SPE-174908-MS

Application of Kalman Filter to Predictions of Pore Pressure While Drilling

Evren Bektas, Stefan Z. Miska, Evren M. Ozbayoglu, Mengjiao Yu, and Nicholas Takach, University of Tulsa;
David Velazquez-Cruz, Instituto Mexicano Del Petroleo; Mojtaba Pordel Shahri, Weatherford

Copyright 2015, Society of Petroleum Engineers

This paper was prepared for presentation at the SPE Annual Technical Conference and Exhibition held in Houston, Texas, USA, 28 –30 September 2015.

This paper was selected for presentation by an SPE program committee following review of information contained in an abstract submitted by the author(s). Contents
of the paper have not been reviewed by the Society of Petroleum Engineers and are subject to correction by the author(s). The material does not necessarily reflect
any position of the Society of Petroleum Engineers, its officers, or members. Electronic reproduction, distribution, or storage of any part of this paper without the written
consent of the Society of Petroleum Engineers is prohibited. Permission to reproduce in print is restricted to an abstract of not more than 300 words; illustrations may
not be copied. The abstract must contain conspicuous acknowledgment of SPE copyright.

Abstract
Accurate formation pore pressure prediction is the most important requirement for safe and effective
drilling. It essentially contributes to the reduction of drilling risks and provides cost-effective drilling of
wells. Even though there are methods that rely on well logs, seismic data and effective stress models to
predict pore pressure, there is no model available for real-time pore pressure prediction ahead of the bit.
This study explains how to design and apply a steady-state Kalman filter to predict real-time formation
pore pressure optimally by combining outputs from both Eaton’s model and from Logging While Drilling
(LWD). The objectives of this study are to minimize the noise on pore pressure predicted from well logs
(or LWD) measurements and to compute the next estimate of pore pressure ahead of bit using only the
most recent measurement.
Data obtained from well logs usually have noise measurements. The noise measurements lead to
changes of the results acquired from well logs. Therefore, uncertainties occur on the estimated pore
pressure. The designed Kalman filter is a recursive data processing algorithm to produce optimal estimate
of pore pressure ahead of the drill bit. The estimates tend to be more refined than those based on
measurements from well logs alone.
First, Eaton’s method, which is one of the most widely used pore pressure prediction methods, was
modeled and represented in the state-space form required for Kalman Filter modeling. Parameters used in
the Kalman Filter algorithm were also identified in state-space form. A computer code to implement the
designed Kalman filter algorithm has been developed. Additionally, field data were used to evaluate the
performance of the proposed algorithm.
Based on the results, it is concluded that Kalman filter can be a very effective tool for detecting
overpressure zones to avoid drilling problems before entering such zones.
The most important achievement is that the developed algorithm can be used as a design tool in
offshore and onshore drilling operations along with real-time LWD data to optimally estimate the
formation pore pressure of the next interval ahead of the bit during the drilling operation.

Introduction
Accurate formation pore pressure prediction is one of the most important challenges in drilling for many
years. Proper estimation of formation pore pressure helps reduce drilling risks and provides cost-effective
2 SPE-174908-MS

drilling of wells. Especially in deep water, the cost of drilling a well is very expensive. Therefore, a
reliable predrill prediction is demanded. As known, rocks are always under stress and overburden stress
is the principle stress in the vertical direction that leads to compaction of formations. If the formation is
surrounded by impermeable layers, pore fluid located between the rock grains cannot escape and
formation pore pressure increases. The fact that there are many factors that affect formation pore pressure
makes formation pore pressure prediction more complicated.
Two basic approaches to predict formation pore pressure are most widely used. The first approach is
based on the assumption that similar formations that have the same porosity-dependent variable are under
the same effective matrix stress. The second approach relies on empirical correlations. In this method,
formation pore pressure is expressed in terms of porosity-dependent parameters. The formation pore
pressure can be estimated by reading either a chart or a table (Bourgoyne et al., 1986).
Freire et al. (2010) indicated that in the expulsion of fluids from rock pores during the compaction
process, rock fluid pressure and the weight of the overlying sediments will be in balance. However, if
there is no fluid escape, the fluid in the rock pores is confined. This process leads to increase in pore
pressure and is considered an overpressure mechanism, called undercompaction.
Hottman and Johnson (1965) used acoustic and electric log data to estimate formation pressure. They
concluded that the travel time decreases with increasing depth because the porosity decreases as a function
of depth in normally pressured formations. However, if over-pressured formations are encountered,
increase in the travel time is observed, since the porosity is higher. They also reasoned that rocks are more
resistive than formation water, and shale containing less water is more resistive than shale containing more
water. Therefore, in over-pressured formations, decrease in the resistivity is observed.
Research conducted by Ebrom et al. (2003) indicated that S-wave interval velocities and C-wave
interval velocities are more sensitive for predicting pore pressure than P-wave interval velocities. Eaton’s
method for estimating pore pressure from P-wave velocities was applied for S-wave and C-wave
velocities, as well. They showed that although originally an exponent of three was used in Eaton’s method,
P-wave pressure prediction might require more than an exponent of three. Since S-wave and C-wave
interval velocities are more sensitive than P-wave velocities, the exponent is expected to be less than three
these waves.
A study conducted by Esmersoy et al. (2012) introduced a new method for pore pressure prediction.
Their main purpose was to use actual seismic velocity measurements integrated with well data to estimate
pore pressure ahead of the bit. They showed that seismic data constrained with Logging While Drilling
data (LWD) provides more accurate estimates of velocities ahead of the bit.
Drilling parameters can also be useful to detect over-pressured formations. Jordan and Shirley (1966)
state that the first occurrence of over-pressured formations can be observed from interpretation of the
drilling data. Compaction of formations increases with depth and the rate of penetration will decrease in
normal pressured formations. In the transition zone from normal pressured formation to abnormal
pressured formation, rock will be less compacted, and the rate of penetration will increase. The use of
penetration rate is difficult to apply in practice since many factors such as bit size, bit diameter, bit nozzle
size, weight on bit, rotary speed, mud density, etc. affect the rate of penetration. They proposed an
equation to normalize the rate of penetration by keeping drilling variables constant.
A study conducted by Rehm and McClendon (1971) stated that constant mud weight, bit weight and
rotary speed through a transition zone causes difficulties for determination of over-pressured zones. It is
desirable to change mud weight and drilling parameters when drilling into a transition zone.
Accurate estimation of formation pore pressure also helps to determine casing points and to select
sufficient mud weights for depths of interest. Even though there are some methods that rely on resistivity,
seismic prediction, effective stress, etc., to predict pore pressure, there are still uncertainties in the
estimation of formation pore pressure. To increase accuracy, there is room for proposing alternative
methods.
SPE-174908-MS 3

This paper presents Kalman filter theory as a method to increase accuracy for pore pressure prediction.
Kalman filter is one of the best-known mathematical tools that can be used to for estimation from noisy
measurements. In addition, Kalman filter is a recursive data processing algorithm.

Kalman Filter
There are several applications of Kalman filter in the oil industry. A study conducted by Zagayevskiy
(2012) is proposed for petroleum reservoir characterization. The aim of the application of Kalman filter
in that study was to analyze the reservoir behavior and to predict future performance. Ghods (2012)
applied Ensemble Kalman filter (EnKF) to estimate the fractured reservoir properties. There are also
several applications of Kalman filter in the drilling industry. A study conducted by ElGizawy (2009)
proposed a continuous well trajectory based on Kalman filtering.
In the present paper, our target is to apply Kalman filter to obtain more accurate pore pressure
predictions and to predict pore pressure at the next desired depth.
Both a system model and a measurement model need to be developed for application of the Kalman
filter. A discrete-time linear system model can be described as (Grewal and Andrews, 2008)
(1)

where Fk⫺1 is a state transition matrix, Bk⫺1 is an input matrix, and the random variable, wk⫺1, is a
process noise vector.
A discrete-time linear measurement model is
(2)

where Hk is a measurement sensitivity matrix and random variable vk is a measurement noise vector.
The process noise vector, wk⫺1, and the measurement noise vector, vk, are assumed to be additive, white
and Gaussian, with zero mean (Haykin, 2001).
The covariance matrices of the process noise vector, wk⫺1, and the measurement noise vector, vk, are
expressed as
(3)

and
(4)

The estimation errors a priori and a posteriori are defined as

(5)

(6)

The covariance of an a priori estimation error is

(7)

An a priori value of the state estimate is

(8)

To obtain equations for the estimation error, xk is substracted from both sides of Eq. 8.
(9)
4 SPE-174908-MS

(10)

(11)

From the definition of the covariance of an a priori estimation error, the predicted error covariance
matrix can be obtained as follows
(12)

(13)

(14)

The updated error covariance matrix is expressed as

(15)

where is the Kalman gain matrix that minimizes an a posteriori error covariance equation. Kalman
gain is computed as
(16)

The following equation computes the state estimate observational update which will be used in the
correction step in the Kalman filter algorithm.
(17)
SPE-174908-MS 5

Figure 1—A complete picture of Kalman filter algorithm

Modelling Approach
To determine parameters of state transition matrix, Fk⫺1, input matrix, Bk⫺1, and measurement sensitivity
matrix, Hk, we need to develop a system model and a measurement model. In this modelling, our approach
is to use a compaction model (Terzaghi and Peck, 1948). Then, Eaton’s method, which is one of most
widely used pore pressure prediction methods, will be considered for developing the system model and
measurement model.
Terzaghi and Peck (1948) described compaction caused by overburden stress as illustrated in Fig. 2.
They explain that overburden stress, ␴ob, was supported by stress in the spring pressure, ␴, and the fluid
pressure, p. Thereby, the following equation is obtained.
(18)
6 SPE-174908-MS

Figure 2—One dimensional sediment compaction model

Hottmann and Johnson (1965) proposed techniques for estimation of formation pressures based on
acoustic and electric log data. Acoustical and electrical properties of shales can be used to determine
certain reservoir properties. According to the study conducted by Hottmann and Johnson, the acoustic log
response is related to porosity variations in a lithology such as shale. The change of porosity with depth
can provide an insight about shale compaction.
Eaton (1972) proposed a pore pressure prediction method based on different well logs. Eaton’s method
relies on the assumption that the overburden stress depends on pore pressure and effective vertical stress
in Terzaghi’s equation. Eaton provided equations in terms of log results of acoustic velocity, resistivity,
and d-exponent. In the study conducted by Eaton, it is suggested to use c1 as 3, c2 and c3 as 1.2. According
to the field measurements, we use 0.7 for c1 in this paper.
(19)

(20)

(21)

State Space Model for Kalman filter

According to the modelling approach provided above, we can define the state vector as ,

the measurement vector is defined as and the control input is . Once

SPE-174908-MS 7

we develop a state space model that considers Eaton’s pore pressure prediction method, we are able to
identify parameters used in the Kalman filter algorithm as follows

In this paper, we consider the discrete-time state space model because measurements are available only
in the sampling period. Therefore, we need to discretize the parameters.
We obtain a discrete-time and linear state space model of the Kalman filter as follows
(22)

(23)

Application of Kalman filter to field data

According to the system model and measurement model developed from the Eaton’s method, a computer
code was developed to implement the Kalman filter algorithm. Density log and sonic log measurements
were applied as field data. The total of data points from the density log and the sonic log were imported
into the Kalman filter algorithm. Comparison of density log measurements and Kalman filter algorithm
results is provided in Fig. 3.
8 SPE-174908-MS

Figure 3—Graphical representation of density log measurements and Kalman filter algorithm outputs with respect to depth

Since the measurement model is designed for multiple inputs and outputs, comparison of sonic log
measurements and Kalman filter algorithm results is given in Fig. 4.
SPE-174908-MS 9

Figure 4 —Graphical representation of sonic log measurements and Kalman filter algorithm outputs with respect to depth

Once we obtain interval transit time and bulk density as outputs using the Kalman filter algorithm, the
next step is to predict pore pressure using Eaton’s method. The process for obtaining pore pressure
predictions using the Kalman filter is shown in Fig. 5.

Figure 5—Process for obtaining pore pressure predictions using Kalman filter

Field data is included from two lithologies, shale and conglomerate, respectively. Lithology becomes
conglomerate which has smaller transit time values than transit time values of shale after 2518.1 m.
Eaton’s method, which was developed to predict pore pressure in shales, can be used for lithologies in
which we cannot measure pore pressure. Once we estimate interval transit time and bulk density using the
10 SPE-174908-MS

Kalman filter algorithm, we are able to implement Eaton’s method using the Kalman filter outputs.
Comparison of pore pressure predictions obtained from Eaton’s method using log data to pore pressure
predictions using Kalman filter outputs is provided in Fig. 6. In this figure, red dots represent pore
pressure with 0.7 Eaton exponent using the sonic log measurements, blue dots represent pore pressure
with a 0.7 Eaton exponent using Kalman filter outputs.

Figure 6 —Comparison of pore pressure predictions obtained from Eaton’s method using log data with pore pressure predictions using
Kalman filter outputs

Pore Pressure Prediction ahead of the bit

Since Kalman filter is a strong estimator, we are able to predict pore pressure ahead of the bit using the
Kalman filter algorithm. We set different depth intervals to predict pore pressure for far distances and
short distances. To see the Kalman filter performance as an estimator, we set depth intervals as 6 ft., 13
ft., 26 ft. and 60 ft. to predict pore pressure ahead of the bit. Fig. 7 represents comparison of the pore
pressure prediction 6 ft. ahead and 13 ft. ahead using Kalman filter outputs and actual pore pressure
predictions at those depths.
SPE-174908-MS 11

Figure 7—Left graph is the pore pressure prediction 6 ft. ahead using Kalman filter and right graph is the pore pressure prediction 13
ft. ahead using Kalman filter

In Fig. 7, red dots represent the actual pore pressure predictions and triangles represent the pore
pressure predictions using Kalman filter outputs. We predict pore pressure using Kalman filter outputs
from 5851.7 ft. to 5950.1 ft. and compare with the actual pore pressure prediction. Then, we predict pore
pressure at 5956.6 ft. and 5963.1 ft. by setting the depth intervals as 6 ft. and 13 ft., respectively, at 5950.1
ft. According to the results, in the left plot of Fig. 7, actual pore pressure prediction is 3355.85 psi, Kalman
filter estimates pore pressure as 3356.84 psi 6 ft. ahead. Similarly, in the right plot of Fig. 7, actual pore
pressure prediction is 3376.01 psi, Kalman filter estimates pore pressure as 3368 psi 13 ft. ahead.
Another application of Kalman filter to field data to predict pore pressure ahead of the bit is to set depth
intervals as 26 ft. and 60 ft. Fig. 8 represents the comparison of the pore pressure prediction 26 ft. and 60
ft. ahead using Kalman filter outputs and actual pore pressure predictions at those depths.
12 SPE-174908-MS

Figure 8 —Left graph is the pore pressure prediction 26 ft. ahead using Kalman filter and right graph is the pore pressure prediction
60 ft. ahead using Kalman filter

In Fig. 8, red dots represent the actual pore pressure predictions and triangles represent the pore
pressure predictions using Kalman filter outputs. We predict pore pressure using Kalman filter outputs
from 5851.7 ft. to 5950.1 ft. and compare with the actual pore pressure prediction. Then, we predict pore
pressure at 5976.2 ft. and 6008.9 ft. by setting the depth intervals as 26 ft. and 60 ft., respectively, at
5950.1 ft. According to results, in the left plot of Fig. 8, actual pore pressure prediction is 3416.12 psi,
while Kalman filter estimates pore pressure as 3395.45 psi 26 ft. ahead. Similarly, in the right plot of Fig.
8, actual pore pressure prediction is 3509.65 psi, Kalman filter estimates pore pressure as 3482.15 psi 60
ft. ahead.
According to the results we obtained above, we can conclude that Kalman filter converges better for
short distances. In addition, measurements play an important role in the Kalman filter algorithm. Pore
pressure prediction 26 ft. ahead and 60 ft. ahead have more missing data compared to pore pressure
predictions 6 ft. ahead and 13 ft. ahead. The fact that there are more missing data of pore pressure
prediction for far distances reduces the Kalman filter performance.

Conclusions
Accurate pore pressure prediction is needed to provide cost-effective drilling of wells and to reduce
drilling risks. However, the ability to detect changes in pore pressure is a major issue in the industry. The
SPE-174908-MS 13

Kalman filter, which can be used as both a filter and a predictor, makes it possible to obtain more accurate
pore pressure predictions. According to the results obtained in this study, it is concluded that Kalman filter
predicts pore pressure with an accuracy of 99 % for 6 ft. ahead and 13 ft. ahead, and 98 % for 26 ft. ahead
and 60 ft. ahead.
Accurate pore pressure prediction is also important for understanding rock failure phenomena. Rock
failure is the origin of problems such as borehole instability. Therefore, it is useful to predict the
conditions under which rocks fail. The stress that causes deformation and failure is effective stress.
Effective stress is obtained from difference between total stress and pore pressure. Consequently, ability
to obtain accurate pore pressure prediction leads to the ability to determine effective stress.
In addition, Kalman filter is an effective mathematical tool to estimate pore pressure ahead of the bit.
The model created in this paper and application of Kalman filter to field data show that the Kalman filter
makes it possible to predict pore pressure at the next depth of interest.

Nomenclature
x ⫽ state vector
⫽ an estimate of the value of x
⫽ estimation error of x
(⫺) ⫽ an a priori estimate of x
(⫹) ⫽ an a posteriori estimate of x
⫽ an a priori estimation error of x
⫽ an a posteriori estimation error of x
y ⫽ measurement vector
u ⫽ control input
w ⫽ process noise
F ⫽ state transition matrix
B ⫽ control matrix
H ⫽ measurement sensitivity matrix
Q ⫽ process noise covariance
R ⫽ measurement noise covariance
P ⫽ covariance matrix of x
⫽ kalman gain
D ⫽ depth, m
Pf ⫽ fluid pressure, psi
Pp ⫽ pore pressure, psi
⌬t ⫽ interval transit time, ␮sec/ft
⌬D ⫽ depth interval, m

Greek Letters
␩ ⫽ measurement noise
␴ ⫽ stress, psi
⌰ ⫽ porosity decline constant, 1/ft
␳ ⫽ density, g/cm3
␾ ⫽ porosity

Subscript
k ⫽ time index
f ⫽ fluid
14 SPE-174908-MS

p ⫽ pore
b ⫽ bulk
g ⫽ grain
ma ⫽ matrix
ob ⫽ overburden
n ⫽ normal
o ⫽ observed

Superscript
T ⫽ transpose

References
Bourgoyne, A. T., Millheim, K., Chenevert, M. E. et al. 1991. Formation Pore Pressure and Fracture
Resistance. In Applied Drilling Engineering, second edition, J. F. Evers and D. S. Pye, Chap. 6, 246 –299.
Richardson: Society of Petroleum Engineers.
Eaton, B. A. 1972. The Effect of Overburden Stress on Geopressure Prediction from Well Logs. SPE
Abnormal Subsurface Pore Pressure Symposium, Baton Rouge, Louisiana, 15-16 May. SPE-3719.
Ebrom, D., Heppard, P., Mueller, M. et al. 2003. Pore Pressure Prediction from S-wave, C-wave and
P-wave Velocities. Society of Exploration Geophysicists Annual Meeting, Dallas, Texas, 26-31 October.
SEG-1370.
ElGizawy, M. L. 2009. Continuous Measurement-While-Drilling Surveying System Utilizing MEMS
Inertial Sensors. Dissertation, University of Calgary, Calgary, Alberta (February 2009).
Esmersoy, C., Yang, Y., Sayers, C. M. et al. 2012. Pore Pressure Estimation Ahead of the Bit While
Drilling by Seismic and Well Data Intergation. Society of Exploration Geophysicists Annual Meeting, Las
Vegas, Nevada, 4 November. SEG-1138.
Freire, H.L.V., Falcao, J. L., Silva, C. F. et al. 2010. Abnormal Pore Pressure Mechanisms in Brazil.
44th US Rock Mechanics Symposium and 5th US-Canada Rock Mechanics Symposium, Salt Lake City,
Utah, 27-30 June. ARMA-10-407.
Ghods, P. 2012. Data Assimilation for Fractured Shale Gas Reservoirs Using Ensemble Kalman
Filter. Dissertation, University of Southern California, Los Angeles, California (May 2012).
Grewal, M. S., Andrews, A. P. 2008. Kalman Filtering: Theory and Practise Using Matlab, third
edition. Hoboken, New Jersey: Wiley-IEEE Press.
Haykin, S. 2001. Kalman Filters. In Kalman Filtering and Neural Networks, first edition, S. Haykin,
Chap. 1, 1–21. New York City: A Wiley-Interscience Publication.
Hottmann, C. E. and Johnson, R. K. 1965. Estimation of Formation Pressures from Log-Derived Shale
Propreties. Journal of Petroleum Technology: 718 –722. SPE-1110-PA.
Jorden, J. R. and Shirley, O. J. 1966. Application of Drilling Performance Data to Overpressure
Detection. Journal of Petroleum Technology: 1387–1394. SPE-1407-PA.
Rehm, B. and McClendon, R. 1971. Measurement of Formation Pressure from Drilling Data. 46th
Annual Fall Meeting of the Society of Petroleum Engineers of AIME, New Orleans, Louisiana, 3-6
October. SPE-3601-MS.
Terzaghi, K., Peck, R. B., and Mesri, G. 1996. Soil Mechanics in Engineering Practice, third edition,
New York City: A Wiley-Interscience Publication.
Velazquez-Cruz, D., Sanchez, S. B., Uribe A. F. 1993. Detection of Abnormal Pressures System from
Seismic Data and Geophysical Well Logs. SPE International Petroleum Conference and Exhibition of
Mexico, Villahermosa, Mexico, 3-5 March. SPE-39903.
Zagayevskiy, Y. 2012. Constraining 3D Petroleum Reservoir Models to Petrophysical Data, Local
SPE-174908-MS 15

Temperature Observations, and Gridded Seismic Attributes with the Ensemble Kalman Filter (EnKF). MS
Thesis, University of Alberta, Edmonton, Alberta (Spring 2012).