In mathematical statistical filtering the deconvolution problem can be solved by two different methods:
1
by inverse filtering
2
by calculating the prediction error.
Both methods are well known in the theory of Wiener filters.
If, however, the generating process of the signal is known and can be described by a set of linear first order differential equations, then the Kalman filter can also be used to solve the deconvolution problem. In the case of the inverse filtering method this was shown by Bayless and Brigham (1970). But, while their method can only be used if the original signal is a colored random process, this paper shows that in the case of a white process the prediction error filtering method is a more appropriate approach. The method is extremely efficient and simple. This can be demonstrated by an example which maybe of special interest for seismic exploration.