摘要
相关分析技术是多种研究领域常用的数据处理工具。本文应用蒙特卡罗（ＭｏｎｔｅＣａｒｌｏ）方法，通过大量的数值计算，获得一个容量大、稳定性好的相关系数临界值表。对于数字滤波的情形，蒙特卡罗模拟结果表明，样本自由度降低到滤波前的ｘ 分之一。其中，ｘ 为奈魁斯特（Ｎｙｑｕｉｓｔ）频率与滤波器通频带宽度的比值。文中还给出两个资料分析的应用实例。
The correlation analysis technique has been widely used as a data processing tool in many research areas. In this paper, the Monte Carlo method and large quantity of numerical computations were employed to acquire a threshold value table of correlation coefficients with high capacity and good stability. With respect to the filtering, the degree of freedom would reduce to 1/x times of the initial, with x being the f n to f p ratio ( f n is the Nyquist frequency and f p the frequency bandwidth passed), which was properly demonstrated by Monte Carlo tests. In addition, two examples of practical data analysis were presented.
出处
《测绘学报》
EI
CSCD
北大核心
1999年第4期313-318,共6页
Acta Geodaetica et Cartographica Sinica
基金
国家攀登计划
中科院"九五"重大项目
关键词
相关系数
蒙特卡罗方法
数字滤波
天文观测
correlation coefficient
correlation test
Monte Carlo Method
digital filter
