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All sourcesNASA NTRSDOE OSTI
NASA NTRS1970

Two examples of applications of Kalman filtering to integrated systems of navigation

Two applications of optimal stochastic filters to navigation systems are described. The first is an air navigation system consisting of an inertial device (INS) and a Loran, plus an altimeter. The second is an application to a system of submarine navigation consisting of an inertial device (SINS) and an Omega plus a depth sensor.

Ferraro, A.↗
NASA NTRS1975

Worst error performance of continuous Kalman filters

The worst error performance of estimation filters is investigated for continuous systems in this paper. The pathological performance study, without assuming any dynamical model such as Markov processes for perturbations, except for its bounded amplitude, will give practical and dependable criteria in establishing the navigation and maneuver strategy in deep space missions.

Nishimura, T.↗
NASA NTRS1986

On realizations of least-squares estimation and Kalman filtering by systolic arrays

Least-squares (LS) estimation is a basic operation in many signal processing problems. Given y = Ax + v, where A is a m x n coefficient matrix, y is a m x 1 observation vector, and v is a m x 1 zero mean white noise vector, a simple least-squares solution is finding the estimated vector x which minimizes the norm of /Ax-y/. It is well known that for an ill-conditioned matrix A, solving least-squares problems by orthogonal triangular (QR) decomposition and back substitution has robust numerical properties under finite word length effect since 2-norm is preserved. Many fast algorithms have been proposed and applied to systolic arrays. Gentleman-Kung (1981) first presented the trianglular systolic array for a basic Givens reduction. McWhirter (1983) used this array structure to find the least-squares estimation errors. Then by geometric approach, several different systolic array realizations of the recursive least-squares estimation algorithms of Lee et al (1981) were derived by Kalson-Yao (1985). Basic QR decomposition algorithms are considered in this paper and it is found that under a one-row time updating situation, the Householder transformation degenerates to a simple Givens reduction. Next, an improved least-squares estimation algorithm is derived by considering a modified version of fast Givens reduction. From this approach, the basic relationship between Givens reduction and Modified-Gram-Schmidt transformation can easily be understood. This improved algorithm also has simpler computational and inter-cell connection complexities while compared with other known least-squares algorithms and is more realistic for systolic array implementation.

Chen, M. J.↗
NASA NTRS1988

Recursive dynamics of topological trees of rigid bodies via Kalman filtering and Bryson-Frazier smoothing

The inverse and forward dynamics problems for a set of rigid bodies connected by hinges to form a topological tree are solved by using recursive techniques from linear filtering and smoothing theory. An inward filtering sequence computes a set of constraint moments and forces. This is followed by an outward sequence to determine a corresponding set of angular and linear accelerations. An inward sequence begins at the tips of all of the terminal bodies of the tree and proceeds inwardly through all of the branches until it reaches the root. Similarly, an outward sequence begins at the root and propagates to all of the tree branches until it reaches the tips of the terminal bodies. The paper also provides an approach to evaluate recursively the composite multibody system inertia matrix and its inverse.

Rodriguez, G.↗
NASA NTRS1991

Robust Kalman filter design for predictive wind shear detection

Severe, low-altitude wind shear is a threat to aviation safety. Airborne sensors under development measure the radial component of wind along a line directly in front of an aircraft. In this paper, optimal estimation theory is used to define a detection algorithm to warn of hazardous wind shear from these sensors. To achieve robustness, a wind shear detection algorithm must distinguish threatening wind shear from less hazardous gustiness, despite variations in wind shear structure. This paper presents statistical analysis methods to refine wind shear detection algorithm robustness. Computational methods predict the ability to warn of severe wind shear and avoid false warning. Comparative capability of the detection algorithm as a function of its design parameters is determined, identifying designs that provide robust detection of severe wind shear.

Stratton, Alexander D.↗
NASA NTRS1997

An Extended Kalman Filter to Assimilate Altimetric Data into a Non-Linear Model of the Tropical Pacific

A new implementation of the extended Kaman filter is developed for the purpose of assimilating altimetric observations into a primitive equation model of the tropical Pacific. Its specificity consists in defining the errors into a reduced basis that evolves in time with the model dynamic. Validation by twin experiments is conducted and the method is shown to be efficient in quasi real conditions. Data from the first 2 years of the Topex/Poseidon mission are assimilated into the Gent & Cane [1989] model. Assimilation results are evaluated against independent in situ data, namely TAO mooring observations.

Gourdeau, L.↗