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Published as SEP report, 103, 211-219 (2000)

Spitz makes a better assumption for the signal PEF

Jon Claerbout and Sergey Fomel,


In real-world extraction of signal from data we are not given the needed signal prediction-error filter (PEF). Claerbout has taken $S$, the PEF of the signal, to be that of the data, $S\approx D$. Spitz takes it to be $S\approx D/N$. Where noises are highly predictable in time or space, Spitz gets significantly better results. Theoretically, a reason is that the essential character of a PEF is contained where it is small.