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ARMA order model detection using minimum of Kurtosis: application on seismic data

  • Hocine BellahseneEmail author
  • Abdelmalik Taleb-Ahmed
Review Paper

Abstract

The objective of this study is to find the order and coefficients of non-low-phase causal filters for ARMA (auto regressive moving average) filter model, using the Kurtosis minimization criterion. This method is based on the Kurtosis calculation of the treated sample at the input level and its identification at the output of the ARMA model. For this purpose, the order and coefficients of the AR (auto regressive) part are identified using the Yule-Walker algorithm at order two and then extended to order four. To obtain the MA (moving average) part, the AR components are calculated at first from the ARMA filter by deconvolution. Then, spectrally equivalent and minimum phase (SEMP) MA filter is identified using the Durbin algorithm at second and fourth order. Finally, the correct filter is found when the Kurtosis value of the output ARMA filter reconstituted is the closest to the Kurtosis of introduced signal. The proposed method is then tested on simulated processes and applied to real seismic data to perform blind deconvolution and obtain the reflectivity coefficients of subsoil studied.

Keywords

Fourth-order cumulants ARMA filters Kurtosis Blind identification Seismic traces Reflectivity coefficients 

Notes

Acknowledgements

The first author would like to express his sincere gratitude to Professor Jean Michel Rouvaen, his co-supervisor in doctoral studies, for his supervision and advice in the IEMN laboratory. He also thanks his former teacher, Dr. Chahed Idir.

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Copyright information

© Saudi Society for Geosciences 2018

Authors and Affiliations

  1. 1.L.Z.AFSNV Université de BejaiaBejaiaAlgeria
  2. 2.I.E.M.N., D.O.A.E., (U.M.R., C.N.R.S.8520 U.P.H.F.)Université de ValenciennesValenciennes CedexFrance

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