18.08.2013 Views

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

4.3. NONLINEAR PREDICTION OF COMPLEX WAVEFORMS 55<br />

Time (s)<br />

0<br />

0.2<br />

0.4<br />

0.6<br />

Traces<br />

20 40<br />

(a)<br />

Time (s)<br />

0<br />

0.2<br />

0.4<br />

0.6<br />

Traces<br />

20 40<br />

Figure 4.4: (a) <strong>Prediction</strong> <strong>of</strong> Figure 4.2(b) (p = 6). (b) The error between original<br />

data and predicted data.<br />

with additive noise. The prediction for different filter lengths cannot model the<br />

data (p = 3, 5, and 15) in Figures 4.8, 4.9, and 4.10; p = 5 rejects noise but cannot<br />

model the data; p = 15 models the data better than the optimum filter length<br />

but it is also not a perfect solution because it overfits noise in the prediction panel<br />

(Figure 4.10(b)).<br />

Events with nonlinear moveout can be modeled with a <strong>Volterra</strong> series. I begin<br />

by considering equation (4.8) as a <strong>Volterra</strong> series expansion by appending nonlinear<br />

coefficients. Remember that although the data vector m in equation (3.25) contains<br />

linear and nonlinear prediction coefficients, the problem is linear in the coefficients.<br />

(b)

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!