Short Note Test case for PEF estimation with sparse data II
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چکیده
The two-stage missing data interpolation approach of Claerbout (1999) (henceforth, the GEE approach) has been applied with great success (Fomel et al., 1997; Clapp et al., 1998; Crawley, 2000) in the past. The main strength of the approach lies in the ability of the prediction error filter (PEF) to find multiple, hidden correlation in the known data, and then, via regularization, to impose the same correlation (covariance) onto the unknown model. Unfortunately, the GEE approach may break down in the face of very sparsely-distributed data, as the number of valid regression equations in the PEF estimation step may drop to zero. In this case, the most common approach is to simply retreat to regularizing with an isotropic differential filter (e.g., Laplacian), which leads to a minimum-energy solution and implicitly assumes an isotropic model covariance.
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تاریخ انتشار 2000