Patent · US Active

System and method of modeling irregularly sampled temporal data using Kalman filters

US10437944B2 · kind B2 · utility

0Cited by
5References
20Claims
0Family size

Assignee

Inventors

Key dates

Filing dateMar 29, 2016
Grant dateOct 8, 2019
Priority date
Expiry dateAug 9, 2038

Classification

  • Technology area (CPC G)Physics
  • CPC primaryG06F2218/12
  • WIPO fieldComputer technology
  • WIPO sectorElectrical engineering

Abstract

Systems and methods of modeling irregularly sampled time series signals with unknown temporal dynamics are disclosed wherein a temporal difference variable (TDV) is introduced to model irregular time differences between subsequent measurements. A hierarchical model is designed comprising two linear dynamical systems that model the effects of evolving TDV on temporal observations. All the parameters of the model, including the temporal dynamics, are statistically estimated using historical data.

Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.