Best linear unbiased estimator

A best linear unbiased estimator minimizes covariance among linear estimators unbiased for the same target. In $Y=X\beta +\epsilon$, assume $\mathbb{E}\epsilon =0$, $X$ is a full-column-rank design matrix and the known covariance matrix $\Sigma$ is a positive-definite matrix. The best linear unbiased estimator of the coefficient vector is $(X^T{\Sigma }^{-1}X{)}^{-1}{X}^T{\Sigma }^{-1}Y$. A spatial trend estimate excludes the correlated residual prediction included in universal kriging.