提出一种新型递归估计算法,从可能性角度重构估计理论。
The Epistemic Support-Point Filter: Jaynesian Maximum Entropy Meets Popperian Falsification
- 基于最大熵与可证伪性思想融合,构建新型滤波器
- 在轨道追踪中实现无误判、低压力的稳定估计
- 适合对不确定性敏感的高可靠性系统设计
本文证明了认知支持点滤波器(ESPF)是仅依赖证据的可接受认知滤波器类中唯一最优的递归估计器。与贝叶斯滤波器最小化均方误差并趋向预设真值不同,ESPF最小化最大熵,揭示尚未被证伪的可能性——一种根本不同的认知承诺及失败模式。两个核心结果将该定理置于估计理论更广阔图景中:第一,统一性结果表明,ESPF的最优准则为霍尔德平均族中的α截集体积的对数几何平均;波珀式极小极大界与卡尔曼滤波的最小均方误差准则分别位于该曲线的p=+∞和p=0位置。可能性与概率并非对立框架,而是同一无知函数在不同α截集几何下的表现。卡尔曼滤波是ESPF最优准则在高斯情形下的特例,而非独立发明。第二,诊断性结果显示,在持续2天、877步的Smolyak Level-3轨道追踪实验中,可能性压力表现为必要性饱和与意外度上升,而非最小体积椭球(MVEE)符号变化——这直接源于霍尔德序,非经验观测。三个引理支撑结论:可能性熵引理分解无知函数;可能性克拉美-罗界限制每测量带来的熵减;证据最优性引理证明最小q选择是唯一最小化者,且包含先验可能性的规则会引发竞底偏差。
原文摘要 · Abstract (English)
This paper proves that the Epistemic Support-Point Filter (ESPF) is the unique optimal recursive estimator within the class of epistemically admissible evidence-only filters. Where Bayesian filters minimize mean squared error and are driven toward an assumed truth, the ESPF minimizes maximum entropy and surfaces what has not been proven impossible -- a fundamentally different epistemic commitment with fundamentally different failure modes. Two results locate this theorem within the broader landscape of estimation theory. The first is a unification: the ESPF's optimality criterion is the log-geometric mean of the alpha-cut volume family in the Holder mean hierarchy. The Popperian minimax bound and the Kalman MMSE criterion occupy the p=+inf and p=0 positions on the same curve. Possibility and probability are not competing frameworks: they are the same ignorance functional evaluated under different alpha-cut geometries. The Kalman filter is the Gaussian specialization of the ESPF's optimality criterion, not a separate invention. The second result is a diagnostic: numerical validation over a 2-day, 877-step Smolyak Level-3 orbital tracking run shows that possibilistic stress manifests through necessity saturation and surprisal escalation rather than MVEE sign change -- a direct consequence of the Holder ordering, not an empirical observation. Three lemmas establish the result: the Possibilistic Entropy Lemma decomposes the ignorance functional; the Possibilistic Cramer-Rao Bound limits entropy reduction per measurement; the Evidence-Optimality Lemma proves minimum-q selection is the unique minimizer and that any rule incorporating prior possibility risks race-to-bottom bias.
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