In recent years, data assimilation techniques have been applied to an increasingly wider specter of problems. Monte Carlo variants of the Kalman filter, in particular, the ensemble Kalman filter (EnKF), have gained significant popularity. EnKF is used for a wide variety of applications, among them for updating reservoir simulation models. EnKF is a Monte Carlo method, and its reliability depends on the actual size of the sample. In applications, a moderately sized sample (40-100 members) is used for computational convenience. Problems due to the resulting Monte Carlo effects require a more thorough analysis of the EnKF. Earlier we presented a method for the assessment of the error emerging at the EnKF update step (Kovalenko et al., SIAM J Matrix Anal Appl, in press).