Ordinary Kriging

The first step in ordinary kriging is to construct a variogram from the scatter point set to be interpolated. A variogram consists of two parts: an experimental variogram and a model variogram. Suppose that the value to be interpolated is referred to as f. The experimental variogram is found by calculating the variance (g) of each point in the set with respect to each of the other points and plotting the variances versus distance (h) between the points. Several formulas can be used to compute the variance, but it is typically computed as one half the difference in f squared.

Experimental and Model Variogram Used in Kriging

Once the experimental variogram is computed, the next step is to define a model variogram. A model variogram is a simple mathematical function that models the trend in the experimental variogram.

As can be seen in the above figure, the shape of the variogram indicates that at small separation distances, the variance in f is small. In other words, points that are close together have similar f values. After a certain level of separation, the variance in the f values becomes somewhat random and the model variogram flattens out to a value corresponding to the average variance.

Once the model variogram is constructed, it is used to compute the weights used in kriging. The basic equation used in ordinary kriging is as follows:

where n is the number of scatter points in the set, fi are the values of the scatter points, and wi are weights assigned to each scatter point. This equation is essentially the same as the equation used for inverse distance weighted interpolation (equation 9.8) except that rather than using weights based on an arbitrary function of distance, the weights used in kriging are based on the model variogram. For example, to interpolate at a point P based on the surrounding points P1, P2, and P3, the weights w1, w2, and w3 must be found. The weights are found through the solution of the simultaneous equations:

where S(dij) is the model variogram evaluated at a distance equal to the distance between points i and j. For example, S(d1p) is the model variogram evaluated at a distance equal to the separation of points P1 and P. Since it is necessary that the weights sum to unity, a fourth equation:

is added. Since there are now four equations and three unknowns, a slack variable, l, is added to the equation set. The final set of equations is as follows:

The equations are then solved for the weights w1, w2, and w3. The f value of the interpolation point is then calculated as:

By using the variogram in this fashion to compute the weights, the expected estimation error is minimized in a least squares sense. For this reason, kriging is sometimes said to produce the best linear unbiased estimate. However, minimizing the expected error in a least squared sense is not always the most important criteria and in some cases, other interpolation schemes give more appropriate results (Philip & Watson, 1986).

An important feature of kriging is that the variogram can be used to calculate the expected error of estimation at each interpolation point since the estimation error is a function of the distance to surrounding scatter points. The estimation variance can be calculated as:

When interpolating to an object using the kriging method, an estimation variance data set is always produced along with the interpolated data set. As a result, a contour or iso-surface plot of estimation variance can be generated on the target mesh or grid.

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