| 单样本非平稳随机过程方差的估计 |
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| 引用本文： | 张卉,周静伟,李希靖.单样本非平稳随机过程方差的估计[J].宇航计测技术,1996(Z1). |
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| 作者姓名： | 张卉 周静伟 李希靖 |
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| 作者单位： | 中国计量学院 |
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| 基金项目： | 国家自然科学基金，浙江省自然科学基金 |
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| 摘 要： | 提出一种对缓慢变化的单样本非平稳状态的随机过程各个时刻的方差进行估计的新方法。它利用三次样条插值的原理，先在两相邻数据间进行一定数量的插值，并估计出插值给数据带来的附加误差，然后将这一误差从计算结果中修正掉。实验结果表明，使用这一方法估计的方差与实际符合状况良好。
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| 关 键 词： | 随机过程，~＋方差，插值法 |
A new method of estimating the variance of non-stationary stochastic process with one-sample |
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| Zhang Hui,Zhou Jingwei,Li Xijing.A new method of estimating the variance of non-stationary stochastic process with one-sample[J].Journal of Astronautic Metrology and Measurement,1996(Z1). |
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| Authors: | Zhang Hui Zhou Jingwei Li Xijing |
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| Institution: | Zhang Hui;Zhou Jingwei;Li Xijing |
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| Abstract: | A statistical method of estimating the varince of non-stationarystochastic processes on the basis of only one sample is presented.The first step ofthis way is to interpolate a certain number of data between two adjacent observations,then the additional error that comes from the interpolation can be estimated.This error can also be eliminated from the value of the variance.The results haveproved that the variance obtained in this way conforms very well to the reality. |
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| Keywords: | Stochastic process Variance Interpolation |
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