Patent ID: 9077314
Filing Date: 2015-07-07
Classification: H03H

Abstract:
1. A method for estimating a conditional probability distribution for signal states of a non-linear random dynamic process associated with a plurality of moving vehicles, the method comprising: a. tracking the plurality of moving vehicles by receiving sensor measurement data, the sensor measurement data providing a history of observations; b. initializing a state for each of a plurality of particles, the plurality of particles together comprising an entire population of particles, the states of the plurality of particles collectively probabilistically representing an estimate of a state of the non-linear random dynamic process at an initial time; and c. updating the state of each of the plurality of particles to obtain a posterior distribution defining a trajectory of each of the plurality of moving vehicles based on a control input derived by proportional gain feedback on an innovation process, wherein the innovation process is the difference between an observed quantity based on sensor data at time t and a quantity in which a function of a particle state is a term.