Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf ·...

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Outline Introduction Geophysics Mathematical Model Experiments Conclusions and Acknowledgment Significant References Signal restoration through deconvolution applied to deep mantle seismic probes Wolfgang Stefan, Rosemary Renaut, Ed Garnero Arizona State University March 31, 2006 Wolfgang Stefan, Rosemary Renaut, Ed Garnero Signal restoration through deconvolution applied to deep mantl

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OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Signal restoration through deconvolution appliedto deep mantle seismic probes

Wolfgang Stefan Rosemary Renaut Ed Garnero

Arizona State University

March 31 2006

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

IntroductionThe Physical ProblemThe Mathematical Problem

GeophysicsEarthDatasetDrdquo Evidence

Mathematical ModelIntegral EquationsStructured Inverse ProblemRegularization

Experiments1D Synthetic DataReal Data

Conclusions and AcknowledgmentRegularizationSolution Techniques

Significant References

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

I Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 2: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

IntroductionThe Physical ProblemThe Mathematical Problem

GeophysicsEarthDatasetDrdquo Evidence

Mathematical ModelIntegral EquationsStructured Inverse ProblemRegularization

Experiments1D Synthetic DataReal Data

Conclusions and AcknowledgmentRegularizationSolution Techniques

Significant References

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

I Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 3: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

I Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 4: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

I Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 5: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Physical Problem

I Image Earthrsquos interior Deep EarthI interface layer of the liquid core and solid mantle

I Earthrsquos interior is inaccessible remote sampling needed

I Important steps prior to data inversion include

(a) accurate characterization of seismic energy(b) reliable measurement of seismic wave timing

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

I Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 6: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

I Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 7: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 8: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Mathematical ModelExperiments

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 9: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

The Physical ProblemThe Mathematical Problem

The Mathematical Problem

II Topographic inversion with extreme sparse data coverage

I Poor signal to noise ratio (SNR)

I Extremely Ill-posed

GOAL improve data set prior to data inversion

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 10: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

I

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 11: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 12: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 13: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 14: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 15: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

The Data Set

I Deep focus earthquakes (events) in South America

I Picked up at broad band stations in Europe

I Seismic energy reflects at the core-mantle boundery under theatlantic ocean

I Each event-station pair produces a seismogram

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 16: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 17: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 18: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 19: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Drdquo Evidence

I Seismograms sometimes show evidence a reflecting layer atthe core-mantle boundary

I An additional seismic phase is visible

I The additional phase is usually very weak

I And only visible in very view traces (due to locality of the Drdquolayer)

I ie even traces with very poor SNR have to be considered

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 20: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 21: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 22: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 23: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

EarthDatasetDrdquo Evidence

Problem Formulation

I Invert the blurring Effect (attenuation) of Earthrsquos mantleand core to

I (a) get clearer evidence of the existence of structures likethe ultra low velocity zone (ULVZ)

I (b) get accurate timing information for data inversionprecise information provides more information on structuresizeheight Is the ULVZ 20km or 400km deep

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 24: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 25: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 26: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 27: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Integral Equations

intΩ

input X system dΩ = output

bull Given noisy output determine input orand the system

bull General Applications Image Processing SignalIdentification

bull HERE Seismic Signal Restoration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 28: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Parameter choice β and λ ILLUSTRATES TV

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 29: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Invariant Model

bull Signal degradation is modeled as a convolution

g = f otimes h + n

bull where g is the blurred signalbull f is the unknown signalbull h is the point spread function (PSF)- knownbull n is noise

bull Matrix Formulation H is Toeplitz (structured)

g = Hf + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 30: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Example of Convolution

g = f otimes h + n

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 31: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 32: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)

I Estimations of this PSF (in seismology wavelet) come fromI stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 33: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Estimation of the PSF

I Ideally seismic deconvolution yields a spike train- so timing isacccurate

I The corresponding PSF is unknown (if it exists)I Estimations of this PSF (in seismology wavelet) come from

I stacking traces (problem traces are very different)I estimating Earthrsquos filter (basically a low pass filter very

difficult due to inhomogeneities)I use a very basic (common) shape like a Gaussian (very rough

estimate)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Mathematical ModelExperiments

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Mathematical ModelExperiments

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Mathematical ModelExperiments

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 34: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 35: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 36: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Gaussian Wavelet

I also called a Ricker Wavelet

I h(t) = 1σradic

2πeminus

t2

2σ2

I σ is a width parameter chosen such that the waveletapproximates the phase of interest

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 37: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown n

bull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 38: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 39: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Inverse with Known PSF

bull Find f from g = f otimes h + n given g and h with unknown nbull Assuming normal distributed n yields the estimator

f = arg minfg minus f otimes h2

2

bull Reconstruction with n isin N(0 10minus7)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 40: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Parameter choice β and λ ILLUSTRATES TV

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 41: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 42: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 43: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Ill-posedness

bull Add more information about the signal

bull eg statistical properties or information about the structure(eg sparse decon or total variation decon)

bull Regularize

f = arg minfg minus f otimes h2

2 + λR(f )

where R(f ) is the penalty term and λ is a penalty parameter

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 44: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 45: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 46: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Methods

bull Tikhonov (TK)

R(f ) = TK(f ) =

intΩ|nablaf (t)|2dt

bull Total Variation (TV)

R(f ) = TV(f ) =

intΩ|nablaf (t)|dt

bull Sparse deconvolution (L1)

R(f ) = f 1 =

intΩ|f (t)|dt

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 47: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 48: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)

I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 49: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 50: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 51: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methods

I Evaluation of the OF and its gradient is cheap (some FFTsand sparse matrix-vector multiplications)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 52: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Cost Functional

f = arg minfg minus f otimes h2

2 + λR(f )

I The problems are very large (n order of 10000)I TK is a linear least squares (LS) problem

f = arg minfg minus Hf 2

2 + λLf 22)

I Standard Solution f solves normal equations

(HTH + λLTL)f = HTg

I But problem is large and structured use iterative methodsI Evaluation of the OF and its gradient is cheap (some FFTs

and sparse matrix-vector multiplications)Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 53: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

I The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 54: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 55: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Making the TVOF differentiable

R(f ) =sum

i

fi+1 minus fi

II The TV objective function is non differentable

J(f ) = g minus Hf 22 + λLf 1

I for a small β isin 10minus5 to 10minus9 define

Rβ =sum

i

radic(fi+1 minus fi )2 + β

Rudin Osher amp Fatemi (1992)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

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Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

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Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

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RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

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Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 56: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

Ibull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 57: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 58: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 59: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Regularization Notes

f = arg minfg minus f otimes h2

2 + λR(f )

bull λ Governs the trade off between the fit to the data and thesmoothness of the reconstruction

I small λ puts weight on the data fit term

I large λ puts weight on the smoothness of the solution

I Idea of L-curve vary λ (from small to large) and observe howboth terms vary Pick corner point

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 60: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

L-curve (cont)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 61: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Parameter choice β and λ ILLUSTRATES TV

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 62: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Comparing TV and TK Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 63: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 64: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 65: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS method

I Involves approximating the inverse Hessian using rank oneupdates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 66: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Observations

bull TV yields a piece wise constant reconstruction and preservesthe edges of the signal

bull TK yields a smooth reconstruction

bull To find the minimum we use a limited memory BFGS methodI Involves approximating the inverse Hessian using rank one

updates starting with initial steepest descent

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 67: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 68: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 69: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 70: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution

I Currently used in deep mantle seismology

I Transform problem in fourier space ie forward model is

g(ξ) = f (ξ) middot h(ξ) + noise

I Observe the unregularized solution g(ξ) = f (ξ)

h(ξ)has a problem

if h(ξ) is small

I Idea Threshold fourier coefficients of h ie

ˆh(ξ) =

h(ξ) if |h(ξ)| gt th

th middot h(ξ)

|h(ξ)|if |h(ξ)| le th

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 71: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 72: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 73: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Integral EquationsStructured Inverse ProblemRegularization

Water level deconvolution (cont)

I Solution is found as

g(ξ) =f (ξ)ˆh(ξ)

I Thresholding introduces Gibbs phenomenon

I Solution is then convolved (smoothed) with a Gaussian toeliminate unwanted high frequency oscillations

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 74: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

I Data taken at critical angle asymp 110 deg SKS starts to diffractalong the core

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 75: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with SKS from 99 deg

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 76: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

SKS at 112 deg deconvolved with a Gaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 77: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Figure Note alignment to first SKS in each signal

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 78: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Error estimates

I Arrival time from an edge detection vs ray theory prediction

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 79: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SV) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 80: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Real Data (SH) from an earthquake in South America

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 81: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

1D Synthetic DataReal Data

Evidence of the ultra low velocity zone (ULVZ)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 82: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 83: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 84: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Conclusions

I TV regularized deconvolution is more robust then establishedmethods

I Automatic travel time picking is more accurate then handpicking

I TV deconvolution yields usable results even for roughestimates of the wavelet

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 85: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 86: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 87: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Future Work

I Better estimates of the wavelet eg two-sided Gaussian willimprove results further

I Blind Deconvolution techniques

I Total Least Squares with Regularization

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 88: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 89: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Matrix Formulation H not Toeplitz

bull Consider g = Hf + n where either H is structured but notknown or H is estimated and unstructured

bull Can be used to allow spatially variable H or two sidedGaussian

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 90: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 91: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 92: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

min(E f )F subject to (A + E )x = b + f

bull Classical Algorithm Golub Reinsch Van-Loan

Solve [A|b]

[xTLS

minus1

]= 0 A = A + E b = b + f

bull SVD Solution uses the SVD of augmented matrix [A|b][xTLS

minus1

]=

minus1

vn+1n+1vn+1

I Direct Compute the SVD and solve

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 93: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 94: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 95: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for TLS

bull An Iterative Approach

xTLS = argminxφ(x) = argminxAx minus b2

1 + x2

bull φ is the Rayleigh quotient of matrix [A b]

bull TLS minimizes the sum of squared normalized residuals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 96: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)

bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 97: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 98: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 99: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 100: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

An eigenvalue problem for TLS

bull Bjorck Hesternes and Matstoms(BHM) 2000 Eigenvalue equationfor TLS (

ATA ATbbTA bTb

) (xminus1

)= σ2

(xminus1

)bull σ2 is to be minimized System matrix is constant

bull First block equation gives the normal equations for TLS

(ATAminus σ2I )x = ATb

bull Use Rayleigh quotient iteration to find the minimal eigenvalue

bull Solve shifted normal equations by Preconditioned ConjugateGradients each iteration

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 101: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 102: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Tikhonov TLS

Regularization Stabilize TLS with realistic constraint on data Lx le δ δ is prescribed from known information on the solutionand L is typically a differential operator

Reformulation with Lagrange Multiplier If the constraint is active thesolution xlowast satisfies normal equations

(ATA + λI I + λLLTL)xlowast = ATb (xlowast)TLTLxlowast minus δ2 = 0

λI = minusAxlowast minus b2

1 + xlowast2 λL = micro(1 + xlowast2)

micro = minus 1

δ2

(bT (Axlowast minus b)

1 + xlowast2+

Axlowast minus b2

(1 + xlowast2)2

)

Golub Hansen and OrsquoLeary 1999 Solution technique isparameter dependent λL λI δ micro

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 103: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 104: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 105: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Rayleigh Quotient Formulation for RTLS

bull Recall

xTLS = argminxφ(x) = argminx

Ax minus b2

1 + x2

bull Formulate regularization for TLS in RQ form

minxφ(x) subject to Lx le δ

bull Augmented Lagrangian

L(x micro) = φ(x) + micro(Lx2 minus δ2)

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 106: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 107: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 108: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Eigenvalue Problem RTLS Renaut amp Guo (SIAM 2004)

B(xlowast)

(xlowast

minus1

)= minusλI

(xlowast

minus1

)

B(xlowast) =

(ATA + λL(x

lowast)LTL ATbbTA minusλL(x

lowast)γ + bTb

)

λL = micro(1 + xlowast2)

bull Seek the minimal eigenpair for B Note B is not constant

bull Specify constraint Lxlowast2 le δ2 use γ = δ2 or Lxlowast2

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 109: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 110: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 111: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 112: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Development

bull At a solution constraint is active measure normalized discrepancy

g(x) = (Lx2 minus δ2)(1 + x2)

bull Denote B(θ) = M + θN N =

(LTL 00 minusδ2

)

bull Denote eigenpair for smallest eigenvalue of B(θ) as n+1 (xTθ minus1)T

bull Reformulation

For a constant δ find a θ such that g(xθ) = 0

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 113: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 114: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 115: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 116: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Regularized Total Least Squares

Numerical experiments verify the theory

bull A new algorithm provides an efficient and practical approachfor the solution of the RTLS problem in which a goodestimate of the physical parameter is provided

bull If blow up occurs bisection search may yield a better solutionsatisfying the constraint condition

bull If no constraint information is provided the L-curve techniquecan be successfully employed

bull Algorithm needs to be extended for TV case to be used inseismic signals

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 117: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

RegularizationSolution Techniques

Thanks to

I Sebastian Rost and Matthew Fouch for discussions and data

I This study was supported by the grant NSF CMG-02223

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References
Page 118: Signal restoration through deconvolution applied to deep ...rosie/mypresentations/ASUSensip.pdf · Signal restoration through deconvolution applied to deep mantle seismic probes ...

OutlineIntroductionGeophysics

Mathematical ModelExperiments

Conclusions and AcknowledgmentSignificant References

Lay T Garnero E J and Russell SA 2004 Lateral Variation of the DrdquoDiscontinuity Beneath the Cocos Plate Geophys Res Lett 31doi1010292004GL020300

Rudin L I Osher S amp Fatemi E 1992 Nonlinear total variation based noiseremoval algorithms Physica D 60 259-268

Vogel C R amp Oman M E 1996 Iterative methods for total variationdenoising SIAM J Sci Statist Comput 17 227-238

Vogel C R 2002 Computational Methods for Inverse Problems SIAMFrontiers in Applied Mathematics

Zhu C Byrd R Lu P amp Nocedal J 1997 Software for Large-scale Bound-constrained or Unconstrained Optimizationhttpwww-fpmcsanlgovotcToolsLBFGS-B

Wolfgang Stefan Rosemary Renaut Ed Garnero Signal restoration through deconvolution applied to deep mantle seismic probes

  • Outline
  • Introduction
    • The Physical Problem
    • The Mathematical Problem
      • Geophysics
        • Earth
        • Dataset
        • D Evidence
          • Mathematical Model
            • Integral Equations
            • Structured Inverse Problem
            • Regularization
              • Experiments
                • 1D Synthetic Data
                • Real Data
                  • Conclusions and Acknowledgment
                    • Regularization
                    • Solution Techniques
                      • Significant References