A simple closed-form expression relates one-dimensional output cumulant statistics with the parameters of a known-order moving-average wavelet. Based on this relationship we obtain unique parameter and phase estimates of autoregressive moving-average seismic wavelets. The input reflectivity sequence is assumed to be non-Gaussian, independent, and identically distributed. The wavelet is not assumed to be minimum phase and is allowed to include allpass factors. The seismogram is contaminated by additive-colored Gaussian noise. Simulations demonstrate that our algorithm works well for moderate-size data records with a relatively low signal-to-noise ratio.
|Original language||English (US)|
|Number of pages||4|
|Journal||IEEE Transactions on Geoscience and Remote Sensing|
|State||Published - Jul 1989|