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A Hybrid Ensemble Kalman Filter for Nonlinear Dynamics

In this thesis, we propose two novel approaches for hybrid Ensemble Kalman
Filter (EnKF) to overcome limitations of the traditional EnKF. The first approach is to
swap the ensemble mean for the ensemble mode estimation to improve the covariance
calculation in EnKF. The second approach is a coarse scale permeability constraint while
updating in EnKF. Both hybrid EnKF approaches are coupled with the streamline based
Generalized Travel Time Inversion (GTTI) algorithm for periodic updating of the mean
of the ensemble and to sequentially update the ensemble in a hybrid fashion.
Through the development of the hybrid EnKF algorithm, the characteristics of
the EnKF are also investigated. We found that the limits of the updated values constrain
the assimilation results significantly and it is important to assess the measurement error
variance to have a proper balance between preserving the prior information and the
observation data misfit. Overshooting problems can be mitigated with the streamline
based covariance localizations and normal score transformation of the parameters to
support the Gaussian error statistics.
The swapping mean and mode estimation approach can give us a better matching
of the data as long as the mode solution of the inversion process is satisfactory in terms
of matching the observation trajectory.
The coarse scale permeability constrained hybrid approach gives us better
parameter estimation in terms of capturing the main trend of the permeability field and
each ensemble member is driven to the posterior mode solution from the inversion
process. However the WWCT responses and pressure responses need to be captured
through the inversion process to generate physically plausible coarse scale permeability
data to constrain hybrid EnKF updating.
Uncertainty quantification methods for EnKF were developed to verify the
performance of the proposed hybrid EnKF compared to the traditional EnKF. The results
show better assimilation quality through a sequence of updating and a stable solution is
demonstrated.
The potential of the proposed hybrid approaches are promising through the
synthetic examples and a field scale application.

Identiferoai:union.ndltd.org:tamu.edu/oai:repository.tamu.edu:1969.1/ETD-TAMU-2009-12-7412
Date2009 December 1900
CreatorsWatanabe, Shingo
ContributorsDatta-Gupta, Akhil
Source SetsTexas A and M University
Languageen_US
Detected LanguageEnglish
TypeBook, Thesis, Electronic Thesis, text
Formatapplication/pdf

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