Patent Document ID: 7809661
Application ID: 11543728
Patent Flag: 1

Claim One:
1. A computer-implemented method for modeling, filtering/tracking of real-time behavior of a system, comprising the steps of: identifying variables in a dynamic relational Bayesian network (DRBN) to be filtered, the DRBN including a plurality of submodels, the DRBN being stored in a memory; assigning a characterization to the variables to be filtered; creating a reduced graph for each submodel of the DRBN by reducing each observed variable to a singleton domain; compiling on a computer each reduced graph to create compiled inference structures; creating a mapping between data instances and the compiled inference structures by constructing an inference cache for each variable of the reduced graph for each data instance to which the reduced graph applies; performing on a computer exact inference over each data instance using a generalized loopy inference method to communicate estimate changes between instances for each loopy pass, wherein the data instances are time ordered and the order of instance application is reversed for each loopy pass.