Treatment of geophysical data as a non-stationary process

The Kalman-Bucy method is here analized and applied to the solution of a specific filtering problem to increase the signal message/noise ratio. The method is a time domain treatment of a geophysical process classified as stochastic non-stationary. The derivation of the estimator is based on the rela...

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Bibliographic Details
Published in:Computational & applied mathematics 2003, Vol.22 (2), p.149-166
Main Authors: Rocha, Marcus P.C., Leite, Lourenildo W.B.
Format: Article
Language:English
Subjects:
MATHEMATICS, APPLIED
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Summary:The Kalman-Bucy method is here analized and applied to the solution of a specific filtering problem to increase the signal message/noise ratio. The method is a time domain treatment of a geophysical process classified as stochastic non-stationary. The derivation of the estimator is based on the relationship between the Kalman-Bucy and Wiener approaches for linear systems. In the present work we emphasize the criterion used, the model with apriori information, the algorithm, and the quality as related to the results. The examples are for the ideal well-log response, and the results indicate that this method can be used on a variety of geophysical data treatments, and its study clearly offers a proper insight into modeling and processing of geophysical problems.
ISSN:1807-0302
DOI:10.1590/S0101-82052003000200001