Abstract
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) |
|---|---|
| Pages (from-to) | 452-455 |
| Number of pages | 4 |
| Journal | IEEE Transactions on Geoscience and Remote Sensing |
| Volume | 27 |
| Issue number | 4 |
| DOIs | |
| State | Published - Jul 1989 |
| Externally published | Yes |
Bibliographical note
Funding Information:Manuscript received November 5, 1987; revised March 17, 1989. Part of this work was presented at the Int. Geoscience and Remote Sensing Symposium (IGARSSW),A nn Arbor, MI, and was partially supported by the Univ. of Virginia Eng. Res. Instit. by Grant 6-42410, and by HDL Contract no. 5-25227.