| 在UBBE框架下考虑不肯定的上界的估计方法 |
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| 引用本文： | 王书宁,戴建设.在UBBE框架下考虑不肯定的上界的估计方法[J].华中科技大学学报(自然科学版),1994(8). |
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| 作者姓名： | 王书宁 戴建设 |
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| 作者单位： | 华中理工大学系统工程研究所 |
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| 基金项目： | 国家科委、霍英东教育基金,浙江大学工业控制技术国家重点开放实验室资助项目 |
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| 摘 要： | 对目前的ＵＢＢＥ模型进行了适当的推广，使在解决估计问题时可以考虑那些可能是误差上界的数值，并在此基础上提出了一种方法，能够通过对估计精度和可靠性进行合理的权衡确定所需估计值，实际案例研究结果表明所提方法能够较好地解决估计精度和可靠性之间的矛盾。
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| 关 键 词： | 鲁棒估计 未知但有界的误差 系统辨识 参数估计 回归分析 |
Estimation by an Unknown but Bounded Error Model with Indefinite Upper Bounds |
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| Wang ShuningInst.of Syst.Engin.,H. U. S. T.,Wuhan ,Cmna.,Dai Jianshe.Estimation by an Unknown but Bounded Error Model with Indefinite Upper Bounds[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1994(8). |
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| Authors: | Wang ShuningInstof SystEngin H U S T Wuhan Cmna Dai Jianshe |
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| Institution: | Wang ShuningInst.of Syst.Engin.,H. U. S. T.,Wuhan 430074,Cmna.,Dai Jianshe |
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| Abstract: | In order to guarantee the reliability of a model,a larger upper bound has to be set whena currently unknown but bounded error model is used to describe a practical estimation prob-lem. However,this may result in an excessive loss in estimation accuracy. An appropriateextension of the unknown but bounded error model has been given,with which an indefiniteupper error bound can be taken into account in the estimation,Accordingly,a new estima-tion model is proposed for determining an estimate by a reasonable trade-off between the ac-curacy and reliability,Practical application shows that the new method can offer a good com-promise between the accuracy and reliability. |
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| Keywords: | robust estimation unknown but bounded error system identification parame- ter estimation regression analysis |
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