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:
Jul. 07, 2015

Filed:

Nov. 07, 2012
Applicant:

The Board of Trustees of the University of Illinois, Urbana, IL (US);

Inventors:

Prashant G. Mehta, Urbana, IL (US);

Tao Yang, Urbana, IL (US);

Sean P. Meyn, Gainsville, FL (US);

Attorney:
Primary Examiner:
Int. Cl.
CPC ...
G06F 17/10 (2006.01); H03H 17/02 (2006.01);
U.S. Cl.
CPC ...
H03H 17/0261 (2013.01);
Abstract

Methods for estimating a conditional probability distribution for signal states of a non-linear random dynamic process. The filter is based on multiple particles, each defined by a state space model similar to the dynamic process. Each particle is updated on the basis of a control input derived by proportional gain feedback on an innovation process. The innovation process is the difference between an increment in an observed quantity measured by one or more sensors and an average of a function of the particles. The particle filter of the invention may also be applied to filtering problems with data association uncertainty where multiple measurements are obtained, of which at most one originates from a specified target.


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