Abstract

VAZQUEZ-GUILLEN, Felipe  and  AUVINET-GUICHARD, Gabriel. Simulation of Spatiotemporal Random Fields Using a Modified Kalman Filter. Ing. invest. y tecnol. [online]. 2015, vol.16, n.1, pp.1-12. ISSN 2594-0732.

A spatiotemporal random field is a probabilistic model used to represent phenomena that, besides varying spatially, evolve in time. Such kind of model is of great interest in engineering for representing transient phenomena and generating configurations or images of the distribution of an attribute or variable conditional to temporal observations. In this paper an alternative formulation of a variant of the EnKF method (Ensemble Kalman Filter (Evensen, 2007) based on concepts commonly used in geostatistics is proposed and its numerical implementation is explained in detail. The benefits of the method are illustrated by solving a transient flow problem in a fully saturated random porous media.

Keywords : random fields; conditional simulation; dynamic variables; Kalman filter; EnKF method.

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