will test the model using a 2D reservoir which is connected with the EnKF method as a data assimilation technique. We will use different geostatistical properties for the Gaussian fields and different levels of the uncertainty introduced in the model parameters and also in the construction of the Gaussian fields. 相似文献
9.
In this work, we present an efficient matrix-free ensemble Kalman filter (EnKF) algorithm for the assimilation of large data
sets. The EnKF has increasingly become an essential tool for data assimilation of numerical models. It is an attractive assimilation
method because it can evolve the model covariance matrix for a non-linear model, through the use of an ensemble of model states,
and it is easy to implement for any numerical model. Nevertheless, the computational cost of the EnKF can increase significantly
for cases involving the assimilation of large data sets. As more data become available for assimilation, a potential bottleneck
in most EnKF algorithms involves the operation of the Kalman gain matrix. To reduce the complexity and cost of assimilating
large data sets, a matrix-free EnKF algorithm is proposed. The algorithm uses an efficient matrix-free linear solver, based
on the Sherman–Morrison formulas, to solve the implicit linear system within the Kalman gain matrix and compute the analysis.
Numerical experiments with a two-dimensional shallow water model on the sphere are presented, where results show the matrix-free
implementation outperforming an singular value decomposition-based implementation in computational time. 相似文献
10.
State estimation in high dimensional systems remains a challenging part of real time analysis. The ensemble Kalman filter addresses this challenge by using Gaussian approximations constructed from a number of samples. This method has been a large success in many applications. Unfortunately, for some cases, Gaussian approximations are no longer valid, and the filter does not work so well. In this paper, we use the idea of the ensemble Kalman filter together with the more theoretically valid particle filter. We outline a Gaussian mixture approach based on shrinking the predicted samples to overcome sample degeneracy, while maintaining non-Gaussian nature. A tuning parameter determines the degree of shrinkage. The computational cost is similar to the ensemble Kalman filter. We compare several filtering methods on three different cases: a target tracking model, the Lorenz 40 model, and a reservoir simulation example conditional on seismic and electromagnetic data. 相似文献
11.
The ensemble Kalman filter (EnKF) has been shown repeatedly to be an effective method for data assimilation in large-scale
problems, including those in petroleum engineering. Data assimilation for multiphase flow in porous media is particularly
difficult, however, because the relationships between model variables (e.g., permeability and porosity) and observations (e.g.,
water cut and gas–oil ratio) are highly nonlinear. Because of the linear approximation in the update step and the use of a
limited number of realizations in an ensemble, the EnKF has a tendency to systematically underestimate the variance of the
model variables. Various approaches have been suggested to reduce the magnitude of this problem, including the application
of ensemble filter methods that do not require perturbations to the observed data. On the other hand, iterative least-squares
data assimilation methods with perturbations of the observations have been shown to be fairly robust to nonlinearity in the
data relationship. In this paper, we present EnKF with perturbed observations as a square root filter in an enlarged state
space. By imposing second-order-exact sampling of the observation errors and independence constraints to eliminate the cross-covariance
with predicted observation perturbations, we show that it is possible in linear problems to obtain results from EnKF with
observation perturbations that are equivalent to ensemble square-root filter results. Results from a standard EnKF, EnKF with
second-order-exact sampling of measurement errors that satisfy independence constraints (EnKF (SIC)), and an ensemble square-root
filter (ETKF) are compared on various test problems with varying degrees of nonlinearity and dimensions. The first test problem
is a simple one-variable quadratic model in which the nonlinearity of the observation operator is varied over a wide range
by adjusting the magnitude of the coefficient of the quadratic term. The second problem has increased observation and model
dimensions to test the EnKF (SIC) algorithm. The third test problem is a two-dimensional, two-phase reservoir flow problem
in which permeability and porosity of every grid cell (5,000 model parameters) are unknown. The EnKF (SIC) and the mean-preserving
ETKF (SRF) give similar results when applied to linear problems, and both are better than the standard EnKF. Although the
ensemble methods are expected to handle the forecast step well in nonlinear problems, the estimates of the mean and the variance
from the analysis step for all variants of ensemble filters are also surprisingly good, with little difference between ensemble
methods when applied to nonlinear problems. 相似文献
12.
集合卡曼滤波由于易于使用而被广泛地应用到陆面数据同化研究中,它是建立在模型为线性、误差为正态分布的假设上,而实际土壤湿度方程是高度非线性的,并且当土壤过干或过湿时会发生样本偏斜.为了全面评估它在同化表层土壤湿度观测来反演土壤湿度廓线的性能,特引入不需要上述假设的采样重要性重采样粒子滤波,比较非线性和偏斜性对同化算法的影响.结果显示:不管是小样本还是大样本,集合卡曼滤波都能快速、准确地逼近样本均值,而粒子滤波只有在大样本时才能缓慢地趋近;此外,集合卡曼滤波的粒子边缘概率密度及其偏度和峰度与粒子滤波完全不同,前者粒子虽不完全满足正态分布,但始终为单峰状态,而后者粒子随同化推进经历了单峰到双峰再到单峰的变化. 相似文献
13.
The ensemble Kalman filter (EnKF) has become a popular method for history matching production and seismic data in petroleum
reservoir models. However, it is known that EnKF may fail to give acceptable data matches especially for highly nonlinear
problems. In this paper, we introduce a procedure to improve EnKF data matches based on assimilating the same data multiple
times with the covariance matrix of the measurement errors multiplied by the number of data assimilations. We prove the equivalence
between single and multiple data assimilations for the linear-Gaussian case and present computational evidence that multiple
data assimilations can improve EnKF estimates for the nonlinear case. The proposed procedure was tested by assimilating time-lapse
seismic data in two synthetic reservoir problems, and the results show significant improvements compared to the standard EnKF.
In addition, we review the inversion schemes used in the EnKF analysis and present a rescaling procedure to avoid loss of
information during the truncation of small singular values. 相似文献
14.
重质非水相有机污染物(DNAPL)泄漏到地下后,其运移与分布特征受渗透率非均质性影响显著。为刻画DNAPL污染源区结构特征,需进行参数估计以描述水文地质参数的非均质性。本研究构建了基于集合卡尔曼滤波方法(EnKF)与多相流运移模型的同化方案,通过融合DNAPL饱和度观测数据推估非均质介质渗透率空间分布。通过二维砂箱实际与理想算例,验证了同化方法的推估效果,并探讨了不同因素对同化的影响。研究结果表明:基于EnKF方法同化饱和度观测资料可有效地推估非均质渗透率场;参数推估精度随观测时空密度的增大而提高;观测点位置分布对同化效果有所影响,布置在污染集中区域的观测数据对于参数估计具有较高的数据价值。 相似文献
15.
The study has been focused on examining the usage and the applicability of ensemble Kalman filtering techniques to the history
matching procedures. The ensemble Kalman filter (EnKF) is often applied nowadays to solving such a problem. Meanwhile, traditional
EnKF requires assumption of the distribution’s normality. Besides, it is based on the linear update of the analysis equations.
These facts may cause problems when filter is used in reservoir applications and result in sampling error. The situation becomes
more problematic if the a priori information on the reservoir structure is poor and initial guess about the, e.g., permeability
field is far from the actual one. The above circumstance explains a reason to perform some further research concerned with
analyzing specific modification of the EnKF-based approach, namely, the iterative EnKF (IEnKF) scheme, which allows restarting
the procedure with a new initial guess that is closer to the actual solution and, hence, requires less improvement by the
algorithm while providing better estimation of the parameters. The paper presents some examples for which the IEnKF algorithm
works better than traditional EnKF. The algorithms are compared while estimating the permeability field in relation to the
two-phase, two-dimensional fluid flow model. 相似文献
16.
Investigation of the sampling performance of ensemble-based methods with a simple reservoir model 总被引：1，自引：0，他引：1
The application of the ensemble Kalman filter (EnKF) for history matching petroleum reservoir models has been the subject of intense investigation during the past 10 years. Unfortunately, EnKF often fails to provide reasonable data matches for highly nonlinear problems. This fact motivated the development of several iterative ensemble-based methods in the last few years. However, there exists no study comparing the performance of these methods in the literature, especially in terms of their ability to quantify uncertainty correctly. In this paper, we compare the performance of nine ensemble-based methods in terms of the quality of the data matches, quantification of uncertainty, and computational cost. For this purpose, we use a small but highly nonlinear reservoir model so that we can generate the reference posterior distribution of reservoir properties using a very long chain generated by a Markov chain Monte Carlo sampling algorithm. We also consider one adjoint-based implementation of the randomized maximum likelihood method in the comparisons. 相似文献
17.
In this paper, a stochastic collocation-based Kalman filter (SCKF) is developed to estimate the hydraulic conductivity from
direct and indirect measurements. It combines the advantages of the ensemble Kalman filter (EnKF) for dynamic data assimilation
and the polynomial chaos expansion (PCE) for efficient uncertainty quantification. In this approach, the random log hydraulic
conductivity field is first parameterized by the Karhunen–Loeve (KL) expansion and the hydraulic pressure is expressed by
the PCE. The coefficients of PCE are solved with a collocation technique. Realizations are constructed by choosing collocation
point sets in the random space. The stochastic collocation method is non-intrusive in that such realizations are solved forward
in time via an existing deterministic solver independently as in the Monte Carlo method. The needed entries of the state covariance
matrix are approximated with the coefficients of PCE, which can be recovered from the collocation results. The system states
are updated by updating the PCE coefficients. A 2D heterogeneous flow example is used to demonstrate the applicability of
the SCKF with respect to different factors, such as initial guess, variance, correlation length, and the number of observations.
The results are compared with those from the EnKF method. It is shown that the SCKF is computationally more efficient than
the EnKF under certain conditions. Each approach has its own advantages and limitations. The performance of the SCKF decreases
with larger variance, smaller correlation ratio, and fewer observations. Hence, the choice between the two methods is problem
dependent. As a non-intrusive method, the SCKF can be easily extended to multiphase flow problems. 相似文献
18.
Mohammadali Tarrahi Siavash Hakim Elahi Behnam Jafarpour 《Computational Geosciences》2016,20(5):929-952
Ensemble methods present a practical framework for parameter estimation, performance prediction, and uncertainty quantification in subsurface flow and transport modeling. In particular, the ensemble Kalman filter (EnKF) has received significant attention for its promising performance in calibrating heterogeneous subsurface flow models. Since an ensemble of model realizations is used to compute the statistical moments needed to perform the EnKF updates, large ensemble sizes are needed to provide accurate updates and uncertainty assessment. However, for realistic problems that involve large-scale models with computationally demanding flow simulation runs, the EnKF implementation is limited to small-sized ensembles. As a result, spurious numerical correlations can develop and lead to inaccurate EnKF updates, which tend to underestimate or even eliminate the ensemble spread. Ad hoc practical remedies, such as localization, local analysis, and covariance inflation schemes, have been developed and applied to reduce the effect of sampling errors due to small ensemble sizes. In this paper, a fast linear approximate forecast method is proposed as an alternative approach to enable the use of large ensemble sizes in operational settings to obtain more improved sample statistics and EnKF updates. The proposed method first clusters a large number of initial geologic model realizations into a small number of groups. A representative member from each group is used to run a full forward flow simulation. The flow predictions for the remaining realizations in each group are approximated by a linearization around the full simulation results of the representative model (centroid) of the respective cluster. The linearization can be performed using either adjoint-based or ensemble-based gradients. Results from several numerical experiments with two-phase and three-phase flow systems in this paper suggest that the proposed method can be applied to improve the EnKF performance in large-scale problems where the number of full simulation is constrained. 相似文献
19.
Traditional ensemble-based history matching method, such as the ensemble Kalman filter and iterative ensemble filters, usually update reservoir parameter fields using numerical grid-based parameterization. Although a parameter constraint term in the objective function for deriving these methods exists, it is difficult to preserve the geological continuity of the parameter field in the updating process of these methods; this is especially the case in the estimation of statistically anisotropic fields (such as a statistically anisotropic Gaussian field and facies field with elongated facies) with uncertainties about the anisotropy direction. In this work, we propose a Karhunen-Loeve expansion-based global parameterization technique that is combined with the ensemble-based history matching method for inverse modeling of statistically anisotropic fields. By using the Karhunen-Loeve expansion, a Gaussian random field can be parameterized by a group of independent Gaussian random variables. For a facies field, we combine the Karhunen-Loeve expansion and the level set technique to perform the parameterization; that is, for each facies, we use a Gaussian random field and a level set algorithm to parameterize it, and the Gaussian random field is further parameterized by the Karhunen-Loeve expansion. We treat the independent Gaussian random variables in the Karhunen-Loeve expansion as the model parameters. When the anisotropy direction of the statistically anisotropic field is uncertain, we also treat it as a model parameter for updating. After model parameterization, we use the ensemble randomized maximum likelihood filter to perform history matching. Because of the nature of the Karhunen-Loeve expansion, the geostatistical characteristics of the parameter field can be preserved in the updating process. Synthetic cases are set up to test the performance of the proposed method. Numerical results show that the proposed method is suitable for estimating statistically anisotropic fields. 相似文献
20.
In this paper, we discuss several possible approaches to improving the performance of the ensemble Kalman filter (EnKF) through improved sampling of the initial ensemble. Each of the approaches addresses a different limitation of the standard method. All methods, however, attempt to make the results from a small ensemble as reliable as possible. The validity and usefulness of each method for creating the initial ensemble is based on three criteria: (1) does the sampling result in unbiased Monte Carlo estimates for nonlinear flow problems, (2) does the sampling reduce the variability of estimates compared to ensembles of realizations from the prior, and (3) does the sampling improve the performance of the EnKF? In general, we conclude that the use of dominant eigenvectors ensures the orthogonality of the generated realizations, but results in biased forecasts of the fractional flow of water. We show that the addition of high frequencies from remaining eigenvectors can be used to remove the bias without affecting the orthogonality of the realizations, but the method did not perform significantly better than standard Monte Carlo sampling. It was possible to identify an appropriate importance weighting to reduce the variance in estimates of the fractional flow of water, but it does not appear to be possible to use the importance weighted realizations in standard EnKF when the data relationship is nonlinear. The biggest improvement came from use of the pseudo-data with corrections to the variance of the actual observations. 相似文献