Covariance Analysis for Seismic Signal Processing

This volume is intended to provide the geophysical signal analyst with sufficient material to understand the usefulness of data covariance matrix analysis in the processing of geophysical signals. A background of basic linear algebra, statistics, and fundamental random signal analysis is assumed. This reference is unique in that the data vector covariance matrix is used throughout. Rather than addressing only one seismic data-processing problem and presenting several methods, the concentration in this book is on only one fundamental methodology - analysis of the sample covariance matrix - presenting many seismic data problems to which the methodology applies. This volume should interest many researchers, providing a method amenable to many distinct applications.