Ordinary Kriging Algorithm Applied for Interpolation

Kriging is central to geostatistics, a branch of applied statistics that deals with spatially distributed properties. Kriging is an exact interpolator; that is, kriging estimates are unbiased, so the expected value of the estimates is the same as the expected value of the observations. Perhaps most importantly, the error variances of kriging estimates are the minimum possible of any linear estimation method (such as Nearest-neighbor, IDW), and they can be estimated at every location where a kriging estimate is made. Ordinary Kriging is a wide used method within the family of Kriging.