Optimal multi-step collocation: application to the space-wise approach for GOCE data analysis

Collocation is widely used in physical geodesy. Its application requires to solve systems with a dimension equal to the number of observations, causing numerical problems when many observations are available. To overcome this drawback, tailored step-wise techniques are usually applied. An example of these step-wise techniques is the space-wise approach to the GOCE mission data processing. The original idea of this approach was to implement a two-step procedure, which consists of first predicting gridded values at satellite altitude by collocation and then deriving the geo-potential spherical harmonic coefficients by numerical integration. The idea was generalized to a multi-step iterative procedure by introducing a time-wise Wiener filter to reduce the highly correlated observation noise. Recent studies have shown how to optimize the original two-step procedure, while the theoretical optimization of the full multi-step procedure is investigated in this work. An iterative operator is derived so that the final estimated spherical harmonic coefficients are optimal with respect to the Wiener–Kolmogorov principle, as if they were estimated by a direct collocation. The logical scheme used to derive this optimal operator can be applied not only in the case of the space-wise approach but, in general, for any case of step-wise collocation. Several numerical tests based on simulated realistic GOCE data are performed. The results show that adding a pre-processing time-wise filter to the two-step procedure of data gridding and spherical harmonic analysis is useful, in the sense that the accuracy of the estimated geo-potential coefficients is improved. This happens because, in its practical implementation, the gridding is made by collocation over local patches of data, while the observation noise has a time-correlation so long that it cannot be treated inside the patch size. Therefore, the multi-step operator, which is in theory equivalent to the two-step operator and to the direct collocation, is in practice superior thanks to the time-wise filter that reduces the noise correlation before the gridding. The criteria for the choice of this filter are investigated numerically