Journal Article10.1190/1.1442663
Autocorrelation estimation using constrained iterative spectral deconvolution
George E. Ioup,Murali Ramaswamy +1 more
5
TL;DR: Constrained iterative deconvolution provides a basis for improving an autocorrelation estimate by reducing the bias while guaranteeing nonnegative definiteness in order to satisfy the nonnegativity constraints on the power spectral estimate.
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Abstract: Computing an autocorrelation conventionally produces a biased estimate, especially for a short data sequence. Windowing the autocorrelation can remove the bias but at the expense of violating the nonnegativity of the corresponding power spectrum. Constrained iterative deconvolution provides a basis for improving an autocorrelation estimate by reducing the bias while guaranteeing nonnegative definiteness. The length of the autocorrelation is increased in order to satisfy the nonnegativity constraints on the power spectral estimate. The constraints can also have significant effects on small, poorly determined values of the autocorrelation. The technique is applied to synthetic and real examples to show the improvements in the autocorrelation and power spectrum which are possible. The method is reasonably stable in the presence of noise and it approximately preserves the area of the power spectrum. Comparison to the maximum entropy technique shows that the iterative method gives power spectral resolution whi...
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