With the development of in-situ monitoring techniques, the ensemble Kalman filter (EnKF) has become a popular data assimilation method due to its capability to jointly update model parameters and state variables in a sequential way, and to assess the uncertainty associated with estimation and prediction. To take the conceptual model uncertainty into account during the data assimilation process,...

It is formally proved that the general smoother for nonlinear dynamics can be formulated as a sequential method, that is, observations can be assimilated sequentially during a forward integration. The general filter can be derived from the smoother and it is shown that the general smoother and filter solutions at the final time become identical, as is expected from linear theory. Then, a new sm...

The study considers an iterative formulation of the ensemble Kalman filter (EnKF) for strongly nonlinear systems in the perfect-model framework. In the first part, a scheme is introduced that is similar to the ensemble randomized maximal likelihood (EnRML) filter by Gu and Oliver. The two new elements in the scheme are the use of the ensemble square root filter instead of the traditional (pertu...

This paper was selected for presentation by an SPE Program Committee following review of information contained in a proposal submitted by the author(s).

This paper proposes a novel multi-scale fluid flow data assimilation approach, which integrates and complements the advantages of a Bayesian sequential assimilation technique, the Weighted Ensemble Kalman filter (WEnKF) [12], and an improved multiscale stochastic formulation of the Lucas-Kanade (LK) estimator. The proposed scheme enables to enforce a physically plausible dynamical consistency o...

The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences, and its gradual adoption in many other areas of application, analysis of the method is in its infancy. Furthermore, much of the existing analysis deals with th...

2 ABSTRACT This paper explores the use of large ensembles of model runs with randomly perturbed initial conditions for the calculation of error covariance fields, initial condition sensitivity fields, and perturbation impact fields. The calculation of error covariances from ensembles is familiar from ensemble Kalman filter (EnKF) techniques, but the calculation of sensitivity and impact fields ...

For nuclear power plant (NPP) accident, the assessment of the radiation consequences plays an important role in the emergency response system. However, the source characteristics which greatly influence thhe accuracy of the assessment result is poorly known or even unknown at the early phase of accident, wich can cause poorly understanding of the situation and delay the response activities. In ...