Ensemble filter methods with perturbed observations applied to nonlinear problems

DOI10.1007/s10596-009-9149-7zbMath1425.65015OpenAlexW2133499022MaRDI QIDQ2269055

Dean S. Oliver, Ning Liu, Yan-Fen Zhang

Publication date: 15 March 2010

Published in: Computational Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10596-009-9149-7

zbMATH Keywords

nonlinearityensemble Kalman filtersequential data assimilationsquare-root filtersecond-order-exact sampling

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Flows in porous media; filtration; seepage (76S05) Stochastic analysis applied to problems in fluid mechanics (76M35)

Related Items (3)

Recent progress on reservoir history matching: a review ⋮ Deterministic ensemble smoother with multiple data assimilation as an alternative for history-matching seismic data ⋮ Well posedness and convergence analysis of the ensemble Kalman inversion

Uses Software

• EnKF

Cites Work

• How to generate random matrices from the classical compact groups
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
• Experimental assessment of gradual deformation method
• Nonlinearity, Scale, and Sensitivity for Parameter Estimation Problems
• Sequential Data Assimilation Techniques in Oceanography
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