4D Wavelet Estimation

P. Thore*, Total E&P UK and T.D. Blanchard, Total E&P UK.

Summary
In this paper we propose a new approach to estimate
wavelets associated with 4D data. Our approach does not
use well logs and therefore can estimate wavelets at various
space positions and so enables the estimation of laterally
varying wavelets. We assume that 4D signal solely occurs
at a limited number of layers. Using this simple observation
it is possible to invert for reflectivity series and wavelets at
the same time. We present results obtained on real data and
compare them to traditional estimated wavelets using welllogs.
Introduction
Wavelet estimation is still a key question in geophysics.
Technologies used for wavelets estimation relate on the
convolution equation (Walden and White 1984):
() = () () + () (1).
Where S(t) represent the seismic signal, r(t) the reflectivity
series of the earth, w(t) the wavelet and n(t) the noise.
Usually the following assumptions are made: noise is
uncorrelated and has a gaussian distribution (always), and
reflectivity series is white (often). Based on these
assumptions common approaches for wavelet estimation
include:

Using well logs: first estimate the spectrum from

statistics of traces around the well, find the best
trace position and finally estimate the phase
which provides the best match between seismic
data and synthetics (White and Simm 1983). This
strategy can also be applied to an ensemble of
wells as in Malkin and Canning( 2008).

Using seismic data only: first estimate the

spectrum from statistics of traces, then estimate
the phase using high order statistics (Edgar and
Van der Baan 2011). Another approach is to
assume that wavelet has a minimum phase which
therefore could be solved analytically (Brown et
al 1988).

Using wells but recognizing that equation (1) is

not exact. Bayesian approaches have been
developed (Buland and Omre 2003 and Gunning
and Glimsky2006) that introduce uncertainties
such those related to inaccuracy in time to depth
conversions,.

Using only seismic but enforcing sparsity in

reflectivity series and using linear programming

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approaches to estimate wavelet and reflectivity

altogether (Yao and Galbraith 2012).
Each of these approaches has advantages and
disadvantages:
The use of wells is advantageous in the sense that it
enables: 1 - to estimate the true amplitude of the wavelet,
2 - to correct the spectrum of the wavelet (reflectivity series
are not white), and 3 - to estimate the phase without
additional assumptions. This method also has clear
shortcomings in the sense that it is only feasible at well
position. This limitation has several implications: Wells are
sparse and hence assumptions must then be made about the
stationarity of the wavelet; very few wells drilled are
vertical and tying to the well in this situation is
problematic.
Bayesian approaches tend to handle the inaccuracy of the
reflectivity series but results are strongly dependant on
assumptions made about those uncertainties. Besides, most
seismic processes and inversions accept only a single
realization of the wavelet even though it is possible the
main source of uncertainty in an inversion (Gunning and
Glimsky 2006, Thore et al 2013).
Use of seismic data only is obviously a big advantage in the
sense that it gets rid of the well, associated uncertainties
and spatial limitations. On the other hand high order
statistics are very geologically driven (Xu et al 2012) and
phase estimation strongly unreliable. Sparse deconvolution
approach is extremely sensitive to noise and strongly
dependant on the relative weights between fitness of the
data versus sparseness of reflectivity series.
The techniques that we mentioned have been developed for
3D data and are applied straightforwardly to 4D data: 4D
processing aims at providing equivalent datasets for various
vintages and is generally well achieved by matching areas
outside where significant 4D signal exists. The spectrum
and phase of the various vintages are matched and so the
wavelet calculated with the base dataset could be
adequately used for the other vintages. Unfortunately this
assumption is not always true and due to many factors
(mainly acquisition) it is not always possible to match
everywhere the different vintages. In addition to this
problem it is often necessary to invert two monitors for
which no sonic and density logs have been acquired and so
the wavelet estimation techniques using well are
inoperable. Of course processor wizards will always found
a solution and provide wavelets that will make the job. In
this paper we propose a new way to estimate wavelet
dedicated to 4D data which does not make use of well data.

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4D Wavelet Estimation

Method
Thore and Hubans (1992) have proposed a method for
estimating 4D signal at a well. Their algorithm is based on
the assumption that flows during production occur in a
layered manner and that inversion could be done on a
blocky model (figure 1). We use the same assumption for
wavelet estimation: we assume that dynamic flows are
confined into a limited number of layers. Therefore we are
in the situation that is presented on the figure 1.

() () = ( ) ()
(2)
In equation (2) () is warped Monitor trace, () the

Base trace, the change of reflection coefficient due to

flow simulation time of top reservoir time of
bottom reservoir, () the wavelet, () represents the
Dirac function and the convolution.
In equation (2) the left hand side is known fairly accurately
(provide that the Monitor trace has been correctly aligned
to the Base) and the unknowns are: , the position of
the of the top and the base and the wavelet (). Positions
of the top and base of the reservoir can be estimated
approximately and is just a scaling factor.
Equation (2) can easily be extended to a set of reservoir
layers:

() () =
() (3)

Equation (3) can then be extended to a set of traces and

conduct to the final function to minimize:
= ( () ())

,()2 (4)

Figure 1: conceptual 4D signal. Track 1: base trace

acquired before production. Track 2: 4D perturbation
due to production confined in one single layer. Track 3:
Base and Monitor traces superimposed. The Monitor
trace differs from the base by to aspects: first time shift
below reservoir and amplitude at top and bottom of the
reservoir. Track 4: Base trace and Monitor trace
corrected of time shift effect.
For the sake of simplification we only consider the case
where all the flow occurs in a single layer. The Monitor
after time alignment to the Base trace differs from the Base
by an amplitude change at the top and at the base of the
reservoir layer. Those amplitude changes are opposite sign
and with a good approximation can be considered to be of
same magnitude. Whatever the impedance of the overburden and of the under-burden the variation of reflection
coefficient can be expressed as:
1

1
2

(1)

In Equation (1) the change in R is always closer than 10%

of the true reflection coefficient, R.
Therefore the difference between Base trace and warped
Monitor trace it can be expressed as:

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Resolution of the problem:

As mentioned earlier all the unknowns are not totally
independent: the positions of the top and base and the
reflection coefficient of each layer are correlated from one
trace to the next (as are the traces) and the positions of the
top and base of the layers are known approximately.
Using equation (5) it is impossible to solve for the absolute
value of the wavelet since there is clear tradeoff between
wavelet amplitude and reflection coefficient magnitude.
The simplest way to remove this ambiguity is to fix the
maximum amplitude of the wavelet to a reasonable value.
There is also a tradeoff between a constant time lag of the
wavelet and the reflector position. We have chosen to
constrain the wavelet to have zero time lag.
The total number of unknowns is:
= (1 + 2) + (5)
Where is the number of layers, the number of traces
and the number of samples of the wavelet.
It is clear that this inverse problem is solvable only if is
small compare to the total number of samples, i.e. if is
relatively small.
The wavelet could have been estimated in the spectrumphase domain: getting the spectrum from inter-correlation
of seismic data and assuming some type of phase behavior
such as constant phase; It is exactly what we want to avoid:

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4D Wavelet Estimation

the 4D trace (Base-warped Monitor) is the result of the

convolution of the wavelet by a few well individualized
reflection coefficients and so its spectrum will be affected
by a set of notches..
We have decided to use a global optimisation algorithm to
allow for the largest variations of the wavelet. Our choice is
CMAES (Covariance Matrix Adaptative Evolution Strategy
(Auger and Hansen 2011)) which has been shown to be
extremely efficient to resolve geophysical problem (Thore
2012) . The technique uses an ensemble of models and at
each iteration it computes a gaussian approximation of the
data space which is then used to generate a new ensemble
of models (see Figure 2).
Although the starting point is theoritycally not an issue
with this algorithm, starting with a reasonnable set of
models is always benficial. As we have mentionned above
we can provide a rough appromixation of the position of
the reflectors with a picking of the 4D anomalies. For the
reflection coefficients we just use a series of [1,-1]. For the
wavelet we use a sinc function based on the maximal
frequency measured on the seismic data.
The number of traces that we use depends on the noise
level and the type of structure but an average of 100 traces
is a good guess.
The convergence is quite fast: around a thousand of
generations are required with a population size of 50
individuals. Altogether the estimation is performed in a few
seconds once the layer definition is done.

Figure 3 shows the section Base-warped Monitor that was

used for the wavelet estimation.

Figure 3: section Base-warped Monitor with the limits

used for the seismic data and the picking of the top
reservoir.
Figure 4 shows the synthetic seismic the residuals and the
reflectivity estimated during the inversion while Figure 5
shows the comparison of the estimated wavelet using the
4D data and the one estimated using the nearby well.

Figure 2:CMAES algorithm: evolution of the

ensemble of models at various generations.

First real case example:

The case presented here is based on an application in a field
of the Gulf of Guinea where signal to noise ratio is quite
high and where the seismic to well tying is good (therefore
we will have a good reference wavelet).

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Figure 4: Results obtained by the Wavelet estimation

procedure. Top: comparison of the real and synthetic
seismic for one of model provided by the inversion
algorithm. Bottom: residuals (real data- synthetics)
and reflectivity coefficients estimated as a side
product of the inversion.

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4D Wavelet Estimation

Conclusions:
We propose a new technology for estimating wavelets
using 4D data but without using wells. This methodology is
simple, efficient and requires little human interaction. Our
approach uses a global search algorithm and therefore
requires very little prior information. This methodology can
be applied at various places to check the stability of the
wavelet. It provides optimal wavelets to be used in 4D
inversion.

Figure 5: Comparison of the wavelet estimated using

only 4D data (green) and using Base seismic and a
nearby well (red) using the 3D data.
The results are excellent and the wavelet estimated with
solely the 4D data is quite close to the one estimated using
the Base seismic and the nearby well. The 4D-wavelet
shows no oscillation although the initial solution was a sinc
function and no constraint was introduced between the
samples during the inversion.
Spatially varying wavelet:
In this section we test the stability of the wavelet by
running the inversion at different location using different
4D anomalies. Figure 6 sum up the results that we have
obtained. The wavelet has been estimated at 5 positions
labeled A, to E. Positions A to C (Figure 6) are all within
homogeneous water pools and the corresponding wavelets
are quite similar. Wavelet D was estimated in the same
pool area as A and B but several traces used in the
inversion contained stacked 4D anomalies (2 layers),
nevertheless the estimated wavelet is still clean and very
much alike wavelets A, B and C. Finally wavelet E was
estimated in an area where the 4D signal is comprised of
multiple layers (>3) and complex production mechanisms
exist in the same location. As a consequence, the estimated
wavelet shows large oscillations. If one considers only
wavelets A to D the results of the 4D wavelet inversion are
very consistent and the variability observed is not larger
than the one that is observed when estimating wavelets
using different wells. Is this variability real or is it inherent
to the inversion process we cannot currently answer this
question.

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Figure 6: Different wavelets obtained at different

location. Wavelets A, B, and C have been extracted in
water injected pool, wavelet D was obtained in the
water pool but slightly overlapping on a gas pool and
wavelet E was obtained in a mixed area with very
poor 4D signal.
Acknowledgements:
The authors would like to thank Erwan Letard who has
worked on this project during an internship at the GRC.

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