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导弹精度评估的非参数Bootstrap方法
引用本文:胡正东,夏青,张士峰,蔡洪.导弹精度评估的非参数Bootstrap方法[J].飞行器测控学报,2007,26(5):73-77.
作者姓名:胡正东  夏青  张士峰  蔡洪
作者单位:国防科技大学航天与材料工程学院,湖南长沙410073
基金项目:本文得到教育部新世纪优秀人才支持计划(NCET-05-0901)项目资助.
摘    要:基于目前导弹试验的实际状况,讨论了小子样情况下精度指标的置信区间估计的非参数Bootstrap方法。介绍了Bootstrap方法的基本概念,综合比较了非参数Bootstrap抽样和参数Bootstrap抽样的特点,对基于传统百分位法的改进区间估计方法进行了简要说明,包括迭代Bootstrap方法、Bootstrap-t方法及纠偏百分位方法;最后,通过大量仿真计算初步分析了各种非参数Bootstrap区间估计方法的性能和适用范围,并给出了若干建议。

关 键 词:小子样  置信区间估计  Bootstrap方法  非参数Bootstrap抽样  参数Bootstrap抽样
收稿时间:2007-03-14

Nonparametric Bootstrap Method for Missile Precision Evaluation
HU Zheng-dong XIA Qing ZHANG Shi-feng CAI Hong.Nonparametric Bootstrap Method for Missile Precision Evaluation[J].Journal of Spacecraft TT&C Technology,2007,26(5):73-77.
Authors:HU Zheng-dong XIA Qing ZHANG Shi-feng CAI Hong
Institution:College of Aerospace and Material Engineering , National University of Defense Technology, Changsha, Hunan Province 410073
Abstract:Based on the actual circumstance of missile experiments at the present time, this paper discusses nonparametric Bootstrap method used for confidence interval estimation of precision indices in small sample case. Following introduction of the basic concept of Bootstrap method, the characteristics of nonparametric Bootstrap sampling and parametric Bootstrap sampling are compared. Then, the improved confidence interval estimation methods based on traditional percentile method, including iterative Bootstrap method and Bootstrap-t method and corrected percentile method, are briefly summarized. Finally, the performance and applicable range of various nonparametric Bootstrap confidence interval estimation methods are analyzed through a repeated simulation, and some beneficial engineering suggestions are given.
Keywords:Small Sample  Confidence Interval Estimation  Bootstrap Method  Nonparametric Bootstrap Sampling  Parametric Bootstrap Sampling
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