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Non-stationary covariance function modelling in 2D least-squares collocation

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Abstract

Standard least-squares collocation (LSC) assumes 2D stationarity and 3D isotropy, and relies on a covariance function to account for spatial dependence in the observed data. However, the assumption that the spatial dependence is constant throughout the region of interest may sometimes be violated. Assuming a stationary covariance structure can result in over-smoothing of, e.g., the gravity field in mountains and under-smoothing in great plains. We introduce the kernel convolution method from spatial statistics for non-stationary covariance structures, and demonstrate its advantage for dealing with non-stationarity in geodetic data. We then compared stationary and non- stationary covariance functions in 2D LSC to the empirical example of gravity anomaly interpolation near the Darling Fault, Western Australia, where the field is anisotropic and non-stationary. The results with non-stationary covariance functions are better than standard LSC in terms of formal errors and cross-validation against data not used in the interpolation, demonstrating that the use of non-stationary covariance functions can improve upon standard (stationary) LSC.

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Correspondence to N. Darbeheshti.

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Darbeheshti, N., Featherstone, W.E. Non-stationary covariance function modelling in 2D least-squares collocation. J Geod 83, 495–508 (2009). https://doi.org/10.1007/s00190-008-0267-0

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