Abstract: A state estimation system utilizing an Interacting Multiple Model (IMM) architecture and algorithms that can transition between different regimes of operation described by multiple models. Each individual model includes states, whose dynamics can be modeled, as well as extrinsic parameters, such as inputs to the system and sensor biases, whose dynamics cannot be modeled, but which are constrained to lie within a known range of values.

Abstract: Information filters provide state estimation of a system when measurements provided by sensors are incomplete in that the states of the system are unobservable until a large number of measurements are collected. An example is the operation of multiple, asynchronous, one- or two-dimensional sensors to track an object in three-dimensional space. The disclosure describes an information filter that minimizes mean square estimation errors and provides accurate covariances for systems driven by unknown arbitrary time-varying inputs with unspecified dynamics but known bounds.

Abstract: The invention, called “ORSE Track Fusion”, combines sensor tracks from dispersed sites, when limited communication bandwidth does not permit sharing of individual measurements. Since estimation errors due to maneuver biases are not independent for each sensor, optimal fusion of tracks produced by Kalman filters requires transmission of all the filter gain matrices used to update each sensor track prior to the fusion time. For this reason, prior art has resorted to suboptimal designs. ORSE Track Fusion according to aspects of the invention overcomes this disadvantage by propagating, transmitting, and fusing separately calculated covariance matrices for random and bias estimation errors. Furthermore, with ORSE, each sensor can have its own criteria in forming its track, and track fusion can be performed with different criteria at each processing site. Thus, ORSE Track Fusion has the unique flexibility to optimize track fusion simultaneously for multiple criteria to serve multiple users.

Abstract: This invention relates to state estimation after processing time-delayed measurements with unknown biases that may vary arbitrarily in time within known physical bounds. These biased measurements are obtained from systems characterized by state variables and by multidimensional parameters, for which the latter are also unknown and may vary arbitrarily in time within known physical bounds. If a measurement is time-late, apply the measurements to an out-of-sequence filter using a mean square optimization criterion that accounts for all sources of uncertainty and delay time, to produce estimates of the true states of the system. If the measurement is not time-late, apply the measurements to an in-sequence filter using a mean square optimization criterion that accounts for all sources of uncertainty to produce estimates of the true states of the system. The estimates are applied to one of (a) making a decision, (b) operating a control system, and (c) controlling a process.

Abstract: This invention relates to sate estimation after processing measurements with unknown biases that may vary arbitrarily in time within known physical bounds. These biased measurements are obtained from systems characterized by state variables and by multidimensional parameters, for which the latter are also known and may vary arbitrarily in time within known physical bounds. The measurements are processed by a filter using a mean square optimization criterion that accounts for random and biased measurement errors, as well as parameters excursions, to produce estimates of the true states of the system. The estimates are applied to one of (a) making a decision, (b) operating a control system, and (c) controlling a process.

Abstract: State estimation of a system having multidimensional parameters, which are unknown, arbitrarily time-varying, but bounded, in addition to state variables, is performed by initializing the state estimate and matrices representing its covariance and bias coefficients which linearly relate initial state estimation errors to the parameter errors. System matrices ?, ?, F, G and the mean value ? of unknown, time-varying, but bounded parameters ? are determined. A matrix ? is generated, representing their physical bounds. The state estimate {circumflex over (x)}(k|k) and matrices M(k|k) and D(k|k), characterizing the effects of measurement errors and parameter uncertainty, are extrapolated to generate {circumflex over (x)}(k+1|k), M(k+1|k), and D(k+1|k). The measurement noise covariance N is determined. The filter gain matrix K is calculated.

Abstract: This invention relates to state estimation after processing measurements with time delays from multiple sensors of systems characterized by state variables and by multidimensional parameters, for which the latter are unknown and may vary arbitrarily in time within known physical bounds. If a measurement is time-late, apply the measurement to an out-of-sequence filter that uses a mean square optimization criterion that accounts for measurement errors and said bounding values, as well as the delay time, to optimally produce estimates of the true states of the system. If the measurement is not time-late, apply the measurements to an in-sequence filter that uses a mean square optimization criterion that accounts for measurement errors and said bounding values, to produce estimates of the true states of the system. The estimates are applied to one of (a) making a decision relating to the system, (b) operating a control system, and (c) controlling a process.