Method and system for non-linear optimal estimation of real...

G - Physics – 05 – B

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G05B 21/02 (2006.01) G05D 1/08 (2006.01) G06F 17/00 (2006.01) G06F 17/18 (2006.01) G06F 17/50 (2006.01)

Patent

CA 2192083

System for non linear optimal estimation of the state of a real time dynamic process (1) comprising measurement sensors (2) providing sampled data (3) related to the state of said process at a given time t, a calculating unit (4) associated with memories and loaded with calculating programmes, capable of recurrently providing the estimated components (5) of the state of the process at a given time t. The system is characterized in that calculating unit (4) comprises N elementary processors (401i) arranged in parallel and each receiving said measurement data (3), each of said N processors (401i) including at least one evolution random generator (404i) which, taking into account random disturbance in said evolution, provides possible values (412i) for the state of the dynamic process (1) at time t. A specialized operator (405i) calculates, based on said possible values (412i) for the state of the process and of said measurement data (3), a scalar quantity (413i) representing the probability that this state (412i) is that at time t of the process.

Système pour l'estimation optimale non linéaire de l'état d'un processus dynamique (1) en temps réel, comportant des capteurs de mesure (2) délivrant des données échantillonnées (3) liées à l'état du processus (1) à l'instant considéré t, une unité de calcul (4), associée à des mémoires et chargée par des programmes de calcul, aptes à délivrer de façon récurrente les composantes estimées (5) de l'état du processus à l'instant considéré t, caractérisé en ce que ladite unité de calcul (4) comporte N processeurs particulaires (401i) disposés en parallèle et recevant chacun lesdites données de mesure (3), chacun desdits N processeurs (401i) comportant au moins un générateur aléatoire (404i) d'évolution qui, tenant compte de perturbations aléatoires dans cette dite évolution, délivre des valeurs possibles (412i) de l'état du processus dynamique (1) à l'instant t et un opérateur spécialisé (405i) calculant, à partir de ces dites valeurs possibles (412i) de l'état du processus et desdites données de mesure (3) une grandeur scalaire (413i) représentant la probabilité que cet état (412i) soit celui à l'instant t du processus.

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