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1. (WO2001031495) RECURSIVE STATE ESTIMATION BY MATRIX FACTORIZATION

Pub. No.:    WO/2001/031495    International Application No.:    PCT/US2000/029203
Publication Date: Fri May 04 01:59:59 CEST 2001 International Filing Date: Tue Oct 24 01:59:59 CEST 2000
IPC: G06F 17/11
Applicants: HONEYWELL INC.
Inventors: MORTON, Blaise, Grayson
ELGERSMA, Michael, Ray
Title: RECURSIVE STATE ESTIMATION BY MATRIX FACTORIZATION
Abstract:
A filter is disclosed for recursive state estimation of a process by matrix factorization. The filter preferably takes the general form of P = XY, where P is a matrix of previous state and/or current observations, Y is a matrix of functions that are used to model the process, and X is a coefficient matrix relating the functions in matrix Y to the previous state and/or current observations of matrix P. Given the previous state and/or current observations, a value for matrix Y can be computed from which a current state estimate can be recovered.