System state prediction

A method which includes steps of providing a state space model of behaviour of a physical system, the model including covariances for state transition and measurement errors, providing a data based regression model for prediction of state variables of the physical system, observing a state vector co...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Allmaras, Moritz, Obst, Birgit
Format: Patent
Sprache:eng
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Beschreibung
Zusammenfassung:A method which includes steps of providing a state space model of behaviour of a physical system, the model including covariances for state transition and measurement errors, providing a data based regression model for prediction of state variables of the physical system, observing a state vector comprising state variables of the physical system, determining a prediction vector of state variables based on the state vector, using the regression model, and combining information from the state space model with predictions from the regression model through a Bayesian filter, is provided.