An Estimation Method of Impulse Response and its Application

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  • インパルス応答の推定方法とその応用
  • インパルス オウトウ ノ スイテイ ホウホウ ト ソノ オウヨウ

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Abstract

The estimation of linear filter from observed time series of input x1(t) and output x2(t) is considered. Following Burg's algorithm for maximum entropy method, a new technique is developed in this paper, where the impulse response of the filter as well as the correlation functions of x1 and x2 are simultaneously estimated.<br>The method is applied to the analysis of elastic wave response of rock samples (granite). It is shown that the dispersion of P-wave phase velocity amounts to 4 percent of the non-dispersive velocity. It is comparable to the value expected from the attenuation property: Q=10-20 and Kramers-Kronig causality relation.

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