In this paper, the effect on Kriging weights of non-bias conditions, when the same residual covariance model is used, has been studied by the l2 norm of the weights difference between Ordinary Kriging and Kriging with a trend model. Four covariance models, in 1-D and 2-D, and in interpolation and extrapolation conditions are examined. Situations in which both algorithms yield the same results are pointed out.
Robustness of Kriging Weights to Non-bias Conditions
POSA, Donato;
1992-01-01
Abstract
In this paper, the effect on Kriging weights of non-bias conditions, when the same residual covariance model is used, has been studied by the l2 norm of the weights difference between Ordinary Kriging and Kriging with a trend model. Four covariance models, in 1-D and 2-D, and in interpolation and extrapolation conditions are examined. Situations in which both algorithms yield the same results are pointed out.File in questo prodotto:
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