统计研究 ›› 2009, Vol. 26 ›› Issue (4): 80-84.

• 论文 • 上一篇    下一篇

基于卡尔曼滤波估计的连续性抽样调查研究

刘建平 陈光慧

  

  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2009-04-15 发布日期:2009-04-15

The Study of Successive Sampling Survey on the Basis of the Estimation of Kalman Filter

Liu Jianping Chen Guanghui   

  • Received:1900-01-01 Revised:1900-01-01 Online:2009-04-15 Published:2009-04-15

摘要: 针对连续性抽样调查中如何提高连续调查数据准确性的问题,本文引入时间序列分析方法,分别考虑连续性抽样调查中的重复样本和轮换样本等不同情况,建立了连续性抽样调查下的状态空间模型,利用成熟的卡尔曼滤波估计方法给出了总体均值的估计量。由于状态空间模型及卡尔曼滤波估计方法能够充分利用各期连续样本的调查信息,给出了精度更高的估计量,从而能够产生更加准确的连续性时间序列数据。

关键词: 卡尔曼滤波, 状态空间模型, 连续性抽样调查, 样本轮换

Abstract: According to how to improve the precision of successive data under successive sampling survey, this paper uses the time series theory. State-space model under successive survey is constructed on the basis of repeated sample and rotation sample and the estimators about population total are presented through these methods of Kalman filter analysis. These estimators would be more precise because more bypassed information can be used through state-space model and the estimation of Kalman filter. Therefore, the precision of estimation under successive sampling survey would be improved further more.

 

Key words: Kalman Filter, State-space Model, Successive Sampling Survey, Sample Rotation