STATE ESTIMATION DEVICE
First Claim
1. A state estimation device to receive, as inputs, an output from a target system and a nonlinear model for estimating a state of the target system by using an extended Kalman filter, the nonlinear model being a modeled target system, wherein the nonlinear model includes a nonlinear continuous-time state equation, the state estimation device comprising:
- state-and-error estimation circuitry to, on a basis of an observation equation of the nonlinear model, obtain an estimated state value and an estimated value of an error covariance matrix of the estimated state value, the estimated state value estimating a state of the target system at a certain time point;
state-equation discretization circuitry to obtain a discrete-time state equation by discretizing the nonlinear continuous-time state equation on the basis of the estimated state value at the time point, by using a quadratic or higher-order integration technique;
state-equation linearization circuitry to obtain an approximate value of a Jacobian at the time point by using the discrete-time state equation at the time point and a difference method; and
state-and-error prediction circuitry to predict, from the approximate value of the Jacobian, the error covariance matrix provided after a lapse of an infinitesimal time period since the time point, and to predict, from the discrete-time state equation, the state provided after a lapse of the infinitesimal time period since the time point.
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Accused Products
Abstract
A state estimation device receives, as inputs, an output from a target system and a nonlinear model that is a modeled target system, and estimates a state of the target system by using an extended Kalman filter. The nonlinear model includes a nonlinear continuous-time state equation. The device includes a state-and-error estimation unit that, on the basis of an observation equation of the nonlinear model, obtains an estimated state value and an estimated value of an error covariance matrix of the estimated state value, the estimated state value being indicative of an estimated state of the target system at a certain time point. The state estimation device also includes state-equation discretization circuitry that obtains a discrete-time state equation by discretizing the nonlinear continuous-time state equation on the basis of the estimated state value at this time point, by using a quadratic or higher-order integration technique.
1 Citation
6 Claims
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1. A state estimation device to receive, as inputs, an output from a target system and a nonlinear model for estimating a state of the target system by using an extended Kalman filter, the nonlinear model being a modeled target system, wherein the nonlinear model includes a nonlinear continuous-time state equation, the state estimation device comprising:
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state-and-error estimation circuitry to, on a basis of an observation equation of the nonlinear model, obtain an estimated state value and an estimated value of an error covariance matrix of the estimated state value, the estimated state value estimating a state of the target system at a certain time point; state-equation discretization circuitry to obtain a discrete-time state equation by discretizing the nonlinear continuous-time state equation on the basis of the estimated state value at the time point, by using a quadratic or higher-order integration technique; state-equation linearization circuitry to obtain an approximate value of a Jacobian at the time point by using the discrete-time state equation at the time point and a difference method; and state-and-error prediction circuitry to predict, from the approximate value of the Jacobian, the error covariance matrix provided after a lapse of an infinitesimal time period since the time point, and to predict, from the discrete-time state equation, the state provided after a lapse of the infinitesimal time period since the time point. - View Dependent Claims (2, 3, 4, 5, 6)
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Specification