Adaptive PDF Grid Layout for Accurate Bayesian State Estimation

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Solution Overview

Problem

Bayesian estimators face limitations in accuracy due to the finite number of grid points used in discrete probability density function approximations, leading to approximation errors, despite advancements in computation.

Innovation Solution

A system that adapts grid parameters, such as distance, shape, and location, of predictive and filtered estimates using a grid adaptation system, allowing for a constant number of grid points while reducing approximation errors by shifting, inflating, or deflating the grid based on the significance of the probability density function.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Measurement precision

If the number of grid points is increased to improve estimation accuracy, then the approximation error decreases, but the computational complexity and resource requirements increase

Engineering Contradiction:
Improveestimation accuracyVSAvoidcomputational complexity
Core Design Contradiction:
Measurement precisionVSDevice complexity

Solution Approach 1:

The patent implements dynamic grid adaptation where grid parameters (location, shape, distance between points) are adjusted based on the significance of the probability density function at different time steps. This allows the system to maintain high estimation accuracy by concentrating grid points in regions of high probability density while using fewer points in regions of low significance, thereby reducing computational complexity without sacrificing precision.

Inventive Principle:
Principle #15Dynamics

Solution Approach 2:

The system changes grid parameters dynamically based on the PDF significance. Specifically, the grid location, shape, and spacing are adapted according to the estimated PDF, allowing the same number of grid points to provide variable resolution where needed. This parameter adaptation resolves the contradiction by maintaining accuracy through intelligent parameter selection rather than simply increasing the number of points.

Inventive Principle:
Principle #35Parameter changes

2Productivity

If the number of grid points is limited due to computational constraints, then the computational load is manageable, but approximation errors increase

Engineering Contradiction:
Improvecomputational efficiencyVSAvoidestimation accuracy
Core Design Contradiction:
ProductivityVSMeasurement precision

Solution Approach 1:

The patent applies local quality by making different regions of the grid have different densities of points based on their significance. Grid points are concentrated in regions where the PDF has high values (high significance) and spaced more sparsely in regions of low significance. This allows the system to maintain high estimation accuracy in critical regions while using fewer overall points, thus preserving computational efficiency.

Inventive Principle:
Principle #3Local quality

Solution Approach 2:

The grid configuration is updated dynamically at each time step based on the current PDF estimation. The grid adapts its parameters to follow the significant portions of the PDF, ensuring that computational resources are always allocated to the most important regions. This dynamic adaptation maintains accuracy despite limited grid points.

Inventive Principle:
Principle #15Dynamics

3Ease of operation

If a fixed grid is used for predictions, then the computational process is simplified, but the grid may not capture significant information in subsequent filtered estimates

Engineering Contradiction:
Improvecomputational simplicityVSAvoidinformation capture
Core Design Contradiction:
Ease of operationVSLoss of information

Solution Approach 1:

The patent implements a dynamic grid adaptation process where the grid parameters are updated based on the significance of the PDF at each time step. This allows the grid to transition from a fixed configuration during prediction to an adapted configuration during filtering, ensuring that significant information is captured while maintaining computational simplicity through systematic adaptation rules.

Inventive Principle:
Principle #15Dynamics

Solution Approach 2:

The system uses feedback from the PDF estimation to adjust grid parameters. The significance of the PDF is computed, and this information feeds back into the grid adaptation process, which adjusts the grid location, shape, and spacing to better capture significant information in subsequent estimates. This feedback mechanism resolves the contradiction by using simple adaptation rules based on PDF significance.

Inventive Principle:
Principle #23Feedback

Data Source

PatentEP3407146B1Apparatus and method for performing grid adaption in numerical solution of recursive bayesian estimators
Publication Date: 2021.01.27 HONEYWELL INTERNATIONAL INC
  • EP3407146B1 patent drawingFigure 1
  • EP3407146B1 patent drawingFigure 2
  • EP3407146B1 patent drawingFigure 3

AI summary

A system is provided. The system comprises: a processing system comprising a memory coupled to a processor; wherein the processing system is configured to be coupled to at least one sensor; wherein the memory comprises a grid adaptation system, a system model, measurement data, and an estimation system; wherein the measurement data comprises data measured by the at least one sensor; wherein the estimation system is configured to provide probability density functions (PDFs) for a predictive estimate and a filtered estimate of a state in a form of a point-mass density; and wherein the grid adaption system is configured to adapt grid parameters of a predictive estimate and a filtered estimate.