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Sampling error distribution for the ensemble Kalman filter update step

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Publication:695757
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DOI10.1007/s10596-011-9238-2zbMath1348.86008OpenAlexW2053392355MaRDI QIDQ695757

Trond Mannseth, Geir Nævdal, Andrey Kovalenko

Publication date: 17 December 2012

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

Full work available at URL: https://doi.org/10.1007/s10596-011-9238-2



Mathematics Subject Classification ID

Geostatistics (86A32)


Related Items (1)

Sampling error distribution for the ensemble Kalman filter update step


Uses Software

  • EnKF
  • AS 155


Cites Work

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  • Unnamed Item
  • Closed-loop reservoir management on the Brugge test case
  • Impact of time-lapse seismic data for permeability estimation
  • Sampling error distribution for the ensemble Kalman filter update step
  • Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
  • On the distribution of a quadratic form in a multivariate normal sample
  • Singular Wishart and multivariate beta distributions
  • Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
  • Combining geostatistics and Kalman filtering for data assimilation in an estuarine system
  • Data Assimilation


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