System and method of improved kalman filtering for estimating the state of a dynamic system

A system for estimating at least one state of a modeled dynamic system, the system comprising:

• a processor configured to:
• provide an observer configured to estimate at least one state variable associated with the modeled dynamic system,
• wherein said observer defines a covariance matrix statistically relating the at least one state variable;
• a memory configured to store data associated with the observer, said stored data comprising the at least one state variable and the covariance matrix;
• wherein the processor is further configured to:
• receive sensor data in electronic form from a sensor, the sensor data being associated with the at least one state variable;
• update, in the memory, the at least one state variable of the observer based on the received sensor data;
• update the covariance matrix in the memory based on the updated at least one state variable;
• determine whether an element of the main diagonal of the updated covariance matrix has a value that is less than zero;
• and
• store a specified value to the covariance matrix in the memory based on the determination.

A computer-program product for estimating the state of a modeled dynamic system, comprising:

• a computer-readable medium having stored thereon codes executable by at least one processor to perform the method comprising:
• generating an observer in an electronic device for estimating of at least one state variable associated with the system,
• wherein said observer defines a covariance matrix statistically relating the at least one state variable;
• receiving sensor data at a electronic device from a sensor, the sensor data being associated with the at least one state variable;
• updating, in a memory of the electronic device, the at least one state variable based on the received sensor data and the generated observer;
• updating, in a memory of the electronic device, the covariance matrix based on the updated at least one state variable;
• determining whether an element of the main diagonal of the updated covariance matrix has a value that is less than zero;
• and
• storing a specified value to the covariance matrix in the memory of the electronic device based on the determining.

A system for estimating at least one state of a modeled dynamic system, the system comprising:

• means for processing configured to:
• provide an observer configured to estimate the at least one state variable associated with the modeled dynamic system,
• wherein said observer defines a covariance matrix statistically relating the at least one state variable;
• means for storing data associated with the observer, said stored data comprising the at least one state variable and the covariance matrix;
• wherein the processing means is further configured to:
• receive sensor data in electronic form from a sensor, the sensor data being associated with the at least one state variable;
• update, in the memory, the at least one state variable of the observer based on the received sensor data;
• update the covariance matrix in the storing means based on the updated at least one state variable;
• determine whether an element of the main diagonal of the updated covariance matrix has a value that is less than zero;
• and
• store a specified value to the covariance matrix in the storing means based on the determination.