Finite covariance functions |
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Authors: | F Sansò W -D Schuh |
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Institution: | 1. Politecnico di Milano, Milano, (Italy) 2. Technische Universit?t Graz, Graz, (Austria)
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Abstract: | Because of the full covariance matrices and the computer storage limitations the number of measurements which can be handled
by the collocation method simultaneously, is limited. This paper presents a method to compute covariance functions with a
finite support yielding sparse covariance matrices. The theoretical background is pointed out and, for the one- and two-dimensional
case, special functions are developed which can be combined with the usually used covariance functions to get a “finite covariance
function”. Simulated examples to demonstrate the behaviour of different solution methods to solve these special, sparse covariance
matrices supplement our investigations. |
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Keywords: | |
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