System and method of modeling irregularly sampled temporal data using Kalman filters
US10437944B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Mar 29, 2016 |
| Grant date | Oct 8, 2019 |
| Priority date | — |
| Expiry date | Aug 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.