The invention discloses an oil reservoir history fitting method based on graph lasso and set smooth multi-
data assimilation, and relates to the technical field of oil and gas
field development. The method comprises the following steps: firstly, acquiring to-be-optimized
model parameters and
observation data of a target oil reservoir, constructing an observation error
covariance matrix and initializing a
model parameter set, performing numerical
simulation by utilizing an oil reservoir numerical simulator to obtain prediction data, constructing a joint state matrix, performing dimensionless
standardization processing on the joint state matrix to obtain an empirical
correlation coefficient matrix, and then, performing optimization on the joint state matrix. And executing a graph lasso
algorithm combined with an extended
Bayesian information criterion to obtain an optimal dimensionless sparse precision matrix, extracting
correlation coefficient sub-blocks required by Kalman updating from the optimal dimensionless sparse precision matrix based on a Scherr's theorem, obtaining a robust data auto-
covariance matrix through a reverse reduction
physical quantity outline, calculating Kalman
gain in combination with an observation error
covariance matrix, and calculating a
Kalman filter. And the
model parameter set is updated until the preset condition is met, the reservoir history fitting
model parameter set is output, and the stability and precision of reservoir automatic history fitting are improved.