Method and apparatus for recursive filtering of parallel intermittent streams of unequally reliable time discrete data

US6502063B1 · kind B1 · utility

Assignee

• Telefonaktiebolaget LM Ericsson (Publ) · SE

Inventors

• Stefan Eriksson · Bromma, SE
• Anders Furuskär · Stockholm, SE
• Stefan Jäverbring · Linköping, SE

Key dates

• Filing date: Dec 9, 1999
• Grant date: Dec 31, 2002
• Expiry date: Dec 9, 2019

Classification

• Technology area (CPC G): Physics
• CPC primary: G01D1/00
• WIPO field: Measurement
• WIPO sector: Instruments

Abstract

An apparatus and method for recursive filtering of time discrete measurement data relating to a measurable time-varying attribute to generate an estimated magnitude for the attribute at a particular time instant. Each measurement has an associated reliability indicator representing a relative reliability of the measurement. Using the individual reliability indicators and a time-weighted filtered reliability indicator for a prior time instant, a filtered reliability indicator for the current time instant is generated. The filtered reliability indicator for the current time instant is then used to reliability-weight a weighted average of the plurality of measurements and to reliability-weight a time-weighted estimated magnitude for the prior time instant. The weighted values are then used to generate an estimated magnitude of the time-varying attribute for the current time instant.