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All sourcesNASA NTRSDOE OSTI
NASA NTRS1988

Optimal post-experiment estimation of poorly modeled dynamic systems

Recently, a novel strategy for post-experiment state estimation of discretely-measured dynamic systems has been developed. The method accounts for errors in the system dynamic model equations in a more general and rigorous manner than do filter-smoother algorithms. The dynamic model error terms do not require the usual process noise assumptions of zero-mean, symmetrically distributed random disturbances. Instead, the model error terms require no prior assumptions other than piecewise continuity. The resulting state estimates are more accurate than filters for applications in which the dynamic model error clearly violates the typical process noise assumptions, and the available measurements are sparse and/or noisy. Estimates of the dynamic model error, in addition to the states, are obtained as part of the solution of a two-point boundary value problem, and may be exploited for numerous reasons. In this paper, the basic technique is explained, and several example applications are given. Included among the examples are both state estimation and exploitation of the model error estimates.

Mook, D. Joseph↗
NASA NTRS2015

Desensitized Optimal Filtering and Sensor Fusion Toolkit

Analytical Mechanics Associates, Inc., has developed a software toolkit that filters and processes navigational data from multiple sensor sources. A key component of the toolkit is a trajectory optimization technique that reduces the sensitivity of Kalman filters with respect to model parameter uncertainties. The sensor fusion toolkit also integrates recent advances in adaptive Kalman and sigma-point filters for non-Gaussian problems with error statistics. This Phase II effort provides new filtering and sensor fusion techniques in a convenient package that can be used as a stand-alone application for ground support and/or onboard use. Its modular architecture enables ready integration with existing tools. A suite of sensor models and noise distribution as well as Monte Carlo analysis capability are included to enable statistical performance evaluations.

Karlgaard, Christopher D.↗
NASA NTRS1998

Implementation of a Parallel Kalman Filter for Stratospheric Chemical Tracer Assimilation

A Kalman filter for the assimilation of long-lived atmospheric chemical constituents has been developed for two-dimensional transport models on isentropic surfaces over the globe. An important attribute of the Kalman filter is that it calculates error covariances of the constituent fields using the tracer dynamics. Consequently, the current Kalman-filter assimilation is a five-dimensional problem (coordinates of two points and time), and it can only be handled on computers with large memory and high floating point speed. In this paper, an implementation of the Kalman filter for distributed-memory, message-passing parallel computers is discussed. Two approaches were studied: an operator decomposition and a covariance decomposition. The latter was found to be more scalable than the former, and it possesses the property that the dynamical model does not need to be parallelized, which is of considerable practical advantage. This code is currently used to assimilate constituent data retrieved by limb sounders on the Upper Atmosphere Research Satellite. Tests of the code examined the variance transport and observability properties. Aspects of the parallel implementation, some timing results, and a brief discussion of the physical results will be presented.

Chang, Lang-Ping↗
NASA NTRS2007

Kalman Filter for Spinning Spacecraft Attitude Estimation

This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.

Markley, F. Landis↗
NASA NTRS2008

Kalman Filter for Spinning Spacecraft Attitude Estimation

This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.

Markley, F. Landis↗
NASA NTRS1972

The compensated Kalman filter.

This paper introduces the compensated Kalman filter, a suboptimal state estimator which can be used to eliminate steady-state bias errors when it is used in conjunction with the mismatched steady-state (asymptotic) time-invariant Kalman-Bucy filter. The uncompensated mismatched steady state Kalman-Bucy filter exhibits bias errors whenever the nominal plant parameters used in the filter design are different from the actual plant parameters. The approach used relies on the utilization of the residual (innovations) process of the mismatched filter to estimate, via a Kalman-Bucy filter, the state estimation errors and subsequent improvements of the state estimate. The compensated Kalman filter augments the mismatched steady state Kalman-Bucy filrby the introduction of additional dynamics and feedforward integral compensation channels.

Athans, M.↗
NASA NTRS1986

Precision optical pointing and tracking from spacecraft with vibrational noise

The results of an investigation of the performance of three basic precision pointing and tracking control subsystems considered for application to satellite to satellite optical communication missions are discussed. The three-control subsystems include: (1) gyro-stabilized, (2) mass-stabilized and (3) complementary filter. The sources of error included in the analysis included: (1) sensor noise from the optical detector, (2) host satellite baseframe vibrational noise and (3) frictional and bearing noise. The measured vibrational and disturbance data from the LANDSAT satellite was used to generate the power spectral density parameter needed to model the baseframe noise environments of the two satellites used for the evaluation. The results of the study indicate that the 1 microradian rms pointing and tracking accuracy may be achieved with either the gyro-stabilized or the complementary filter approach.

Held, K. J.↗
NASA NTRS1986

Numerical aspects of different Kalman filter implementations

A theoretical analysis is made of the error propagation due to numerical roundoff for four different Kalman filter implementations: the conventional Kalman filter, the square root covariance filter, the square root information filter, and the Chandrasekhar square root filter. An experimental analysis is performed to validate the new insights gained by the theoretical analysis.

Verhaegen, M.↗
NASA NTRS2002

Integrated INS/GPS Navigation from a Popular Perspective

Inertial navigation, blended with other navigation aids, Global Positioning System (GPS) in particular, has gained significance due to enhanced navigation and inertial reference performance and dissimilarity for fault tolerance and anti-jamming. Relatively new concepts based upon using Differential GPS (DGPS) blended with Inertial (and visual) Navigation Sensors (INS) offer the possibility of low cost, autonomous aircraft landing. The FAA has decided to implement the system in a sophisticated form as a new standard navigation tool during this decade. There have been a number of new inertial sensor concepts in the recent past that emphasize increased accuracy of INS/GPS versus INS and reliability of navigation, as well as lower size and weight, and higher power, fault tolerance, and long life. The principles of GPS are not discussed; rather the attention is directed towards general concepts and comparative advantages. A short introduction to the problems faced in kinematics is presented. The intention is to relate the basic principles of kinematics to probably the most used navigation method in the future-INS/GPS. An example of the airborne INS is presented, with emphasis on how it works. The discussion of the error types and sources in navigation, and of the role of filters in optimal estimation of the errors then follows. The main question this paper is trying to answer is 'What are the benefits of the integration of INS and GPS and how is this, navigation concept of the future achieved in reality?' The main goal is to communicate the idea about what stands behind a modern navigation method.

Omerbashich, Mensur↗
NASA NTRS1999

Massively Parallel Assimilation of TOGA/TAO and Topex/Poseidon Measurements into a Quasi Isopycnal Ocean General Circulation Model Using an Ensemble Kalman Filter

A massively parallel ensemble Kalman filter (EnKF)is used to assimilate temperature data from the TOGA/TAO array and altimetry from TOPEX/POSEIDON into a Pacific basin version of the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. The EnKF is an approximate Kalman filter in which the error-covariance propagation step is modeled by the integration of multiple instances of a numerical model. An estimate of the true error covariances is then inferred from the distribution of the ensemble of model state vectors. This inplementation of the filter takes advantage of the inherent parallelism in the EnKF algorithm by running all the model instances concurrently. The Kalman filter update step also occurs in parallel by having each processor process the observations that occur in the region of physical space for which it is responsible. The massively parallel data assimilation system is validated by withholding some of the data and then quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The distributions of the forecast and analysis error covariances predicted by the ENKF are also examined.

Keppenne, Christian L.↗
NASA NTRS1988

An error floor in tone calibrated transmission

Use of a low level pilot tone has been shown to eliminate the error floor in fading channels. This paper demonstrates that non-idealities in the receiver's pilot tone filter cause reappearance of the error floor. It also presents the bit error rate (BER) in closed form, in contrast to the multidimensional numerical integration of previous work.

Cavers, James K.↗
NASA NTRS1985

Digital Filters for Digital Phase-locked Loops

An s/z hybrid model for a general phase locked loop is proposed. The impact of the loop filter on the stability, gain margin, noise equivalent bandwidth, steady state error and time response is investigated. A specific digital filter is selected which maximizes the overall gain margin of the loop. This filter can have any desired number of integrators. Three integrators are sufficient in order to track a phase jerk with zero steady state error at loop update instants. This filter has one zero near z = 1.0 for each integrator. The total number of poles of the filter is equal to the number of integrators plus two.

Simon, M.↗
NASA NTRS1972

Adaptive filtering with correlated state noise

An adaptive filter which uses a minimum variance criteria to estimate state noise covariance is presented. It is not necessary to assume white state noise in order to implement the filter. Simulation results are given which demonstrate that the filter tracks a satellite in the presence of modeling errors better than a conventional minimum variance filter with state noise. It is also shown that the propagated convariance matrix of the filter is an accurate indicator of the filter's performance.

Argentiero, P.↗
NASA NTRS1986

Design of adaptive control systems by means of self-adjusting transversal filters

The design of closed-loop adaptive control systems based on nonparametric identification was addressed. Implementation is by self-adjusting Least Mean Square (LMS) transversal filters. The design concept is Model Reference Adaptive Control (MRAC). Major issues are to preserve the linearity of the error equations of each LMS filter, and to prevent estimation bias that is due to process or measurement noise, thus providing necessary conditions for the convergence and stability of the control system. The controlled element is assumed to be asymptotically stable and minimum phase. Because of the nonparametric Finite Impulse Response (FIR) estimates provided by the LMS filters, a-priori information on the plant model is needed only in broad terms. Following a survey of control system configurations and filter design considerations, system implementation is shown here in Single Input Single Output (SISO) format which is readily extendable to multivariable forms. In extensive computer simulation studies the controlled element is represented by a second-order system with widely varying damping, natural frequency, and relative degree.

Merhav, S. J.↗
NASA NTRS1990

Adaptive box filters for removal of random noise from digital images

Adaptive box-filtering algorithms to remove random bit errors and to smooth noisy data have been developed. For both procedures, the standard deviation of those pixels within a local box surrounding each pixel is used. A series of two or three filters with decreasing box sizes can be run to clean up extremely noisy images and to remove bit errors near sharp edges. The second filter, for noise smoothing, is similar to the 'sigma filter' of Lee (1983). The technique effectively reduces speckle in radar images without eliminating fine details.

Eliason, Eric M.↗