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Signal Extraction Problems in Seismology*
Authors:Genshiro Kitagawa  Tetsuo Takanami  Norio Matsumoto
Abstract:The earth's surface is under continuous influence of a variety of natural forces such as the effect of past earthquakes, wave, wind, tide, air pressure, precipitation and a variety of human induced sources. Since it is almost impossible to describe the response to these noise inputs precisely, for automatic processing of seismic data, proper statistical modeling is necessary. In this paper, we describe four specific examples of time series modeling for signal extraction problems related to seismology. Namely, we consider 1) the estimation of the arrival time of a seismic signal, 2) the extraction of small seismic signal from noisy data, 3) the detection of the coseismic effect in groundwater level data contaminated by various effects from air pressure etc., and 4) the estimation of changing spectral characteristic of seismic record.
Keywords:State space model  Arrival time  Seismic wave  Ground water level  Outliers  Coseismic effects  Time‐varying spectrum
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