US Patent 11189381 Moving-horizon state-initializer for control applications

A state-estimator for the estimation or initialization of the state of a discrete-time state-space dynamical model based on sensor measurements of the model output, comprising fitting a continuous-time function to acquired sensor measurement data-points of each model output, and subsequently sampling the continuous time function at exactly the sample-period of the state-space dynamic model for which the state is being estimated or initialized, in order to construct a model state via a synthesized output trajectory.