Correlation effect of transformed or corrected data inversion

Abstract

Before performing the inversion process, the original measured data set is often transformed (corrected, smoothed, Fourier-transformed, interpolated etc.). These preliminary transformations may make the original (statistically independent) noisy measurement data correlated. The noise correlation on transformed data must be taken into account in the parameter fitting procedure (inversion) by proper derivation of likelihood function. The covariance matrix of transformed data system is no longer diagonal, so the likelihood based metrics, which determines the fitting process is also changed as well as the results of inversion. In the practice, these changes are often neglected using the “customary” estimation procedure (simple least square method) resulting wrong uncertainty estimation and sometimes biased results. In this article the consequence of neglected correlation is studied and discussed by decomposing the inversion functional to “customary” and additional part which represents the effect of correlation. The ratio of two components demonstrates the importance and justification of the inversion method modification.