Covariance functions for statistical interpolation
By: by Richard Franke
Contributors: Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1986
Place of publication: Monterey, California
Language: eng
Number of pages: 80
Subjects: Statistical methods; Meteorology; Statistical weather forecasting; Interpolation
Description: The properties of correlation functions (which are special cases of positive definite functions) are developed. The multivariate application of statistical interpolation in the context of objective analysis of meteorological fields is discussed. Conditions for a one dimensional correlation function to be an isotropic two dimensional correlation function are derived, and a sufficient condition applied to some examples of practical interest. Some experiments comparing the accuracy of statistical interpolation are reported. The model correlation was a six term Bessel function fit to published data. Functions for several other classes of functions were fit to the same data and their performance compared with the optimum. One appendix gives a compendium of proposed covariance functions, and another reports some experiments concerning estimation of correlation functions from (simulated) raw data.
Notes: Title from cover.

"Prepared for: Naval Environmental Prediction Research Facility"--Cover.

"September 1986"--Cover.

"Technical report for period July 1985-September 1986."

"NPS-53-86-007"--Cover.

Author(s) key words: Objective analysis, parameter estimation, optimum interpolation, isotropic covariance functions, statistical interpolation, covariance functions, data fitting, positive definite functions.

Includes bibliographical references (p. 36-38)

"Approved for public release; distribution unlimited"--Cover.

Technical report; 1986.

kmc/kmc 12/2/09.

aq/aq cc:9116 09/03/98