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辅助变量法消除估计偏倚的验证

Modification of Biased Estimation for Static Single Bearings-only Observer by Instrumental Variables
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摘要 由于测量噪声与观测阵统计相关,使得纯方位系统伪线性后的最小二乘估计是有偏的。理论分析证明,构造适当的辅助变量可以消除这种偏倚。将前三个时刻的测量值的预测值作为辅助变量,从统计上解耦达到消除偏倚的目的。计算机仿真计算的结果表明,该方法相当稳健,受收敛问题的困扰较少,可以达到消除估计有偏的目的,同时提高了对目标参数估计的精度,因此该做法被验证是有效的。 Since observation matrix is not independent of the present noisy measurements,least squares estimation of bearings-only system is biased.In this paper,the instrumental variables are obtained from predictions based on past three bearing measurements.Therefore biased estimation with PLE can be modified.The validity of instrumental variables is proved by simulated computation.
作者 黄波 刘忠
机构地区 海军工程大学
出处 《火力与指挥控制》 CSCD 北大核心 2005年第S1期56-57,共2页 Fire Control & Command Control
关键词 辅助变量法 纯方位 仿真计算 偏倚 instrumental variables bearings-only system simulated calculation biased estimation
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