PAPER 2009-052

Estimation of Relative Permeability by

Assisted History Matching Using the
Ensemble Kalman Filter Method
H. LI, S. CHEN, D. YANG, P. TONTIWACHWUTHIKUL
University of Regina

This paper is accepted for the Proceedings of the Canadian International Petroleum Conference (CIPC) 2009, Calgary,
Alberta, Canada, 16‐18 June 2009. This paper will be considered for publication in Petroleum Society journals.
Publication rights are reserved. This is a pre‐print and subject to correction.

Abstract
In this paper, a novel technique has been developed to
implicitly estimate the relative permeability by history matching
three-phase production data with the ensemble Kalman filter
(EnKF). Power law repetitive of the relative permeability
curves is utilized, while both endpoints and shape of the relative
permeability curve are included in the state vectors which are
updated by assimilating the observed data sequentially. The
newly developed technique has been validated with accurately
evaluating the relative permeability in a synthetic reservoir with
two-dimension and three-phase flow. It is shown from the
synthetic case that good estimation of the relative permeability
curves can be obtained by assimilating the observed oil rates,
gas-oil ratios and well bottomhole pressures of the production
wells. Both the shape factors and the endpoints of the relative
permeability curves are accurately evaluated; however, a
larger ensemble size is needed to avoid the filter divergence.
Compared to the existing implicit methods, the newly developed
technique does not require the gradient of the objective function
and thus makes it easy to implement.
Introduction
Relative permeability is not only one of the most important
parameters used in reservoir characterization, but also crucial
for predicting reservoir performance throughout the life of a
reservoir. In general, relative permeability is obtained from the
displacement experiments with core samples. However, due to
the huge scaling difference between the core samples and the
reservoir as well as the difference between the experimental
conditions and the formation conditions, direct application of
estimated results generated from core samples to the whole
reservoir may induce significant errors in evaluating the
reservoir performance. Furthermore, interpretation of the
laboratory experiment data may also add further uncertainty to
the process of reservoir simulation. Therefore, it is of practical
and fundamental importance to accurately evaluate the relative
permeability in hydrocarbon reservoirs.
In principle, estimation of the relative permeability curve
can be obtained inversely by history matching the production
data obtained from the displacement experiments or field
operations[1-6]. A brief description of the process of implicit
relative permeability estimation method is provided as follows.
Prior to the history matching, a relative permeability
representation model is selected and initialized. Then, reservoir
simulation is conducted by using the initial relative permeability
curve to generate the simulated production data. Subsequently,

1
the relative permeability curves are adjusted using a robust Relative Permeability Modeling
algorithm to minimize the discrepancy between the simulated
production data and the field observation data. Once the Since no reliable theoretical models are available to describe
discrepancy is minimized, the corresponding relative the relative permeability, in this study, the empirical power law
permeability curve is regarded as the approximation of the real model is used to represent the two-phase relative permeability
relative permeability curves. curves as listed below[6].
The relative permeability representation models are For the oil-water system,
bw
classified into two categories: the functional model and the non-  S w − S wc 
functional model. Among the functional models, the power law k rw = aw  
 (1a)
model, which determines the relative permeability curve by the  1 − S orw − S wc 
endpoints and the exponential factors, is the most widely used  1 − S orw − S w 
bo

model[4, 6]. Compared to the functional models, the non- k ro = ao  

 (1b)
functional models are more flexible and show more degrees of  1 − S orw − S wc 
freedom, among which the cubic or B-spline curve are k rw and k ro are relative permeabilities of water and oil,
where
commonly applied to represent the relative permeability.
However, when the non-functional representation models are respectively; S w is water saturation; S wc is critical water
used, monotonicity of the relative permeability curve cannot saturation; Sorw is residual oil saturation; aw and ao are
always be guaranteed and thus a transformation of the control
relative permeabilities of water at S w = 1 − S orw and oil at
vectors is needed[7]. In addition, the estimated relative
permeability curves obtained from the B-spline model can be S w = S wc , respectively; and bw and bo are exponential or shape
more dissatisfactory than those obtained by using the power law factors for determining the shape of the relative permeability
model under certain conditions. This is because more non- curves.
uniqueness is added to the estimation when the B-spline models For the oil-gas system,
are used[8]. bg
 S g − S gc 
The implicit estimation of relative permeability using k rg = a g   (2a)
history matching is an ill-conditioned and nonlinear inverse  1 − S org − S wc − S gc 
 
problem. With the development of computer technology, high bog
computational capacity allows us to use more advanced  1 − Sorg − S wc − S g 
krog = aog   (2b)
nonlinear optimization technique to solve such inverse problem.  1 − Sorg − S wc − S gc 
For example, the Broyden–Fletcher–Goldfarb–Shanno (BFGS)  
method[5], limited memory BFGS (LBFGS) method[8] and where k rg and k rog are relative permeabilities of gas and oil,
Levenberg-Marquardt algorithm[6, 7] have been used as the respectively; ag and aog are gas relative permeability at
optimization engine in estimating the relative permeability.
Generally, the optimization algorithm used in the implicit S g = 1 − Sorg − S wc and the oil relative permeability at S g = S gc ,
estimation methods requires the gradient and/or Hessian matrix respectively; S g is gas saturation; Sorg is residual oil
of the objective function, which can be obtained by using the
adjoint method[6] or the finite different method[7]. Nevertheless, saturation; and bg and bog are exponential factors.
it remains a challenging task to estimate the endpoints of the As for three-phase flow in the reservoir, the water and gas
relative permeability curves for the aforementioned techniques. relative permeabilities can still be calculated by using Equations
In addition, due to the heterogeneity of the reservoir, it may be (1a) and (2a); however, the oil relative permeability, K ro ,
necessary to utilize multiple sets of relative permeabilities for should be calculated by using the Stone’s Model II method[10] as
different regions of the reservoir. However, even the relative follows.
permeability data from multiple core samples within the same
 k  k  
region of the reservoir may vary from one another. Since the K ro = ao  ro + krw  rog + krg  − krw + krg 
 
( (3) )
traditional history matching methods are not capable of  ao  aog  
handling multiple relative permeability data at the same time,
these core sample data need to be averaged with the normalized From Equation (1) to Equation (3), it can be seen that a total
saturation values before history matching[9]. number of twelve parameters are involved with defining relative
In this paper, a novel technique is developed to estimate the permeability curves in a three-phase flow system. If the relative
relative permeability by history matching the three-phase permeability is defined by normalizing the effective
production data by using the ensemble Kalman filter (EnKF) permeability of each phase by the absolute oil permeability at
method. First, the power law model is used to represent the irreducible water saturation[7, 8], then ao = aog = 1 . So the
relative permeability, and then initial ensembles are generated relative permeability vector, mkr , can be expressed as,
for the EnKF algorithm by using the pre-determined
boundaries. Secondly, the state vectors are then updated by [
mkr = Sorw , Sorg , S wc , S gc , aw , ag , bo , bw , bg , bog ] (4)
sequentially assimilating the observed data. Finally, estimation
of the relative permeability is accomplished once all the These parameters can be classified into two groups, i.e., the
observation data has been assimilated. The newly developed first six parameters are endpoints and the remaining four
technique has been successfully applied to accurately evaluate parameters are exponential factors defining the shape of the
the relative permeability in a synthetic reservoir with two- relative permeability curves.
dimension and three-phase flow. The relative permeability vector, mkr , must be solved
inversely to evaluate the relative permeability of a three-phase
system by history matching the observed production data. It
remains a challenging task to accurately determine the
endpoints of the relative permeability curve by using the

2
assisted history matching[7]. To simplify the model, it is often
assumed that the endpoints are known and thus the number of
parameters in Equation (4) is further reduced. In this study, all
ten parameters are to be determined for estimating the relative
permeability.
EnKF Algorithm
The EnKF technique has been found to be an efficient data
assimilation method and successfully used in assisted history
matching to estimate the reservoir parameters such as the
absolute permeability and porosity fields[11-14]. The EnKF
technique is a Mentor Carlo method where the covariance
matrix is updated from a limited number of ensembles[15]. The
ensemble, Yk , can be expressed as
Yk = [ y1, k , ..., y N , k ]
where N and k are the ensemble size and time index,
respectively.
In order to estimate the relative permeability by history
matching, the state vector of an ensemble member is defined as,
[ ]
y j , k = mkr j , k , f j , k (mkr ), d j , k j = 1, 2, ..., N
where f (mkr ) is the dynamic vector including fluid saturation
and pressure; and d is the observation vector including the
bottomhole pressure (BHP), gas-oil ratio (GOR) and water-cut.
The state vector needs to be initialized prior to the data
assimilation.
The EnKF technique consists of two sequential and recursive
steps. The first step is called the forecast step in which the state
vector is forwarded in the temporal space by conducting
reservoir simulation and a new ensemble of dynamic state
vector, f k +1 (mkr , k ) , is then generated. It should be noted that,
during the forecast process, the static vector, mkr , k , remains
unchanged. The second step, i.e., the analysis step, needs to be
carried out whenever observation data is available. The state
vector is updated as
y aj , k = y j , k + K k (d j , k − H k y j , k )
where superscript a represents the updated value; H k , a matrix
containing with only 0 and 1 since the observation vector is part
of the state vector, is the operator that relates the state vector to
the observation data; and K k is the Kalman gain which can be
calculated by
K k = C y H T ( HC y H T + Cd ) −1
In Equation (8), Cd is the covariance matrix of the data
noises, and the covariance matrix, C y , can be calculated by
Cy =
1
N −1
(
Yk − Yk Yk − Yk )( )T
where Yk is the mean value of the ensemble members.
A limitation pertaining to the traditional EnKF algorithm is
that significant inconsistency may occur within the state
variables after the updating step since the dynamic parameters
and the static parameters are updated sequentially. To overcome
this limitation, a confirming EnKF algorithm is used to ensure
that the updated static parameters and dynamic parameters are
always consistent[16].
Methodology
The procedure of implicitly estimating the relative
permeability curves is briefly described as follows.
1) A relative permeability representation model needs to be
selected and initialized to represent the relative permeability
curves.
2) Reservoir simulation is conducted by using the initial
relative permeability curves to generate the simulated
production data.
3) The simulated data are then compared with the measured
data obtained from the displacement experiments or field
operations.
4) The relative permeability curves are then adjusted by
using a robust optimization algorithm to minimize the
discrepancy between the simulated and the measured production
data.
(5)
5) The optimization process is terminated when all the
production data are assimilated, and then the approximation
relative permeability curves are obtained and evaluated.
Since the EnKF method only searches the optimum from the
space spanned by the initial ensemble members, it is essential
that the initial members be set properly for accurately
(6) evaluating the relative permeability. In practice, the following
procedure can be used to generate the initial ensemble
members.
1) Choose an appropriate number of initial ensemble
members, i.e., ensemble size, N ;
2) Set the upper and lower boundaries for each relative
permeability vector defined in Equation (4). In this study, the
boundaries are set by adding errors to the reference values of
the vector components;
3) Generate N relative permeability vectors by using the
following equation,
mkrj , i = L j + (U j − L j ) Rnd j = 1, 2, ..., M ; i = 1, 2, ..., N (10)
where, Lj and U j are the lower and upper boundary of the
j th component of the vector, respectively; and Rnd is a
random number between 0 and 1.
4) Initialize the dynamic vector once the initialization of the
(7) static vectors is completed. The dynamic vector remains
unchanged since no production has been made from the
reservoir yet. In addition, there is no observation data at time
zero.
It should be noted that the EnKF method provides an ideal
framework to integrate multiple core displacement data into
estimation of the relative permeability. In this case, the EnKF
(8) method utilizes multiple core data in the initialization step, i.e.,
for a field case, the above-mentioned boundaries of vector
components can be determined from multiple core samples
across the reservoirs. Then, the vector components are updated
(9)
within these boundaries to match the observed production
history. In this way, the multiple core flooding results can be
assimilated and utilized in the estimation process.
In this study, the relative root-mean-squared error, E , is
used to quantify the accuracy of the updated relative
permeability curves. The relative root-mean-squared error is a
normalized distance between the mean value of the updated
relative permeability vectors and the true values. It is defined as
follows,
2
 xiave − xitrue 
∑
M
E=
1
 true  × 100% (11)
M i =1  xi 
3
where M is total number of the relative permeability vector
components; i is index of vector components; xiave is the mean
value of the ith component of all the ensemble members, and
xitrue is the true or reference value.
Case Study
Synthetic model description
Reser voir model
A 2D synthetic model with 15 × 15 grids is used to
demonstrate the newly developed technique for implicitly
estimating the relative permeability for a three-phase flow
system. The synthetic reservoir model is a five-spot pattern,
which has one injection well (Inj1) at the center and four
production wells (Pro1, Pro2, Pro3 and Pro4) located at the
same radial distance from the injector. The absolute
permeability field and the well location are shown in Figure 1.
The injection well injects at a constant rate of 650 STB/d of
water with a maximum bottomhole pressure (BHP) of 10000
psi, while each of the four production wells produces at a
constant rate of 150 STB/d of oil with a minimum BHP of 500
psi. The total production period is 3000 days and the oil
production rate, gas oil ratio and BHP of the production wells
generated from the reference relative permeability curves are
used as the measured production data. The initial reservoir
pressure, oil saturation and the porosity of the reservoir
formation are set to be 1500 psi, 80% and 32%, respectively.
Refer ence r elative per meability cur ves
The reference relative permeability curves, shown in Figure
2, are generated by using the power law model with values of
the parameters listed in Table 1. It should be noted that in the
reservoir simulator (CMG IMEX, version: 2008.10), the relative
permeability curves are input in a table format, thus it is
recommended that large numbers of data points be used to
represent a smooth and accurate relative permeability[7]. In this
work, 150 points are used to represent each curve, i.e., 150 rows
of data points are used for each relative permeability table in the
simulator.
Estimation with known endpoints
There are two types of components in the relative
permeability vectors, the endpoints and the shape factors. In this
study, the newly developed method is first validated to estimate
the relative permeability with known endpoints. If all the
endpoints are assumed to be known, then the relative
permeability vectors are simplified from ten components to only
four shape factors (two for the oil-water system and two for the
oil-gas system), i.e.,
[
mkr = bo , bw , bg , bog ] (12)
The first step in the estimation process is to initialize the
ensemble members with boundary conditions listed in Table 2.
These boundaries are set by adding errors to the reference (true)
values of the vector components. For example, the upper
boundary of bo is set to be 2.5 times of its reference value.
Since most of the relative permeability curves are concave up,
4
all the lower boundaries of the shape factors are set to be 1. It is
worthwhile to point out that the shape factors can also be set to
be less than 1 in order to obtain a set of concave down relative
permeability curves. The boundary envelopes of the initial
relative permeability are plotted in Figure 2.
Once the initialization is completed, the initialized ensemble
members are updated by using the EnKF method to match the
production history data. In total, production history of 3000
days, including the oil production rate, BHP and GOR of the
four production wells, are used as the observation data. The
ensemble updating time step is chosen to be 200 days, and the
ensemble size is 150.
The estimated relative permeability curves with the known
endpoints are depicted in Figure 3. It can be seen that an
accurate evaluation of the three-phase relative permeability
curves is obtained after assimilating all the production data. The
relative permeability curves generated by using the updated
vectors are much closer to the reference data, compared to the
curves generated by using the average of the initial vectors. The
estimated shape factors are listed in Table 2. It is shown from
the table that there exists good agreement between the estimated
values and the reference values. However, the estimated values
tend to be larger than their corresponding reference values. This
may be caused by the high initial average values.
Variation of all the components of the relative permeability
vector at different time indexes (i.e., time divided by the time
step) is presented in Figure 4. It is clearly shown that significant
errors are involved in the vectors at initial time and that all
components of the vector are adjusted towards their reference
values as the time index increases (i.e., more and more
production data are assimilated). In addition, at the finial time
index, the components are approximated very close to their
corresponding reference values. The relationship between the
relative root-mean-squared error and the time index is shown in
Figure 5. The relative root-mean-squared error is decreased
dramatically as the time index increases. This is because the
relative root-mean-squared error defined in Equation (11) is an
averaged relative-error of all the components of the relative
permeability controlling vector. Thus, the overall error is
reduced when the relative error of each component decreases as
the time index increases.
Excellent match of the production history is also obtained
once the relative permeability has been favorably estimated.
Figure 6 shows the comparison of the observed commutative oil
production and the simulated ones obtained with the initial and
updated relative permeability. It is obvious that an improved
history match has been made available by using the updated
relative permeability curves. The same trend can also be found
in the production history matching of different production wells
as illustrated in Figure 7. By using the updated relative
permeability, the simulated water-cut and oil rate for all four
production wells are well matched with their corresponding
observation data.
Estimation with unknown endpoints
In principle, the ultimate oil recovery of a reservoir is
strongly affected by the endpoints of the relative permeability.
Determination of the endpoints of the relative permeability
curves also involves uncertainty, especially when data of
multiple core samples are employed. When the endpoints of the
relative permeability curves are unknown, all ten components of
the controlling vectors are needed to represent the relative
permeability curves. As a result, more degree of freedom is
added to the complex and nonlinear reversed problem.
 First, estimation of relative permeability with unknown Acknowledgments
endpoints is carried out with the same ensemble size ( N =150)
and time step (200 days) as the estimation with known The authors acknowledge a Discovery Grant from the
endpoints. As shown in Figure 8, at the beginning, the relative Natural Sciences and Engineering Research Council (NSERC)
root-mean-squared error is decreased as the time index of Canada and a research fund from the Petroleum Technology
increases; however, it is then increased as more observation Research Centre (PTRC) to D. Yang.
data are assimilated. This phenomenon is known as the filter
divergence[17-19] which occurs when the background error
covariances are estimated from a finite number of ensembles. If NOMENCLATURE
the ensemble size is not large enough to accurately evaluate the
a = Endpoint of relative permeability curves
error covariances, the updated ensemble is insufficiently
corrected toward the observed production data, and thus may b = Exponential or shape factor
finally lead to the filter divergence. Accordingly, it is obviously Cd = Covariance matrix of the data noises
demonstrated from Figure 8 that the relative root-mean-squared Cy = Covariance matrix
error is significantly reduced when a larger ensemble size
( N =300) is used. Thus, a good estimation of relative d = Observation vector
permeability curve is obtained as shown in Figure 9. Compared E = Relative root-mean-squared error
to the initial curves, the updated relative permeability curves are f = Dynamic vector
approximated much closer to the reference ones. Kk = Kalman gain
The reference and the estimated values of the vector
components are listed in Table 3. It is found that, the errors for kr = Relative permeability
estimated parameters are very small after the history matching. L = Lower boundary
The maximum relative error is 11.76%. As plotted in Figure 10, M = Total number of vector components for the
the commutative oil production data calculated by using the relative permeability
initial and updated relative permeability are compared with the mkr = Relative permeability vector
reference production history data. As can be seen, a much better
agreement is achieved when the updated relative permeably is N = Ensemble size
used in the simulation. The history matching of different Rnd = Random number
production wells is illustrated in Figure 11. This also indicates S = Saturation
that a good approximation of the relative permeability is
generated by using the newly developed method. U = Upper boundary
It should be noted that, according to the central limit x = Value of the component of ensemble
theorem, the accuracy of the EnKF estimate will be improved member
proportionally to the square root of the ensemble size[15], Y = Ensemble vector
whereas the computational cost is proportional to the ensemble Subscr ipt/super scr ipt
size. For a history matching problem with large-scale reservoir
simulation, a large ensemble size may not be practically a = Updated vector
feasible. On the other hand, it has been shown from the above avg = Average value
example that small ensemble size may lead to a convergence g = Gas phase
problem. Thus, further studies are needed to be conducted for k = Time index
improving the stability of the EnKF algorithm when a relatively
o = Oil phase
small ensemble size is used in the estimation process.
og = Oil (oil-gas system)
true = True value
Conclusions w = Water phase

A new method is developed to implicitly estimate the

relative permeability by history matching the reservoir
production data based on the EnKF algorithm. This method has
been successfully demonstrated by using a synthetic case with
two-dimension and three-phase flow. It is shown from the case
study that both the endpoints and the shape of the relative
permeability are estimated with good accuracy by history
matching the observation data of the production wells. It is also
found that, when the endpoints are involved in the estimation
process, a larger ensemble size is needed to avoid the filter
divergence. Compared to the existing implicit estimation
methods, the newly developed method does not require any
gradient information of the objective function which makes it
easier to implement. In addition, this newly developed method
can be used to integrate displacement data for multiple core
samples into the estimation process. This facilitates more
accurate evaluation of the relative permeability for the
multiphase flow in hydrocarbon reservoirs.
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TABLE 1: Reference values of the relative permeability vectors

Endpoint Par ameter Value Shape Par ameter Value

S orw 0.37 bo 3.10

S wc 0.17 bw 3.10
S org 0.17 bog 5.60
S gc 0.02 bg 3.50
aw 0.28
ag 0.83

TABLE 2: Initial ensemble boundaries and the estimated relative permeability vectors (with known endpoints)

Refer ence Boundar ies Estimated Relative

Par ameter
Value Upper Lower Value Er r or (% )
bo 3.10 7.75 1.00 3.33 7.42
bw 3.10 7.75 1.00 3.18 2.58
bg 3.50 8.75 1.00 3.60 2.85
bog 5.60 14.00 1.00 5.95 6.25

6
TABLE 3: Initial ensemble boundaries and the estimated relative permeability vectors (with unknown endpoints)

Reference Boundaries Estimated Relative

Parameter
Value Upper Lower Value Error (%)
S orw
0.37 0.41 0.30 0.36 2.70
S wc
0.17 0.20 0.09 0.15 11.76
S org
0.17 0.20 0.09 0.16 5.88
S gc
0.02 0.02 0.01 0.02 0.00
aw
0.28 0.56 0.14 0.31 10.71
ag
0.83 1.00 0.58 0.83 0.00
bo
3.10 6.20 1.00 3.45 11.29
bw
3.10 6.20 1.00 3.01 2.90
bg
3.50 7.00 1.00 3.16 9.71
bog 5.60 11.20 1.00 5.28 5.71

FIGURE 1: Absolute permeability field of the synthetic 2D reservoir.

7
 (a) (b)

FIGURE 2: Reference relative permeability and envelopes of initial relative permeability curves for (a) the oil-water system and
(b) the oil-gas system.

(a) (b)

FIGURE 3: The estimated relative permeability with known endpoints for (a) the oil-water system and (b) the oil-gas system.

(a) (b)

FIGURE 4: The estimated shape parameters with known endpoints vs. the time index for (a) the oil-water system and (b) the oil-
gas system.

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FIGURE 5: Relative root-mean-squared error with known endpoints vs. the time index for estimating relative permeabilities
with known endpoints.

FIGURE 6: Compar ison of the obser ved commutative oil pr oduction and the simulated ones obtained with the initial and
updated r elative per meability with known endpoints.

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 (a) (b)
FIGURE 7: Histor y matching r esults for (a) water -cut and (b) oil r ate obtained fr om the updated r elative per meability cur ves
with known endpoints.

FIGURE 8: Relative root-mean-squared error vs. the time index for estimating relative permeability with unknown endpoints
under different ensemble sizes.

(a) (b)
FIGURE 9: The estimated r elative per meability with unknown endpoints for (a) the oil-water system and (b) the oil-gas system.

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FIGURE 10: Comparison of the observed and the simulated commutative oil productions obtained with the initial and updated
relative permeability with unknown endpoints.

(a) (b)
FIGURE 11: History matching results for (a) water-cut and (b) oil rate obtained from the updated relative permeability curves
with unknown endpoints.

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