Principles of general covariance in its various formulations and the related problems of the role of coordinates in general
Covariance groups and role of space-time coordinates in relativity theory
COORDINATE SYSTEM↗
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Results for “Covariance Matrix”
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A numerical algorithm to propagate navigation error covariance matrices associated with generalized strapdown inertial measurement units
The design and operation of a Strapdown Navigation Analysis Program (SNAP) developed to perform covariance analysis on spacecraft inertial-measurement-unit (IMU) navigation errors are described and demonstrated. Consideration is given to the IMU modeling subroutine (with user-specified sensor characteristics), the data input procedures, state updates and the simulation of instrument failures, the determination of the nominal trajectory, the mapping-matrix and Monte Carlo covariance-matrix propagation methods, and aided-navigation simulation. Numerical results are presented in tables for sample applications involving (1) the Galileo/IUS spacecraft from its deployment from the Space Shuttle to a point 10 to the 8th ft from the center of the earth and (2) the TDRS-C/IUS spacecraft from Space Shuttle liftoff to a point about 2 h before IUS deployment. SNAP is shown to give reliable results for both cases, with good general agreement between the mapping-matrix and Monte Carlo predictions.
Weir, Kent A.↗
Improvement of structural models using covariance analysis and nonlinear generalized least squares
The next generation of large, flexible space structures will be too light to support their own weight, requiring a system of structural supports for ground testing. The authors have proposed multiple boundary-condition testing (MBCT), using more than one support condition to reduce uncertainties associated with the supports. MBCT would revise the mass and stiffness matrix, analytically qualifying the structure for operation in space. The same procedure is applicable to other common test conditions, such as empty/loaded tanks and subsystem/system level tests. This paper examines three techniques for constructing the covariance matrix required by nonlinear generalized least squares (NGLS) to update structural models based on modal test data. The methods range from a complicated approach used to generate the simulation data (i.e., the correct answer) to a diagonal matrix based on only two constants. The results show that NGLS is very insensitive to assumptions about the covariance matrix, suggesting that a workable NGLS procedure is possible. The examples also indicate that the multiple boundary condition procedure more accurately reduces errors than individual boundary condition tests alone.
Glaser, R. J.↗
Nonlinear filtering for spacecraft attitude estimation
Nonlinear filtering techniques are applied to spacecraft attitude estimation using quaternion parameterization for the attitude kinematics. By replacing the angular velocity vector by the gyro output vector, a state dependent noise vector is introduced in the seven-dimensional system equations. The resulting conditional probability density function from the Ito differential rule is governed by the Fokker Planck partial differential equation which is approximated by the second order mean and covariance differential equations. In order to minimize computer loading, the covariance propagation is carried out in six-dimensional state space using a matrix transformation. The star tracker data is used to update the covariance matrix in the seven-dimensional space. The algorithm is simulated for an earth pointing spacecraft mission, using Monte Carlo samples of gyro and star measurements. The performance of the second order filter is compared with the extended Kalman Filter through several simulation runs and drift rates have been identified.
Vathsal, S.↗
Random field estimation approach to multibody dynamics
The use of recursive techniques similar to random field models to factor and invert the inertia matrix of a multibody system is discussed. An equivalence is established between the composite multibody system inertia matrix and the covariance of the output of a described linear system model. Conditional mean estimation and sequential estimation problems are solved along with problems of filtering and smoothing. Formulas are developed to compute the covariance of several relevant quantities. The foregoing results are used to obtain the inverse of the composite multibody system inertia in closed form.
Rodriguez, G.↗
Computation of the factorized error covariance of the difference between correlated estimators
A state estimation problem where some of the measurements may be common to two or more data sets is considered. Two approaches for computing the error covariance of the difference between filtered estimates (for each data set) are discussed. The first algorithm is based on postprocessing of the Kalman gain profiles of two correlated estimators. It uses UD factors of the covariance of the relative error. The second algorithm uses a square root information filter applied to relative error analysis. In the absence of process noise, the square root information filter is computationally more efficient and more flexible than the Kalman gain (covariance update) method. Both the algorithms (covariance and information matrix based) are applied to a Venus orbiter simulation, and their performances are compared.
Wolff, Peter J.↗
Remote sensing of earth terrain
A systematic approach for the identification of terrain media such as vegetation canopy, forest, and snow covered fields is developed using the optimum polarimetric classifier. The covariance matrices for the various terrain covers are computed from the theoretical models of random medium by evaluating the full polarimetric scattering matrix elements. The optimal classification scheme makes use of a quadratic distance measure and is applied to classify a vegetation canopy consisting of both trees and grass. Experimentally measured data are used to validate the classification scheme. Theoretical probability of classification error using the full polarimetric matrix are compared with classification based on single features including the phase difference between the VV and HH polarization returns. It is shown that the full polarimetric results are optimal and provide better classification performance than single feature measurements. A systematic approach is presented for obtaining the optimal polarimetric matched filter which produces maximum contrast between two scattering classes, each represented by its respective covariance matrix.
Kong, J. A.↗
Assessment of the Gaussian Covariance Approximation over an Earth-Asteroid Encounter Period
In assessing the risk an asteroid may pose to the Earth, the asteroids state is often predicted for many years, often decades. Only by accounting for the asteroids initial state uncertainty can a measure of the risk be calculated. With the asteroids state uncertainty growing as a function of the initial velocity uncertainty, orbit velocity at the last state update, and the time from the last update to the epoch of interest, the asteroids position uncertainties can grow to many times the size of the Earth when propagated to the encounter risk corridor. This paper examines the merits of propagating the asteroids state covariance as an analytical matrix. The results of this study help to bound the efficacy of applying different metrics for assessing the risk an asteroid poses to the Earth. Additionally, this work identifies a criterion for when different covariance propagation methods are needed to continue predictions after an Earth-encounter period.
planetary defense↗
Assessment of the Gaussian Covariance Approximation over an Earth-Asteroid Encounter Period
In assessing the risk an asteroid may pose to the Earth, the asteroids state is often predicted for many years, often decades. Only by accounting for the asteroids initial state uncertainty can a measure of the risk be calculated. With the asteroids state uncertainty growing as a function of the initial velocity uncertainty, orbit velocity at the last state update, and the time from the last update to the epoch of interest, the asteroids position uncertainties can grow to many times the size of the Earth when propagated to the encounter risk corridor. This paper examines the merits of propagating the asteroids state covariance as an analytical matrix. The results of this study help to bound the efficacy of applying different metrics for assessing the risk an asteroid poses to the Earth. Additionally, this work identifies a criterion for when different covariance propagation methods are needed to continue predictions after an Earth-encounter period.
uncertainty characterization↗
Derivation of phase statistics from the Mueller matrix
Experimental observations show a strong dependence of phase differences of scattering matrix elements on the physical parameters of random media. Here, the statistical behavior of the phase differences is studied for distributed targets. The pdfs of the phase differences are derived from the Mueller matrix of the target. In deriving the density functions, it is assumed that the real and imaginary parts of the copolarized and cross-polarized terms of the scattering matrix are jointly Gaussian and their covariance matrices are found in terms of the Mueller matrix elements. The functional forms of the copolarized and cross-polarized density functions are similar and are obtained independently. It is shown that the density function of the phase difference is completely determined in terms of only two parameters.
Sarabandi, K.↗
Wishart variate generators
Subroutine WSHRT for generating matrix of variances and covariances of Wishart distribution
Smith, W. B.↗
Combining Multiple Gyroscope Outputs for Increased Accuracy
A proposed method of processing the outputs of multiple gyroscopes to increase the accuracy of rate (that is, angular-velocity) readings has been developed theoretically and demonstrated by computer simulation. Although the method is applicable, in principle, to any gyroscopes, it is intended especially for application to gyroscopes that are parts of microelectromechanical systems (MEMS). The method is based on the concept that the collective performance of multiple, relatively inexpensive, nominally identical devices can be better than that of one of the devices considered by itself. The method would make it possible to synthesize the readings of a single, more accurate gyroscope (a virtual gyroscope) from the outputs of a large number of microscopic gyroscopes fabricated together on a single MEMS chip. The big advantage would be that the combination of the MEMS gyroscope array and the processing circuitry needed to implement the method would be smaller, lighter in weight, and less power-hungry, relative to a conventional gyroscope of equal accuracy. The method (see figure) is one of combining and filtering the digitized outputs of multiple gyroscopes to obtain minimum-variance estimates of rate. In the combining-and-filtering operations, measurement data from the gyroscopes would be weighted and smoothed with respect to each other according to the gain matrix of a minimum- variance filter. According to Kalman-filter theory, the gain matrix of the minimum-variance filter is uniquely specified by the filter covariance, which propagates according to a matrix Riccati equation. The present method incorporates an exact analytical solution of this equation.
Bayard, David S.↗
On the Possibility of Ill-Conditioned Covariance Matrices in the First-Order Two-Step Estimator
The first-order two-step nonlinear estimator, when applied to a problem of orbital navigation, is found to occasionally produce first step covariance matrices with very low eigenvalues at certain trajectory points. This anomaly is the result of the linear approximation to the first step covariance propagation. The study of this anomaly begins with expressing the propagation of the first and second step covariance matrices in terms of a single matrix. This matrix is shown to have a rank equal to the difference between the number of first step states and the number of second step states. Furthermore, under some simplifying assumptions, it is found that the basis of the column space of this matrix remains fixed once the filter has removed the large initial state error. A test matrix containing the basis of this column space and the partial derivative matrix relating first and second step states is derived. This square test matrix, which has dimensions equal to the number of first step states, numerically drops rank at the same locations that the first step covariance does. It is formulated in terms of a set of constant vectors (the basis) and a matrix which can be computed from a reference trajectory (the partial derivative matrix). A simple example problem involving dynamics which are described by two states and a range measurement illustrate the cause of this anomaly and the application of the aforementioned numerical test in more detail.
Garrison, James L.↗
Estimation of proportions in mixed pixels through their region characterization
A region of mixed pixels can be characterized through the probability density function of proportions of classes in the pixels. Using information from the spectral vectors of a given set of pixels from the mixed pixel region, expressions are developed for obtaining the maximum likelihood estimates of the parameters of probability density functions of proportions. The proportions of classes in the mixed pixels can then be estimated. If the mixed pixels contain objects of two classes, the computation can be reduced by transforming the spectral vectors using a transformation matrix that simultaneously diagonalizes the covariance matrices of the two classes. If the proportions of the classes of a set of mixed pixels from the region are given, then expressions are developed for obtaining the estmates of the parameters of the probability density function of the proportions of mixed pixels. Development of these expressions is based on the criterion of the minimum sum of squares of errors. Experimental results from the processing of remotely sensed agricultural multispectral imagery data are presented.
Chittineni, C. B.↗
Autonomous satellite navigation methods using the Global Positioning Satellite System
This investigation considers the problem of autonomous satellite navigation using the NAVSTAR Global Positioning System (GPS). The major topics covered include the design, implementation, and validation of onboard navigation filter algorithms by means of computer simulations. The primary errors that the navigation filter design must minimize are computational effects and modeling inaccuracies due to limited capability of the onboard computer. The minimization of the effect of these errors is attained by applying the sequential extended Kalman filter using a factored covariance implementation with Q-matrix or dynamical model compensations. Peformance evaluation of the navigation filter design is carried out using both the CDC Cyber 170/750 computer and the PDP-11/60 computer. The results are obtained assuming the Phase I GPS constellation, consisting of six satellites, and a Landsat-D type spacecraft as the model for the user satellite orbit.
Murata, M.↗
Optimal inputs for system identification
Identification criteria are presented for linear dynamic systems with and without process noise. With process noise, the state equations are replaced by the Kalman filter equations. If the identification performance index is expanded in a Taylor's series with respect to the parameters to be identified, then maximizing the weighting factor of the quadratic term with respect to the inputs will insure that an identification algorithm will converge more rapidly and to a more accurate result than with nonoptimal inputs. The expectation of this weighting factor is the Fisher information matrix, and its inverse is a lower bound for the covariance of the parameters. Direct and indirect methods of calculating the information matrix are presented for systems with and without process noise.
Reid, D. B.↗
Developement of an Optimum Interpolation Analysis Method for the CYBER 205
A state-of-the-art technique to assimilate the diverse observational database obtained during FGGE, and thus create initial conditions for numerical forecasts is described. The GLA optimum interpolation (OI) analysis method analyzes pressure, winds, and temperature at sea level, mixing ratio at six mandatory pressure levels up to 300 mb, and heights and winds at twelve levels up to 50 mb. Conversion to the CYBER 205 required a major re-write of the Amdahl OI code to take advantage of the CYBER vector processing capabilities. Structured programming methods were used to write the programs and this has resulted in a modular, understandable code. Among the contributors to the increased speed of the CYBER code are a vectorized covariance-calculation routine, an extremely fast matrix equation solver, and an innovative data search and sort technique.
Nestler, M. S.↗
Integration of a Decentralized Linear-Quadratic-Gaussian Control into GSFC's Universal 3-D Autonomous Formation Flying Algorithm
A decentralized control is investigated for applicability to the autonomous formation flying control algorithm developed by GSFC for the New Millenium Program Earth Observer-1 (EO-1) mission. This decentralized framework has the following characteristics: The approach is non-hierarchical, and coordination by a central supervisor is not required; Detected failures degrade the system performance gracefully; Each node in the decentralized network processes only its own measurement data, in parallel with the other nodes; Although the total computational burden over the entire network is greater than it would be for a single, centralized controller, fewer computations are required locally at each node; Requirements for data transmission between nodes are limited to only the dimension of the control vector, at the cost of maintaining a local additional data vector. The data vector compresses all past measurement history from all the nodes into a single vector of the dimension of the state; and The approach is optimal with respect to standard cost functions. The current approach is valid for linear time-invariant systems only. Similar to the GSFC formation flying algorithm, the extension to linear LQG time-varying systems requires that each node propagate its filter covariance forward (navigation) and controller Riccati matrix backward (guidance) at each time step. Extension of the GSFC algorithm to non-linear systems can also be accomplished via linearization about a reference trajectory in the standard fashion, or linearization about the current state estimate as with the extended Kalman filter. To investigate the feasibility of the decentralized integration with the GSFC algorithm, an existing centralized LQG design for a single spacecraft orbit control problem is adapted to the decentralized framework while using the GSFC algorithm's state transition matrices and framework. The existing GSFC design uses both reference trajectories of each spacecraft in formation and by appropriate choice of coordinates and simplified measurement modeling is formulated as a linear time-invariant system. Results for improvements to the GSFC algorithm and a multiple satellite formation will be addressed. The goal of this investigation is to progressively relax the assumptions that result in linear time-invariance, ultimately to the point of linearization of the non-linear dynamics about the current state estimate as in the extended Kalman filter. An assessment will then be made about the feasibility of the decentralized approach to the realistic formation flying application of the EO-1/Landsat 7 formation flying experiment.
Folta, David C.↗