The estimation for MA(q) model parameters——An inverse arithmetic on mixed??phase wavelets

Journal of Chongqing Jiaotong University(Natural Science) ›› 2006, Vol. 25 ›› Issue (5): 165-168.

The estimation for MA(q) model parameters——An inverse arithmetic on mixed??phase wavelets

HU Bi-jin

Institute of Mathmatics and Applied Mathematics, Chongqing Jiaotong University,Chongqing 400074, China

Received:2005-06-24 Revised:2015-05-18 Online:2006-10-15 Published:2015-05-18

MA(q)模型参数的估计——一种混合相位子波反演算法

胡必锦

重庆交通大学数学与应用数学研究所，重庆 400074

作者简介:胡必锦（1940—），男，湖北汉川人，教授，从事概率统计方面研究和教学.

Abstract

Abstract: In the paper, an inverse problem on mixed-phase wavelet A is discussed.An approximate reverse wavelet B(0) is obtained by using higher-order accumulate moments, data S is generated by S = B(0) * S ,and a middle wavelet C(0) = ( C,C* )is obtained through using SRA arithmetic[14] for the model S = C(0) * r .Estimation on the true wavelet A is obtained by solution for the equation C =B(0) * A.If the length of mixed-phase wavelet A is finite, a quite good result can be obtained by the arithmetic in the paper .

Key words: mixed-phase wavelet, higher-order accumulate moment, convolution model, middle wavelet, Abel wavelet group

摘要： 笔者在文中讨论了混合相位子波A的反演问题.利用高阶累积矩获得近似反子波B(0),再通过B(0)与地震记录S褶积生成数据S=B(0)*S,最后对模型S=C(0)*r采用统计递归算法SRA[14]得到介入子波C(0)=(C,C*).真实子波A的估计通过解方程C=B(0)*A得到.如果混合相位子波A的长度有限,我们的算法可获得相当满意的结果.

关键词: 混合相位子波, 褶积模型, 高阶累积矩, 介入子波, Abel群

CLC Number:

O122.2

HU Bi-jin. The estimation for MA(q) model parameters——An inverse arithmetic on mixed??phase wavelets[J]. Journal of Chongqing Jiaotong University(Natural Science), 2006, 25(5): 165-168.

胡必锦. MA(q)模型参数的估计——一种混合相位子波反演算法[J]. 重庆交通大学学报（自然科学版）, 2006, 25(5): 165-168.

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