共查询到20条相似文献，搜索用时 794 毫秒
1.
The theory of statistical communication provides an invaluable framework within which it is possible to formulate design criteria and actually obtain solutions for digital filters. These are then applicable in a wide range of geophysical problems. The basic model for the filtering process considered here consists of an input signal, a desired output signal, and an actual output signal. If one minimizes the energy or power existing in the difference between desired and actual filter outputs, it becomes possible to solve for the so-called optimum, or least squares filter, commonly known as the “Wiener” filter. In this paper we derive from basic principles the theory leading to such filters. The analysis is carried out in the time domain in discrete form. We propose a model of a seismic trace in terms of a statistical communication system. This model trace is the sum of a signal time series plus a noise time series. If we assume that estimates of the signal shape and of the noise autocorrelation are available, we may calculate Wiener filters which will attenuate the noise and sharpen the signal. The net result of these operations can then in general be expected to increase seismic resolution. We show a few numerical examples to illustrate the model's applicability to situations one might find in practice. 相似文献
2.
One of the problems in signal processing is estimating the impulse response function of an unknown system. The well-known Wiener filter theory has been a powerful method in attacking this problem. In comparison, the use of stochastic approximation method as an adaptive signal processor is relatively new. This adaptive scheme can often be described by a recursive equation in which the estimated impulse response parameters are adjusted according to the gradient of a predetermined error function. This paper illustrates by means of simple examples the application of stochastic approximation method as a single-channel adaptive processor. Under some conditions the expected value of its weight sequence converges to the corresponding Wiener optimum filter when the least-mean-square error criterion is used. 相似文献
3.
M. R. Thapar 《Pure and Applied Geophysics》1971,92(1):5-18
Summary This paper deals with the problem of finding a Wiener filter when the length of the filter output in not larger than the length of the filter input. Measure for the efficiency of a filter is defined in terms of the relation between the desired filter output and the actual filter output. This measure, called the filter efficiency, is used to find the optimum length of the filter memory function. The relation between the signal-to-noise-ratio (SNR) of the filter input and the SNR of the filter output is discussed. It is shown that there is always some improvement in the SNR through the use of a Wiener filter. 相似文献
4.
B. A. N. C. APELL 《Geophysical Prospecting》1974,22(4):601-609
The separation of regional from local gravity anomalies by means of the application of two-dimensional linear filters is analyzed. It was found that optimization of the filter in the least squares sense leads to filters that produce strong localized concentrations of the error, which may erroneously be interpreted as anomalies. For this reason the maximum absolute value of the error is a more important criterion for the quality of the filter than the root mean square error. This maximum absolute error is minimized by the minimax filter. Intermediate filters are derived which give a transition zone which comes appreciably closer to that of the optimal filter at only a small price in terms of increase of the maximum absolute error. 相似文献
5.
The values of the filter coefficients used for the computation of electromagnetic sounding curves are studied in conjunction with the values of the input function to the filter, or the range of values which the input function may assume, and the filters are broken off at such a place that the error in the sum of the products of filter coefficient and input function does not exceed a prescribed value. This analysis is carried out for the horizontal coils system, the perpendicular coils system, and the vertical coplanar coils system. The lengths of the filters so derived depend on the layer parameters, the frequency and the coil spacing. Even in the most unfavourable cases the filters are shorter than the filters published by Koefoed, Ghosh, and Polman (1972). 相似文献
6.
D. GUPTASARMA 《Geophysical Prospecting》1982,30(4):501-514
The accuracy of short length digital linear filter operators can be substantially increased if the sampling interval as well as the abscissa shift are properly adjusted. This may be done by a trial and error process of adjustment of these parameters until the error made by the filter operator, applied to a suitably chosen test function, is smallest. As an illustration of the application of this method, 7-, 11- and 19-point filters for the calculation of Schlumberger apparent resistivity from a known resistivity transform are designed. Errors with the new 7-point filter are seen to be less than those with a 19-point filter of conventional design. The errors with the new 19-point filter are two to three orders of magnitude smaller than those made by the conventional 19-point filter. The new method should provide digital linear operators that allow significant improvements in accuracy for comparable computation efforts, or substantial reduction in computation for comparable accuracy of results, or something of both. 相似文献
7.
Different types of median-based methods can be used to improve multichannel seismic data, particularly at the stacking stage in processing. Different applications of the median concept are described and discussed. The most direct application is the Simple Median Stack (SMS), i.e. to use as output the median value of the input amplitudes at each reflection time. By the Alpha-Trimmed Mean (ATM) method it is possible to exclude an optional amount of the input amplitudes that differ most from the median value. A more novel use of the median concept is the Weighted Median Stack (WMS). This method is based on a long-gapped median filter. The implicit weighting, which is purely statistical in nature, is due to the edge effects that occur when the gapped filter is applied. By shifting the traces around before filtering, the maximum weight may be given to, for example, the far-offset traces. The fourth method is the Iterative Median Stack (IMS). This method, which also includes a strong element of weighting, consists of a repeated use of a gapped median filter combined with a gradual shortening of the filter after each pass. Examples show how the seismic data can benefit from the application of these methods. 相似文献
8.
Real-time assimilation of streamflow observations into a hydrological routing model: effects of model structures and updating methods 总被引：1，自引：1，他引：0
Maurizio Mazzoleni Haksu Lee Yuqiong Liu Dong-Jun Seo Alessandro Amaranto 《水文科学杂志》2018,63(3):386-407
This paper comparatively assesses the performance of five data assimilation techniques for three-parameter Muskingum routing with a spatially lumped or distributed model structure. The assimilation techniques used include direct insertion (DI), nudging scheme (NS), Kalman filter (KF), ensemble Kalman filter (EnKF) and asynchronous ensemble Kalman filter (AEnKF), which are applied to river reaches in Texas and Louisiana, USA. For both lumped and distributed routing, results from KF, EnKF and AEnKF are sensitive to the error specification. As expected, DI outperformed the other models in the case of lumped modelling, while in distributed routing, KF approaches, particularly AEnKF and EnKF, performed better than DI or nudging, reflecting the benefit of updating distributed states through error covariance modelling in KF approaches. The results of this work would be useful in setting up data assimilation systems that employ increasingly abundant real-time observations using distributed hydrological routing models. 相似文献
9.
A brief history of the development of the inverse problem in resistivity sounding is presented with the development of the equations governing the least-squares inverse. Five algorithms for finding the minimum of the least-square problem are described and their speed of convergence is compared on data from two planar earth models. Of the five algorithms studied, the ridge-regression algorithm required the fewest numbers of forward problem evaluations to reach a desired minimum. Solution space statistics, including (1) parameter-standard errors, (2) parameter correlation coefficients, (3) model parameter eigenvectors, and (4) data eigenvectors are discussed. The type of weighting applied to the data affects these statistical parameters. Weighting the data by taking log10 of the observed and calculated values is comparable to weighting by the inverse of a constant data error. The most reliable parameter standard errors are obtained by weighting by the inverse of observed data errors. All other solution statistics, such as dataparameter eigenvector pairs, have more physical significance when inverse data error weighting is used. 相似文献
10.
S. M. DEREGOWSKI 《Geophysical Prospecting》1971,19(4):729-768
Two distinct filters are developed in the frequency domain which represent an attempt to increase the resolution of fine structure contained in the signal whilst keeping the expected filtered noise energy within reasonable bounds. A parameter termed the White Noise Amplification is defined and used together with a measure of the deconvolved pulse width in order to provide a more complete characterisation of the filters. Each of the two main types of frequency domain filters discussed varies in properties with respect to a single adjustable parameter. This may be contrasted with a time domain Wiener filter which in general has three variables: length, delay and an adjustable noise parameter or weight. The direct frequency domain analogue of the Wiener filter is termed a gamma-Fourier filter, and is shown to have properties which span the range from those of a spiking filter with zero least square error at one extreme, to those of a matched filter at the other extreme of its variable parameter's range. The second type of filter considered—termed the modulated Gaussian filter—is similarly shown to be a perfect spiking filter at one extreme of its parameter range, but adopts the properties of an output energy filter at the other extreme. 相似文献
11.
Wiener filtering is used to estimate receiver function in a time-domain. With the vertical component of 3-component teleseismic P waveform as the input of a Wiener filter, receiver function as the filter response, and radial and tangential components as the expected output, receiver function is estimated by minimizing the error between expected and actual outputs. Receiver function can be obtained by solving the Toeplitz equation using the Leviuson algorithm. The non-singularity of the Toeplitz equation ensures the stability of Wiener Deconvolution. Both synthetic and observational seismogram checks show that Wiener Deconvolution is an effective time-domain method to estimate receiver function from teleseismic P waveform. 相似文献
12.
Whereas an increase in material yield stress beyond the code specified characteristic value enhances plastic capacity, it may cause a reduction in overall ductility and energy absorption capability of steel frames. Since quality control of various shapes of sections used on site is difficult to impose, the effect of this random variability on design response parameters should be accounted for in earthquake-resistant regulations. Moreover, the required weak-beam/strong-column design principle in particular, and failure mode control in general, could be undermined if the yield stresses in beam and column assume two opposite extremes in a random sample. This paper addresses the problem of defining the expected range of response parameters in a steel frame with randomly varying yield stress. A simple portal frame is designed using code specified characteristic values and verified by non-linear transient dynamic analysis. The influence of yield stress variability, including the degree of correlation between beam and column material properties, on several response parameters is assessed through a Monte Carlo simulation study. Results are presented from both univariate and bivariate statistical analyses that quantify the relationship between input (material) and output (response) parameters. Assessment of the interdependence of output parameters given a particular model for yield stress variability is also undertaken. It is shown that certain response parameters exhibit more favourable statistical properties than others. Thus, the implications for seismic code design are discussed in the light of these results. 相似文献
13.
H. J. MEYERHOFF 《Geophysical Prospecting》1968,16(2):208-219
Sharp cut-off frequency filtering is carried out in the discrete time domain on digital computers. A convolution of the digital filter impulse response with the sampled input yields the output. For practical reasons, the length of the filter inpulse response, corresponding to the number of filter coefficients, is limited, and consequently the resulting frequency characteristic will no longer be identical to that originally specified. This is analogous to synthesising some specified frequency characteristic with a finite number of resistive, capacitative and inductive components. In Part I of this paper, we examine the effect of approximating the sharp cut-off frequency characteristic best in a mean square sense by an impulse response of finite length. The resulting frequency characteristic corresponds to the truncated impulse response of the specified frequency characteristic. It has a cut-off slope proportional to, and a mean square error inversely proportional to, the length of the impulse response, and is a biassed odd function about the cut-off frequency point. Because of the Gibbs phenomenon for discontinuous functions, the resulting frequency characteristic will always have a maximum overshoot with respect to the specified characteristic of ± 9%, regardless of the length of the corresponding impulse response. Equal length truncated impulse responses of specified filters with different cut-off frequencies yield frequency characteristics which are almost identical about their respective cut-off points. Now on a log frequency scale (as against a linear frequency scale implied previously) such characteristics may be made almost identical about the respective cut-off points by having the truncated impulse responses composed of an equal number of zero crossings. Results for the low-pass filter are applicable to the high-pass and band-pass characteristics. In the latter case, the mean square error is double that for a single slope characteristic (low-pass or high-pass) and the slopes at both edges of the passband are approximately equal in magnitude to the length of the impulse response (linear frequency scale). Part II of this paper is concerned with reducing the ± 9% overshoot that results from the discontinuous nature of the sharp cut-off frequency characteristic and which is not dependent on the length of the truncated impulse response. The reduction is achieved, at the expense of the steepness of cut-off for the resulting frequency characteristic, by the use of functions which weight the truncated impulse response of the specified frequency characteristic. These functions are called apodising functions. Among other variables, the length of the truncated weighted impulse response will determine the amount of maximum overshoot since the effective frequency characteristic being approximated is no longer a discontinuous function. The digital realization of the finite length impulse responses of Parts I and II is discussed in Part III, together with the optimum partially specified digital filter approximation to the desired frequency characteristic. 相似文献
14.
NIELS B
IE CHRISTENSEN 《Geophysical Prospecting》1990,38(5):545-568
In the linear digital filter theory for calculation of Hankel transforms it is possible to find explicit series expansions for the filter coefficients. A method is presented for optimizing the Hankel filters calculated in this way. For a certain desired accuracy of computation, the sampling density and filter length are minimized by choosing the parameters determining the filter characteristics according to the analytical properties of the input function. A new approach to the calculation of the filter coefficients has been developed for these optimized filters. The length of the filters may be further reduced by introducing a shift in the sampling scheme. 相似文献
15.
V.P. DIMRI 《Geophysical Prospecting》1986,34(6):904-912
For a new approach to designing the time-varying Wiener filter, the input is first divided into sections and then the time-varying filter is determined from the entire input and the desired output. The technique differs from the existing one in which the time-invariant filter is determined from each section. Hence, the main difference, between the proposed and the existing technique lies in the arrangement of input data. The proposed technique requires fewer computational operations and performs better than the time-invariant Wiener filter, as illustrated by numerical examples. 相似文献
16.
E. J. DOUZE 《Geophysical Prospecting》1971,19(2):253-264
Optimum filters can be computed using orthogonal coordinates obtained from the eigenvalues and eigenvectors of the autocorrelation matrix. The method is used to obtain unit distance prediction error filters. The output of a unit distance prediction error filter when applied to the input wavelet is an impulse at zero time. The effect on the output of added white noise is easily obtained using the approach through the orthogonal coordinates. The added white noise results in output wavelets which are no longer impulses at zero time. The decrease in time resolution gives a filter that does not increase undesirable high frequency noise as much as filters computed without white noise. Orthogonal coordinates with little signal energy can be omitted from the filter computation resulting in output wavelets resembling those computed using added white noise. 相似文献
17.
R. J. WANG 《Geophysical Prospecting》1977,25(2):342-381
The Wiener prediction filter has been an effective tool for accomplishing dereverberation when the input data are stationary. For non-stationary data, however, the performance of the Wiener filter is often unsatisfactory. This is not surprising since it is derived under the stationarity assumption. Dereverberation of nonstationary seismic data is here accomplished with a difference equation model having time-varying coefficients. These time-varying coefficients are in turn expanded in terms of orthogonal functions. The kernels of these orthogonal functions are then determined according to the adaptive algorithm of Nagumo and Noda. It is demonstrated that the present adaptive predictive deconvolution method, which combines the time-varying difference equation model with the adaptive method of Nagumo and Noda, is a powerful tool for removing both the long- and short-period reverberations. Several examples using both synthetic and field data illustrate the application of adaptive predictive deconvolution. The results of applying the Wiener prediction filter and the adaptive predictive deconvolution on nonstationary data indicate that the adaptive method is much more effective in removing multiples. Furthermore, the criteria for selecting various input parameters are discussed. It has been found that the output trace from the adaptive predictive deconvolution is rather sensitive to some input parameters, and that the prediction distance is by far the most influential parameter. 相似文献
18.
Hydrological model and observation errors are often non-Gaussian and/or biased, and the statistical properties of the errors are often unknown or not fully known. Thus, determining the true error covariance matrices is a challenge for data assimilation approaches such as the most widely used Kalman filter (KF) and its extensions, which assume Gaussian error nature and need fully known error statistics. This paper introduces H-infinite filter (HF) to hydrological modeling and compares HF with KF under various model and observation error conditions. HF is basically a robust version of KF. When model performance is not well known, or changes unpredictably, HF may be preferred over KF. HF is especially suitable for the cases where the estimation performance in the worst error case needs to be guaranteed. Through the application of HF to a hypothetical hydrologic model, this paper shows that HF is less sensitive to the uncertainty in the initial condition, corrects system bias more effectively, and converges to true state faster after interruptions than KF. In particular, HF performs better in dealing with instant human inputs (irrigation is used as an example), which are characterized by non-stationary, non-Gaussian and not fully known errors. However HF design can be more difficult than KF design due to the sensitivity of HF performance to design parameters (weights for model and observation error terms). Through sensitivity analysis, this paper shows the existence of a certain range of those parameters, in which the “best” value of the parameters is located. The tuning of HF design parameters, which can be based on users’ prior knowledge on the nature of model and observation errors, is critical for the implementation of HF. 相似文献
19.
软件滤波在土体自振柱试验中的应用 总被引：1，自引：0，他引：1
自振柱试验是测量土样动剪切模量和阻尼比的常用方法,但由于噪声等环境因素的影响,土样扭剪自由振动的衰减波曲线有时会因高频干扰出现不平滑现象,难以得到合理的测试结果。软件数字滤波是解决这类问题的有效方法。本文通过多种软件数字滤波方法优缺点的对比,认为平均滤波法和惯性滤波法能有效解决试验数据中的高频干扰问题,并分别选择适当的滤波参数,得到了平滑的自振衰减波曲线;最后,采用平均滤波法处理了两组自振枉试验数据。结果表明,软件滤波法确能有效消除不合理数据,得到符合一般规律的土体动剪切模量和阻尼比试验结果,从而验证了其在土体自振柱试验中的应用价值。 相似文献
