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At least 199 records · Page 11
All sourcesNASA NTRSDOE OSTI
NASA NTRS1971

Computational requirements for a discrete Kalman filter.

Computational requirements - i.e., computing time per cycle (iteration) and required storage - which determine minimum sampling rates and computer memory size, were obtained as functions of the dimensions of the important system matrices for a discrete Kalman filter. Two types of measurement processing are discussed: simultaneous and sequential. It is shown that it is often better to process statistically independent measurements in more than one batch and then use sequential processing than to process them together via simultaneous processing.

Mendel, J. M.↗
NASA NTRS1972

Minimax design of Kalman-like filters in the presence of large parameter uncertainties.

An attempt is made to guide the designer by means of a systematic procedure which will yield a filter that performs in an acceptable fashion when there is some uncertainty in the various system parameters. Very general restrictions are placed upon these uncertainties, and it is shown that they are applicable in most practical situations. The minimax approach results in a unique fixed filter design which places a least upper bound on a given sensitivity measure over the assumed range of uncertain parameters. The resulting filters are identical in form to the Kalman filter, provide nearly optimal performance over the entire range of uncertain statistics, and are independent of the actual noise statistics. Examples are given.

Hutchinson, C. E.↗
NASA NTRS1972

Stability analysis of Riccati covariance equations of Kalman filter.

The present paper takes the basic mathematical approach to analyze the stability of Riccati equations. First, a simple stability criterion like that of the linear constant coefficient system is sought for the nonlinear constant Riccati Equation. Then, a complete analysis on the limiting covariance P follows. The analysis is focussed on the main theorem. Finally, the computational aspects of the Riccati equations are analyzed with examples. The application of this analysis is to provide a simple stability criterion for the Kalman filter computation to test and predict filter convergence and thus modify filter parameters accordingly.

Teng, L.↗
NASA NTRS1973

En route position and time control of aircraft using Kalman filtering of radio aid data

Fixed-time-of-arrival (FTA) guidance and navigation is investigated as a possible technique capable of operation within much more stringent en route separation standards and offering significant advantages in safety, higher traffic densities, and improved scheduling reliability, both en route and in the terminal areas. This study investigated the application of FTA guidance previously used in spacecraft guidance. These FTA guidance techniques have been modified and are employed to compute the velocity corrections necessary to return an aircraft to a specified great-circle reference path in order to exercise en route time and position control throughout the entire flight. The necessary position and velocity estimates to accomplish this task are provided by Kalman filtering of data from Loran-C, VORTAC/TACAN, Doppler radar, radio or barometric altitude,and altitude rate. The guidance and navigation system was evaluated using a digital simulation of the cruise phase of supersonic and subsonic flights between San Francisco and New York City, and between New York City and London.

Mcgee, L. A.↗
NASA NTRS1974

Application of a Kalman filter identification technique to flight data from the X-22A variable stability V/STOL aircraft

A digital identification technique based on Kalman filter theory was developed for the estimation of V/STOL aircraft stability and control parameters from flight data. The application of this technique to flight data from flying qualities experiments using the variable stability X-22A V/STOL aircraft is discussed. The estimation algorithm is briefly reviewed, experimental and data acquisition procedures used in the X-22A flight programs are outlined, and specific problem areas such as the determination of noise statistics and selection of pilot inputs to enhance identifiability are discussed. Results are presented for a wide range of simulated dynamic configurations.

Lebacqz, J. V.↗
NASA NTRS1973

A Kalman filter approach to adaptive estimation of multispectral signatures

The signatures of remote sensing data from agricultural crops exhibit significant non-stationarity, so that the performance of fixed parameter classifiers degenerates with time and distance from the initial training data. A class of adaptive decision-directed classifiers are being developed, based on Kalman filter theory. Limited results to date on two data sets indicate approximately a 25 to 40% reduction in rates of misclassification.

Crane, R. B.↗
NASA NTRS1974

Real-time shipboard orbit determination using Kalman filtering techniques

The real-time tracking and orbit determination program used on board the NASA tracking ship, the USNS Vanguard, is described in this paper. The computer program uses a variety of filtering algorithms, including an extended Kalman filter, to derive real-time orbit determinations (position-velocity state vectors) from shipboard tracking and navigation data. Results from Apollo missions are given to show that orbital parameters can be estimated quickly and accurately using these methods.

Brammer, R. F.↗
NASA NTRS1977

Compatibility check of measured aircraft responses using kinematic equations and extended Kalman filter

An extended Kalman filter smoother and a fixed point smoother were used for estimation of the state variables in the six degree of freedom kinematic equations relating measured aircraft responses and for estimation of unknown constant bias and scale factor errors in measured data. The computing algorithm includes an analysis of residuals which can improve the filter performance and provide estimates of measurement noise characteristics for some aircraft output variables. The technique developed was demonstrated using simulated and real flight test data. Improved accuracy of measured data was obtained when the data were corrected for estimated bias errors.

Klein, V.↗
NASA NTRS1977

Range validation using Kalman filter techniques

Range pseudo-residuals may be improved to the level required for data validation by a measurement updating process which utilizes Bierman's adaptation of the Kalman filter measurement updating algorithms together with process noise compensation to account for model errors. This algorithm involves combining the currently available range predictions and measurements to produce an updated range residual measurement whose accuracy is constrained by the range data quality and by the estimated error in the prediction. The algorithm is compact and fast, and is thus suitable for on-line applications in network control or at the station.

Madrid, G. A.↗
NASA NTRS1977

Application of Kalman filtering to spacecraft range residual prediction

One function of the Deep Space Network is validation of the range data that they receive. In this paper we present an automated online sequential range predictor which shows promise of significantly reducing computational and manpower expenditures. The proposed algorithm, a U-D covariance factored Kalman filter, is demonstrated by processing a four-month record of Viking spacecraft data taken enroute to Mars.

Madrid, G. A.↗
NASA NTRS1979

Temperature profile retrievals with extended Kalman-Bucy filters

The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.

Ledsham, W. H.↗
NASA NTRS1980

Estimation of Kalman filter model parameters from an ensemble of tests

A methodology for estimating initial mean and covariance parameters in a Kalman filter model from an ensemble of nonidentical tests is presented. In addition, the problem of estimating time constants and process noise levels is addressed. Practical problems such as developing and validating inertial instrument error models from laboratory test data or developing error models of individual phases of a test are generally considered.

Gibbs, B. P.↗
NASA NTRS1982

Real time estimation and prediction of ship motions using Kalman filtering techniques

A landing scheme for landing V/STOL aircraft on rolling ships was sought using computerized simulations. The equations of motion as derived from hydrodynamics, their form and the physical mechanisms involved and the general form of the approximation are discussed. The modeling of the sea is discussed. The derivation of the state-space equations for the DD-963 destroyer is described. Kalman filter studies are presented and the influence of the various parameters is assessed. The effect of various modeling parameters on the rms error is assessed and simplifying conclusions are drawn. An upper bound for prediction time of about five seconds is established, with the exception of roll, which can be predicted up to ten seconds ahead.

Triantafyllou, M. A.↗
NASA NTRS1981

Real time estimation of the heaving and pitching motions of a ship, using a Kalman filter

In the present study the estimation of the heave and pitch motion of a ship is considered, using Kalman filtering techniques. A significant part of the study is devoted to constructing appropriate models for the sea and the ship. The governing equations are obtained from hydrodynamic considerations in the form of linear differential equations with frequency dependent coefficients. In addition, nonminimum phase characteristics are obtained due to the spatial integration of the water wave forces. The resulting transfer matrix function is irrational and nonminimum phase. The conditions for a finite-dimensional approximation are considered and the impact of the various parameters is assessed. A numerical application is considered for a DD-963 destroyer.

Triantafyllou, M.↗
NASA NTRS1982

Robust Kalman filter design for active flutter suppression systems

Additional insight is provided into the use of the Doyle-Stein (1979, 1981) technique in aeroelastic control problems by examining the application of the method to a flutter control problem. The system to be controlled consists of a full-size wind tunnel model of a wing, plus an aileron, an actuator, and an accelerometer used to sense the motion of the wing. A full-state feedback controller was designed using linear optimal control theory, and a Kalman filter was used in the feedback loop for state estimation. The filter design procedure is explained along with that to improve closed-loop properties of the system. The locus of the poles of the filter is examined as a scalar design parameter is varied. The Doyle-Stein design procedure is shown to substantially improve the stability properties of an active flutter controller designed using the linear quadratic Gaussian control theory.

Garrard, W. L.↗
NASA NTRS1982

Oceanographic applications of the Kalman filter

The Kalman filter is a data-processing algorithm with a distinguished history in systems theory. Its application to oceanographic problems is in the embryo stage. The behavior of the filter is demonstrated in the context of an internal equatorial Rossby wave propagation problem.

Barbieri, R. W.↗
NASA NTRS1983

Development and evaluation of a Kalman-filter algorithm for terminal area navigation using sensors of moderate accuracy

Translational state estimation in terminal area operations, using a set of commonly available position, air data, and acceleration sensors, is described. Kalman filtering is applied to obtain maximum estimation accuracy from the sensors but feasibility in real-time computations requires a variety of approximations and devices aimed at minimizing the required computation time with only negligible loss of accuracy. Accuracy behavior throughout the terminal area, its relation to sensor accuracy, its effect on trajectory tracking errors and control activity in an automatic flight control system, and its adequacy in terms of existing criteria for various terminal area operations are examined. The principal investigative tool is a simulation of the system.

Kanning, G.↗
NASA NTRS1981

Optimal interpolation and the Kalman filter

The estimation theory of stochastic-dynamic systems is described and used in a numerical study of optimal interpolation. The general form of data assimilation methods is reviewed. The Kalman-Bucy, KB filter, and optimal interpolation (OI) filters are examined for effectiveness in performance as gain matrices using a one-dimensional form of the shallow-water equations. Control runs in the numerical analyses were performed for a ten-day forecast in concert with the OI method. The effects of optimality, initialization, and assimilation were studied. It was found that correct initialization is necessary in order to localize errors, especially near boundary points. Also, the use of small forecast error growth rates over data-sparse areas was determined to offset inaccurate modeling of correlation functions near boundaries.

Cohn, S.↗