Filtering

Sheriff & Geldart, Chapter 9 Sheriff & Geldart, Sections 15.4, 15.5, 15.7 filter much of seismic processing can be thought of as applying a filter to the data

input data filter output data

impulse response of a filter is the output obtained from an input delta-function at zero time

(t ) filter f (t )

0 filter f t = [ f 0 , f1 , f 2 ,...]

the formula above right assumes that the filter is causal: output starts no earlier than the input (the cause) arrives all physically realizable (i.e., real physical data) signals are causal and have finite energy a linear filter is defined as:

k (t ) filter kf (t ) k0 filter kf t = [kf 0 , kf1 , kf 2 ,...]

a time-invariant filter is defined as:

(t ) filter f (t ) N filter f t N = [0, 0,..., 0, f 0 , f1 , f 2 ,...] (N zeroes)

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Time Series Analysis: Filtering

convolution any input signal can be represented by a series of delta functions at a series of delays

g t = [ g0 , g1 , g2 ,...] = g00 + g11 + g22 + ...

applying the filter to this signal gives

g t filter ht = ( g0 f t + g1 f t 1 + g2 f t 2 + ... + g n f t n + ...) = gi f t i

i

the above linear, time-invariant filter operation is called convolution, and is expressed as:

h(t ) = g(t ) f (t ) = g( ) f (t )d the star * signifies the convolution operation

ht = g t f t = gi f t i
i

convolution multiplies the original signal by a shape, then adds up (averages) the product => convolution is a smoothing operation method for computing the convolution: flip the second time series, shift it by t , multiply the two time series, and add

Sheriff & Geldart, 1995

exercise: convolve [2,0,0,0,0,4,0,-3] with [1,3,0,-3,-1] . Draw the sequences.

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convolution from the above definition, convolution is commutative: f g = g f it doesnt matter which time series is flipped and shifted from the above definition, convolution is associative: ( f g) h = f ( g h) it doesnt matter in which sequence a series of convolutions is done

convolution theorem: Fourier transform of convolution is multiplication and vice versa

f (t ) g(t ) F ( )G( )
convolution can be replaced by:

2f (t ) g(t ) F ( ) G( )
FFT both functions, multiply, IFFT

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Time Series Analysis: Filtering

sampling (revisited) digital sampling is equivalent to multiplying the time series by a comb function

comb(t ) g(t )

where the sampling in time is t and the corresponding sampling in frequency is f = 1/ t convolution with a series of spikes, delayed f repeats the frequency spectrum at that interval the values of the discrete frequency spectrum between -f/2 and +f/2 will contain: values of the original frequency spectrum in that range plus values of the original frequency spectrum all neighbouring intervals this is aliasing and f/2 is the Nyquist frequency

2 comb( ) G( ) t

Sheriff & Geldart, 1995

digital recording further limits the data to a finite time interval, equivalent to multiplying by a boxcar of height 1 and width T

T Tbox (t ) g(t ) Tsinc G( ) 2

convolution with a sinc function smears the frequency spectrum a width of ~1/T , thus the discrete FFT sampling rate of 1/T is all that can be resolved
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Time Series Analysis: Filtering

cross-correlation a measure of similarity of two functions is to line them up and multiply if functions are nearly the same, the product will be mostly positive if functions are nearly the same, but flipped positive-negative, the product will be mostly negative if functions are randomly different, the product will be mixed positive & negative, and add to ~zero doing this as a function of relative time shift (or sample shift n ) is called cross-correlation

fg ( ) =

f (t ) g( + t )dt

fg ( = nt ) = f i g n+i
i

method for computing the cross-correlation: shift the second series by , multiply the two time series, and add for all possible shifts exercise: cross-correlate [2,6,0,-6,2,4,12,-3,-21,-4,9,3] with [1,3,0,-3,-1] . Draw the sequences.

cross-correlation is not commutative:

fg ( ) = gf ( )

from the definition, fg ( ) = f (t ) g(t ) from theorems on the Fourier transform

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f (t ) F ( ) = F ( )

fg ( ) F ( )G( )
where the superscript
*

indicates complex conjugate

3.2-5 Time Series Analysis: Filtering

autocorrelation correlation of a function with itself is called autocorrelation

ff ( ) =

f (t ) f ( + t )dt

ff ( = nt ) = f i f n+i
i

large values at 0 indicate that a function repeats itself the autocorrelation is symmetric: in the frequency domain:

ff ( ) = ff ( ) 2 ff ( ) ff ( ) = F * ( ) F ( ) = F ( )

the value of the autocorrelation at zero lag is called the energy of the trace energy because the values usually represent voltage or ground velocity

E = (0) = ff

[ f (t )] dt

E = ff (0) = f i 2
i

using definition of the Fourier transform,

1 1 2 2 E = 0 = F E = ff (0) = F d ( ) ( ) ff i 2 i 2 1 2 for this reason, F ( ) is often called the energy density or spectral density 2

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vibrator sweep correlation cross-correlation of observed seismic trace a(t) with known vibrator wavelet w(t) produces a sharp reflection signal:

ct = wk ak+ t
k

autocorrelation of sweep => effective wavelet:

weffective t = w k w k + t
k

Ikelle & Amundsen 2005

top: 10-100 Hz sweep bottom: 10-60 Hz sweep

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Time Series Analysis: Filtering

noise signal is the part of the data in which we are interested noise is everything else important non-source-generated causes of ground shaking (or seismic recording of shaking): natural ground shaking, mostly surface waves caused by distant ocean waves ocean waves machinery, vehicles, aircraft pulling the hydrophone cable through the water people, animals near the sensors power lines (electromagnetic) wind, mostly by shaking trees, vegetation, cables; or by small-scale water waves sensors and recording system (electronic) source-generated causes of ground shaking (repeatable) ground roll (surface waves) S waves: refracted, reflected, multiple reflected, scattered P to S, S to P converted waves P waves: refracted, reflected, multiple reflected, scattered acoustic waves in the water acoustic waves in the air coherent noise is any noise we can see traveling across our seismic gather (depends upon sampling) incoherent and/or non-repeatable noise can be reduced by stacking coherent, repeatable (usually source-generated) noise can be reduced by prediction and removal each of the above lists is sorted from typically lower frequency to typically higher frequency noise can be reduced by frequency filtering
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frequency filtering recall that sines and cosines are an orthogonal basis (coordinate system) Fourier coefficients are the projection of the original time series on the coordinate system => each frequencys coefficient [e.g., U() ] is independent of all other frequencies, and can be manipulated independentely this is analogous to saying that the x-component of a vector can be manipulated independently of the y- and z-components frequency filtering: FFT, change Fourier coefficients, IFFT low-cut (high-pass) filter: set low frequencies (e.g., ground roll) to zero high-cut (low-pass) filter: set high frequencies (e.g., wind noise) to zero bandpass filter: both of the above notch filter: delete a very narrow range of frequencies

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Time Series Analysis: Filtering

frequency filtering

Yilmaz 2001

narrower bandwidth produces a wider filter in the time domain wider bandwidth ratio ( fmax/fmin ) provides a less ringy filter in the time domain bandpass filter is a boxcar in the frequency domain equivalent to convolving with a sinc function in the time domain => produces an oscillatory over-shooting filter response called the Gibbs phenomenon
Sheriff & Geldart, 1995

to reduce the Gibbs phenomenon, replace edges of boxcar function with smooth slopes to further reduce the Gibbs phenomenon, the corners can be further smoothed optimum smooth window filters can be designed with ideal characteristics in the other (time or frequency) domain
Yilmaz 2001

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Time Series Analysis: Filtering

phase and filtering any wavelet (or filter) with zero phase at all frequencies is called a zero phase wavelet (or filter) e.g., (t) is a zero-phase wavelet, while (t-2) is not all zero-phase wavelets are centered on and symmetric about t=0 this wavelet is acausal: half the energy arrives before zero time (the cause of the energy) the simplest wavelet after a delta function has non-zero value at only two samples: w=[a,b] [a,b] and [b,a] have the same amplitude spectrum, that only they share [a,b] and [b,a] have different phase spectra if |a|>|b| , then the energy occurs as early as possible for that amplitude spectrum this wavelet is called the minimum phase wavelet for that amplitude spectrum conversely, if |a|<|b| , it is the maximum phase wavelet for that spectrum a wavelet of length N can be obtained by convolving N mini-wavelets with only two samples

w = [a1 , b1 ] [a2 , b2 ] [a 3 , b3 ] ... [a N , bN ]

iff |ai|>|bi| for all values of i , then the wavelet is minimum phase iff |ai|<|bi| for all values of i , then the wavelet is maximum phase iff the wavelet is neither minimum nor maximum phase, it is called mixed phase

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Time Series Analysis: Filtering

phase and filtering the phase contains the time-shift information for each frequency if we are interested in travel time, then we should preserve the phase of the data during filtering frequency filtering should change the amplitude, but not the phase of the spectrum the corresponding filter is zero phase (its spectrum has zero phase) impulsive (not vibrator) seismic sources produce a wavelet that is close to minimum phase the response of the earth to the source is also close to minimum phase => raw seismic data are close to minimum phase a minimum phase wavelet has its energy as early as possible for that amplitude spectrum, but the first wiggle of that wavelet is not necessarily the largest the arrival time of a minimum phase wavelet is the first non-zero sample this can be very difficult to pick

an alternate filter design rotates the wavelet so that the new wavelet has zero phase filtering is easily achieved computationally by zeroing the phase of the input wavelet the arrival time of this wavelet is the peak amplitude, which is easy to pick the duration of this wavelet is the minimum of all wavelets with this amplitude spectrum, which is ideal for temporal resolution (detecting two signals close together) any autocorrelation wavelet, such as the vibrator effective wavelet, is zero phase
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apparent velocity from notes on Seismic Waves, the single-frequency plane wave traveling in the
r t ) u(r , t ) = Ae j ( kn

= 2f =

where r is the vector position in 3D space, and k is wavenumber direction sample this wave using seismometers along the surface in the x the position vector at the seismometers is r = xx r = n xx = x cos and the dot product is n this results in an apparent wavenumber and an apparent velocity in the x direction

2 T

k=

direction: n v= = k T

k apparent = k cos

dx v v apparent = = = dt k apparent cos

the apparent velocity & wavenumber are the x-components of the true velocity & wavenumber
Ikelle & Amundsen 2005

2-D Fourier transform seismic gather is a (sampled) plot of the wave as a function of seismometer position and time: u(x,t) combining the 1-D Fourier transforms in these two directions gives the 2-D Fourier transform

U (k , ) =

u( x , t ) e

j (t kx )

dtdx

which is two 1-D Fourier transforms

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( k above is the apparent k in the x-direction)

3.2-13

1 j (t kx ) u( x , t ) = U k , e ddk ( ) 2 4
Time Series Analysis: Filtering

f-k domain dipping events in the t-x domain with the same apparent velocity will appear as a (band-limited) straight line in f-k space note that events A and C lie on top of one another in the amplitude spectrum; they differ only in phase
Ikelle & Amundsen 2005

we record the wavefield at a finite number of seismometers at spacing x maximum spatial frequency that can be recovered without spatial aliasing is

k Nyquist =

=> results in a frequency-dependent minimum apparent velocity

2 2x

x v apparent = = 2 fx
min

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