Fast, Robust, and Versatile Event Detection through HMM Belief State Gradient Measures

Event detection is a critical feature in data-driven systems as it assists with the identification of nominal and anomalous behavior. Event detection is increasingly relevant in robotics as robots operate with greater autonomy in increasingly unstructured environments. In this work, we present an accurate, robust, fast, and versatile measure for skill and anomaly identification. A theoretical proof establishes the link between the derivative of the log-likelihood of the HMM filtered belief state and the latest emission probabilities. The key insight is the inverse relationship in which gradient analysis is used for skill and anomaly identification. Our measure showed better performance across all metrics than related state-of-the art works. The result is broadly applicable to domains that use HMMs for event detection.Comment: 8 pages, 7 figures, double col, ieee conference forma

Data assimilation using bayesian filters and B-spline geological models

This paper proposes a new approach to problems of data assimilation, also known as history matching, of oilfield production data by adjustment of the location and sharpness of patterns of geological facies. Traditionally, this problem has been addressed using gradient based approaches with a level set parameterization of the geology. Gradient-based methods are robust, but computationally demanding with real-world reservoir problems and insufficient for reservoir management uncertainty assessment. Recently, the ensemble filter approach has been used to tackle this problem because of its high efficiency from the standpoint of implementation, computational cost, and performance. Incorporation of level set parameterization in this approach could further deal with the lack of differentiability with respect to facies type, but its practical implementation is based on some assumptions that are not easily satisfied in real problems. In this work, we propose to describe the geometry of the permeability field using B-spline curves. This transforms history matching of the discrete facies type to the estimation of continuous B-spline control points. As filtering scheme, we use the ensemble square-root filter (EnSRF). The efficacy of the EnSRF with the B-spline parameterization is investigated through three numerical experiments, in which the reservoir contains a curved channel, a disconnected channel or a 2-dimensional closed feature. It is found that the application of the proposed method to the problem of adjusting facies edges to match production data is relatively straightforward and provides statistical estimates of the distribution of geological facies and of the state of the reservoir