Classification: Internal Status: Draft

Using the EnKF for combined state and

parameter estimation
Geir Evensen
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Outline
• Reservoir modelling and simulation
• History matching problem and uncertainty prediction
• Ensemble Kalman filter (EnKF)
• Field case example
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Reservoir Geophysics and Fast Model Updating

• Business challenge
– To reduce uncertainty in reserves and
production targets
• Project goal
– Provide continuously updated and
integrated models with reduced and
quantified uncertainty
• Activities
– Seismic acquisition and imaging
– 4D quantitative analysis
– Integrated use of 4D seismic data
– Well based reservoir monitoring
– Model uncertainty and updating
– Integrated IOR work processes
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The geological model

Structural framework
(Seismic data)

Depositional model
Rock properties distribution

Lithology: facies, porosity and permeability

Depth of fluid contacts and fluid properties

Phie

Log(K)

Geological 3D model
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History matching reservoir models

• Traditional parameter estimation
• Find parameter-set that gives best match
to data
– Production and seismic data Simulation model

• Definition of quadratic cost function

– Perfect model assumption Production data

• Minimization of cost function

Oil flow rate (m3/day)

– Adjoints, gradients, genetic
algorithms, ensemble methods
• Traditional workflow updates only
simulation model

Time (days)
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History matching and uncertainty prediction

Initial uncertainty Predicted

uncertainty

Reduced
Reduced initial predicted
uncertainty uncertainty

History Prediction

Assisted history matching
• Parameterization
• Definition of cost function
• Minimization/sampling
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• High-dimensional problem
• Highly nonlinear problem
• Model errors ignored
• Multiple local minima
• Hard to solve
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General formulation

Find posterior pdf of state and parameters given

measurements and model with prior error statistics

Combined parameter and state estimation problem

Bayesian formulation
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Bayesian formulation p(x|d)~p(x)p(d|x)

Bayes’ theorem

Gaussian priors Markov model

Independent data

Quadratic cost-function Sequential processing of

measurements
Sequence of inverse
Minimization/Sampling problems
”Ignore model errors”
Solve only for parameters? Ensemble methods
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History matching and uncertainty prediction

Todays posterior is tomorows prior
p(x|d1) ~ p(x) p(d1|x)
p(x|d1,d2) ~ p(x|d1) p(d2|x)

EnKF procedure
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Ensemble Kalman Filter

• Sequential Monte Carlo method

• Representation of error statistics by an ensemble of model states
– Mean and covariance

• Evolution of error statistics by ensemble integrations

– Stochastic model equation

• Assimilation of measurements using a variance minimizing update

– Sequential updating of both model state and static parameters
– Model state and parameters converge towards true values
– Information accumulates and uncertainty is reduced at each update
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EnKF can update geo-realizations

Geo-model Log data

Geo-realizations

RFT/PLT data

Simulation realizations EnKF Production rates

4D seismics
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Oseberg Sør reservoir model Permeability field

• Dimensions:
• Field 3 km x 7 km, 300m thick
• Cells size 100 x 100m, z variable
• 60 ‘000 active cells

• Complex reservoir
• Heterogeneous flow properties
• Many faults, poorly known properties
• Fluid contacts poorly known

• Parameters to estimate
• Porosity and permeability fields
• Depth of fluid contacts
• Fault properties
• Relperm parameterization

• Condition initial ensemble on production data

• 4 producers, 1 water injector
• 6 years of production history
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Initial ensemble uncertainty span

Oil production rate

Measurements
Initial ensemble

Water cut
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Posterior prediction and uncertainty span

Oil production rate

Measurements
OPR
WCT
Initial ensemble
EnKF updated ensemble

Water cut
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Oil Water relative permeability

0,9

0,8
0,7
Krw Initial mean
0,6
Krow Initial mean
0,5
Krw Updated
0,4
Krow Updated
0,3
0,2

0,1

0
0 0,1 0,2 0,3 0,4 0,5 0,6 0,7 0,8 0,9 1
Water Saturation
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Porosity layer 19 (UT), prior and posterior

Initial EnKF updated

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Porosity standard deviation layer 19, prior and posterior

Initial EnKF updated

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Improved estimate of initial WOC depth

2907± 5m

2890 ± 2m
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Fault transmissibility estimation

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Real time prediction of oil production using the EnKF

• Grane reservoir
– Grid consists of 90x168x20 grid cells
– Homogenous/high permeability
– Unclear vertical communication
– Poorly known initial contacts
• Parameters to estimate
– PORO and PERM
– MULTZ
– WOC & GOC
– RELPERM
• Conditioning on production
– 3 years production history, 19 wells
– OPR, WCT, GOR
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Conclusions
EnKF can efficiently history match complex reservoir models
General tool for parameter and/or state estimation.

Practically no limitation on parameter space.

Problem with local minima avoided.

Workflow and EnKF method allow for:

Consistency in model chain.

Estimates with quantified uncertainty.

Real time and sequential updating of models.

Updated ensemble provides future prediction with uncertainty estimates

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Issues and future challenges

• EnKF with general facies models
– Involves non-Gaussian variables
• Pluri-Gaussian representation
• Kernel methods
• EnKF for estimating structural
parameters like faults and surfaces
– Changes model grid
• Conditioning geo-models
– Consistent links between geo- and
simulation model
• Operational workflow / best practice
– Generally applicable
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Operational ocean prediction system

TOPAZ system:
27 000 000 unknowns
148 000 weekly observations
100 ensemble members
Local analysis