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The signal/noise separation problem is addressed in two different ways.
The first method intends to approximate the noise covariance matrix
with prediction error filters. The second method introduces a
noise modeling operator in the fitting goal. Although both methods
separate the noise from the signal, the subtraction method
can also mitigate the effects of the correlation between
signal and noise by incorporating a regularization term
into the fitting goal.
Stanford Exploration Project
4/29/2001