Deconvolution

Sheriff & Geldart, Chapter 9, Section 15.7.6 reflectivity series reminder: reflection coefficient

r=

Z 2 Z1 Z 2 + Z1

Z = V

send a source wavelet wt vertically into the ground to produce reflections at normal incidence recorded data for a single reflector is the wavelet, multiplied by the reflection coefficient, and delayed by the two-way travel time 1D earth is series of reflection coefficients as a function of depth using velocity, convert to a function of (sampled) two-way travel time => reflectivity series et superposition: recorded data for many reflectors is the sum of the data for each reflector
Yilmaz 2001

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3.3-1

Time Series Analysis: Deconvolution

convolutional model the recorded seismic data is given by

x t = wt et + nt where nt is noise added to the data

can be generalized so that wt includes source effects, propagation effects, and recording effects

w t = s t p t rt

assumptions that may not be true: 1D earth normal incidence non-zero offset unchanging (stationary) wavelet wave attenuates and loses high frequencies

deconvolution: derive et from design a filter ft such that

xt

et = f t x t

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3.3-2

Time Series Analysis: Deconvolution

inverse filter ideal case: nt =0 and wt is known the noise-free case is approximated if the data have high signal-to-noise ratio (S/N) the wavelet might be known by directly measuring the airgun pulse far from the source, or by using a known reflector (e.g., the water bottom) inverse filter: find ft such that

et = f t x t = f t wt et
f t wt = t

this is satisfied if

ft = t

non-trivial techniques exist to find ft using something called the z-transform stable (well-behaved; f t w t approximates a spike) only if w(t) is minimum phase frequency-domain inverse filter: for noise-free data, the convolution model is multiplication in the frequency domain

1 wt

X f = Wf E f if the wavelet is known, the inverse filter is Xf Wf * 1 Ef = Ff = = Wf Wf Wf 2

(superscript * means complex conjugate)

the inverse filters amplitude spectrum is the inverse of the wavelets the inverse filters phase spectrum is the negative of the wavelets this inverse is stable if Wf is nowhere zero

Hole: GEOS 4174 3.3-3 Time Series Analysis: Deconvolution

Wiener filter (= least-squares filter) rather than expecting f t w t to produce a perfect delta function, allow an error in the expected result and minimize that error note that the filtered data will be f t w t x t , so f t w t will become the effective wavelet through which we observe the subsurface Wiener filter: find the filter ft that minimizes the difference between a desired output (effective wavelet) dt and the actual filter output f t wt use the least-squares measure of misfit
N 1 2 L = d t f w t t =0

use standard calculus method to minimize a function (or set of functions): take derivative of function wrt each variable, and set this derivative equal to zero

N 1 L = 2 w t i d t f w t = 0 f i t =0 N 1 f wt wti = d t wti t =0 t

i = 0,1,..., ( N 1) i = 0,1,..., ( N 1)

continued
3.3-4 Time Series Analysis: Deconvolution

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 Wiener filter (= least-squares filter) continued the preceding system of equations simplifies to:
N 1

f
=0

ww i

= dw

i = 0,1,..., ( N 1)

where and

ww is the autocorrelation of the wavelet dw is the cross-correlation of the wavelet with the desired output
ww (0) ww (1) ww (0) ww (1) M M ww ( N 1) ww ( N 2) ... ww ( N 1) f 0 wd (0) ... ww ( N 2) f1 wd (1) = M O M M ... ww (0) f N 1 wd ( N 1)

in matrix form:

this is a system of N equations in N unknowns fi because of the symmetry of the autocorrelation, the matrix is symmetric and its diagonal elements are all the same => called a Toeplitz matrix a fast numerical algorithm (Levinson recursion) exists to solve this system of equations

but what if we dont know the original wavelet?

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this is common!
Time Series Analysis: Deconvolution

random reflectivity a random time sequence has an approximately white spectrum (it contains all frequencies at roughly equal amplitude and random phase) and its autocorrelation is approximately a spike at time 0 assumption: Earths reflectivity sequence is random not strictly true, but generally a decent approximation
Yilmaz 2001

convolution of a random signal with a wavelet gives a signal with the following characteristics: an amplitude spectrum similar to the wavelets spectrum an autocorrelation similar to the wavelets autocorrelation this allows the amplitude spectrum or autocorrelation of the wavelet to be estimated directly from the amplitude spectrum or autocorrelation of the data
Yilmaz 2001

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3.3-6

Time Series Analysis: Deconvolution

spiking deconvolution set the desired output (effective wavelet after filtering) to be the delta function

ww (0) ww (1) ww (0) ww (1) M M ww ( N 1) ww ( N 2)

if

... ww ( N 1) f 0 w0 ... ww ( N 2) f1 0 = M M O M ... ww (0) f N 1 0

xt

wt

w0

is unknown, assume that autocorrelation of wt can be approximated by that of is usually replaced by 1 (no change to the shape of the filter)

whitening deconvolution (= spiking deconvolution in the frequency domain)

Ff =

1 Wf

if we do not know the wavelet, use the amplitude spectrum of the data, and assume minimum phase to find the phase spectrum
Sheriff & Geldart 1995

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3.3-7

Time Series Analysis: Deconvolution

spiking deconvolution effect of filter length

Yilmaz 2001

Sheriff & Geldart 1995

choose filter length to cover the initial, strong part of the datas autocorrelation this part of the autocorrelation is caused by the time-limited, band-limited wavelet effect of non-white reflectivity effect of non-minimum-phase wavelet

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3.3-8

Time Series Analysis: Deconvolution

pre-whitening the autocorrelation matrix often has eigenvalues near zero => solution of system is unstable the amplitude spectrum often has values near zero => division by near-zero is unstable (these two problems are actually the same issue) solution: pre-whiten the spectrum artificially add a small value to the eigenvalues this is accomplished by adding a small value to the diagonals of the original matrix

(1 + ) ww (0) ww (1) (1 + ) ww (0) ww (1) M M ww ( N 2) ww ( N 1)

only small regularization is needed,

ww ( N 1) f 0 dw (0) ww ( N 2) f1 dw (1) = M O M M ... (1 + ) ww (0) f N 1 dw ( N 1) = 0.1% to 1% (0.001 to 0.01)

... ...

artificially add a small value to the amplitude spectrum (compare to figure on previous page)
Sheriff & Geldart 1995

(these are solutions are actually the same solution)

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3.3-9

Time Series Analysis: Deconvolution

wavelet shaping for a non-minimum phase wavelet, the optimum result may be a spike delayed from the first sample by trying different delays for d t = t , an optimum result can be obtained (below left)

Yilmaz 2001

even better result (spike at zero time) can be obtained by allowing ft to be acausal (to start before zero time) (above center) other shapes (e.g., band-limited zero or minimum-phase wavelets) can be used for dt (above right) => wavelet shaping: make the desired result (effective wavelet) whatever shape you want
Hole: GEOS 4174 3.3-10 Time Series Analysis: Deconvolution

predictive deconvolution we sometimes want to use the early part of the signal to predict later parts (and therefore allow us to remove the predictable parts) in this case, our wavelet is the observed data xt (for which we know the autocorrelation) the desired wavelet is the part of xt , delayed by a time , that is predictable from the earlier part

ww ( ) = xx ( )
plugging into the Wiener filter formula

d t = x t +

wd ( ) = xx ( + )

xx (0) xx (1) xx (0) xx (1) M M xx ( N 1) xx ( N 2)

ft

... xx ( N 1) f 0 xx () ... xx ( N 2) f1 xx ( + 1) = M O M M ... xx (0) f N 1 xx ( + N 1)

is called the prediction filter for the delay is the predictable part of

the filter output f t x t

xt

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3.3-11

Time Series Analysis: Deconvolution

predictive deconvolution the prediction error is

y t + = d t f t x t = x t + f t x t = x t f t x t = ( f t ) x t y t = (0 f t ) x t = [1, 0, 0,...0, f0 , f1 , f 2 ,..., f N 1 ] x t

(-1) zeroes

yt

is the unpredictable part of xt => yt corresponds to the random reflectivity series the filter in [] above is called the prediction error filter rather than convolving to get the predication, then subtracting to get the error, it is easier to create the predication error filter, then convolve to get the error

is often called the lag or gap, and predictive deconvolution is often called gap deconvolution
special case: = 1 gives a formula that can be re-arranged to be the spiking deconvolution formula setting > 1 but still small shortens the wavelet often = T/2 or = T is used to reduce a multi-period wavelet into a half-cycle or one-cycle wavelet this is often more stable than spiking deconvolution

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3.3-12

Time Series Analysis: Deconvolution

multiples if the wavelet is a spike, the signal from a water bottom multiple is:

m t = [1,0,0,...,0, r ,0,0,...,0, r 2 ,0,0,...,0, r 3 ,0,0,...]

where r is the reflection coefficient of the water bottom (0<r<1) Ikelle & Amundsen 2005 and the number of zeros places the rs at multiples of the two-way water-layer travel time interbed multiples have the same form, but r is the combination of the reflection coefficients off the top and bottom of the bed with multiples, the observed seismic data become

x t = mt wt et
predictive deconvolution of multiples: (getting rid of mt) the periodicity caused by the multiples is evident in the autocorrelation of xt choose prediction lag to end before the periodicity (but after the wavelet) choose operator length N so that N+ ends after the first repetition

Yilmaz 2001

can be followed by spiking deconvolution

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(getting rid of wt) (e after d above, or g after f, or h)

3.3-13 Time Series Analysis: Deconvolution

example: spiking deconvolution of a shot gather

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3.3-14

Time Series Analysis: Deconvolution

example: effect of prestack deconvolution on stacked data

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3.3-15

Time Series Analysis: Deconvolution