Revista: | Computational & applied mathematics |
Base de datos: | PERIÓDICA |
Número de sistema: | 000310622 |
ISSN: | 0101-8205 |
Autores: | Rocha, Marcus P.C1 Leite, Lourenildo W.B |
Instituciones: | 1Universidade Federal do Para, Belem, Para. Brasil |
Año: | 2003 |
Volumen: | 22 |
Número: | 2 |
Paginación: | 149-166 |
País: | Brasil |
Idioma: | Inglés |
Tipo de documento: | Artículo |
Enfoque: | Experimental |
Resumen en inglés | 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 |
Disciplinas: | Matemáticas, Geociencias |
Palabras clave: | Matemáticas aplicadas, Geofísica, Procesos estocásticos, Datos geofísicos, Filtro Kalman-Bucy, Deconvolución, Estado espacio |
Keyword: | Mathematics, Earth sciences, Applied mathematics, Geophysics, Stochastic processes, Geophysical data, Kalmann-Bucy filter, Deconvolution, State space |
Texto completo: | Texto completo (Ver HTML) |