The ensemble Kalman filter in reservoir engineering—a review

SI Aanonsen, G Nœvdal, DS Oliver, AC Reynolds… - Spe Journal, 2009 - onepetro.org
There has been great progress in data assimilation within atmospheric and oceanographic
sciences during the last couple of decades. In data assimilation, one aims at merging the …

The Ensemble Kalman filter: a signal processing perspective

M Roth, G Hendeby, C Fritsche… - EURASIP Journal on …, 2017 - Springer
Abstract The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the
Kalman filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian …

[图书][B] Rank issues

G Evensen, G Evensen - 2009 - Springer
It is in the previous chapters stated that the EnKF analysis scheme may have problems in
cases where the number of measurements is larger than the number of members in the …

The ensemble Kalman filter for combined state and parameter estimation

G Evensen - IEEE Control Systems Magazine, 2009 - ieeexplore.ieee.org
This article provides a fundamental theoretical basis for understanding EnKF and serves as
a useful text for future users. Data assimilation and parameter-estimation problems are …

[HTML][HTML] Implications of the form of the ensemble transformation in the ensemble square root filters

P Sakov, PR Oke - Monthly Weather Review, 2008 - journals.ametsoc.org
This paper considers implications of different forms of the ensemble transformation in the
ensemble square root filters (ESRFs) for the performance of ESRF-based data assimilation …

Unbiased ensemble square root filters

DM Livings, SL Dance, NK Nichols - Physica D: Nonlinear Phenomena, 2008 - Elsevier
There is an established framework that describes a class of ensemble Kalman filter
algorithms as square root filters (SRFs). These algorithms produce analyses by updating a …

[HTML][HTML] A non-Gaussian ensemble filter update for data assimilation

JL Anderson - Monthly Weather Review, 2010 - journals.ametsoc.org
A Non-Gaussian Ensemble Filter Update for Data Assimilation in: Monthly Weather Review
Volume 138 Issue 11 (2010) Jump to Content Jump to Main Navigation Logo Logo Logo Logo …

Ensemble-based uncertainty estimation in full waveform inversion

J Thurin, R Brossier, L Métivier - Geophysical Journal …, 2019 - academic.oup.com
Uncertainty estimation and quality control are critically missing in most geophysical
tomographic applications. The few solutions to cope with that issue are often left out in …

Non-asymptotic analysis of ensemble Kalman updates: effective dimension and localization

O Al-Ghattas, D Sanz-Alonso - … and Inference: A Journal of the …, 2024 - academic.oup.com
Many modern algorithms for inverse problems and data assimilation rely on ensemble
Kalman updates to blend prior predictions with observed data. Ensemble Kalman methods …

Local uncertainty quantification for 3-D time-domain full-waveform inversion with ensemble Kalman filters: application to a North Sea OBC data set

A Hoffmann, R Brossier, L Métivier… - Geophysical Journal …, 2024 - academic.oup.com
Full-waveform inversion (FWI) has emerged as the state-of-the art high resolution seismic
imaging technique, both in seismology for global and regional scale imaging and in the …