Research on Fusion Method for Prior Distribution of Multiple Sources Information
Jianwei Li · Fire Control and Command Control · 2012
How to acquire proper prior distribution is a key problem in Bayesian analysis.In this paper,the situation is that the fusion of information of multiple sources relies on expert's information excessively for the moment.Based on the second maximum likelihood estimation theory,a new method which is used to confirm the weight of the prior distribution is proposed.According to the method,the field test data is seen as the sample which is generated by the marginal distribution.The weight factors of different prior distributions are confirmed by the magnitude of likelihood of the field sample which appears under different prior distributions.In the end,an example shows that the method proposed is more reasonable and more effective than the fusion method based on the expert's information.