The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.

The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.

Date of Patent:
Dec. 09, 2014

Filed:

Sep. 12, 2012
Applicant:

Jeffrey M. Aristoff, Fort Collins, CO (US);

Inventor:

Jeffrey M. Aristoff, Fort Collins, CO (US);

Assignee:

Numerica Corp., Loveland, CO (US);

Attorney:
Primary Examiner:
Assistant Examiner:
Int. Cl.
CPC ...
G06N 5/02 (2006.01); G06F 17/13 (2006.01);
U.S. Cl.
CPC ...
G06N 5/02 (2013.01); G06F 17/13 (2013.01);
Abstract

Embodiments of the present invention are directed to reducing the computational cost of propagating the uncertainty in the state of an object, which requires the numerical solution of an initial value problem (IVP) ensemble, by means of a computer. The present invention uses an implicit-Runge-Kutta-based (IRK) method that exploits the proximity of the initial conditions within the IVP ensemble. More specifically, one of the IVPs can be solved over a given time span consisting of one or more time steps with an IRK method, and the resulting trajectory can be recorded. The system of equations that arises on each time step of the IRK method can be solved using various iterative methods. The remaining IVPs can be solved over the same timespan using the same IRK method and time steps, together with the recorded trajectory from the first propagation.


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