CONVOLUTION (A,D)

II. Convolution in time (distance) domain and d frequency f (wave ( number) b ) domain d i
The convolution ( (or Faltung) g ) of two function x(t) ( ) and y( y(t) ) is defined by :

z (t ) =

) y ( t t ' ). ) dt d ' x (t ' ).

Symbolic notation is usually:

z (t ) = x (t ) * y (t )

Example

Convolution of Discrete function

The convolution (or Faltung) of two function x(t) and y(t) is defined by :

z (t ) =

x (t ' ). y (t t ' ).dt '

z (t ) = x (t ) * y (t )

Symbolic notation is usually:

For discrete function with N number of data :

z ( t ) = x ( t ) * y ( t ) = t x k y k
k =1

Fourier Transform of Convolution

Fourier transform of two function x(t) and y(t):
1 x (t ) = 2 1 y (t ) = 2

x ( ) e
y ( ) e

i t

FT

x ( ) =

x (t )e

i t

dt

i t

FT

y ( ) =

y ( t ) e i t dt

Convolution of x(t) and y(t) is : z ( t ) = x ( t ) * y ( t )

1 z ( t ) = x ( ) y ( t ) d = 2 1 = 2

x ( ) e

d y (t ) d

x ( )

y ( t ) e i d d

Substitution:

t = .....,... = t .... and ... d = d

Hence:

1 z (t ) = 2

x ( )

y ( ) e i ( t ) d d

or:

1 z (t ) = 2

x ( )

y ( ) e i d e i t d

Y ( )
Finally :

1 z (t ) = 2

X ( )Y ( ) e

i t

1 = 2

i t Z ( ) e d

Z ( )
It means:

z (t ) = x (t ) * y (t ) z ( t ) = x ( t ). y ( t )

FT

Z ( ) = X ( ).Y ( )

Convolution theorem Frequency F Convolution theorem

FT

1 Z ( ) = X ( ) * Y ( ) 2

SAMPLING THEORY

1. Sampling (digitize) process of continue function

Di Discrete t function f ti

Continue function x(t)

Sampling

Discrete function xn

2. x(t) is equivalent with xn if there is no loss information during SAMPLING process 3 Wh 3. When a function f ti will ill be b sampled l d using i t i interval t l t should be chosen small enough, so

X(f)

f > fc

=0

where fc = cut-off frequency in which no spectrum energy X(f) at |f| > fc

f = 1 2t

If Nyquist frequency is:

So we have:

f f c

SAMPLING THEOREM valid for both of p periodic and non-periodic p function NYQUIST THEOREM 4. Aliasing A function cant be reconstructed from its sampling value if the function has frequency larger than nyquist freq. There is loss information or get new function with low frequency due to t too high

Aliasing phenomenon in time domain

Frequency Aliasing

CORRELATION

Introduction

One of the objective of time series analysis :

To split-out signal component (will be investigated) from its noise component (disturbing)

In correlation : needed d d signal i l information i f ti (recognize) more than filtering Example: It will be better if shape of signal known well or have better estimation of the signal So : The signal can be detected after disturbed by noise

One of correlation advantage from filtering: if signal and noise have : - same frequency band/amplitude spectrum - different in phase spectrum Correlation condition is enough for signal and noise separation

Correlation :

1. Cross Correlation 2. Auto Correlation

1. Cross Correlation :
The cross correlation function (CCF) of two aperiodic function x(t) and y(t) is defined by :

z (t ) =

x ( ). y ( t + ) d

Correlation proced procedure: re - Displacement - multiplication - integration

-a a

The area under the product of Y(-t+) and x() is the value Of the CCF at time t = -t

Characteristic of cross-correlation in time domain: 1. Cross-correlation is not commutative

z xy z

yx

2. Cross-correlation between Si(t) and p(t) is convolution between Si( (t) ) and time reverse of p(t) p( ) (its ( mirror image) g ) So: Cross correlation function (CCF) is to measure similarity/conformity of two function after movement of one of the function. The movement can be pos (+) or neg (-) CCF between x(t) and y(t) : CCFmax will be at time t0 in which y(t0+t) is best similarity with x(t) Interpretation of CCF result: - Quantitative - Qualitative normalization of CCF by CCFmax on t = t0 :

xy (t 0 )

n xy =

xy (t ) xy (t 0 )
So, that can be analyzed : - time t0 position in which conformity is highest - its it shape h changes h from f conform f to t un-conform f

Characteristic of CCF in Frequency q y Domain : - function q(t), p(t) and si(t) with q(t) = p(-t) - Convolution in time domain is multiplication in freq domain
So :

fsiq ( f ) = Si ( f ). ) Q( f )

Where : fsiq ( f ) is FT of convolution between si(t) and q(t)

Si ( f )

is FT of si(t) and

Q( f )

is FT of q(t)

Due to CCF si(t) and p(t) is CF si(t) and q(t), so CCF in frequency domain :

Qsiq ( f ) = Si ( f ).P*( f )
P*(f) is conjugate of Q(f)

2. Auto-Correlation
Auto-correlation Auto correlation is special case of correlation function (CF) that given by:

pp (t ) =
In frequency eque cy do domain: a

p ( ). ) p (t + ) d

P,P ( f ) = P( f ).P*( f )

Multiplication between two(2) ( ) conjugate j g complex function will have no phase spectrum (zero), and :

P,P ( f ) = A( f )

Real freq. function

So: Autocorrelation function only has Amplitude spectrum (no information of phase spectrum) Autocorrelation function is fully defined by Amplitude Spectrum (energy) that independent to its phase.

ACF

to measure what the conformity of a function with its duplicate p after movement to measure the conformity (or conformity of mirror image) different part of a function

Characteristic of ACF : 1. Maximum

xx(t) xx(0)

- ACF max at t=0 - At t=0, t=0 both of the function are coincidence

2. Width of main lobe (t=0) ( )

Width of main lobe (t=0) of a ACF shows how fast changing from Coincidence to not coincidence T0 is i period i d
T0 -T0 T0

3. Fourier Transform of ACF Correlation of x and y is convolution of x mirror and y

xy(t) = x(t)* y(t)

In frequency y domain:

ACF

xx(t) = x(t)* x(t)

2

xx( f ) = X*( f ).X ( f ) = X ( f )

4 S 4. Symmetry t
ACF is symmetrical and even

Energy spectrum, Real and even

xx(t) = xx(t)
y(t ) = yn (t tn ) n=1 xk xk +n1 n=1

5 Di 5. Discrete t ACF

x(t ) =

xn (t tn ) n=1

CCF discrete

xy (tn ) = t xk yk +n1
n=1

ACF (t ) = t discrete xx n

Application example of CCF and ACF

1. Signal g to Noise ratio enhancement in Earthquake q signal g
Seismogram Signal + Noise (car, wind, sea wave etc) Signal parameters that needed: t0 (arrival time) and a (amplitude)

S(t) : signal shape from source S0(t) = aS(t - t0) : true signal n(t) : Noise x(t) = S0(t) + n(t) : Seismogram sx(t) : Correlogram (CCF)

Process:
We know S(t)

we get ss(t)

estimated a and t0

Solution : CCF x(t) and S(t)

x(t) moved

sx (t ) = S ( ).x(t + )d = S ( )[S0 (t + ) + n(t + )]d

sx (t ) = S ( )[aS(t + t0 ) + n(t + )]d

sx (t ) = a S ( )S (t + t0 )d + S ( )n(t + )d

sn (t )

ss (t t0 )
So :

sx (t ) = ass (t t0 ) + sn (t )

In general, S(t) and n(t) is low similarity,

sn (t ) << ass (0)

We know S(t), ss(o) can be calculated and we have : Normalization

ss (t t0 ) sx (t ) a ss (0)

sx (t ) ass (t t0 )

Where :

ss (t t0 )max = ss (0)

Hence :

sx (t0 ) = a

Max value happen at t = t0

So, t0 and a can be estimated It is fail if : 1. Signal and noise is similar 2. Noise is higher than signal at close to t0 Condition needed : 1. Signal g shape p should be known well or can be assumed 2. Spectral character of noise and signal should be difference in some matter at least phase spectrum This CCF process called as MATCHED FILTER filter optimal to split out signal from noise

2. Application of CCF (Matched filter) Reflection Seismic

Source usual use dynamite it will be problem in country area usually replaced by VIBROSEIS

Discrepancy between Vibroseis and dynamite a. Source resulted from vibrator with specific character and duration induced into the earth. Energy input per sec is smaller than dynamite, hence risk is smaller than do not show reflector pulse that split out, due to source wavelength is long enough. more complicated.

b. Seismogram Vibrogram

To get reflection signal in time and amplitude, conducted CCF between source (SWEEP) and VIBROGRAM