Review of ensemble and particle filtering with application to the history matching problem in reservoir

by X. Luo, I. Hoteit, L. Duan, W. Wang

Year: 2011

Bibliography

Review of ensemble and particle filtering with application to the history matching problem in reservoir
X. Luo, I. Hoteit, L. Duan and W. Wang
Book chapter in “Nonlinear Estimation and Applications to Industrial Systems Control”, Editor G. Rigatos, 2011

Abstract

This chapter reviews the recent advances in Bayesian filtering approaches, with the focus on those suitable for data assimilation in high-dimensional systems. We discuss the similarities and differences of these filtering approaches, and compare their performance in an application to the history matching problem in a synthetic, twodimensional, oil-water reservoir model.

ISBN: 978-161942898-0

Keywords

Data Assimilation Ensemble Kalman Filter Gaussian Sum Filter History Matching in Reservoir Models Nonlinear Kalman Filter Particle Filter Sequential Bayesian Filtering