Adaptive Collocation Based on Anisotropic Covariance Function
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Abstract
Covariance function fittin g for stochastic si gnal is a key problem for collocation.In theprocess of covariance function estimation we often assume stochastic si gnals with the characteristic of isotro pic but anisotropic is more generall y.Combined the expressions of error component in different directionsa method of covariance function fittin g based on anisotropic is given.Further adaptive collocation which constructed by variance component estimations can ad just the contribution to model parameters by observation errors and stochastic si gnals and weaken the affect leadin g by their uncertaint yis proposed and applied in missing InSAR data fittin g.A practical example shows that collocation can well supply the missing dataand adaptive collocation based on anisotropic covariance function can give hi gher accurac y in missing data fittin g.
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