Kriging Allan
نویسنده
چکیده
" Kriging " (after the South African mining engineer Danie Krige) is a term used for a family of methods for minimum error variance estimation. Consider a linear estimatê z 0 = ˆ z(r 0) at a location r 0 based on N measurements z = [z(r 1),. .. , z(r N)] T = [z 1 ,. .. , z N ] T ˆ z 0 = w 0 + N i=1 w i z i = w 0 + w T z, (1) where w i are the weights applied to z i. We consider z i as particular realisations of random variables Z i , Z = [Z(r 1),. .. , Z(r N)] T = [Z 1 ,. .. , Z N ] T. We think of Z(r) as consisting of a mean and a residual Z(r) = µ(r) + (r) with a constant variance σ 2. E{} = 0. For the linear estimator we getˆZ 0 = w 0 + w T Z.
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