Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1998,18
Noisy observations form the basis for almost every scientific research and especially in environmental monitoring. The Noise is often an effect of imprecise instruments which cause measurement errors. If the noise variance is known it is possible to filter out the contaminating noise from the observations and then to predict the latent signal process. Solutions for this problem exist for time series application and will be briefly reviewed. In the geostatistical literature, i.e. for the analysis of spatial data, similar methods have been foreshadowed in the literature and will be outlined in this work.
Geostatistics Kalman Filter Kriging Prediction Signal Time Series Analysis