Patent ID: 7403869

Claim:
A method for monitoring a system instrumented with one or more sensors that measure a plurality of variables characterizing performance of the system, said system having at least one additional varying parameter descriptive of its circumstances, comprising the steps of: acquiring a current observation of the plurality of variables; generating an estimate of an expected value for at least one of said plurality of variables; comparing at least one said estimate to its corresponding measured variable; and storing in computer-readable form in a memory device an indication of the performance of said system based at least in part on a result of the comparing step; wherein said step of generating an estimate comprises: providing a reference set of observations characteristic of expected performance of said system, each such reference set observation comprising at least a subset of the plurality of variables, and each such reference set observation further being associated with a value of the at least one additional varying parameter; providing a measure of the at least one additional varying parameter relating to the acquired current observation; selecting from said reference set a subset of observations that have an associated value of the at least one additional varying parameter sufficiently close to the measure of the at least one additional parameter relating to the acquired current observation; forming a model set of observations from the selected subset of observations; computing said estimate using the acquired current observation and the model set of observations in a similarity-based model; and repeating these steps for generating an estimate for at least some of subsequently acquired current observations.