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At least 217 records · Page 12
All sourcesNASA NTRSDOE OSTI
NASA NTRS2011

LIDAR-Aided Inertial Navigation with Extended Kalman Filtering for Pinpoint Landing

In support of NASA s Autonomous Landing and Hazard Avoidance Technology (ALHAT) project, an extended Kalman filter routine has been developed for estimating the position, velocity, and attitude of a spacecraft during the landing phase of a planetary mission. The proposed filter combines measurements of acceleration and angular velocity from an inertial measurement unit (IMU) with range and Doppler velocity observations from an onboard light detection and ranging (LIDAR) system. These high-precision LIDAR measurements of distance to the ground and approach velocity will enable both robotic and manned vehicles to land safely and precisely at scientifically interesting sites. The filter has been extensively tested using a lunar landing simulation and shown to improve navigation over flat surfaces or rough terrain. Experimental results from a helicopter flight test performed at NASA Dryden in August 2008 demonstrate that LIDAR can be employed to significantly improve navigation based exclusively on IMU integration.

Busnardo, David M.↗
NASA NTRS1990

Comparison and testing of extended Kalman filters for attitude estimation of the Earth Radiation Budget Satellite

This paper presents the testing and comparison of two extended Kalman filters (EKFs) developed for the Earth Radiation Budget Satellite (ERBS). One EKF updates the attitude quaternion using a four-component additive error quaternion. This technique is compared to that of a second EKF, which uses a multiplicative error quaternion. Brief developments of the algorithms are included. The convergence properties, singularity problems, and normalization techniques of the two filters are addressed. Both filters are tested with simulated ERBS sensor data in addition to real ERBS sensor data. The results of the two filters are also compared to those from the ERBS operational ground support software, which uses a batch differential correction algorithm to estimate attitude and gyro biases.

Bar-Itzhack, Itzhack Y.↗
NASA NTRS1991

Discrete Kalman filtering equations of second-order form for control-structure interaction simulations

A second-order form of discrete Kalman filtering equations is proposed as a candidate state estimator for efficient simulations of control-structure interactions in coupled physical coordinate configurations as opposed to decoupled modal coordinates. The resulting matrix equation of the present state estimator consists of the same symmetric, sparse N x N coupled matrices of the governing structural dynamics equations as opposed to unsymmetric 2N x 2N state space-based estimators. Thus, in addition to substantial computational efficiency improvement, the present estimator can be applied to control-structure design optimization for which the physical coordinates associated with the mass, damping and stiffness matrices of the structure are needed instead of modal coordinates.

Park, K. C.↗
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 NTRS2012

Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms Based on Kalman Filter Estimation

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process, and how it relates to uncertainty representation, management and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for two while considering prognostics in making critical decisions.

Galvan, Jose Ramon↗
NASA NTRS1983

Reconstruction of the shuttle reentry air data parameters using a linearized Kalman filter

This paper presents the reconstruction of the space shuttle's wind-relative reentry trajectory for the orbital flights. The technique uses a linearized Kalman filter (LKF) to merge highand low-frequency inertial and wind-relative data to obtain enhanced high-frequency results that closely follow expected mean levels. Two verifications are presented. First, wind trajectories resulting from the reconstruction are compared with analytically predicted values. There is close comparison. Second, the frequency characteristics are investigated using system identification techniques. The stability and control model generated using the LKF trajectory shows good agreement between measured and predicted spacecraft response for both high and low frequencies.

Whitmore, S. A.↗
NASA NTRS1994

Suboptimal schemes for atmospheric data assimilation based on the Kalman filter

This work is directed toward approximating the evolution of forecast error covariances for data assimilation. The performance of different algorithms based on simplification of the standard Kalman filter (KF) is studied. These are suboptimal schemes (SOSs) when compared to the KF, which is optimal for linear problems with known statistics. The SOSs considered here are several versions of optimal interpolation (OI), a scheme for height error variance advection, and a simplified KF in which the full height error covariance is advected. To employ a methodology for exact comparison among these schemes, a linear environment is maintained, in which a beta-plane shallow-water model linearized about a constant zonal flow is chosen for the test-bed dynamics. The results show that constructing dynamically balanced forecast error covariances rather than using conventional geostrophically balanced ones is essential for successful performance of any SOS. A posteriori initialization of SOSs to compensate for model - data imbalance sometimes results in poor performance. Instead, properly constructed dynamically balanced forecast error covariances eliminate the need for initialization. When the SOSs studied here make use of dynamically balanced forecast error covariances, the difference among their performances progresses naturally from conventional OI to the KF. In fact, the results suggest that even modest enhancements of OI, such as including an approximate dynamical equation for height error variances while leaving height error correlation structure homogeneous, go a long way toward achieving the performance of the KF, provided that dynamically balanced cross-covariances are constructed and that model errors are accounted for properly. The results indicate that such enhancements are necessary if unconventional data are to have a positive impact.

Todling, Ricardo↗
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 NTRS1998

A low cost approach to simultaneous orbit, attitude, and rate estimation using an extended Kalman filter

An innovative approach to autonomous attitude and trajectory estimation is available using only magnetic field data and rate data. The estimation is performed simultaneously using an Extended Kalman Filter (EKF), a well known algorithm used extensively in onboard applications. The magnetic field is measured on a satellite by a magnetometer, an inexpensive and reliable sensor flown on virtually all satellites in low earth orbit. Rate data is provided by a gyro, which can be costly. This system has been developed and successfully tested in a post-processing mode using magnetometer and gyro data from 4 satellites supported by the Flight Dynamics Division at Goddard. In order for this system to be truly low cost, an alternative source for rate data must be utilized. An independent system which estimates spacecraft rate has been successfully developed and tested using only magnetometer data or a combination of magnetometer data and sun sensor data, which is less costly than a gyro. This system also uses an EKF. Merging the two systems will provide an extremely low cost, autonomous approach to attitude and trajectory estimation. In this work we provide the theoretical background of the combined system. The measurement matrix is developed by combining the measurement matrix of the orbit and attitude estimation EKF with the measurement matrix of the rate estimation EKF, which is composed of a pseudo-measurement which makes the effective measurement a function of the angular velocity. Associated with this is the development of the noise covariance matrix associated with the original measurement combined with the new pseudo-measurement. In addition, the combination of the dynamics from the two systems is presented along with preliminary test results.

Deutschmann, Julie↗
NASA NTRS2012

A Discussion on Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it relates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

Celaya, Jose R.↗
DOE OSTI2020

Reconstruction of Charged Particle Tracks in Realistic Detector Geometry Using a Vectorized and Parallelized Kalman Filter Algorithm

One of the most computationally challenging problems expected for the High-Luminosity Large Hadron Collider (HL-LHC) is finding and fitting particle tracks during event reconstruction. Algorithms used at the LHC today rely on Kalman filtering, which builds physical trajectories incrementally while incorporating material e ects and error estimation. Recognizing the need for faster computational throughput, we have adapted Kalman-filterbased methods for highly parallel, many-core SIMD and SIMT architectures that are now prevalent in high-performance hardware. Previously we observed significant parallel speedups, with physics performance comparable to CMS standard tracking, on Intel Xeon, Intel Xeon Phi, and (to a limited extent) NVIDIA GPUs. While early tests were based on artificial events occurring inside an idealized barrel detector, we showed subsequently that our mkFit software builds tracks successfully from complex simulated events (including detector pileup) occurring inside a geometrically accurate representation of the CMS-2017 tracker. Here, we report on advances in both the computational and physics performance of mkFit, as well as progress toward integration with CMS production software. Recently we have improved the overall eciency of the algorithm by preserving short track candidates at a relatively early stage rather than attempting to extend them over many layers. Moreover, mkFit formerly produced an excess of duplicate tracks; these are now explicitly removed in an additional processing step. We demonstrate that with these enhancements, mkFit becomes a suitable choice for the first iteration of CMS tracking, and eventually for later iterations as well. We plan to test this capability in the CMS High Level Trigger during Run 3 of the LHC, with an ultimate goal of using it in both the CMS HLT and oine reconstruction for the HL-LHC CMS tracker.

Cerati, Giuseppe↗
NASA NTRS2020

Assimilation of SMAP and ASCAT Soil Moisture Retrievals into the JULES Land Surface Model Using the Local Ensemble Transform Kalman Filter

A land data assimilation system is developed to merge satellite soil moisture retrievals into the Joint U.K. Land Environment Simulator (JULES) land surface model (LSM) using the Local Ensemble Transform Kalman Filter (LETKF). The system assimilates microwave soil moisture retrievals from the Soil Moisture Active Passive (SMAP) radiometer and the Advanced Scatterometer (ASCAT) after bias correction based on cumulative distribution function fitting. The soil moisture assimilation estimates are evaluated with ground-based soil moisture measurements over the continental U.S. for five consecutive warm seasons (May–September of 2015–2019). The result shows that both SMAP and ASCAT retrievals improve the accuracy of soil moisture estimates. Especially, the SMAP single-sensor assimilation experiment shows the best performance with the increase of temporal anomaly correlation by ΔR ~ 0.05 for surface soil moisture and ΔR ~ 0.03 for root-zone soil moisture compared with the LSM simulation without satellite data assimilation. SMAP assimilation is more skillful than ASCAT assimilation primarily because of the greater skill of the assimilated SMAP retrievals compared to the ASCAT retrievals. The skill improvement also depends significantly on the region; the higher skill improvement in the western U.S. compared to the eastern U.S. is explained by the Kalman gain in the two experiments. Additionally, the regional skill differences in the single-sensor assimilation experiments are attributed to the number of assimilated observations. Finally, the soil moisture assimilation estimates provide more realistic land surface information than model-only simulations for the 2015 and the 2016 western U.S. droughts, suggesting the advantage of using satellite soil moisture retrievals in the current drought monitoring system.

SMAP↗
NASA NTRS1995

An approximate Kalman filter for ocean data assimilation: An example with an idealized Gulf Stream model

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kalman filter based on approximation of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.

Fukumori, Ichiro↗
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 NTRS2019

Application of Synoptic Magnetograms for Prediction of Solar Activity Using Ensemble Kalman Filter

Solar activity predictions using the data assimilation approach have demonstrated great potential to build reliable long-term forecasts of solar activity. In particular, it has been shown that the Ensemble Kalman Filter (EnKF) method applied to a non-linear dynamo model is capable of predicting solar activity up to one sunspot cycle ahead in time, as well as estimating the properties of the next cycle a few years before it begins. These developments assume an empirical relationship between the mean toroidal magnetic field flux and the sunspot number. Estimated from the sunspot number series, variations of the toroidal field have been used to assimilate the data into the Parker-Kleeorin-Ruzmakin (PKR) dynamo model by applying the EnKF method. The dynamo model describes the evolution of the toroidal and poloidal components of the magnetic field and the magnetic helicity. Full-disk magnetograms provide more accurate and complete input data by constraining both the toroidal and poloidal global field components, but these data are available only for the last four solar cycles. In this presentation, using the available magnetogram data, we discuss development of the methodology and forecast quality criteria (including forecast uncertainties and sources of errors). We demonstrate the influence of limited time series observations on the accuracy of solar activity predictions. We present EnKF predictions of the upcoming Solar Cycle 25 based on both the sunspot number series and observed magnetic fields and discuss the uncertainties and potential of the data assimilation approach.

Kitiashvili, Irina N.↗
NASA NTRS2005

Software Would Largely Automate Design of Kalman Filter

Embedded Navigation Filter Automatic Designer (ENFAD) is a computer program being developed to automate the most difficult tasks in designing embedded software to implement a Kalman filter in a navigation system. The most difficult tasks are selection of error states of the filter and tuning of filter parameters, which are timeconsuming trial-and-error tasks that require expertise and rarely yield optimum results. An optimum selection of error states and filter parameters depends on navigation-sensor and vehicle characteristics, and on filter processing time. ENFAD would include a simulation module that would incorporate all possible error states with respect to a given set of vehicle and sensor characteristics. The first of two iterative optimization loops would vary the selection of error states until the best filter performance was achieved in Monte Carlo simulations. For a fixed selection of error states, the second loop would vary the filter parameter values until an optimal performance value was obtained. Design constraints would be satisfied in the optimization loops. Users would supply vehicle and sensor test data that would be used to refine digital models in ENFAD. Filter processing time and filter accuracy would be computed by ENFAD.

Chuang, Jason C. H.↗
NASA NTRS1983

A Kalman filter algorithm for terminal-area navigation with sensors of moderate accuracy

Translational state estimation in terminal area operations, using a set of commonly available position, air data, nd acceleration sensors, is described. Kalman filtering is applied to obtain maximum estimation occuracy 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. Previously announced in STAR as N83-29193

Cicolani, L. S.↗