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GEOSTATS: Positive definiteness in case of collocated cokriging

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  • Sytze.deBruin@STAFF.GIRS.WAU.NL
    Dear all, I would really appreciate your comments on the following: Collocated cokriging requires knowledge of only the Z covariance and the Z-Y
    Message 1 of 1 , Jul 14, 1999
      Dear all,
      I would really appreciate your comments on the following:
      Collocated cokriging requires knowledge of only the Z covariance and the Z-Y
      cross-covariance. Sometimes the latter can be inferred from the Z covariance
      by using the Markov approximation (as explained in GSLIB user's guide) .
      Now, how can I ensure positive definiteness of the covariance matrix if the
      Markov approximation does not fit? More in particular, (how) should I apply
      the linear model of coregionalization considering the fact that the Y
      covariance is not called for, except at h=0?
      Thanks in advance.
      Sytze
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