Kriging and Conditional Simulation of Gaussian Field
Publication: Journal of Engineering Mechanics
Volume 121, Issue 2
Abstract
A Gaussian discrete field is considered, whose mean field and covariance matrix are known a priori. When a sample observation set contaminated with noise at some finite points is obtained, the best estimators are evaluated at observation points as well as at interpolation points, based on an unbiased least error covariance procedure. To visualize a sample field, a method to simulate the Gaussian field conditional on observation, is investigated. A special case is considered, in which the observation is free of noises and an effective method of simulation is proposed, which is a step by step expansion procedure to avoid the Cholesky or modal decomposition of the covariance matrix. This method is based on the orthogonality property between the best estimator and the corresponding error. Numerical examples are demonstrated to show the potential usefulness of the simulation method, and to show that the updating procedure by observation is identical to the Kalman filter algorithm when plural sets of observation are processed.
Get full access to this article
View all available purchase options and get full access to this article.
References
1.
Cressie, N. A. C. (1991). Statistics for spatial data . John Wiley and Sons, Inc., New York, N.Y.
2.
David, M. (1977). Geostatistical ore reserve estimation . Elsevier Scientific Publishing Co., Amsterdam, The Netherlands.
3.
Davis, J. C., and McCullagh, M. J. (1975). “Display and analysis of spatial data.”NATO Advanced Study Institute. John Wiley and Sons, Inc., New York, N.Y.
4.
Hoshiya, M. (1994). “Conditional simulation of a stochastic field.”Proc., 6th Int. Conf. on Struct. Safety and Reliability, A. A. Balkema, Rotterdam, The Netherlands.
5.
Hoshiya, M., and Noda, S. (1993). “Non Gaussian field and conditional simulation.”Proc., 48th Annu. Convention, Japan Soc. of Civ. Engrg. (JSCE), Tokyo, Japan (in Japanese).
6.
Journel, A. G., and Huijbregts, C. J. (1978). Mining Geostatistics . Academic Press, Inc., San Diego, Calif.
7.
Matheron, G. (1989). Estimating and choosing . Springer-Verlag, New York, N.Y.
8.
Ripley, R. D. (1981). Spatial statistics . John Wiley and Sons, Inc., New York, N.Y.
Information & Authors
Information
Published In
Copyright
Copyright © 1995 American Society of Civil Engineers.
History
Published online: Feb 1, 1995
Published in print: Feb 1995
Authors
Metrics & Citations
Metrics
Citations
Download citation
If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.