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Minimal formula for bounding the cross correlation between a random forcing function and the state error when this correlation is unknown is used in optimal linear filter theory applications. Use of the bound results in overestimation of the estimation-error covariance.
The grand challenge of producing hydrometeorological estimates every time and everywhere has motivated the fusion of sparse observations with dense numerical models, with a particular interest on discharge in river modeling. Ensemble methods are largely preferred as they enable the estimation of error properties, but at the expense of computational load and generally with underestimations. These imperfect stochastic estimates motivate the use of correction methods, that is, error localization and inflation, although the physical justifications for their optimality are limited. The purpose of this study is to use one of the simplest forms of data assimilation when applied to river modeling and reveal the underlying mechanisms impacting its performance. Our framework based on assimilating daily averaged in situ discharge measurements to correct daily averaged runoff was tested over a 4-yr case study of two rivers in Texas. Results show that under optimal conditions of inflation and localization, discharge simulations are consistently improved such that the mean values of Nash–Sutcliffe efficiency are enhanced from211.32 to 0.55 at observed gauges and from212.24 to21.10 at validation gauges. Yet, parameters controlling the inflation and the localization have a large impact on the performance. Further investigations of these sensitivities showed that optimal inflation occurs when compensating exactly for discrepancies in the magnitude of errors while optimal localization matches the distance traveled during one assimilation window. These results may be applicable to more advanced data assimilation methods as well as for larger applications motivated by upcoming river-observing satellite missions, such as NASA’s Surface Water and Ocean Topography mission.
The National Polar-orbiting Operational Environmental Satellite System (NPOESS) Airborne Sounder Testbed- Interferometer (NAST-I) instrument is a high-resolution scanning interferometer that measures emitted thermal radiation between 3.3 and 18 microns. The NAST-I radiometric calibration is achieved using internal blackbody calibration references at ambient and hot temperatures. In this paper, we introduce a refined calibration technique that utilizes a principal component (PC) noise filter to compensate for instrument distortions and artifacts, therefore, further improve the absolute radiometric calibration accuracy. To test the procedure and estimate the PC filter noise performance, we form dependent and independent test samples using odd and even sets of blackbody spectra. To determine the optimal number of eigenvectors, the PC filter algorithm is applied to both dependent and independent blackbody spectra with a varying number of eigenvectors. The optimal number of PCs is selected so that the total root-mean-square (RMS) error is minimized. To estimate the filter noise performance, we examine four different scenarios: apply PC filtering to both dependent and independent datasets, apply PC filtering to dependent calibration data only, apply PC filtering to independent data only, and no PC filters. The independent blackbody radiances are predicted for each case and comparisons are made. The results show significant reduction in noise in the final calibrated radiances with the implementation of the PC filtering algorithm.
Equalization filters designed to minimize the mean square error between a delayed version of the original electrical signal and the equalized response at a point in a room have previously been investigated. In general, such a strategy degrades the response at positions in a room away from the equalization point. A method is presented for designing an equalization filter by adjusting the filter coefficients to minimize the sum of the squares of the errors between the equalized responses at multiple points in the room and delayed versions of the original, electrical signal. Such an equalization filter can give a more uniform frequency response over a greater volume of the enclosure than can the single point equalizer above. Computer simulation results are presented of equalizing the frequency responses from a loudspeaker to various typical ear positions, in a room with dimensions and acoustic damping typical of a car interior, using the two approaches outlined above. Adaptive filter algorithms, which can automatically adjust the coefficients of a digital equalization filter to achieve this minimization, will also be discussed.
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.
Analytic expressions for spacecraft attitude and rate estimation performance of an attitude estimation filter in terms of sensor specifications are useful tools for spacecraft design. Farrenkopf (1978) famously found analytic expressions for steady-state pre-update and post-update attitude and gyro bias estimate error variances for an attitude estimation filter for a single-axis spacecraft with a Rate Output Gyro (ROG). Markley and Reynolds (2000) extended the analysis for a Rate-Integrating Gyro (RIG) with angle white noise. These expressions allow for the rapid evaluation of system performance during preliminary mission design phases. One contribution of this paper is the analytic calculation of the steady-state pre-update and post-update angular rate estimate uncertainty for both the ROG and RIG cases. The primary contribution of this paper is the extension of the results for both the ROG and the RIG cases to the situation of an attitude sensor outage. This situation arises frequently in practice; for example when a star sensor’s field of view is occluded, when a star sensor’s readings are unreliable during a thruster burn that vibrates the spacecraft, or during star sensor outages due to radiation upsets. Analytic expressions for the attitude estimate uncertainty, gyro bias estimate uncertainty, and angular rate estimate uncertainty are given in terms of the attitude sensor outage interval, the star tracker measurement noise, and gyro noise parameters. Validity of the analytic results is demonstrated via Monte Carlo simulation.
Analytic expressions for spacecraft attitude and rate estimation performance of an attitude estimation filter in terms of sensor specifications are useful tools for spacecraft design. Farrenkopf (1978) famously found analytic expressions for steady-state pre-update and post-update attitude and gyro bias estimate error variances for an attitude estimation filter for a single-axis spacecraft with a Rate Output Gyro (ROG). Markley and Reynolds (2000) extended the analysis for a Rate-Integrating Gyro (RIG) with angle white noise. These expressions allow for the rapid evaluation of system performance during preliminary mission design phases. One contribution of this paper is the analytic calculation of the steady-state pre-update and post-update angular rate estimate uncertainty for both the ROG and RIG cases. The primary contribution of this paper is the extension of the results for both the ROG and the RIG cases to the situation of an attitude sensor outage. This situation arises frequently in practice; for example when a star sensor’s field of view is occluded, when a star sensor’s readings are unreliable during a thruster burn that vibrates the spacecraft, or during star sensor outages due to radiation upsets. Analytic expressions for the attitude estimate uncertainty, gyro bias estimate uncertainty, and angular rate estimate uncertainty are given in terms of the attitude sensor outage interval, the star tracker measurement noise, and gyro noise parameters. Validity of the analytic results is demonstrated via Monte Carlo simulation.
This paper considers digital controllers (filters) operating in floating-point arithmetic in either open-loop or closed-loop systems. A quantization error analysis technique is developed, and is implemented by a digital computer program that is based on a digital simulation of the system. The program can be integrated into existing digital simulations of a system.
A ground loads test of a full-scale wing (175-ft span) was conducted using a fiber optic strain-sensing system to obtain distributed surface strain data. These data were input into previously developed deformed shape equations to calculate the wing s bending and twist deformation. A photogrammetry system measured actual shape deformation. The wing deflections reached 100 percent of the positive design limit load (equivalent to 3 g) and 97 percent of the negative design limit load (equivalent to -1 g). The calculated wing bending results were in excellent agreement with the actual bending; tip deflections were within +/- 2.7 in. (out of 155-in. max deflection) for 91 percent of the load steps. Experimental testing revealed valuable opportunities for improving the deformed shape equations robustness to real world (not perfect) strain data, which previous analytical testing did not detect. These improvements, which include filtering methods developed in this work, minimize errors due to numerical anomalies discovered in the remaining 9 percent of the load steps. As a result, all load steps attained +/- 2.7 in. accuracy. Wing twist results were very sensitive to errors in bending and require further development. A sensitivity analysis and recommendations for fiber implementation practices, along with, effective filtering methods are included
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.
A series of laboratory and field measurements was performed to evaluate the mist chamber technique for determining tropospheric HNO3 concentrations. Both the mist chamber and standard Nylon filter techniques exhibit high collection efficiency and excellent agreement measuring HNO3 vapors from a permeation source. When simultaneously sampling ambient air in eastern Virginia, the Nylon filter measured an average of 70 percent higher HNO3 concentration than the mist chamber technique. The results indicate that O3 causes a low-level positive artifact interference in HNO3 measurements performed with the filter technique. This O3-induced error is small, however, compared to the large difference between atmospheric HNO3 concentrations determined with the two techniques. It is hypothesized that unidentified (organic?) nitrogen species in the atmosphere react for form NO3(-) on the filter and this phenomenon may interfere with Nylon filter measurements of HNO3 vapor. These potential interferences did not appear to affect measurements of HNO3 with the mist chamber method.
Given a valid system model and adequate observability, a Kalman filter will converge toward the true system state with error statistics given by the estimated error covariance matrix. The errors generally do not continue to decrease. Rather, a balance is reached between the gain of information from new measurements and the loss of information during propagation. The errors can be further reduced, however, by a second pass through the data with an optimal smoother. This algorithm obtains the optimally weighted average of forward and backward propagating Kalman filters. It roughly halves the error covariance by including future as well as past measurements in each estimate. This paper investigates whether such benefits actually accrue in the application of an optimal smoother to spacecraft attitude determination. Tests are performed both with actual spacecraft data from the Extreme Ultraviolet Explorer (EUVE) and with simulated data for which the true state vector and noise statistics are exactly known.
Two types of systems for force-reflecting control, which enables high force-reflection gain, are presented: position-error-based force reflection and low-pass-filtered force reflection. Both of the systems are combined with shared compliance control. In the position-error-based class, the position error between the commanded and the actual position of a compliantly controlled robot is used to provide force reflection. In the low-pass-filtered force reflection class, the low-pass-filtered output of the compliance control is used to provide force reflection. The increase in force reflection gain can be more than 10-fold as compared to a conventional high-bandwidth pure force reflection system, when high compliance values are used for the compliance control.
During the summer of 1984 the Marshall Space Flight Center's Airborne Doppler Lidar System (ADLS) made a series of wind measurements in the California Central Valley. This study quantifies the lidar beam angle errors and velocity errors through analysis of ground return signals. Line-of-sight elevation (LOSE) angle errors are under 1 deg. Apparent Doppler ground velocities, as large as 2m/s, are considerably less than in a previous flight experiment in 1981. No evidence was found of a Schuler resonance phenomenon common to inertial navigation systems (INS), however the aperiodic nature of the apparent velocities implies an error in the INS-derived ground speeds. Certain features and subtleties in the ground returns are explained in terms of atmospheric structure and characteristics of the ADLS hardware and software. Finally, least squares and low-pass filtering techniques are suggested for eliminating errors during post-processing.
An improved computational form of the discrete Kalman filter is derived using an upper triangular factorization of the error covariance matrix. The covariance P is factored such that P = UDUT where U is unit upper triangular and D is diagonal. Recursions are developed for propagating the U-D covariance factors together with the corresponding state estimate. The resulting algorithm, referred to as the U-D filter, combines the superior numerical precision of square root filtering techniques with an efficiency comparable to that of Kalman's original formula. Moreover, this method is easily implemented and involves no more computer storage than the Kalman algorithm. These characteristics make the U-D method an attractive realtime filtering technique. A new covariance error analysis technique is obtained from an extension of the U-D filter equations. This evaluation method is flexible and efficient and may provide significantly improved numerical results. Cost comparisons show that for a large class of problems the U-D evaluation algorithm is noticeably less expensive than conventional error analysis methods.
A barotropic model of the atmosphere was used to test various sources of forecast error. These errors are classified as truncation error, physical error, or initial error. It was shown that growth patterns due to each category differ significantly. Initial errors were shown not to grow in a barotropic model contrary to reports of other studies which indicate that they basically do grow. Also, random initial errors were shown to decrease due to the filtering effect of the model itself. Results seem to indicate that instabilities are required for error growth, be they barotropic or baroclinic, and that random errors are not representative of true initial conditions.
Abstract- Digital techniques for separation of luminance and chrominance components from composite NTSC broadcast television signals are explored. First, comb filters are introduced. Secondly, filters based on linear regression are developed. Finally, a third filtering form, the allpass filter is considered. Techniques are compared based on mean squared error criteria and subjective testing. It is demonstrated that the allpass filtering technique is superior to both the comb filtering as well as the regression filtering.
We present a source inversion technique for chemical constituents that uses assimilated constituent observations rather than directly using the observations. The method is tested with a simple model problem, which is a two-dimensional Fourier-Galerkin transport model combined with a Kalman filter for data assimilation. Inversion is carried out using a Green's function method and observations are simulated from a true state with added Gaussian noise. The forecast state uses the same spectral spectral model, but differs by an unbiased Gaussian model error, and emissions models with constant errors. The numerical experiments employ both simulated in situ and satellite observation networks. Source inversion was carried out by either direct use of synthetically generated observations with added noise, or by first assimilating the observations and using the analyses to extract observations. We have conducted 20 identical twin experiments for each set of source and observation configurations, and find that in the limiting cases of a very few localized observations, or an extremely large observation network there is little advantage to carrying out assimilation first. However, in intermediate observation densities, there decreases in source inversion error standard deviation using the Kalman filter algorithm followed by Green's function inversion by 50% to 95%.