基于概率分布距离的多响应模型确认度量-控制与决策.pdfVIP

第30 卷 第6 期 控 制 与 决 策 2015 年 6 月 Vol. 30 No. 6 Control and Decision Jun. 2015 文章编号: 1001-0920 (2015) 06-1014-07 DOI: 10.13195/j.kzyjc.2014.0361 基于概率分布距离的多响应模型确认度量 赵 亮, 杨战平 ( 中国工程物理研究院电子工程研究所，四川绵阳621900) 摘 要: 针对模型确认中的确认度量问题, 构造实验观测数据经验概率分布的置信包络. 通过计算其与模型响应概 率分布之间距离的上/下确界, 给出基于概率分布距离确认度量的置信区间. 通过构造与实验观测数据有关的协方差 矩阵, 给出基于概率分布距离的多响应模型确认度量及其置信区间的求解方式. 该度量利用了模型输出与实验观测 的完整概率分布信息, 并且考虑了各模型响应间的相关性. 算例仿真结果表明其确认错误率低于现有的其他两种确 认度量. 关键词: 模型确认；概率分布距离；置信区间；多响应确认度量 中图分类号: O327 ；TH113 文献标志码: A Multiple response model validation metric based on distance of probability distribution ZHAO Liang, YANG Zhan-ping (Institute of Electronic Engineering，China Academy of Engineering Physics，Mianyang 621900 ，China ．Correspondent: ZHAO Liang ，E-mail ：swjtu zhaoliang@126.com) Abstract: For the metric for model validation, the confidence interval of the validation metric is presented by calculating the infimum and supremum of the distance between the empirical probability distribution of model response and the confidence interval of the experimental distribution. Besides, a multiple response validation metric based on the distance of probability distribution is proposed with its confidence interval by constructing experimental covariance matrix. The metric makes use of the whole data distribution and considers the correlation among multiple model responses. Simulation results show that the validation error rate of the proposed metric is lower than other two metrics. Keywords: model validation ；distance of probability distribution ；confidence interval ；multiple response validation metric 0 引引引 言言言