Characterization of Channelized Reservoir Using Ensemble Kalman Filter with Clustered Covariance

Abstract

Ensemble Kalman filter (EnKF) has the limitation of applications for multi-point geostatistics because it assumes Gaussian random field. It also uses all ensembles to get covariance matrix, even though they have different permeability field each other, resulting in filter divergence. The proposed method suggests the concept of clustered covariance by grouping initial ensembles using a distance-based method. Hausdorff distance is used for calculating similarity between permeability fields and they are separated by k-means clustering. When EnKF is applied to a 2D channel field, it shows overshooting problem and mismatches the true production data. The proposed method gives better history matching and future performance prediction without overshooting problems. Furthermore, it shows stable results for sensitivity analyses over the number of total ensembles. The more accurate covariance is calculated by clustering, the better results are obtained.