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Method and system for nonlinear state estimation

  • US 7,386,426 B1
  • Filed: 04/28/2000
  • Issued: 06/10/2008
  • Est. Priority Date: 04/30/1999
  • Status: Expired due to Term
First Claim
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1. An apparatus for monitoring an instrumented system, comprising:

  • a memory for storing a set of reference observations (A) of said system;

    at least one processor for executing operational instructions;

    operational instructions for obtaining an input observation (y) of data values representative of the state of the system;

    operational instructions for generating an estimate (y-prime) of at least one data value of said instrumented system using a regularized nonlinear state estimation technique based on said input observation (y) and on said reference observations (A) by applying a nonlinear similarity operator in substitution for linear matrix multiplication in the formation of a prototype matrix (AT

    A) from said reference observations; and

    operational instructions for comparing said estimate to a corresponding data value of said input observation and determining a condition of said instrumented system,wherein said nonlinear similarity operator is chosen from the set consisting of the following terms and the following terms added to one and inverted;

    Bernoulli difference;

    Relative entropy;

    Euclidean norm;

    City block distance;

    Linear correlation coefficient;

    Common mean linear correlation coefficient;

    Root mean power error; and

    Scaled mean power error.

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