Patent ID: 8085186

Claim:
A computer-implemented method for probabilistically classifying a change in the state of a target being monitored, said method comprising: measuring a feature data associated with said target during a defined time duration; processing said feature data simultaneously through first and second filters, said first filter suited for a situation in which said target is in a first state and generating a first residual and a first residual covariance for said feature data, said second filter suited for a situation in which said target is in a second state and generating a second residual and a second residual covariance for said feature data; determining a probability of the first state from the first residual and the first residual covariance; determining a probability of the second state from the second residual and the second residual covariance; determining the state of said target by comparing the probabilities of the first and second states to a threshold value, wherein the target is deemed to be in the first state if the probability of the first state is greater than the threshold value and the target is deemed to be in the second state if the probability of the second state is greater than the threshold value.