Efficient and Robust Reservoir Model Updating Using Ensemble Kalman Filter With Sensitivity-Based Covariance Localization

Recently Ensemble Kalman Filtering (EnKF) has gained increasing attention for history matching and continuous reservoir model updating using data from permanent downhole sensors. It is a sequential Monte-Carlo approach that works with an ensemble of reservoir models. Specifically, the method utilizes cross-covariances between measurements and model parameters estimated from the ensemble. For practical field applications, the ensemble size needs to be kept small for computational efficiency. However, this leads to poor approximations of the cross-covariance matrix, resulting in loss of geologic realism. Specifically, the updated parameter field tends to become scattered with a loss of connectivities of extreme values such as high permeability channels and low permeability barriers, which are of special significance during reservoir characterization. We propose a novel approach to overcome this limitation of the EnKF through a ‘covariance localization’ method that utilizes sensitivities that quantify the influence of model parameters on the observed data. These sensitivities are used in the EnKF to modify the cross-covariance matrix in order to reduce unwanted influences of distant observation points on model parameter updates. In particular, streamline-based analytic sensitivities are easy to compute, require very little extra computational effort and can be obtained using either a finite difference or streamline-based flow simulator. We show that the effect of the covariance localization is to increase the effective ensemble size. But key to the success of the sensitivity-based covariance-localization is its close link to the underlying physics of flow compared to a simple distance-dependent covariance function as used in the past. This flow-relevant conditioning leads to an efficient and robust approach for history matching and continuous reservoir model updating, avoiding much of the problems in traditional EnKF associated with instabilities, parameter overshoots and loss of geologic continuity. We illustrate the power and utility of our approach using both synthetic and field applications.