- Remark 1:
- The existence and uniqueness of the solution. The kriging
system has a unique solution if and only if the matrix of covariances
is strictly positive definite and, thus, necessarily has a
strictly positive determinant. For this purpose, it is enough that the point
covariance model
used is positive definite and that no data support
coincides completely with another one. In fact,
entails that
,
and the determinant
is, thus, zero.
This condition for the existence and the uniqueness of the solution of the
kriging system thus entails that the kriging variance is non-negative.
- Remark 2:
- Kriging, which is an unbiased estimator, is also an exact
interpolator, i.e., if the support
to be estimated coincides with any of the
supports
of the available data, then the kriging system provides:
- (i)
- an estimator
identical to the known grade
, of the support
;
- (ii)
- a zero kriging variance,
.
- Remark 3:
- The expressions of the systems and the kriging variances using
the notions
and
are completely general,
- (i)
- whatever the supports
of the data and the support
to be
estimated, some data supports may partially overlap,
, but for
it is imperative that
-some
data supports may be included in the volume
to be estimated,
;
- (ii)
- whatever the underlying structure characterized by the model
or
, the structure may be isotropic
or anisotropic, nested or not.
In cartography, it is said that ``the kriged surface passes through the
experimental points''. Not every estimation procedure has this property,
especially procedures using least square polynomials.
- Remark 4:
- The kriging system and the kriging variance depend only on
the structural model
or
and on the
relative geometries of the
various supports
, but not on the particular values of the data
.
Consequently, once the data configuration is known and before drilling is
undertaken, the kriging system can be solved and the corresponding
minimum estimation variance can be forecast. Thus, the kriging variance
can be used to balance the cost of a new drilling campaign with its forecast
utility (new data would decrease the estimation variance, thus providing
narrower confidence intervals).
- Remark 5:
- The kriging matrix
depends only on the relative
geometries of the data supports
and not at all on the support
of
the domain to be estimated.
Thus, two identical data configurations would provide the same kriging
matrix
and it is then enough to take the inverse matrix
only once.
The two solution column vectors
and
are then obtained by taking
the products of the one inverse matrix
and the respective
second-member vectors:
This, of course, suggests the very systematic and regular
proceeding in data collecting.
- Remark 6:
- The kriging system and the kriging variance take into account
the four essential and intuitive facts, which condition every estimation.
These are as follows.
- (i)
- The geometry of the domain
to be estimated, expressed in the
term
in the expression of the kriging variance
.
- (ii)
- The distances between
and the supports
of the information,
expressed by the terms
of the vector
.
- (iii)
- The geometry of the data configuration as expressed by the terms
of the kriging matrix
. The accuracy of an estimation
depends not only on the number of data but also on their configuration
in relation with the main features of the regionalization as
characterized by the structural function
in the various terms
.
- (iv)
- The main structural features of the variability of the phenomenon
under study as characterized by the semi-variogram model
.
Consider the estimation in two dimensions of the panel
by the symmetric
configuration of the four data points
as shown on Figure
6.1. The
underlying mineralization shows a preferential direction
of continuity
which appears in the anisotropic semi-variogram
as a slower
variability in the direction
. The kriging system thus gives a greater weight
to the data
and
, although they are at the same distance from
as
and
.
Figure 6.1:
Influence of the Variability Structure on Kriging.
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