Patent ID: 9104752
Filing Date: 2015-08-11
Classification: G06F

Abstract:
1. A method for data sharing between a plurality of filters, the method comprising: initializing at least a first filter and a second filter that operate in parallel with each other, the first filter having a first state vector (x wherein: the first subset includes one or more unique states of the first filter, the second subset includes one or more unique states of the second filter, and the third subset includes one or more common states between the first and second filters; the first subset, the second subset, and the third subset are selected such that the first subset and the second subset are conditionally independent given the third subset; and the third subset is a conditioning node for the first filter and the second filter; processing data measurements in the first filter; sharing conditioning node estimates with the second filter when it is time for conditionally independent data sharing; merging the shared conditioning node estimates in each of the filters; and performing a conditional update in each of the filters.