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US 2010/0161284 A1Published application
Nonlinear Variable Lag Smoother
AssigneeAnalytical Graphics, Inc.
InventorsJames R. Wright, James William Woodburn
Life of this patent
Estimating the term…
Abstract
An extended Kalman filter (EKF) is combined with a fixed epoch smoother (FES) to produce a new variable lag smoother (VLS). The fixed epoch lags EKF measurement time-tags with variable time lag. The combination of EKF and FES is referred to herein as a variable lag smoother (VLS).
Claims20
A variable lag smoother comprising:
- an extended Kalman filter (EKF) configured to receive data over a time period and to provide data representative of an estimate of a state, wherein the state comprises state parameters at a current time “t” within the time period;
- and
- a plurality of fixed epoch smoothers, wherein each fixed epoch smoother (FES) is configured to:
- operate within a time window defined by an epoch start time and an epoch stop time, wherein the time window occupies less time than the time period;
- receive data from the EKF beginning when the current time t is equal to the epoch start time ending when the current time t is greater than the epoch start time;
- and
- provide an updated estimate of the state of the device as of the epoch start time.
4 more elements
A method of estimating a state of a system metric comprising:
- configuring an extended Kalman filter (EKF) to receive data over a time period and to provide data representative of an estimate of a state, wherein the state comprises state parameters at a current time “t” within the time period;
- and
- configuring a plurality of fixed epoch smoothers, wherein each fixed epoch smoother (FES) is configured to:
- operate within a time window defined by an epoch start time and an epoch stop time, wherein the time window occupies less time than the time period;
- receive data from the EKF beginning when the current time t is equal to the epoch start time ending when the current time t is greater than the epoch start time;
- and
- provide an updated estimate of the state of the device as of the epoch start time.
4 more elements
Dependencies are inferred from the claim text.