Kriging of Lognormal Stochastic Field
Publication: Journal of Engineering Mechanics
Volume 124, Issue 11
Abstract
The methods of simple kriging (SK) have been studied by many researchers for interpolation and extrapolation of a Gaussian stochastic field conditioned on observations at a number of points, and basic findings on theory are made clear including techniques of simulating a conditional sample field. This study discusses how to extend SK to a lognormal stochastic field, whose mean field and covariances are prescribed, and it points out some important differences in the results from those for a Gaussian stochastic field. Next, universal kriging (UK) is proposed for the same lognormal field, where its mean field is unknown. It is found that the SK estimator with known mean and covariances is superior to the UK estimator, since the latter does not have specification of the mean function, where the kriging variance cannot be evaluated and only a variation indicator can be obtained. Finally, a numerical example of a one-dimensional lognormal stochastic field is demonstrated to show the characteristic differences between SK and UK estimators.
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Information
Published In
Journal of Engineering Mechanics
Volume 124 • Issue 11 • November 1998
Pages: 1175 - 1184
Copyright
Copyright © 1998 American Society of Civil Engineers.
History
Published online: Nov 1, 1998
Published in print: Nov 1998
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