% IMPORTANT: The following is UTF-8 encoded. This means that in the presence
% of non-ASCII characters, it will not work with BibTeX 0.99 or older.
% Instead, you should use an up-to-date BibTeX implementation like “bibtex8” or
% “biber”.
@ARTICLE{Keller:857132,
author = {Keller, Johannes and Hendricks Franssen, Harrie-Jan and
Marquart, Gabriele},
title = {{C}omparing {S}even {V}ariants of the {E}nsemble {K}alman
{F}ilter: {H}ow {M}any {S}ynthetic {E}xperiments {A}re
{N}eeded?},
journal = {Water resources research},
volume = {54},
number = {9},
issn = {0043-1397},
address = {[New York]},
publisher = {Wiley},
reportid = {FZJ-2018-06376},
pages = {6299 - 6318},
year = {2018},
abstract = {The ensemble Kalman filter (EnKF) is a popular estimation
technique in the geosciences. It is used as a numerical tool
for state vector prognosis and parameter estimation. The
EnKF can, for example, help to evaluate the geothermal
potential of an aquifer. In such applications, the EnKF is
often used with small or medium ensemble sizes. It is
therefore of interest to characterize the EnKF behavior for
these ensemble sizes. For seven ensemble sizes (50, 70, 100,
250, 500, 1,000, and 2,000) and seven EnKF variants (damped,
iterative, local, hybrid, dual, normal score, and classical
EnKF), we computed 1,000 synthetic parameter estimation
experiments for two setups: a 2‐D tracer transport problem
and a 2‐D flow problem with one injection well. For each
model, the only difference among synthetic experiments was
the generated set of random permeability fields. The 1,000
synthetic experiments allow to calculate the probability
density function of the root‐mean‐square error (RMSE) of
the characterization of the permeability field. Comparing
mean RMSEs for different EnKF variants, ensemble sizes and
flow/transport setups suggests that multiple synthetic
experiments are needed for a solid performance comparison.
In this work, 10 synthetic experiments were needed to
correctly distinguish RMSE differences between EnKF variants
smaller than $10\%.$ For detecting RMSE differences smaller
than $2\%,$ 100 synthetic experiments were needed for
ensemble sizes 50, 70, 100, and 250. The overall ranking of
the EnKF variants is strongly dependent on the physical
model setup and the ensemble size.},
cin = {IBG-3},
ddc = {550},
cid = {I:(DE-Juel1)IBG-3-20101118},
pnm = {255 - Terrestrial Systems: From Observation to Prediction
(POF3-255)},
pid = {G:(DE-HGF)POF3-255},
typ = {PUB:(DE-HGF)16},
UT = {WOS:000448088100028},
doi = {10.1029/2018WR023374},
url = {https://juser.fz-juelich.de/record/857132},
}