Patent ID: 6502063
Filing Date: 2002-12-31
Classification: G01D

Abstract:
A 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, comprising the steps of:collecting at least one measurement of the time-varying attribute during said time instant, wherein each said measurement has associated therewith a reliability indicator representing a relative reliability of said measurement; filtering the reliability indicators for the at least one measurement to produce a filtered reliability indicator, said filtered reliability indicator including a time-weighted historical reliability indicator, wherein the historical reliability indicator includes information relating to a relative reliability of at least one measurement collected prior to said time instant; filtering the at least one measurement to produce an estimated magnitude of said attribute for said time instant, said estimated magnitude including: a time-weighted and reliability-weighted historical estimated magnitude, wherein the historical estimated magnitude includes information relating to at least one measurement of the time-varying attribute collected prior to said time instant; and a reliability-weighted average of said at least one measurement, said reliability weighting of the reliability-weighted historical estimated magnitude and the reliability-weighted average of said at least one measurement performed using said filtered reliability indicator.