泛协克里格方法的矩阵分析

Matrix Analysis of Universal Co-kriging

该文用矩阵分析方法对泛协克里格方法给出了严格的论述．设有区域化向量ｕ（ｘ）＝（ｚ１（ｘ），…，ｚｋ（ｘ））＇，为用已知数据ｕ（ｘｉ）（ｉ＝１，…，ｎ）对ｕ（ｘ）进行估计，以矩阵分析为工具，严格地导出了Ｋｒｉｇｅ方程组和Ｋｒｉｇｅ方差．

In this paper the matrix analysis of universal Co-kriging is given. Suppose we have a regionaliged vector u(x)=(z1(x),…,zk(x))', defined in a region G. For any X∈G, in order to estimate u(x) based on known data u(xi) (i=1,…,n), we give a deduction of krige system of equation and krige variance by means of matrix analysis.