Patent ID: 7386426

Claim:
An apparatus for monitoring an instrumented system, comprising: a memory for storing a set of reference observations (A) of said system; at least one processor for executing operational instructions; operational instructions for obtaining an input observation (y) of data values representative of the state of the system; operational instructions for generating an estimate (y-prime) of at least one data value of said instrumented system using a regularized nonlinear state estimation technique based on said input observation (y) and on said reference observations (A) by applying a nonlinear similarity operator in substitution for linear matrix multiplication in the formation of a prototype matrix (A T ⊕A) from said reference observations; and operational instructions for comparing said estimate to a corresponding data value of said input observation and determining a condition of said instrumented system, wherein said nonlinear similarity operator is chosen from the set consisting of the following terms and the following terms added to one and inverted: Bernoulli difference; Relative entropy; Euclidean norm; City block distance; Linear correlation coefficient; Common mean linear correlation coefficient; Root mean power error; and Scaled mean power error.