Evaluation and error analysis: Kalman gain regularization versus covariance regularization

DOI10.1007/S10596-010-9218-YMaRDI QIDQ695707zbMATH OpenOpenAlexFDO

Authors Dean S. Oliver, Yan-Fen Zhang

Publication date 17 December 2012

Published in Computational Geosciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s10596-010-9218-y

zbMATH Keywords

history matchingensemble Kalman filterbootstrap-based screeningcovariance regularizationdistance-dependent localizationKalman gain regularization

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)

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Cites work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Application of the EnKF and localization to automatic history matching of facies distribution and production data
• Cross-covariances and localization for EnKF in multiphase flow data assimilation
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
• Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter
• Improving the ensemble estimate of the Kalman gain by bootstrap sampling

Cited in

(3)

• Improving the ensemble estimate of the Kalman gain by bootstrap sampling
• Theoretical and efficient practical procedures for the generation of inflation factors for ES-MDA
• Two-error covariance analysis algorithms for suboptimal decentralized Kalman filters

Describes a project that uses

Uses Software

• bootstrap

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