System and method of improved kalman filtering for estimating the state of a dynamic system
US8027741B2 · kind B2 · utility
1Cited by
22References
22Claims
0Family size
Assignee
Inventor
Key dates
| Filing date | Apr 30, 2009 |
| Grant date | Sep 27, 2011 |
| Priority date | — |
| Expiry date | Jun 3, 2030 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG05B13/04
- WIPO fieldControl
- WIPO sectorInstruments
Abstract
Embodiments include systems and methods of estimating at least one state of a modeled dynamic system. In particular, in one embodiment, an observer such as an extended Kalman filter is used to estimate the state of a modeled dynamic system. A covariance matrix associated with state variables of the observer is periodically checked for compliance with a specified condition, e.g., positive definiteness. If the matrix deviates from the specified condition, the matrix is set to a specified value.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.