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DOI10.1029/2018WR023374
Comparing Seven Variants of the Ensemble Kalman Filter: How Many Synthetic Experiments Are Needed?
Keller, Johannes1; Franssen, Harrie-Jan Hendricks2,3; Marquart, Gabriele1
2018-09-01
发表期刊WATER RESOURCES RESEARCH
ISSN0043-1397
EISSN1944-7973
出版年2018
卷号54期号:9页码:6299-6318
文章类型Article
语种英语
国家Germany
英文摘要

The ensemble Kalman filter (EnKF) is a popular estimation technique in the geosciences. It is used as a numerical tool for state vector prognosis and parameter estimation. The EnKF can, for example, help to evaluate the geothermal potential of an aquifer. In such applications, the EnKF is often used with small or medium ensemble sizes. It is therefore of interest to characterize the EnKF behavior for these ensemble sizes. For seven ensemble sizes (50, 70, 100, 250, 500, 1,000, and 2,000) and seven EnKF variants (damped, iterative, local, hybrid, dual, normal score, and classical EnKF), we computed 1,000 synthetic parameter estimation experiments for two setups: a 2-D tracer transport problem and a 2-D flow problem with one injection well. For each model, the only difference among synthetic experiments was the generated set of random permeability fields. The 1,000 synthetic experiments allow to calculate the probability density function of the root-mean-square error (RMSE) of the characterization of the permeability field. Comparing mean RMSEs for different EnKF variants, ensemble sizes and flow/transport setups suggests that multiple synthetic experiments are needed for a solid performance comparison. In this work, 10 synthetic experiments were needed to correctly distinguish RMSE differences between EnKF variants smaller than 10%. For detecting RMSE differences smaller than 2%, 100 synthetic experiments were needed for ensemble sizes 50, 70, 100, and 250. The overall ranking of the EnKF variants is strongly dependent on the physical model setup and the ensemble size.


英文关键词ensemble Kalman filter uncertainty quantification method comparison
领域资源环境
收录类别SCI-E
WOS记录号WOS:000448088100028
WOS关键词DATA ASSIMILATION ; GROUNDWATER-FLOW ; COUPLED MODEL ; STEADY-STATE ; PARAMETERS ; TRANSPORT ; TEMPERATURES ; TRANSIENT ; SURFACE
WOS类目Environmental Sciences ; Limnology ; Water Resources
WOS研究方向Environmental Sciences & Ecology ; Marine & Freshwater Biology ; Water Resources
引用统计
文献类型期刊论文
条目标识符http://119.78.100.173/C666/handle/2XK7JSWQ/21122
专题资源环境科学
作者单位1.Rhein Westfal TH Aachen, Inst Appl Geophys & Geothermal Energy, EON Energy Res Ctr, Aachen, Germany;
2.Forschungszentrum Julich, IBG Agrosphere 3, Inst Bio & Geosci, Julich, Germany;
3.Geoverbund ABC J, Ctr High Performance Sci Comp Terr Syst HPSC Terr, Julich, Germany
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GB/T 7714
Keller, Johannes,Franssen, Harrie-Jan Hendricks,Marquart, Gabriele. Comparing Seven Variants of the Ensemble Kalman Filter: How Many Synthetic Experiments Are Needed?[J]. WATER RESOURCES RESEARCH,2018,54(9):6299-6318.
APA Keller, Johannes,Franssen, Harrie-Jan Hendricks,&Marquart, Gabriele.(2018).Comparing Seven Variants of the Ensemble Kalman Filter: How Many Synthetic Experiments Are Needed?.WATER RESOURCES RESEARCH,54(9),6299-6318.
MLA Keller, Johannes,et al."Comparing Seven Variants of the Ensemble Kalman Filter: How Many Synthetic Experiments Are Needed?".WATER RESOURCES RESEARCH 54.9(2018):6299-6318.
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