Patent ID: 6317662
Filing Date: 2001-11-13
Classification: G05B

Abstract:
A method of enhancing the stability of a recursive estimator process that generates estimates X*(t.sub.n.sup.+) of state parameters X(t.sub.n) of a system from measurements Y(t.sub.n) wherein t.sub.n represents successive times and t.sub.n.sup.+ represents times that each lag a respective one of said successive times t.sub.n, said method comprising the steps of:generating at least one measurement Y(t.sub.n);with an error covariance P(t.sub.n) and a measurement-noise covariance R(t.sub.n) of said process, calculating a gain K(t.sub.n);processing said measurement Y(t.sub.n) with the aid of said gain K(t.sub.n) to generate at least one estimate X*(t.sub.n.sup.+);recursively repeating said generating, calculating and processing steps to reduce said error covariance P(t.sub.n) to operational values P.sub.o that are not substantially reduced with further recursion; andperiodically resetting said error covariance P(t.sub.n) to a reset value P.sub.r that exceeds said operational values P.sub.o to thereby reset said calculating step and enhance said stability.