线性克里金的线性组合问题及其对偶形

Linear Combination Problem of Linear Kriging and Its Dual Form

研究表明,克里金法的对偶形是一种有用的形式。本文定义了一种能表述一般的线性克里金法求解问题的线性组合问题,指出该线性组合问题的一种等价形式恰与一般线性克里金法的对偶形相对应。给出了这种线性组合问题的另一种解法,它能改进对偶形的克里金估计方差的计算。利用本文的结果,能简单地推出整一邻域线性克里金法交叉验证的快速算法。

Researches indicate that dual kriging is a helpful form. This paper defines a linear combination problem which can express general linear krigings' valuation. and points out that an equivolent form of the linear combination problem exactly corresponds to the dual form of general linear krigings. Moreover, one another valuation method of the linear combination problem is given, which can improve the calculating of variance of dual krigings. Quick cross validation of kriging in an unique neighborhood can be simply testified by using the conclusion of this paper.