Patent ID: 7180443
Filing Date: 2007-02-20
Classification: G01S

Abstract:
1. A method for estimating the state of a system having multidimensional parameters, which parameters have known bounded values, said method comprising the following steps: measuring aspects of the state of the system to produce measurements, and initializing state estimates {circumflex over (x)}(k where matrix M(j|k) is defined as the covariance of the state estimation errors at time t matrix D(j|k) is defined as the matrix of bias coefficients, which linearly relates state estimation errors to the parameter errors, at time t determining the system transition matrices Φ, Γ, and the mean value determining F, G using generating a parameter matrix Λ, representing physical bounds on those parameters that are not state variables of the system; extrapolating said state estimates {circumflex over (x)}(k|k) and matrices M(k|k), D(k|k), S(k|k) to {circumflex over (x)}(k+1|k), M(k+1|k), D(k+1|k), and S(k+1|k) as in determining the noise covariance N; determining covariance of the residual Q as in determining the filter gain matrix K as in determining the matrix L as in  where I is the identity matrix; measuring at least one aspect z(k+1) of the state of the system; updating the state estimate {circumflex over (x)}(k+1|k) as updating the matrices M(k+1|k) and D(k+1|k) as  respectively, and generating the total mean square error S(k+1|k+1) as in