Iterated extended Kalman filter method for time‐lapse seismic full‐waveform inversion

Time-lapse seismic data is useful for identifying fluid movement and pressure and saturation changes in a petroleum reservoir and for monitoring of CO2 injection. The focus of this paper is estimation of time-lapse changes with uncertainty quantification using full-waveform inversion. The purpose of also estimating the uncertainty in the inverted parameters is to be able to use the inverted seismic data quantitatively for updating reservoir models with ensemble-based methods. We perform Bayesian inversion of seismic waveform data in the frequency domain by combining an iterated extended Kalman filter with an explicit representation of the sensitivity matrix in terms of Green functions (acoustic approximation). Using this method, we test different strategies for inversion of the time-lapse seismic data with uncertainty. We compare the results from a sequential strategy (making a prior from the monitor survey using the inverted baseline survey) with a double difference strategy (inverting the difference between the monitor and baseline data). We apply the methods to a subset of the Marmousi2 P-velocity model. Both strategies performed well and relatively good estimates of the monitor velocities and the time-lapse differences were obtained. For the estimated time-lapse differences, the double difference strategy gave the lowest errors.