Dual Kriging with Local Neighborhoods: Application to the Representation of Surfaces

Ordinary kriging, in its common formulation, is a discrete estimator in that it requires the solution of a kriging system for each point in space in which an estimate is sought. The dual formulation of ordinary kriging provides a continuous estimator since, for a given set of data, only a kriging system has to be estimated and the resulting estimate is a function continuously defined in space. The main problem with dual kriging up to now has been that its benefits can only be capitalized if a global neighborhood is used. A formulation is proposed to solve the problem of patching together dual kriging estimates obtained with data from different neighborhoods by means of a blending belt around each neighborhood. This formulation ensures continuity of the variable and, if needed, of its first derivative along neighbor borders. The final result is an analytical formulation of the interpolating surface that can be used to compute gradients, cross-sections, or volumes; or for the quick evaluation of the interpolating surface in numerous locations.