State estimation apparatus, state estimation method, and integrated circuit with calculation of likelihood data and estimation of posterior probability distribution data

Abstract

The purpose of the present invention is to provide a state estimation apparatus that appropriately estimates the internal state of an observation target by determining likelihoods from a plurality of observations. An observation obtaining unit of the state estimation system obtains, at given time intervals, a plurality of observation data obtained from an observable event. The observation selecting unit selects a piece of observation data from the plurality of pieces of observation data obtained by the observation obtaining unit based on a posterior probability distribution data obtained at a preceding time t−1. The likelihood obtaining unit obtains likelihood data based on the observation data selected by the observation selecting unit and predicted probability distribution data obtained through prediction processing using the posterior probability distribution data. The posterior probability distribution estimation unit estimates posterior probability distribution data representing a state of the observable event based on the predicted probability distribution data obtained by the likelihood obtaining unit and the likelihood data. The prior probability distribution output unit outputs prior probability distribution data based on the posterior probability distribution data estimated by the posterior probability distribution estimation unit as prior probability distribution data at a next time t+1.