Linear estimation of random fields with second-order increments and its application

DOI10.1016/0005-1098(88)90029-5MaRDI QIDQ1101057zbMATH OpenOpenAlexFDO

Authors Akira Ohsumi

Publication date 1988

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(88)90029-5

zbMATH Keywords

krigingmeteorological dataminimum variance estimatorsnonstationary random fieldssecond-order increments

Mathematics Subject Classification ID

Random fields (60G60) Meteorology and atmospheric physics (86A10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Review text

The purpose of this paper is to develop a mathematical model of a class of nonstationary random fields with second-order increments and to consider the estimation problem of the random field from noisy observation data obtained at scattered locations. First, a theory of random fields which are nonstationary with second-order increments is developed concerning several mathematical properties, extending the discussion to the intrinsic random field and its ergodic property. Secondly, minimum variance estimators for a state of the random field at an arbitrary location in the two-dimensional domain are considered for both cases where the information about statistical properties of the random field is a priori available and not. The estimators obtained are compared with kriging which is a useful interpolation method used in geostatistics and hydrosciences. Finally, a numerical example is presented for examining the estimators for identifying the variogram of the given random field, and the proposed estimators are tested for real meteorological data to establish a weather map.

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Cites work

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Cited in

(3)

• Identification and optimal estimation of random fields from scattered pointwise data
• Parameter identification of two-dimensional distributed systems
• A fast algorithm for linear estimation of two- dimensional isotropic random fields

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