A METHOD AND APPARATUS OF DETERMINING A STATE OF A SYSTEM

A method of determining a parameter and state of a system from a time series of a system measurement, comprising using a processor to: a) build an approximate model of the system; b) sample a plurality of approximate system parameters for a current time interval from a posterior probability distribu...

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1. Verfasser: FRANGOS, Michalis
Format: Patent
Sprache:eng ; fre ; ger
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Zusammenfassung:A method of determining a parameter and state of a system from a time series of a system measurement, comprising using a processor to: a) build an approximate model of the system; b) sample a plurality of approximate system parameters for a current time interval from a posterior probability distribution; c) determine an estimate of the system parameter at the current time interval from the distribution of the plurality of approximate system parameters; d) determine an estimate of the system state at the current time interval given the estimate of the system parameter; e) repeat b) to d) for the next time interval. An apparatus for performing the method is disclosed, and application of the method to drilling and wellbores is discussed.