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7/30 & -44/15 & 57/5 & -44/15 & 7/30 \\\hline2/5 & -14/15 & -44/15 & -14/15 & 2/5 \\\hline-1/60 & 2/5 & 7/30 & 2/5 & -1/60 \\\hline\end{tabular}= 1/60\begin{tabular}{|c|c|c|c|c|}\hline -1 & 24 & 14 & 24 & -1 \\\hline24 & -56 & -176 & -56 & 24 \\\hline14 & -176 & 684 & -176 & 14 \\\hline24 & -56 & -176 & -56 & 24 \\\hline-1 & 24 & 14 & 24 & -1 \\\hline\end{tabular}\end{center}The Laplacian representation with the same order of accuracy has thecoefficients\begin{center}\begin{tabular}{|c|c|c|c|c|}\hline -1/360 & 2/45 & 0 & 2/45 & -1/360 \\\hline2/45 & -14/45 & -4/5 & -14/45 & 2/45 \\\hline0 & -4/5 & 41/10 & -4/5 & 0 \\\hline2/45 & -14/45 & -4/5 & -14/45 & 2/45 \\\hline-1/360 & 2/45 & 0 & 2/45 & -1/360 \\\hline\end{tabular} =1/360 \begin{tabular}{|c|c|c|c|c|}\hline -1 & 16 & 0 & 16 & -1 \\\hline16 & -112 & -288 & -112 & 16 \\\hline0 & -288 & 1476 & -288 & 0 \\\hline16 & -112 & -288 & -112 & 16 \\\hline-1 & 16 & 0 & 16 & -1 \\\hline\end{tabular}\end{center}For the sake of simplicity, we assumed equal spacing in the $x$ and $y$direction. The coefficients can be easily adjusted for anisotropicspacing. Figures~\ref{fig:specc} and~\ref{fig:specp} show the spectraof the finite-difference representations of operator~(\ref{eqn:bit})for different values of the tension parameter. Thefinite-difference spectra appear to be fairly isotropic (independent ofangle in polar coordinates). They match the exact expressions at smallfrequencies.\plot{specc}{width=4.5in}{Spectra of the finite-difference splines-in-tension schemes for different values of the tension parameter (contour plots).}\plot{specp}{width=4.5in}{Spectra of the finite-difference splines-in-tension schemes for different values of the tension parameter (cross-section plots). The dashed lines show the exact spectra for continuous operators.}\parRegarding the finite-difference operators as two-dimensionalauto-correlations and applying the Wilson-Burg method of spectralfactorization, we obtain two-dimensional minimum-phase filterssuitable for inverse filtering. The exact filters contain manycoefficients, which rapidly decrease in magnitude at a distance fromthe first coefficient. For reasons of efficiency, it is advisable torestrict the shape of the filter so that it contains only thesignificant coefficients. Keeping all the coefficients that are $1000$times smaller in magnitude than the leading coefficient creates a53-point filter for $\lambda=0$ and a 35-point filter for $\lambda=1$,with intermediate filter lengths for intermediate values of $\lambda$.Keeping only the coefficients that are $200$ times smaller that theleading coefficient, we obtain 25- and 16-point filters forrespectively $\lambda=0$ and $\lambda=1$. The restricted filters donot factor the autocorrelation exactly but provide an effectiveapproximation of the exact factors. As outputs of the Wilson-Burgspectral factorization process, they obey the minimum-phase condition.\inputdir{gtens}\plot{splin}{width=6in,height=6in}{Inverse filtering with the tension filters. The left plots show the inputs composed of filters and spikes. Inverse filtering turns filters into impulses and turns spikes into inverse filter responses (middle plots). Adjoint filtering creates smooth isotropic shapes (right plots). The tension parameter takes on the values 0.3, 0.7, and 1 (from top to bottom). The case of zero tension corresponds to Figure~\ref{fig:thin42}.}\parFigure~\ref{fig:splin} shows the two-dimensional filters for differentvalues of $\lambda$ and illustrates inverse recursive filtering, whichis the essence of the helix method \cite[]{GEO63-05-15321541}. The case of$\lambda=1$ leads to the filter known as \emph{helix derivative}\cite[]{iee}. The filter values are spread mostly in two columns. Theother boundary case ($\lambda=0$) leads to a three-column filter,which serves as the minimum-phase version of the Laplacian. Thisfilter is similar to the one shown in Figure~\ref{fig:thin42}. Asexpected from the theory, the inverse impulse response of this filteris noticeably smoother and wider than the inverse response of thehelix derivative. Filters corresponding to intermediate values of$\lambda$ exhibit intermediate properties. Theoretically, the inverseimpulse response of the filter corresponds to the Green's function ofequation~(\ref{eqn:bit}). The theoretical Green's function for thecase of $\lambda=1$ is\begin{equation} \label{eqn:g1} G = \frac{1}{2\pi}\ln{r}\;,\end{equation}where $r$ is the distance from the impulse:$r=\sqrt{\left(x-x_k\right)^2 + \left(y-y_k\right)}$. In the case of$\lambda=0$, the Green's function is smoother at the origin:\begin{equation} \label{eqn:g2} G = \frac{1}{8\pi}r^2\ln{r}\;.\end{equation}The theoretical Green's function expression for an arbitrary value of$\lambda$ is unknown\footnote{\cite{mitas} derive an analytical Green's function for a different model of tension splines using special functions.}, but we can assume that its smoothness liesbetween the two boundary conditions.\parIn the next subsection, we illustrate an application of helical inversefiltering to a two-dimensional interpolation problem.\subsection{Regularization example}We chose an environmental dataset \cite[]{iee} for a simple illustrationof smooth data regularization. The data were collected on a bottomsounding survey of the Sea of Galilee in Israel \cite[]{zvi}. The datacontain a number of noisy, erroneous and inconsistent measurements,which present a challenge for the traditional estimation methods\cite[]{galilee}.%Addressing this challenge completely goes beyond the scope of this%paper.\parFigure~\ref{fig:mesh} shows the data after a nearest-neighbor binningto a regular grid. The data were then passed to an interpolationprogram to fill the empty bins. The results (for different values of$\lambda$) are shown in Figures~\ref{fig:gal} and~\ref{fig:cross}.Interpolation with the minimum-phase Laplacian ($\lambda=0$) creates arelatively smooth interpolation surface but plants artificial``hills'' around the edge of the sea. This effect is caused by largegradient changes and is similar to the sidelobe effect in theone-dimensional example (Figure~\ref{fig:int}). It is clearly seen inthe cross-section plots in Figure~\ref{fig:cross}. The abruptgradient change is a typical case of a shelf break. It is caused by acombination of sedimentation and active rifting. Interpolation withthe helix derivative ($\lambda=1$) is free from the sidelobeartifacts, but it also produces an undesirable non-smooth behavior inthe middle part of the image. As in the one-dimensional example,intermediate tension allows us to achieve a compromise: smoothinterpolation in the middle and constrained behavior at the sides ofthe sea bottom.\sideplot{mesh}{width=3in,height=4in}{The Sea of Galilee dataset after a nearest-neighbor binning. The binned data is used as an input for the missing data interpolation program.}\plot{gal}{width=5.5in,height=7.33in}{The Sea of Galilee dataset after missing data interpolation with helical preconditioning. Different plots correspond to different values of the tension parameter. An east-west derivative filter was applied to illuminate the surface.}\plot{cross}{width=6in,height=6in}{ Cross-sections of the Sea of Galilee dataset after missing-data interpolation with helical preconditioning. Different plots correspond to different values of the tension parameter.}\section{Conclusions}\begin{comment}We observe a significant (order-of-magnitude) speed-up in theoptimization convergence when preconditioning interpolation problemswith inverse recursive filtering. Since inverse filtering takes almostthe same time as forward convolution, this speed-up translatesstraightforwardly into computational time savings.The savings are hardly noticeable for simple test problems, but theycan have a direct impact on the mere feasibility of iterativeleast-squares inversion for large-scale (seismic-exploration-size)problems.\end{comment}The Wilson-Burg spectral factorization method, presented in this paper, allowsone to construct stable recursive filters. The method appears to haveattractive computational properties and can be significantly more efficientthan alternative spectral factorization algorithms. It is particularlysuitable for the multidimensional case, where recursive filtering is enabledby the helix transform.We have illustrated an application of the Wilson-Burg method for efficientsmooth data regularization. A constrained approach to smooth dataregularization leads to splines in tension. The constraint is embedded in auser-specified tension parameter. The two boundary values of tensioncorrespond to cubic and linear interpolation. By applying the method ofspectral factorization on a helix, we have been able to define a family oftwo-dimensional minimum-phase filters, which correspond to the splineinterpolation problem with different values of tension. We have used thesefilters for accelerating data-regularization problems with smooth surfaces byrecursive preconditioning. In general, they are applicable for preconditioningacceleration in various estimation problems with smooth models.\section{Acknowledgments}This paper owes a great deal to John Burg. We would like to thank himand Francis Muir for many useful and stimulating discussions. Thefirst author also thanks Jim Berryman for explaining the variationalderivation of the biharmonic and tension-spline equations. Ralf Ferber and Ali\"{O}zbek provided helpful reviews.The financial support for this work was provided by the sponsors ofthe Stanford Exploration Project.\bibliographystyle{seg}\bibliography{SEG,burg}%\plot{name}{width=6in,height=}{caption}%\sideplot{name}{height=1.5in,width=}{caption}%%\begin{equation}%\label{eqn:}%\end{equation}%%\ref{fig:}%(\ref{eqn:})%%% Local Variables: %%% mode: latex%%% TeX-master: t%%% TeX-master: t%%% End:
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