Translations:The shaping filter/31/en

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The normal equations can be solved by standard techniques. However, that approach becomes unnecessarily cumbersome for large values of N. A very efficient iterative method for solving the normal equations has been given by Levinson (1947)[1], making use of the Toeplitz symmetry that the normal equations possess. For a detailed treatment, see Robinson and Treitel (2000)[2]. For computer codes, see Robinson and Osman (1996)[3].

  1. Levinson, N., 1947, The Wiener rms error criterion in prediction and filtering: Journal of Mathematics and Physics, 25, 261-278.
  2. Robinson, E. A., and S. Treitel, 2000, Geophysical signal analysis: SEG.
  3. Robinson, E. A., and O. M. Osman, 1996, Deconvolution: SEG Geophysics Reprint Series No. 17.