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Formulation and implementation of a practical algorithm for non-stationary adaptive state estimation

Background information on the Kalman filter is given first. A discussion of the filter parameters and their a priori determination follows. The discussion points out the need for adaptive determination of the process noise statistics. The filter innovations are presented as a means for developing the adaptive criteria. The criteria center around the estimation of the true mean and covariance of the filter innovations. A method for the numerical approximation of the mean and covariance of a locally stationary random process is presented. The definition of a local stationarity is presented. Local stationarity allows for the separation of the process statistics into a stationary component and a time-varying component. The separation method is discussed. A method for estimating the stationary and time-varying components is presented. As an example of its application to real problems, the algorithm is applied to the problem to the problem of reentry trajectory estimation for the Space Shuttle. Both the adaptive algorithm and the steady-state Kalman filter are applied to the problem. The results of the reconstructions are presented. The adaptive algorithm exhibits superior performance.

Whitemore, S. A.↗

Proximity Navigation of Highly Constrained Spacecraft

Bandit is a 3-kg automated spacecraft in development at Washington University in St. Louis. Bandit's primary mission is to demonstrate proximity navigation, including docking, around a 25-kg student-built host spacecraft. However, because of extreme constraints in mass, power and volume, traditional sensing and actuation methods are not available. In particular, Bandit carries only 8 fixed-magnitude cold-gas thrusters to control its 6 DOF motion. Bandit lacks true inertial sensing, and the ability to sense position relative to the host has error bounds that approach the size of the Bandit itself. Some of the navigation problems are addressed through an extremely robust, error-tolerant soft dock. In addition, we have identified a control methodology that performs well in this constrained environment: behavior-based velocity potential functions, which use a minimum-seeking method similar to Lyapunov functions. We have also adapted the discrete Kalman filter for use on Bandit for position estimation and have developed a similar measurement vs. propagation weighting algorithm for attitude estimation. This paper provides an overview of Bandit and describes the control and estimation approach. Results using our 6DOF flight simulator are provided, demonstrating that these methods show promise for flight use.

Scarritt, S.↗

An Application of UAV Attitude Estimation Using a Low-Cost Inertial Navigation System

Unmanned Aerial Vehicles (UAV) are playing an increasing role in aviation. Various methods exist for the computation of UAV attitude based on low cost microelectromechanical systems (MEMS) and Global Positioning System (GPS) receivers. There has been a recent increase in UAV autonomy as sensors are becoming more compact and onboard processing power has increased significantly. Correct UAV attitude estimation will play a critical role in navigation and separation assurance as UAVs share airspace with civil air traffic. This paper describes attitude estimation derived by post-processing data from a small low cost Inertial Navigation System (INS) recorded during the flight of a subscale commercial off the shelf (COTS) UAV. Two discrete time attitude estimation schemes are presented here in detail. The first is an adaptation of the Kalman Filter to accommodate nonlinear systems, the Extended Kalman Filter (EKF). The EKF returns quaternion estimates of the UAV attitude based on MEMS gyro, magnetometer, accelerometer, and pitot tube inputs. The second scheme is the complementary filter which is a simpler algorithm that splits the sensor frequency spectrum based on noise characteristics. The necessity to correct both filters for gravity measurement errors during turning maneuvers is demonstrated. It is shown that the proposed algorithms may be used to estimate UAV attitude. The effects of vibration on sensor measurements are discussed. Heuristic tuning comments pertaining to sensor filtering and gain selection to achieve acceptable performance during flight are given. Comparisons of attitude estimation performance are made between the EKF and the complementary filter.

Eure, Kenneth W.↗

Ensemble Forecasting/Assimilation/Emissions Estimation with WRF-Chem/DART: Accomplishments, Lessons Learned, and Future Plans

Over the past ten years, we have been conducting research on regional ensemble atmospheric composition forecasting/data assimilation/emissions estimation with WRF-Chem/DART. WRF- Chem/DART integrates the Weather Research and Forecasting model (WRF) with online chemistry (WRF-Chem) into the Data Assimilation Research Testbed (DART). DART is an ensemble data assimilation system based on the ensemble adjustment Kalman filter (EAKF) with adaptive inflation, localization (physical and state space), and an optional non-Gaussian formulation of the EAKF. DART includes assimilation of meteorological and limited chemical observations. WRF-Chem/DART extends DART to include assimilation of: MOPITT CO; IASI CO and O3; MODIS AOD; OMI O3, NO2, and SO2; TROPOMI CO, O3, NO2, and SO2, TES CO, CO2 (research mode), O3, NH3, and CH4 (research mode); CrIS CO, O3, NH3, CH4 (research mode), and PAN; SCIAMACHY NO2; GOME2a NO2; MLS O3 and HNO3; and proxy TEMPO O3, and NO2 satellite retrievals as raw retrievals or as ‘compact phase space retrievals’ (CPSRs) for profile retrievals. WRF-Chem/DART also assimilates in situ atmospheric composition measurements and uses the ‘state augmentation method’ for emissions estimation. In our presentation, we will provide an overview of WRF-Chem/DART: • applications and results; • lessons learned from: (i) independent versus joint assimilation; (ii) total/partial column versus profile retrieval assimilation; (iii) joint in situ and retrieval assimilation; (iv) assimilation at grid resolutions ranging from 100 km to 4 km; (v) dynamic emissions estimation; and • future work related to wildfire emissions estimation and intercomparison of CMAQ (online)/JEDI and CMAQ (online and offline)/DART.

WRF-Chem/DART↗

Starling Formation-Flying Optical Experiment: Initial Operations and Flight Results

This paper presents initial flight results for angles-only navigation of a swarm of small spacecraft, conducted during the Starling Formation-Flying Optical Experiment (StarFOX). StarFOX is one of four experiments aboard the NASA Starling mission, which consists of four CubeSats launched in July 2023. Angles-only methods apply inter-satellite bearing angles obtained by on-board cameras for navigation, increasing satellite autonomy and enabling new mission concepts. Nevertheless, prior flight demonstrations have only featured one observer and target and have relied upon a-priori target orbit knowledge for initialization, translational maneuvers to resolve target range, and external absolute orbit updates to maintain convergence. StarFOX overcomes these limitations by applying the angles-only Absolute and Relative Trajectory Measurement System (ARTMS), which integrates three novel algorithms. Image Processing detects and tracks multiple targets in images, using multi-hypothesis methods and domain-specific kinematic modeling, and computes target bearing angles. Batch Orbit Determination computes initial swarm orbit estimates from bearing angle batches, via iterative batch least squares and sampling of the weakly observable target range. Sequential Orbit Determination leverages an adaptive, efficient unscented Kalman filter with nonlinear models to refine swarm state estimates over time. Multi-observer measurements shared over an intersatellite link are seamlessly fused to enable robust absolute and relative orbit determination. Initial StarFOX experiments are the first demonstrations of autonomous angles-only navigation for a satellite swarm, including multi-target and multi-observer relative navigation; autonomous initialization of navigation for unknown targets; and simultaneous absolute and relative orbit determination. Relative navigation accuracy of 1% (single observer) and 0.2% (multi-observer) of the inter-satellite range is achieved under challenging measurement conditions. Results demonstrate promising performance with regards to ongoing StarFOX campaigns and the application of angles-only navigation to future distributed missions.

Relative Navigation↗

Desensitized Optimal Filtering and Sensor Fusion Toolkit

Analytical Mechanics Associates, Inc., has developed a software toolkit that filters and processes navigational data from multiple sensor sources. A key component of the toolkit is a trajectory optimization technique that reduces the sensitivity of Kalman filters with respect to model parameter uncertainties. The sensor fusion toolkit also integrates recent advances in adaptive Kalman and sigma-point filters for non-Gaussian problems with error statistics. This Phase II effort provides new filtering and sensor fusion techniques in a convenient package that can be used as a stand-alone application for ground support and/or onboard use. Its modular architecture enables ready integration with existing tools. A suite of sensor models and noise distribution as well as Monte Carlo analysis capability are included to enable statistical performance evaluations.

Karlgaard, Christopher D.↗

Adaptive processing for LANDSAT data

Analytical and test results on the use of adaptive processing on LANDSAT data are presented. The Kalman filter was used as a framework to contain different adapting techniques. When LANDSAT MSS data were used all of the modifications made to the Kalman filter performed the functions for which they were designed. It was found that adaptive processing could provide compensation for incorrect signature means, within limits. However, if the data were such that poor classification accuracy would be obtained when the correct means were used, then adaptive processing would not improve the accuracy and might well lower it even further.

Crane, R. B.↗

Adaptive Orbit Determination for Interplanetary Spacecraft

The interplanetary orbit problem has been traditionally solved using least-squares techniques. Due to operational limitations of this method, a Kalman filter approach has been proposed for future missions which includes all spacecraft and measurement modeling states in the filter.

adaptive↗

Radar data smoothing filter study

The accuracy of the current Wallops Flight Facility (WFF) data smoothing techniques for a variety of radars and payloads is examined. Alternative data reduction techniques are given and recommendations are made for improving radar data processing at WFF. A data adaptive algorithm, based on Kalman filtering and smoothing techniques, is also developed for estimating payload trajectories above the atmosphere from noisy time varying radar data. This algorithm is tested and verified using radar tracking data from WFF.

White, J. V.↗

An improved conscan algorithm based on a Kalman filter

Conscan is commonly used by DSN antennas to allow adaptive tracking of a target whose position is not precisely known. This article describes an algorithm that is based on a Kalman filter and is proposed to replace the existing fast Fourier transform based (FFT-based) algorithm for conscan. Advantages of this algorithm include better pointing accuracy, continuous update information, and accommodation of missing data. Additionally, a strategy for adaptive selection of the conscan radius is proposed. The performance of the algorithm is illustrated through computer simulations and compared to the FFT algorithm. The results show that the Kalman filter algorithm is consistently superior.

Eldred, D. B.↗

Exploration of an Adaptive Routine for Battery Modeling

The purpose of this document is to explore the use of adaptive routines in battery modeling. The adaptive routines consist of real-time state estimators combined with battery parameter model components that are adjusted in real-time as battery data becomes available. Several aspects are explored. It is shown that model parameter identification is possible for simple battery models using available input/output data measurements. The online system identification used is recursive least squares. Model identification may be combined with a state observer such as the extended Kalman filter or the unscented Kalman filter to form an adaptive model combined with state estimation. However, such a combination is found to be problematic due to uncertainty, observability and stability issues. This paper is organized as follows. Section 1 introduces adaptive routines and possible roles they play in battery modeling. In Section 2 real-time parameter identification is described with results based on battery data. Section 3 reviews various state estimators and results using a simple battery model. In Section 4 parameter identification and state estimation are combined to form an adaptive routine. Finally, in Section 5 conclusions are drawn and future work is suggested.

Adaptive↗

Kalman-Filter Estimation Of Unmeasured Output Variables

Kalman-filter "observer" algorithm used in estimating unmeasured output variables of turbofan engine. Unmeasured output variables needed along with measured output variables as feedback data to characterize state of aircraft-and-engine system for control purposes. Subsystem or processor implementing Kalman-filter algorithm incorporated into adaptive digital control system, called "performance-seeking" control system, developed to compute engine-control settings to optimize performance of aircraft under given pseudo-steady-state cruise conditions. Basic concept of algorithm not restricted to aircraft-engine application and can be extended to internal-combustion engines in land vehicles.

Gilyard, Glenn B.↗

A fast algorithm for control and estimation using a polynomial state-space structure

One of the major problems associated with the control of flexible structures is the estimation of system states. Since the parameters of the structures are not constant under varying loads and conditions, conventional fixed parameter state estimators can not be used to effectively estimate the states of the system. One alternative is to use a state estimator which adapts to the condition of the system. One such estimator is the Kalman filter. This filter is a time varying recursive digital filter which is based upon a model of the system being measured. This filter adapts the model according to the output of the system. Previously, the Kalman filter has only been used in an off-line capacity due to the computational time required for implementation. With recent advances in computer technology, it is becoming a viable tool for use in the on-line environment. A distributed Kalman filter implementation is described for fast estimation of the state of a flexible arm. A key issue, is the sensor structure and initial work on a distributed sensor that could be used with the Kalman filter is presented.

Shults, James R.↗

Bilinear modeling and nonlinear estimation

New methods are illustrated for online nonlinear estimation applied to the lateral deflection of an elastic beam on board measurements of angular rates and angular accelerations. The development of the filter equations, together with practical issues of their numerical solution as developed from global linearization by nonlinear output injection are contrasted with the usual method of the extended Kalman filter (EKF). It is shown how nonlinear estimation due to gyroscopic coupling can be implemented as an adaptive covariance filter using off-the-shelf Kalman filter algorithms. The effect of the global linearization by nonlinear output injection is to introduce a change of coordinates in which only the process noise covariance is to be updated in online implementation. This is in contrast to the computational approach which arises in EKF methods arising by local linearization with respect to the current conditional mean. Processing refinements for nonlinear estimation based on optimal, nonlinear interpolation between observations are also highlighted. In these methods the extrapolation of the process dynamics between measurement updates is obtained by replacing a transition matrix with an operator spline that is optimized off-line from responses to selected test inputs.

Dwyer, Thomas A. W., III↗

Advanced Control Algorithms for Compensating the Phase Distortion Due to Transport Delay in Human-Machine Systems

The desire to create more complex visual scenes in modern flight simulators outpaces recent increases in processor speed. As a result, simulation transport delay remains a problem. New approaches for compensating the transport delay in a flight simulator have been developed and are presented in this report. The lead/lag filter, the McFarland compensator and the Sobiski/Cardullo state space filter are three prominent compensators. The lead/lag filter provides some phase lead, while introducing significant gain distortion in the same frequency interval. The McFarland predictor can compensate for much longer delay and cause smaller gain error in low frequencies than the lead/lag filter, but the gain distortion beyond the design frequency interval is still significant, and it also causes large spikes in prediction. Though, theoretically, the Sobiski/Cardullo predictor, a state space filter, can compensate the longest delay with the least gain distortion among the three, it has remained in laboratory use due to several limitations. The first novel compensator is an adaptive predictor that makes use of the Kalman filter algorithm in a unique manner. In this manner the predictor can accurately provide the desired amount of prediction, while significantly reducing the large spikes caused by the McFarland predictor. Among several simplified online adaptive predictors, this report illustrates mathematically why the stochastic approximation algorithm achieves the best compensation results. A second novel approach employed a reference aircraft dynamics model to implement a state space predictor on a flight simulator. The practical implementation formed the filter state vector from the operator s control input and the aircraft states. The relationship between the reference model and the compensator performance was investigated in great detail, and the best performing reference model was selected for implementation in the final tests. Theoretical analyses of data from offline simulations with time delay compensation show that both novel predictors effectively suppress the large spikes caused by the McFarland compensator. The phase errors of the three predictors are not significant. The adaptive predictor yields greater gain errors than the McFarland predictor for short delays (96 and 138 ms), but shows smaller errors for long delays (186 and 282 ms). The advantage of the adaptive predictor becomes more obvious for a longer time delay. Conversely, the state space predictor results in substantially smaller gain error than the other two predictors for all four delay cases.

Guo, Liwen↗

Flexible Generation of Kalman Filter Code

Domain-specific program synthesis can automatically generate high quality code in complex domains from succinct specifications, but the range of programs which can be generated by a given synthesis system is typically narrow. Obtaining code which falls outside this narrow scope necessitates either 1) extension of the code generator, which is usually very expensive, or 2) manual modification of the generated code, which is often difficult and which must be redone whenever changes are made to the program specification. In this paper, we describe adaptations and extensions of the AUTOFILTER Kalman filter synthesis system which greatly extend the range of programs which can be generated. Users augment the input specification with a specification of code fragments and how those fragments should interleave with or replace parts of the synthesized filter. This allows users to generate a much wider range of programs without their needing to modify the synthesis system or edit generated code. We demonstrate the usefulness of the approach by applying it to the synthesis of a complex state estimator which combines code from several Kalman filters with user-specified code. The work described in this paper allows the complex design decisions necessary for real-world applications to be reflected in the synthesized code. When executed on simulated input data, the generated state estimator was found to produce comparable estimates to those produced by a handcoded estimator

Richardson, Julian↗

New Predictive Filters for Compensating the Transport Delay on a Flight Simulator

The problems of transport delay in a flight simulator, such as its sources and effects, are reviewed. Then their effects on a pilot-in-the-loop control system are investigated with simulations. Three current prominent delay compensators the lead/lag filter, McFarland filter, and the Sobiski/Cardullo filter were analyzed and compared. This paper introduces two novel delay compensation techniques an adaptive predictor using the Kalman estimator and a state space predictive filter using a reference aerodynamic model. Applications of these two new compensators on recorded data from the NASA Langley Research Center Visual Motion Simulator show that they achieve better compensation over the current ones.

Guo, Liwen↗