| 引用本文: | 段晓君,王刚.基于复合等效可信度加权的Bayes融合评估方法.[J].国防科技大学学报,2008,30(3):90-94.[点击复制] |
| DUAN Xiaojun,WANG Gang.Weighted Bayesian Fusion Evaluation Basing on Composite Equivalency Model[J].Journal of National University of Defense Technology,2008,30(3):90-94[点击复制] |
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| 基于复合等效可信度加权的Bayes融合评估方法 |
| 段晓君, 王刚 |
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(国防科技大学 理学院，湖南 长沙 410073)
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| 摘要: |
| 在小子样试验评估时，为避免大量先验信息湮没实际飞行试验的信息，融合先验补充样本时通常会进行数学相容性检验并加权。首先分析了小子样情形下直接根据数据计算数学相容性可能造成的不稳定性，为改善这种情况，根据不同试验类型的不同试验环境，对不同试验类型下的误差进行分析和折合，定义了物理等效可信度；并结合物理等效可信度和数学相容性检验，得到先验样本的复合等效可信度权重，基于正态逆伽玛分布计算了Bayes融合评估的后验结果；通过比较Bayes估计后验方差与不融合先验信息的估计后验方差，根据先验信息参与融合后是否能减小后验方差来判断先验样本是否应该参与融合。理论分析和仿真说明，基于复合等效可信度的加权方法是合理的。 |
| 关键词: 复合等效可信度 加权融合 试验评估 小子样 |
| DOI： |
| 投稿日期：2007-12-30 |
| 基金项目:国家自然科学基金资助项目(60604020)；航天支撑基金资助项目(2006-HT-GFKD-02) |
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| Weighted Bayesian Fusion Evaluation Basing on Composite Equivalency Model |
| DUAN Xiaojun, WANG Gang |
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(College of Science, National Univ. of Defense Technology, Changsha 410073, China)
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| Abstract: |
| In the test evaluation for small sample size, the prior information is generally fused to obtain the evaluation result with weight calculated by the data consistency check for test information and prior information. However, in small sample case, the consistency between two kinds of samples may be unstable. To improve this situation, the physical equivalency credibility is defined by analyzing different test surroundings. Moreover, the composite equivalency weight of prior sample is decided by fusing physical equivalency credibility and data consistency. A weighted method for considering the credibility of the prior information is proposed for Bayesian estimation algorithm and the weighted estimation of normal inverse-Gamma distribution parameters is provided. The efficiency of the prior sample is analyzed by comparing the posterior variances for different cases, and is further applied to determine whether the prior samples should be fused in the conception that only those prior samples which can reduce the posterior variance should be used. Theoretical analysis and simulation demonstrate that this method is credible. |
| Keywords: composite equivalency credibility weighted fusion test evaluation small sample |
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