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Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

Soner Bekleric Title of Thesis: Nonlinear Prediction via Volterra Ser

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4.5. SYNTHETIC AND REAL DATA EXAMPLES 70<br />

predicted with quadratic and cubic nonlinear terms. Figure 4.17(b) is the prediction<br />

using a third-order <strong>Volterra</strong> series with p = 7, q = 7, and r = 7. In Figure 4.17(c)<br />

I portray the part <strong>of</strong> the prediction attributed to the linear kernel (p = 7). Figures<br />

4.17(d) and 4.17(e) show the parts <strong>of</strong> the prediction associated with quadratic<br />

(q = 7) and cubic (r = 7) terms in the third-order <strong>Volterra</strong> series. In addition,<br />

Figure 4.17(f) illustrates the part <strong>of</strong> the prediction associated to both quadratic<br />

and cubic terms (q = 7 and r = 7). These terms give good predictions, especially<br />

for the apexes <strong>of</strong> events where linear terms cannot predict the data.<br />

Finally, I test the performance <strong>of</strong> the <strong>Volterra</strong> series with a marine data set. The<br />

data consist <strong>of</strong> 60 traces extracted from a marine common <strong>of</strong>fset section acquired<br />

over a salt body in the Gulf <strong>of</strong> Mexico (Figures 4.18(a) and 4.19(a)). The real data<br />

set has a combination <strong>of</strong> diffractions, roughly linear events, and hyperbolic events.<br />

I used filters with order p = 9, q = 9, and r = 9 for a third-order <strong>Volterra</strong> prediction<br />

(Figures 4.18(b) and 4.19(b)). In this case the data is properly modeled. I also<br />

compute the linear prediction filter with parameter p = 9 and attempt to model<br />

the data (Figure 4.18(d)). The prediction error between the original data and the<br />

prediction with a third-order <strong>Volterra</strong> series is small (Figure 4.18(c)), whereas the<br />

difference between the original data and the predicted data <strong>via</strong> a linear prediction<br />

method is large. In particular, the diffractions are leaking to the error panel as<br />

a consequence <strong>of</strong> improper modeling (Figure 4.18(e)). It is clear that the linear<br />

prediction was not able to properly model the data.<br />

In Figures 4.19(c), 4.19(d) and 4.19(e) I examine the individual contributions<br />

<strong>of</strong> the linear and nonlinear parts <strong>of</strong> the <strong>Volterra</strong> series to the prediction. Linear<br />

terms mostly predict linear moveouts with parameter p = 9; nonlinear terms model

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