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Method for the probabilistic estimation of noisy measurements

  • US 6,188,350 B1
  • Filed: 09/01/1999
  • Issued: 02/13/2001
  • Est. Priority Date: 09/02/1998
  • Status: Expired due to Fees
First Claim
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1. A method for the probabilistic estimation of noisy measurements on the basis of a measurement signal in which a noise signal is superimposed on the value to be measured, said method comprising the steps of:

  • associating a defined measurement range with the value to be measured;

    sampling the measurement signal at specified chronological intervals;

    dividing the measurement range into discrete values;

    forming a model of a process on which the measurement signal is based with discrete states that correspond to the discrete values of the measurement range;

    and whereby at each sampling time, assigning a probability value of the occurrence of each state to each state, determining the value to be measured on the basis of the probability value of at least one state, assigning a probability for the state to remain unchanged to each state, assigning a probability for the state in question to change to another state by the next sampling time, and recalculating based on the sample value of the measurement signal at the current sampling time the probability values for the occurrence of the states in the preceding sampling time, the probabilities for each state to remain unchanged and to change to another state between the two sampling times, and the probability values for the occurrence of the states of the model for the current sampling time are recalculated.

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