This paper reports the use of ensemble Kalman filter (EnKF) for automatic history matching. EnKF is a Monte Carlo method, in which an ensemble of reservoir state variables are generated and kept up-to-date as data are assimilated sequentially. The uncertainty of reservoir state variables is estimated from the ensemble at any time step. Two synthetic problems are selected to investigate two primary concerns with the application of the EnKF. The first concern is whether it is possible to use a Kalman filter to make corrections to state variables in a problem for which the covariance matrix almost certainly provides a poor representation of the distribution of variables. It is tested with a one-dimensional, two-phase waterflood problem. The water saturation takes large values behind the flood front, and small values ahead of the front. The saturation distribution is bimodal and is not well modeled by the mean and variance. The second concern is the representation of the covariance via a relatively small ensemble of state vectors may be inadequate. It is tested by a two-dimensional, two-phase problem. The number of ensemble members is kept the same as for the one-dimensional problem. Hence the number of ensemble members used to create the covariance matrix is far less than the number of state variables. We conclude that EnKF can provide satisfactory history matching results while requiring less computation work than traditional history matching methods.

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