基于多源先验数据的系统性能评估方法

doi:10.16182/j.issn1004731x.joss.21-FZ0713

系统仿真学报 ›› 2021, Vol. 33 ›› Issue (11): 2673-2680.doi: 10.16182/j.issn1004731x.joss.21-FZ0713

基于多源先验数据的系统性能评估方法

刘灏哲, 李伟^*, 马萍, 杨明

哈尔滨工业大学控制与仿真中心,黑龙江哈尔滨 150001

收稿日期:2021-06-10 修回日期:2021-07-19 出版日期:2021-11-18 发布日期:2021-11-17
通讯作者: 李伟(1980-),男,博士,教授,研究方向为复杂系统建模与评估。E-mail：frank@hit.edu.cn
作者简介:刘灏哲(1997-),男,硕士生,研究方向为系统性能仿真评估。E-mail：speedlhz@163.com

System Performance Evaluation Method Based on Multi-source Prior Data

Liu Haozhe, Li Wei^*, Ma Ping, Yang Ming

Control and Simulation Center, Harbin Institute of Technology, Harbin 150001, China

Received:2021-06-10 Revised:2021-07-19 Online:2021-11-18 Published:2021-11-17

摘要/Abstract

摘要： 在使用Bayes方法对系统进行多源先验数据的性能评估时,综合多源先验数据,利用得到的融合先验分布与实验数据得到后验分布,通过对后验分布进行参数估计得到性能评估结果。提出了一种基于Kullback-Leibler散度的多源先验数据加权融合方法,能够有效整合多源先验数据。使用常用的马尔可夫链蒙特卡罗方法对Bayes后验分布进行参数估计,对比了不同建议分布对抽样结果的影响,提出了一种适用于低维建议分布的自适应构造方法,能够有效选取合适的建议分布函数,提升抽样效率。

关键词: 性能评估, 贝叶斯理论, 多源信息, 先验分布, 马尔可夫链蒙特卡罗方法

Abstract: When using the Bayes method to evaluate the performance of the system with multi-source prior data, the multi-source prior data is fused, the posterior distribution is calculated by synthesizing the fused prior distribution and test data. The parameters of posterior distribution are estimated to obtain the performance evaluation results. A weighted fusion method of multi-source prior data based on Kullback-Leibler divergence is proposed, which can effectively integrate the multi-source prior data. The commonly used Markov Chain Monte Carlo method is used to estimate the parameters of Bayes posterior distribution. The influence of different proposal distributions on the sampling results is compared, and an adaptive construction method for low-dimensional proposal distributions is proposed, which can effectively select a proper proposal distribution and improve the efficiency of sampling.

Key words: performance evaluation, bayes theory, multi-source, prior distribution, Markov Chain Monte Carlo method

中图分类号:

TP302.7

刘灏哲, 李伟, 马萍, 杨明. 基于多源先验数据的系统性能评估方法[J]. 系统仿真学报, 2021, 33(11): 2673-2680.

Liu Haozhe, Li Wei, Ma Ping, Yang Ming. System Performance Evaluation Method Based on Multi-source Prior Data[J]. Journal of System Simulation, 2021, 33(11): 2673-2680.

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基于多源先验数据的系统性能评估方法

System Performance Evaluation Method Based on Multi-source Prior Data

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