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

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NRL

Embodiments include systems and methods of estimating at least one state of a modeled dynamic system. In particular, in one embodiment, an observer such as an extended Kalman filter is used to estimate the state of a modeled dynamic system. A covariance matrix associated with state variables of the observer is periodically checked for compliance with a specified condition, e.g., positive definiteness. If the matrix deviates from the specified condition, the matrix is set to a specified value.

Inventors: 
Kahn, Aaron D.
Patent Number: 
Technical domain: 
Control Systems
FIle Date: 
2009-04-30
Grant Date: 
2011-09-27
Grant time: 
880 days
Grant time percentile rank: 
16
Claim count percentile rank: 
6
Citations percentile rank: 
2
'Cited by' percentile rank: 
1
Assignee: 
US NAVY