Kalman filter-based optimizer and method and optimizing

Details Kalman filter-based optimizer and method and optimizing Kalman filter-based optimizer and method and optimizing

1990-01-26

1992-05-19

Smith, Jerry

Boots, shoes, and leggings

364164, 364154, G06F 1520

Patent

active

051153912

ABSTRACT:
Making use of the conceptual and computational similarities between the Karmarkar method and the Kalman filter a controller system is capable of handling the observer function, the minimum time controller function and the minimum energy controller function. The system includes an element that has the computational structure of a Kalman filter. The inputs of this element are qualitatively controlled to deliver the desired results to the remaining computation elements. In a controller for an LP control task, the element develops the dual vector signal used in the affine scaling algorithm by applying information to it as if its task were to estimate the states of a system whose observable output is D.sub.x(k) c, the input is O, the observation noise covariance matrix R is close to zero, the transition matrix is I and the matrix that describes the relationship between the measurable parameters and the observable output is A.sup.T D.sub.x(k). Different controls applied to the Kalman filter structure element (and to the other elements of the system) yield control signals for QP control tasks.

REFERENCES:
patent: 4744026 (1988-05-01), Vanderbei
patent: 4744027 (1988-05-01), Bayer et al.
patent: 4744028 (1988-05-01), Karmarkar
patent: 4885686 (1989-12-01), Vanderbei
patent: 4894773 (1990-01-01), Lagarias
patent: 4914563 (1990-04-01), Karmarkar et al.
patent: 4914615 (1990-04-01), Karmarkar et al.
patent: 4924386 (1990-05-01), Freedman et al.
Kalman, R. E., "A New Approach to Linear Filtering and Prediction Problems", 1960.
Anstor and Wittenmark, "Computer Controlled Systems", Prentice-Hall, 1984, pp. 259-261.
Freedman, B. A. et al., "A New Karmarkar-Based Algorithm for Optimizing Convex, Non-Linear Cost Functions with Linear Constraints", Tokyo, Japan, Aug. 29-Sep. 2, 1988.
Patent application Ser. No. 07/094631 filed Sep. 4, 1987.
Patent application Ser. No. 07/237264 filed Aug. 28, 1988.

Affiliated with

Also associated with

Rating

Kalman filter-based optimizer and method and optimizing does not yet have a rating. At this time, there are no reviews or comments for this patent.

If you have personal experience with Kalman filter-based optimizer and method and optimizing, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Kalman filter-based optimizer and method and optimizing will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFUS-PAI-O-2419715