Optimal observing of stochastic proocesses

Abstract

For estimation and prediction of random fields with trend the problem is considered, how to choose in an optimal way an observation region of given volume.For this a result of DOROGOVCEV/KARTAŠEV for estimation of the mean of a stationary process is generalized. Connections to the problem of Kriging, wellknown in geostatistics, are pointed out. Some ideas and examples for construction of the observation region are given.

Keywords:

• Random fields with trend
• estimation and prediction
• optimal observation region
• Kriging

¹Bergakademie Freiberg, Sektion Mathematik, DDR – 9200 Freiberg, Bernhard–von–Cotta–Strae 2.

¹Bergakademie Freiberg, Sektion Mathematik, DDR – 9200 Freiberg, Bernhard–von–Cotta–Strae 2.

Notes

¹Bergakademie Freiberg, Sektion Mathematik, DDR – 9200 Freiberg, Bernhard–von–Cotta–Strae 2.