... 如果T是一维参数t的无偏估计中方差达到最小的统计量,我们称T为最小方差无偏估计(minimum variance unbiased estimator);对于p维(p>1)参数t,同样T是它的向量无偏估计,其协方差矩阵为D(T),对于其他任意的无偏估计向量S,其协方差矩阵为D(S),满...
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一致最小方差无偏估计 UMVUE
最小方差无偏估计量 [数] Minimum Variance Unbiased Estimator ; UMVUE
方差最小无偏估计简称 UMVU
最小方差二次无偏估计 minimum variance quadratic unbiased estimator
文中给出了一致最小方差无偏估计(UMVU估计)。
The uniformly minimum varia-nce unbiased estimate (UMVU estimate) of hitting probability has been given.
这一类分布族的参数估计可用无偏估计,一致最小方差无偏估计和最优线性无偏估计。
The estimation of this class of the distributed group can be done by the unbiased estimation, uniformly minimum variance estimation and the optimal linear unbiased estimation.
基于线性无偏最小方差估计理论,提出了一种任意相关噪声异类传感器非线性系统状态矢量融合算法。
Based on linear unbiased minimum variance estimation theory, a fusion algorithm which fused the state vector of nonlinear systems with dissimilar sensors with arbitrary correlated noises is developed.
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