Estimation algorithm for discrete-time uncertain stochastic systems and device relating thereto

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United States of America Patent

PATENT NO 9927806
SERIAL NO

13733181

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An apparatus and method for estimation of a system having state variables representing the state of the system comprising predicting the estimate of the state variables along with the uncertainties in the state variables; observing a measurement of at least one state variable corrupted with some amount of error; updating the estimates of the state variables using a weighted average, with more weight being given to estimates with higher certainty; and providing an estimator input to update the estimates of the state variables, the estimator input operating to provide asymptotic convergence of the mean estimation error in all of the state variables in the presence of persistent excitation or disturbance that is not asymptotically decaying to zero.

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Patent OwnerAddress
ARMY THE UNITED STATES GOVERNMENT AS REPRESENTED BY THE SECRETARY OF THE101 ARMY PENTAGON WASHINGTON DC 20310

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
George, Jemin Silver Spring, US 1 5

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