Filtering > AR2 inverse filter

The deconvolution based on Yule-Walker (Levinson)’s method tries to approach the source wavelet by autoregressive filters of order P. The deconvolution operator is the MA filter of order P, which presents the same coefficients as the AR filter. In this example the signal to be deconvolved is a second order AR filter. In order to realize the deconvolution we choose a second order MA filter, in absence of noise.