Adaptive filtering in wavelet frames - Laurent Duval

Mar 18, 2014 - multiple prediction (correlation, wave equation) has limitations. • templates ..... fj can be related to noise (e.g. a quadratic term when the noise is ...
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Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Adaptive filtering in wavelet frames: application to echoe (multiple) suppression in geophysics S. Ventosa, S. Le Roy, I. Huard, A. Pica, H. Rabeson, P. Ricarte, L. Duval, M.-Q. Pham, C. Chaux, J.-C. Pesquet IFPEN laurent.duval [ad] ifpen.fr Journ´ ees images & signaux

2014/03/18

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Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

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In just one slide: on echoes and morphing Wavelet frame coefficients: data and model 2 2000

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Figure 1: Morphing and adaptive subtraction required 2/44

Conclusions

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Multiple filtering

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Discretization, unary filters

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Agenda 1. Issues in geophysical signal processing 2. Problem: multiple reflections (echoes) • adaptive filtering with approximate templates

3. Continuous, complex wavelet frames • how they (may) simplify adaptive filtering • and how they are discretized (back to the discrete world)

4. Adaptive filtering (morphing) • no constraint: unary filters • with constraints: proximal tools

5. Conclusions

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Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Issues in geophysical signal processing

Figure 2: Seismic data acquisition and wave fields 4/44

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Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Issues in geophysical signal processing a)

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Figure 3: Seismic data: aspect & dimensions (time, offset)

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Discretization, unary filters

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What else?

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Issues in geophysical signal processing Shot number 1.8

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Figure 4: Seismic data: aspect & dimensions (time, offset) 6/44

Conclusions

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Wavelets

Discretization, unary filters

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What else?

Conclusions

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Issues in geophysical signal processing Reflection seismology: • seismic waves propagate through the subsurface medium • seismic traces: seismic wave fields recorded at the surface • primary reflections: geological interfaces • many types of distortions/disturbances • processing goal: extract relevant information for seismic data • led to important signal processing tools: • ℓ1 -promoted deconvolution (Claerbout, 1973) • wavelets (Morlet, 1975) • exabytes (106 gigabytes) of incoming data • need for fast, scalable (and robust) algorithms

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Multiple filtering

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Discretization, unary filters

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Multiple reflections and templates

Figure 5: Seismic data acquisition: focus on multiple reflections

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Conclusions

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Discretization, unary filters

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Multiple reflections and templates a)

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Figure 5: Reflection data: shot gather and template

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Discretization, unary filters

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Conclusions

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Multiple reflections and templates Multiple reflections: • seismic waves bouncing between layers • one of the most severe types of interferences • obscure deep reflection layers • high cross-correlation between primaries (p) and multiples (m) • additional incoherent noise (n) • dptq “ pptq`mptq`nptq • with approximate templates: r1 ptq, r2 ptq,. . . rJ ptq

• Issue: how to adapt and subtract approximate templates?

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Discretization, unary filters

Results

What else?

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Multiple reflections and templates

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Figure 6: Multiple reflections: data trace d and template r1

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Conclusions

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Multiple reflections and templates Multiple filtering: • multiple prediction (correlation, wave equation) has limitations • templates are not accurate ř • mptq « j hj ˙ rj ? • standard: identify, apply a matching filer, subtract 2

hopt “ arg min }d ´ h ˙ r} hPRl

• primaries and multiples are not (fully) uncorrelated • same (seismic) source • similarities/dissimilarities in time/frequency • variations in amplitude, waveform, delay • issues in matching filter length: • short filters and windows: local details • long filters and windows: large scale effects 11/44

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Wavelets

Discretization, unary filters

Results

What else?

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Multiple reflections and templates Amplitude

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Figure 7: Multiple reflections: data trace, template and adaptation 12/44

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Wavelets

Discretization, unary filters

Results

What else?

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Multiple reflections and templates Shot number 2200

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Figure 8: Multiple reflections: data trace and templates, 2D version 13/44

Conclusions

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Wavelets

Discretization, unary filters

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What else?

Conclusions

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Multiple reflections and templates • A long history of multiple filtering methods • general idea: combine adaptive filtering and transforms • data transforms: Fourier, Radon • enhance the differences between primaries, multiples and noise • reinforce the adaptive filtering capacity • intrication with adaptive filtering? • might be complicated (think about inverse transform)

• First simple approach: • exploit the non-stationary in the data • naturally allow both large scale & local detail matching

ñ Redundant wavelet frames

• intermediate complexity in the transform • simplicity in the (unary/FIR) adaptive filtering

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Wavelets

Discretization, unary filters

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Hilbert transform and pairs Reminders [Gabor-1946][Ville-1948] {upωq “ ´ı signpωqfppωq Htf 1

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Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

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Hilbert transform and pairs Reminders [Gabor-1946][Ville-1948] {upωq “ ´ı signpωqfppωq Htf 1

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Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

Results

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Hilbert transform and pairs Reminders [Gabor-1946][Ville-1948] {upωq “ ´ı signpωqfppωq Htf 2

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Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

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Hilbert transform and pairs Reminders [Gabor-1946][Ville-1948] {upωq “ ´ı signpωqfppωq Htf 3

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Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Continuous & complex wavelets 0.5

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Figure 10: Complex wavelets at two different scales — 1

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Discretization, unary filters

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What else?

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Continuous & complex wavelets 0.5

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Figure 11: Complex wavelets at two different scales — 2

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Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Continuous wavelets • Transformation group:

affine = translation (τ ) + dilation (a) • Basis functions:

1 ψτ,a ptq “ ? ψ a • • • •

t´τ a

˙

a ą 1: dilation aă ? 1: contraction 1{ a: energy normalization multiresolution (vs monoresolution in STFT/Gabor) FT

ψτ,a ptq ÝÑ 18/44

ˆ

? aΨpaf qe´ı2πf τ

Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Continuous wavelets • Definition

Cs pτ, aq “

ż

˚ sptqψτ,a ptqdt

• Vector interpretation

Cs pτ, aq “ xsptq, ψτ,a ptqy projection onto time-scale atoms (vs STFT time-frequency) • Redundant transform: τ Ñ τ ˆ a “samples” • Parseval-like formula

Cs pτ, aq “ xSpf q, Ψτ,a pf qy ñ sounder time-scale domain operations! (cf. Fourier) 19/44

Conclusions

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Wavelets

Discretization, unary filters

Results

What else?

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Continuous wavelets Introductory example

Data

Real part

Modulus

Imaginary part

Figure 12: Noisy chirp mixture in time-scale & sampling 20/44

Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

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What else?

Conclusions

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Continuous wavelets Noise spread & feature simplification (signal vs wiggle) 2 1 0 −1 −2 50

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Figure 13: Noisy chirp mixture in time-scale: zoomed scaled wiggles 21/44

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Discretization, unary filters

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What else?

Conclusions

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Continuous wavelets

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Figure 14: Which morphing is easier: time or time-scale? 22/44

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Discretization, unary filters

Results

What else?

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Continuous wavelets • Inversion with another wavelet φ

sptq “

ij

Cs pu, aqφu,a ptq

duda a2

ñ time-scale domain processing! (back to the trace signal) • Scalogram |Cs pt, aq|2 • Energy conversation

E“ • Parseval-like formula

xs1 , s2 y “ 23/44

ij

ij

|Cs pt, aq|2

dtda a2

Cs1 pt, aqCs˚2 pt, aq

dtda a2

Conclusions

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Wavelets

Discretization, unary filters

Results

What else?

Conclusions

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Continuous wavelets • Wavelet existence: admissibility criterion

ż 0 p˚ ż `8 p ˚ Φ pνqΨpνq Φ pνqΨpνq dν “ dν ă 8 0 ă Ah “ ν ν ´8 0 generally normalized to 1 • Easy to satisfy (common freq. support midway 0 & 8) • With ψ “ φ, induces band-pass property: • necessary condition: |Φp0q| “ 0, or zero-average shape • amplitude spectrum neglectable w.r.t. |ν| at infinity • Example: Morlet-Gabor (not truly admissible)

ψptq “ ? 24/44

1 2πσ 2

t2

e´ 2σ2 e´ı2πf0 t

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Discretization, unary filters

Results

What else?

Conclusions

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Discretization and redundancy Being practical again: dealing with discrete signals • Can one sample in time-scale (CWT) domain:

Cs pτ, aq “

ż

˚ sptqψτ,a ptqdt,

1 ψτ,a ptq “ ? ψ a

ˆ

t´τ a

˙

with cj,k “ Cs pkb0 aj0 , aj0 q, pj, kq P Z and still be able to recover sptq? • Result 1 (Daubechies, 1984): there exists a wavelet frame if

a0 b0 ă C, (depending on ψ). A frame is generally redundant

• Result 2 (Meyer, 1985): there exist an orthonormal basis for a

specific ψ (non trivial, Meyer wavelet) and a0 “ 2 b0 “ 1

Now: how to choose the practical level of redundancy? 25/44

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Discretization, unary filters

Results

What else?

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Discretization and redundancy 8

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Figure 15: Wavelet frame sampling: J “ 21, b0 “ 1, a0 “ 1.1 26/44

Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Discretization and redundancy 8

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Figure 15: Wavelet frame sampling: J “ 5, b0 “ 2, a0 “ 26/44

? 2

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Wavelets

Discretization, unary filters

Results

What else?

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Discretization and redundancy 8

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Figure 15: Wavelet frame sampling: J “ 3, b0 “ 1, a0 “ 2 26/44

Conclusions

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Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

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Discretization and redundancy 0.15 primary multiple noise sum

true multiple adapted multiple 0.1

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Figure 16: Redundancy selection with variable noise experiments 27/44

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Discretization, unary filters

Results

What else?

Conclusions

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Discretization and redundancy • Complex Morlet wavelet:

ψptq “ π ´1{4 e´iω0 t e´t

2 {2

, ω0 : central frequency

• Discretized time r, octave j, voice v: v ψr,j rns

“?

1 2j`v{V

ˆ

nT ´ r2j b0 ψ 2j`v{V

˙

, b0 : sampling at scale zero

• Time-scale analysis:

@ D ÿ v v rns drnsψr,j d “ dvr,j “ drns, ψr,j rns “ n

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Wavelets

Discretization, unary filters

Results

What else?

Conclusions

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Discretization and redundancy 2

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Figure 17: Morlet wavelet scalograms, data and templates

Take advantage from the closest similarity/dissimilarity: • remember wiggles: on sliding windows, at each scale, a single complex coefficient compensates amplitude and phase 29/44

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Unary filters • Windowed unary adaptation: complex unary filter h (aopt )

compensates delay/amplitude mismatches: › ›2 › › ÿ › › aopt “ arg min ›d ´ aj rk › › › taj upjPJq j

• Vector Wiener equations for complex signals:

xd, rm y “

ÿ j

aj xrj , rm y

• Time-scale synthesis:

ˆ “ drns 30/44

ÿÿ r j,v

v dˆvr,j ψrr,j rns

Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

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Results

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Figure 18: Wavelet scalograms, data and templates, after unary adaptation

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Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

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Results (reminders)

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Figure 19: Wavelet scalograms, data and templates

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Multiple filtering

Wavelets

Discretization, unary filters

Results

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Results Shot number 1.8

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Figure 20: Original data 33/44

1200

What else?

Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

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Results Shot number 1.8

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Figure 21: Filtered data, “best” template 34/44

What else?

Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

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Results Shot number 1.8

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Figure 22: Filtered data, three templates 35/44

What else?

Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

36/44

Going a little further Impose geophysical data related assumptions: e.g. sparsity 1 4/3 3/2 2 3 4

Figure 23: Generalized Gaussian modeling of seismic data wavelet frame decomposition with different power laws. 36/44

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Variational approach minimize xPH

J ÿ

j“1

fj pLj xq

with lower-semicontinuous proper convex functions fj and bounded linear operators Lj .

37/44

Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

37/44

Variational approach minimize xPH

J ÿ

j“1

fj pLj xq

with lower-semicontinuous proper convex functions fj and bounded linear operators Lj .

• fj can be related to noise (e.g. a quadratic term when the

noise is Gaussian),

37/44

Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

37/44

Variational approach minimize xPH

J ÿ

j“1

fj pLj xq

with lower-semicontinuous proper convex functions fj and bounded linear operators Lj .

• fj can be related to noise (e.g. a quadratic term when the

noise is Gaussian), • fj can be related to some a priori on the target solution (e.g.

an a priori on the wavelet coefficient distribution),

37/44

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

37/44

Variational approach minimize xPH

J ÿ

j“1

fj pLj xq

with lower-semicontinuous proper convex functions fj and bounded linear operators Lj .

• fj can be related to noise (e.g. a quadratic term when the

noise is Gaussian), • fj can be related to some a priori on the target solution (e.g.

an a priori on the wavelet coefficient distribution), • fj can be related to a constraint (e.g. a support constraint),

37/44

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

37/44

Variational approach minimize xPH

J ÿ

j“1

fj pLj xq

with lower-semicontinuous proper convex functions fj and bounded linear operators Lj .

• fj can be related to noise (e.g. a quadratic term when the

noise is Gaussian), • fj can be related to some a priori on the target solution (e.g.

an a priori on the wavelet coefficient distribution), • fj can be related to a constraint (e.g. a support constraint), • Lj can model a blur operator,

37/44

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

37/44

Variational approach minimize xPH

J ÿ

j“1

fj pLj xq

with lower-semicontinuous proper convex functions fj and bounded linear operators Lj .

• fj can be related to noise (e.g. a quadratic term when the

noise is Gaussian), • fj can be related to some a priori on the target solution (e.g.

an a priori on the wavelet coefficient distribution), • fj can be related to a constraint (e.g. a support constraint), • Lj can model a blur operator, • Lj can model a gradient operator (e.g. total variation), 37/44

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

37/44

Variational approach minimize xPH

J ÿ

j“1

fj pLj xq

with lower-semicontinuous proper convex functions fj and bounded linear operators Lj .

• fj can be related to noise (e.g. a quadratic term when the

noise is Gaussian), • fj can be related to some a priori on the target solution (e.g. • • • • 37/44

an a priori on the wavelet coefficient distribution), fj can be related to a constraint (e.g. a support constraint), Lj can model a blur operator, Lj can model a gradient operator (e.g. total variation), Lj can model a frame operator.

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

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Problem re-formulation pkq lodomoon

observed signal

pkq pkq pkq “ lopo¯mo ¯omo on ` lon omoon on ` lom primary

multiple

noise

Assumption: templates linked to m ¯ pkq throughout time-varying (FIR) filters: m ¯ pkq “

J´1 ÿÿ j“0 p

¯ ppq pkqrpk´pq h j j

where ¯ pkq : unknown impulse response of the filter corresponding to • h j template j and time k, then: d on loomo

observed signal 38/44

¯ on ` loomo “ loomo h p¯ on `R loomo n on primary

filter

noise

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

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Assumptions • F is a frame, p¯ is a realization of a random vector P :

fP ppq9 expp´ϕpF pqq, ¯ is a realization of a random vector H: • h fH phq9 expp´ρphqq, • n is a realization of a random vector N , of probability density:

fN pnq9 expp´ψpnqq, • slow variations along time and concentration of the filters pn`1q

|hj 39/44

pnq

ppq ´ hj ppq| ď εj,p ;

J´1 ÿ j“0

ρrj phj q ď τ

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Results: synthetics minimize

yPRN ,hPRN P

` ˘ z ´ Rh ´ y ψ loooooooomoooooooon `

fidelity: noise-realted

`

ϕpF yq loomoon

loρphq omoon

a priori on signal

a priori on filters

• ϕk “ κk | ¨ | (ℓ1 -norm) where κk ą 0 • ρrj phj q: }hj }ℓ1 , }hj }2ℓ2 or }hj }ℓ1,2 ` ˘ • ψ z ´ Rh ´ y : quadratic (Gaussian noise) 540

350

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400

450

500

550

600

650

700

350

400

450

500

550

600

560

580

650

Figure 24: Simulated results with heavy noise.

600

700

Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

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Results: potential on real data

Figure 25: (a) Unary filters (b) Proximal FIR filters.

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Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

42/44

Conclusions Take-away messages: • Practical side • Competitive with more standard 2D processing • Very fast (unary part): industrial integration

• Technical side • Lots of choices, insights from 1D or 1.5D • Non-stationary, wavelet-based, adaptive multiple filtering • Take good care of cascaded processing • Present work • Going 2D: crucial choices on redundancy, directionality

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Conclusions

Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

43/44

Conclusions Now what’s next: curvelets, shearlets, dual-tree complex wavelets?

Figure 26: From T. Lee (TPAMI-1996): 2D Gabor filters (odd and even) or Weyl-Heisenberg coherent states

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Context

Multiple filtering

Wavelets

Discretization, unary filters

Results

What else?

Conclusions

44/44

References Ventosa, S., S. Le Roy, I. Huard, A. Pica, H. Rabeson, P. Ricarte, and L. Duval, 2012, Adaptive multiple subtraction with wavelet-based complex unary Wiener filters: Geophysics, 77, V183–V192; http://arxiv.org/abs/1108.4674 Pham, M. Q., C. Chaux, L. Duval, L. and J.-C. Pesquet, 2014, A Primal-Dual Proximal Algorithm for Sparse Template-Based Adaptive Filtering: Application to Seismic Multiple Removal: IEEE Trans. Signal Process., accepted; http://tinyurl.com/proximal-multiple Jacques, L., L. Duval, C. Chaux, and G. Peyr´e, 2011, A panorama on multiscale geometric representations, intertwining spatial, directional and frequency selectivity: Signal Process., 91, 2699–2730; http://arxiv.org/abs/1101.5320 44/44