A modified Wiener-type filter for geodetic estimation problems with non-stationary noise: Fid-Bau Portal

A modified Wiener-type filter for geodetic estimation problems with non-stationary noise

Kotsakis, C. / Sideris, M. G.

Abstract. One of the most basic and important tools in optimal spectral gravity field modelling is the method of Wiener filtering. Originally developed for applications in analogue signal analysis and communication engineering, Wiener filtering has become a standard linear estimation technique of modern operational geodesy, either as an independent practical tool for data de-noising in the frequency domain or as an integral component of a more general signal estimation methodology (input–output systems theory). Its theoretical framework is based on the Wiener–Kolmogorov linear prediction theory for stationary random fields in the presence of additive external noise, and thus it is closely related to the (more familiar to geodesists) method of least-squares collocation with random observation errors. The main drawback of Wiener filtering that makes its use in many geodetic applications problematic stems from the stationarity assumption for both the signal and the noise involved in the approximation problem. A modified Wiener-type linear estimation filter is introduced that can be used with noisy data obtained from an arbitrary deterministic field under the masking of non-stationary random observation errors. In addition, the sampling resolution of the input data is explicitly taken into account within the estimation algorithm, resulting in a resolution-dependent optimal noise filter. This provides a more insightful approach to spectral filtering techniques for noise reduction, since the data resolution parameter has not been directly incorporated in previous formulations of frequency-domain estimation problems for gravity field signals with discrete noisy data.