next up previous print clean
Next: Preconditioning the filtering method Up: From the filtering to Previous: Definitions

The filtering method

Abma (1995) solved a constrained least-squares problem to separate signal from spatially uncorrelated noise:
   \begin{eqnarray}
\bf Nn &\approx& \bf 0 \nonumber \\  \bf \epsilon Ss &\approx& \bf 0
\\  \mbox{subject to} &\leftrightarrow& \bf d = s+n \nonumber\end{eqnarray}
(2)
The first equation defines mathematically the annihilation filter ${\bf N}$ whereas the second equation defines the annihilation filter ${\bf S}$. Minimizing in a least-squares sense the fitting goals in equation (2) with respect to ${\bf s}$ leads to the following expression for the estimated signal:  
 \begin{displaymath}
\bf \hat{s} = \left( \bold N^T \bold N + \epsilon^2
 \bold S^T \bold S \right)^{-1} \bold N^T \bold N \bold d.\end{displaymath} (3)
$\left( \bold N^T \bold N + \epsilon^2 \bold S^T \bold S \right)^{-1}
\bold N^T \bold N$ is a projection filter. I call it the filtering method because the noise components are filtered out by the PEF ${\bf N}$ in equation (3).
next up previous print clean
Next: Preconditioning the filtering method Up: From the filtering to Previous: Definitions
Stanford Exploration Project
6/7/2002