mostafa naghizadeh and mauricio d. sacchimostafan/files/presentations/...vector ar filters:...
TRANSCRIPT
![Page 1: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/1.jpg)
Vector AR filters:Extending f-x random noise attenuation to
the multicomponent case
Mostafa Naghizadeh and Mauricio D. Sacchi
Signal Analysis and Imaging Group (SAIG)
SEG annual meeting, San Antonio22 September 2011
Multicomponent Seismic Data Reconstruction Using The Quaternion Fourier Transform and POCS
Aaron Stanton and Mauricio Sacchi,September 2011
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Outline
1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
![Page 3: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/3.jpg)
1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
![Page 4: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/4.jpg)
Goal
Usingcoherent information
betweenmulticomponent signals
fornoise attenuation.
![Page 5: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/5.jpg)
1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
![Page 6: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/6.jpg)
Seismic random noise attenuation methods
Including but not limited tof-x prediction filter [Canales, 1984]f-x projection filter [Soubaras, 1994]Singular Value Decomposition [Trickett, 2003]Cadzow methods [Trickett and Burroughs, 2009]or Singular Spectrum Analysis [Oropeza and Sacchi, 2009]Empirical Mode Decomposition[Bekara and Van der Baan, 2009]f-k domain dominant dips [Naghizadeh, 2010]. . .
Main assumptionIn the f-x domain each frequency slice of seismic data iscomposed of few dominant complex harmonics.
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Principle of single frequency de-noising (I)
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Principle of single frequency de-noising (II)
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1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
![Page 10: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/10.jpg)
Estimating VAR model for 3-component signal (I)
For a multicomponent signal of length N, we define the M-orderforward VAR model as [Leonard and Kennett, 1999]
gk =M∑
j=1
Ajgk−j , k = M + 1, . . . ,N.
For a 3-component signal the vector autoregressive model isrepresented by 3× 3 matrices of the form
Aj =
aj11 aj12 aj13aj21 aj22 aj23aj31 aj32 aj33
,
gk = (gx ,gy ,gz)Tk : 3-component vector at time sample k .
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Estimating VAR model for 3-component signal (II)
Expanding equation 1 for order M = 2 we have gxgygz
k
=
a111 a112 a113a121 a122 a123a131 a132 a133
gxgygz
k−1
+
a211 a212 a213a221 a222 a223a231 a232 a233
gxgygz
k−2
.
The backward VAR modeling is defined as
g∗k =
M∑j=1
Ajg∗k+j , k = 1, . . . ,N −M,
The elements of A can be estimated using the least-squaresmethod by simultaneously minimizing the forward and backwardprediction errors. [Marple, 1987]
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1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
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VAR model spectral density matrix
The spectral density matrix of a VAR model is defined as[Hrafnkelsson and Newton, 2000]
F(η) = G−1(η)G−H(η), −0.5 ≤ η ≤ 0.5,
where
G(η) = I−M∑
k=1
Ak e−i2πkη,
G−H : Inverse of the hermitian of G
i =√−1,
I: Identity matrix,
η : Normalized frequency/wavenumber
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Spectral attributes of VAR model
The squared coherence spectrum of the VAR model:
Wij (η) =<2{Fij (η)}+ =2{Fji (η)}
Fii (η)Fjj (η).
The phase coherence spectrum of the VAR model:
Φij (η) = arctan(={Fji (η)}<{Fij (η)}
).
Fji (η): (i , j)th element of F(η),
< and =: Real and imaginary parts of a complex function.
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Synthetic 3-component example
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Fourier domain
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VAR model parameters
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1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
![Page 18: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/18.jpg)
VAR noise attenuation
The VAR operator, Aj , is estimated from the noisy data.
The forward estimate of de-noised data can be obtained using
gfk =
M∑j=1
Ajgk−j , k = M + 1, . . . ,N.
The backward estimate of de-noised data is given by
gbk =
M∑j=1
A∗j gk+j , k = 1, . . . ,N −M.
The final de-noised data is given by averaging forward andbackward estimators
gtk =
gfk + gb
k2
.
![Page 19: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/19.jpg)
1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
![Page 20: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/20.jpg)
Synthetic 3-component signal
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Original data
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Synthetic 3-component signal (cont.)
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Noisy data
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Synthetic 3-component signal (cont.)
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Denoised data using VAR Modeling
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1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
![Page 24: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/24.jpg)
VAR de-noising for seismic data
Linear seismic events
1 Transform the original data to f-x domain.
2 Apply VAR de-noising to each frequency of multicomponentdata.
3 Transform back the results of step 2 to t-x domain.
Curved seismic events
1 Divided the seismic data into small spatial windows with properoverlap between them.
2 Apply VAR de-noising of linear events for each patch of data.
3 Put the de-noised patches together with proper averaging inoverlapped areas.
![Page 25: Mostafa Naghizadeh and Mauricio D. Sacchimostafan/Files/Presentations/...Vector AR filters: Extending f-x random noise attenuation to the multicomponent case Mostafa Naghizadeh and](https://reader033.vdocument.in/reader033/viewer/2022041513/5e293bde58c78a795847a097/html5/thumbnails/25.jpg)
Synthetic linear seismic events
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Noisy linear seismic events
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VAR de-noising
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Canales de-noising
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f-k spectra of original data
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f-k spectra of noisy data
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f-k spectra of VAR de-noised data
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f-k spectra of Canales de-noised data
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Hyperbolic Synthetic data
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Noisy hyperbolic Synthetic data
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VAR de-noised data
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f-k spectra of original data
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f-k spectra of noisy data
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f-k spectra of VAR de-noised data
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1 IntroductionMotivationOverview
2 Vector autoregressive (VAR) modelingVAR model estimationSpectrum analysis of VAR model parametersVAR de-noising algorithm
3 Examples1D synthetic examplesSynthetic seismic dataReal seismic data
4 Conclusions
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Original OBC data
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VAR de-noised OBC data
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Difference between original and de-noised data
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VAR vs. Canales de-noising for channel 1
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Noisy OBC data with SNR=2
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VAR de-noised data
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Noisy OBC data with SNR=2
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VAR de-noised data
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Conclusions
VAR noise attenuation is an extension f-x random noiseattenuation [Canales, 1984] to the multivariate case.
The least-squares method was used to estimate the optimalVAR operators and the spectral interpretation of the VARmodel was investigated.
VAR de-noising algorithm improves the noise elimination ifcommon harmonics are present in different components of thesignal.
VAR de-noising for seismic data is implemented in the f-xdomain individually for each given frequency.
The VAR modeling can be extended effectively to themultidimensional cases. It can be used for de-noising andinterpolation of multicomponent seismic records with multiplespatial dimensions.
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Acknowledgments
Sponsors of SAIG at the University of Alberta.
Dr. Keith Louden and Mr. Omid Aghaei from DalhousieUniversity for kindly providing OBC gathers.
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