Evaluation and error analysis: Kalman gain regularization versus covariance regularization

DOI10.1007/s10596-010-9218-yzbMath1254.86030OpenAlexW1967572138MaRDI QIDQ695707

Dean S. Oliver, Yan-Fen Zhang

Publication date: 17 December 2012

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

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

zbMATH Keywords

ensemble Kalman filterhistory matchingbootstrap-based screeningcovariance regularizationdistance-dependent localizationKalman gain regularization

Mathematics Subject Classification ID

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

Related Items (1)

Theoretical and efficient practical procedures for the generation of inflation factors for ES-MDA

Uses Software

• bootstrap

Cites Work

• 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
• Application of the EnKF and localization to automatic history matching of facies distribution and production data
• Improving the ensemble estimate of the Kalman gain by bootstrap sampling
• Exploring the need for localization in ensemble data assimilation using a hierarchical ensemble filter
• Unnamed Item

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