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hybrid⚓︎

ES, and Iterative ES updates with hybrid update matrix calculated from multi-fidelity runs.

hybrid_update ⚓︎

Bases: AnalysisBase

Class for hybrid update schemes as described in: Fossum, K., Mannseth, T., & Stordal, A. S. (2020). Assessment of multilevel ensemble-based data assimilation for reservoir history matching. Computational Geosciences, 24(1), 217–239. https://doi.org/10.1007/s10596-019-09911-x

Note that the scheme is slightly modified to be inline with the standard (I)ES approximate update scheme. This is what lets it be bound as an analysis like approx_update and friends, despite working on lists of per-level matrices rather than single ones -- see esmda_hybrid.COMPATIBLE_ANALYSES.

update(enX, enY, enE, **kwargs) ⚓︎

Perform the hybrid update.

Parameters: 
enX : list of np.ndarray
    List of state ensemble matrices for each level (nx, ne)

enY : list of np.ndarray
    List of predicted data ensemble matrices for each level (nd, ne)

enE : list of np.ndarray
    List of ensemble of perturbed observations for each level (nd, ne)