Simulated annealing wavelet estimation via fourth‐order cumulant matching

Abstract

The fourth‐order cumulant matching method has been developed recently for estimating a mixed‐phase wavelet from a convolutional process. Matching between the trace cumulant and the wavelet moment is done in a minimum mean‐squared error sense under the assumption of a non‐Gaussian, stationary, and statistically independent reflectivity series. This leads to a highly nonlinear optimization problem, usually solved by techniques that require a certain degree of linearization, and that invariably converge to the minimum closest to the initial model. Alternatively, we propose a hybrid strategy that makes use of a simulated annealing algorithm to provide reliability of the numerical solutions by reducing the risk of being trapped in local minima. Beyond the numerical aspect, the reliability of the derived wavelets depends strongly on the amount of data available. However, by using a multidimensional taper to smooth the trace cumulant, we show that the method can be used even in a trace‐by‐trace implementation, which is very important from the point of view of stationarity and consistency. We demonstrate the viability of the method under several reflectivity models. Finally, we illustrate the hybrid strategy using marine and field real data examples. The consistency of the results is very encouraging because the improved cumulant matching strategy we describe can be effectively used with a limited amount of data.