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Spatial Process Estimates - IMAGe

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BLUE/Universal Kriging<br />

Find d by Generalized least squares<br />

ˆd =<br />

(<br />

T T M −1 T ) −1<br />

T T M −1 y<br />

M = K + λI<br />

”Krig” the residuals<br />

ĥ = K(K + λI) −1 (y − T ˆd)<br />

11

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