Recursive state estimation by matrix factorization
US6721770B1 · kind B1 · utility
46Cited by
8References
34Claims
0Family size
Assignee
Inventors
Key dates
| Filing date | Oct 25, 1999 |
| Grant date | Apr 13, 2004 |
| Priority date | — |
| Expiry date | Oct 25, 2019 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F17/11
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A filter is disclosed for recursive state estimation of a process by matrix factorization. The filter preferably takes the general form of P=XY, where P is a matrix of previous state and/or current observations, Y is a matrix of functions that are used to model the process, and X is a coefficient matrix relating the functions in matrix Y to the previous state and/or current observations of matrix P. Given the previous state and/or current observations, a value for matrix Y can be computed from which a current state estimate can be recovered.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.