WO1997018442B1 - Method for adaptive kalman filtering in dynamic systems - Google Patents

Abstract

The invention is based on the use of the principles of Lange's Fast Kalman Filtering (FKFTM) for large process control, prediction or warning systems where other computing methods are either too slow or fail because of truncation errors. The invented method makes it possible to exploit the FKF method for adaptive Kalman Filtering of dynamic multiparameter systems with large moving data-windows.

Claims

AMENDED CLAIMS[received by the International Bureau on 30 May 1997 (30.05.97); original claim 1 replaced by amended claim 1 (1 page)]

1. A method for adjusting model and calibration parameters of a sensor system accompanied with said model of external events by adaptive Kalman filtering, the sensor output units providing signals in response to said external events and where the series of simultaneously processed sensor output signal values are long, the method comprising the steps of: a) providing a data base unit for storing information on:

- a plurality of test point sensor output signal values for some of said sensors and a plurality of values for said external events corresponding to said test point sensor output signal values, or simultaneous time series of said output signal values from adjacent sensors for comparison;

- said sensor output signal values accompanied with values for said model and calibration parameters and values for said external events corresponding to a situation: and,

- controls of said sensors and changes in said external events corresponding to a new situation; b) providing a logic unit for accessing said sensor signal output values with said model and calibration parameters, said logic unit having a two-way communications link to said data base unit, and computing initial values for unknown model and calibration parameters with accuracy estimates by using Lange's High-pass Filter as required; c) providing said sensor output signal values from said sensors, as available, to said logic unit; d) providing information on said controls and changes to said data base unit; e) accessing current values of said model and calibration parameters and elements of a state transition matrix, and computing by using the Fast Kalman Filter (FKF) formulas obtained from Frobenius' inversion formula (26) wherein the improvement comprises a diagonalization of the error covariance matrix of Augmented Model (24), in said logic unit, updates of said model and calibration parameters, values of said external events and their accuracies corresponding to said new situation; f) controlling stability of said Kalman filtering by monitoring said accuracy estimates, in said logic unit, and by indicating need for new test point data, comparisons or system reconfiguration; g) adjusting those of said model and calibration parameter values for which stable updates are available. STATEMENT UNDER ARTICLE 19(1)

Amended Claims (1) replaces the original Claims (1) due to the following three reasons:

- the preamble of Claim 1 failed to state clearly that the invented method exploits the FKF formulae for long moving windows of data (and not necessarily that large systems);

- the body of Claim 1 failed to make a direct reference to the formula (26) of Frobenius from which Lange's sparse-matrix inversion formula (20) can be derived in an obvious manner. The concept of the FKF formulae is extended from FKF formulae (25) as explained in the Description, page 15. The required direct reference to Frobenius' inversion formula (26) is now made under step e).

- the body of Claim 1 failed to contain the characterizing portion :

"wherein he improvement comprises a diagonalization of the error covariance matrix of Augmented Model (24) " which is now included under step e).