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贝叶斯估计器先验模型参数的迭代感知方法

邹鲲 张斌 王晓薇 林澄清

邹鲲, 张斌, 王晓薇, 林澄清. 贝叶斯估计器先验模型参数的迭代感知方法[J]. 电子与信息学报, 2015, 37(6): 1402-1408. doi: 10.11999/JEIT141012
引用本文: 邹鲲, 张斌, 王晓薇, 林澄清. 贝叶斯估计器先验模型参数的迭代感知方法[J]. 电子与信息学报, 2015, 37(6): 1402-1408. doi: 10.11999/JEIT141012
Zou Kun, Zhang Bin, Wang Xiao-wei, Lin Cheng-qing. Iterated Cognition Method for Prior Model Parameters of Bayesian Estimator[J]. Journal of Electronics & Information Technology, 2015, 37(6): 1402-1408. doi: 10.11999/JEIT141012
Citation: Zou Kun, Zhang Bin, Wang Xiao-wei, Lin Cheng-qing. Iterated Cognition Method for Prior Model Parameters of Bayesian Estimator[J]. Journal of Electronics & Information Technology, 2015, 37(6): 1402-1408. doi: 10.11999/JEIT141012

贝叶斯估计器先验模型参数的迭代感知方法

doi: 10.11999/JEIT141012
基金项目: 

国家自然科学基金(61273408, 61302153)和航空创新基金资助课题

Iterated Cognition Method for Prior Model Parameters of Bayesian Estimator

  • 摘要: 充分利用先验信息是提高统计推断性能的有效途径之一。贝叶斯估计的先验信息模型参数必须在设计阶段确定下来,与待探测环境模型参数之间必然存在不一致性,从而有可能导致估计质量的下降。该文首先给出了基于估计性能的先验模型参数感知的一般性框架。基于该框架,针对白高斯噪声中直流信号的贝叶斯估计器,分析了先验失配条件下的估计性能,给出了一种先验模型参数迭代感知的算法。利用计算机仿真分析了该估计器性能对先验模型参数的敏感性和稳健性,分析了不同条件下的迭代感知过程。计算机仿真结果表明,该文给出的迭代感知方法建立了从估计性能到先验模型参数的反馈,通过估计器与待探测场景的多次交互,可以使得先验模型与当前场景模型匹配。
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出版历程
  • 收稿日期:  2014-07-28
  • 修回日期:  2015-02-28
  • 刊出日期:  2015-06-19

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