minimum variance estimate 中文意思是什麼

minimum variance estimate 解釋
極小方差估計
  • minimum : n (pl minimums ma ) 最小,最低,最少限度;【數學】極小(值)。 the irreducible minimum 無法減少...
  • variance : n. 1. 變化,變動,變更;變度,變量;【統計】(平)方(偏)差。2. (意見等的)相異;不和,沖突,爭論。3. 【法律】訴狀和供詞的不符。
  • estimate : vt 1 估計,估算;估價;估量。2 評價,評斷。3 〈古語〉尊重。vi 估計,估價。n 1 估計;預測;〈英國〉...
  1. Under a certain conditions on variance matrix invertibility, we show that the optimally weighted ls estimate outperforms the linear minimum variance estimate provided that they have the same priori information

    因此,我們討論了在相同已知信息的情況下,即最優加權最小二乘估計也利用有關被估參數的先驗信息時,二者的估計性能。
  2. For a general linear model ( input matrix is deterministic ), under a certain conditions on variance matrix invertibility, the two estimates can be identical provided that they have the same priori information on the parameter under estimation. even if the above information is unknown only for the optimally weighted ls estimate, the sufficient condition and necessary condition, under which the two estimates are identical, is derived. more significantly, we know how to design input of the linear system to make the performance of the optimally weighted ls estimation identical to that of the linear minimum variance estimation in case of being lack of prior information

    在一般線性模型(即輸入矩陣為確定性)下,當兩種估計都利用有關被估參數的先驗信息時,二者在方差陣可逆的一定條件下可達到一致;當最優加權最小二乘估計不利用此先驗信息時,存在二者一致的充分條件和必要條件,進而找到一種設計輸入矩陣的方法,使得在先驗信息缺乏的條件下,仍可利用最優加權最小二乘估計達到與線性最小方差估計一樣優越的估計性能。
  3. Then we give the necessary and sufficient condition under which the optimally weighted ls estimate is identical to thu conditional mean of the parameter given input and observation, i. e., the optimally weighted ls estimate could be optimal nonlinear estimate in the minimum variance sense

    在方差陣可逆的條件下,我們發現最優加權最小二乘估計優于線性最小方差估計,進而得到了其與最小方差估計(即條件均值估計)等價的充要條件。
  4. A multisensor convex linear statistic fusion modal for optimal interval estimation fusion is established. a gauss - seidel iteration computation method for searching for the fusion weights is suggested. in particular, we suggest convex combination minimum variance fusion that reduces huge computation of fusion and yield approximately optimal estimate performance generally, moreover, may achievers exactly optimal performance in some cases

    建立了一種最優區間估計融合模型? ?多傳感器凸線性組合,並給出搜索最優權系數的gauess - seidel迭代演算法,另外,給出了一種近似的區間估計融合? ?凸線性組合的最小方差融合,它能減少大量的計算量。
  5. In this case optimally weighted ls estimate is not a linear estimate of a parameter given input and observation anymore and can not be compared with linear minimum variance estimate

    在這種情況下,最優加權最小二乘估計變成關于觀測和輸入的非線性估計,且與線性最小方差估計不可比。
  6. Uniformly minimum variance unbiased estimate

    方差一致最小無偏估計
  7. Linear minimum variance estimate and optimally weighted ls estimate are often used in many fields such as signal processing, control and communications. kalman filtering is the recursive version of ihe first estimate

    在信號處理、控制和通訊等技術領域,常常使用線性最小方差估計和最優加權最小二乘估計對參數作出估計。
  8. In this thesis single input - single output and multiple input - multiple output stochastic systems are discussed respectively. innovations are introduced to reconstruct the original minimum variance control problem of stochastic system, which is unsolvable by means of dynamic programming. so it can be converted into multiple single - step control problems, in which kalman filter is used to estimate unknown system parameters

    本文分別針對單輸入單輸出和多輸入多輸出的隨機系統進行了研究,通過引入系統的新息對原不可解的動態規劃問題進行重構,將系統參數隨機變化的最小方差控制問題轉化成為多個基於新息的單步控制問題。
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