Improving the ensemble estimate of the Kalman gain by bootstrap sampling

DOI10.1007/s11004-010-9267-8zbMath1184.86017MaRDI QIDQ964859

Dean S. Oliver, Yan-Fen Zhang

Publication date: 21 April 2010

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

Full work available at URL: https://doi.org/10.1007/s11004-010-9267-8

zbMATH Keywords

bootstrap; EnKF-SKe; hierarchical filter; screened Kalman gain; spurious correlations

Mathematics Subject Classification ID

62F40: Bootstrap, jackknife and other resampling methods

86A32: Geostatistics

Related Items

Filtering with state space localized Kalman gain, Distributed parameter and state estimation in petroleum reservoirs, Evaluation and error analysis: Kalman gain regularization versus covariance regularization, Towards a hierarchical parametrization to address prior uncertainty in ensemble-based data assimilation, Ensemble-based multi-scale history-matching using second-generation wavelet transform, Using a machine learning proxy for localization in ensemble data assimilation, Data-space inversion with ensemble smoother, Recent progress on reservoir history matching: a review

Uses Software

• EnKF
• bootstrap

Cites Work

• Unnamed Item
• 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