抄録
The estimation of linear filter from observed time series of input x1(t) and output x2(t) is considered. Following Burg's algorithm for maximum entropy method, a new technique is developed in this paper, where the impulse response of the filter as well as the correlation functions of x1 and x2 are simultaneously estimated.
The method is applied to the analysis of elastic wave response of rock samples (granite). It is shown that the dispersion of P-wave phase velocity amounts to 4 percent of the non-dispersive velocity. It is comparable to the value expected from the attenuation property: Q=10-20 and Kramers-Kronig causality relation.
