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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}](img8.gif) |
|
| (2) |
| |
The first equation defines mathematically the annihilation filter
whereas the second equation defines the annihilation filter
.
Minimizing in a least-squares sense the
fitting goals in equation (2) with respect
to
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}](img9.gif) |
(3) |
is a projection filter. I call it
the filtering method because the noise components are filtered out
by the PEF
in equation (3).
Next: Preconditioning the filtering method
Up: From the filtering to
Previous: Definitions
Stanford Exploration Project
6/7/2002