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NASA NTRS1983

A mathematical model for efficient estimation of aircraft motions

In the usual formulation of the aircraft state-estimation problem, motions along a flight trajectory are represented by a plant consisting of nonlinear state and measurement models. Problem solution using this formulation requires that both state- and measurement-dependent Jacobian matrices be evaluated along any trajectory. In this paper it is shown that a set of state variables can be chosen to realize a linear state model of very simple form, such that all nonlinearities appear in the measurement model. The potential advantage of the new formulation is computational: the Jacobian matrix corresponding to a linear state model is constant, a feature that should outweigh the fact that the measurement model is more complicated than in the conventinal formulation. To compare the modeling methods, aircraft motions from typical flight-test and accident data were estimated, using each formulation with the same off-line (smoothing) algorithm. The results of these experiments, reported in the paper, demonstrate clearly the computational superiority of the linear state-variable formulation. The procedure advocated here may be extended to other nonlinear estimation problems, including on-line (filtering) applications.

Bach, R. E., Jr.↗

NASA NTRS1995

Linear and nonlinear trending and prediction for AVHRR time series data

The variability of AVHRR calibration coefficient in time was analyzed using algorithms of linear and non-linear time series analysis. Specifically we have used the spline trend modeling, autoregressive process analysis, incremental neural network learning algorithm and redundancy functional testing. The analysis performed on available AVHRR data sets revealed that (1) the calibration data have nonlinear dependencies, (2) the calibration data depend strongly on the target temperature, (3) both calibration coefficients and the temperature time series can be modeled, in the first approximation, as autonomous dynamical systems, (4) the high frequency residuals of the analyzed data sets can be best modeled as an autoregressive process of the 10th degree. We have dealt with a nonlinear identification problem and the problem of noise filtering (data smoothing). The system identification and filtering are significant problems for AVHRR data sets. The algorithms outlined in this study can be used for the future EOS missions. Prediction and smoothing algorithms for time series of calibration data provide a functional characterization of the data. Those algorithms can be particularly useful when calibration data are incomplete or sparse.

Smid, J.↗

NASA NTRS1985

Venus gravity west of Beta Regio

Doppler tracking data from the Pioneer Venus Orbiter (PVO) have been used to estimate the anomalous gravity field in the region of Venus west of Beta Regio. The analysis invokes a Kalman filter-smoother to solve the nonlinear spacecraft state estimation problem and a linear Bayesian estimator to perform the geophysical inversion. The topographic map for this region, derived from the PVO radar, has been filtered to have the same distortions and degree of smoothing as the gravity map. The undulations of the gravity are about 0.2 times as large as expected from the topography, on the assumption that the latter is uncompensated. A comparison of the gravity and topography by means of the spectral admittance is consistent with Airy compensation at a depth of 50 km, if the surface material has a density of 2.6 g/cu cm. However, this is not a unique interpretation.

Goldberg, Z. M.↗

NASA NTRS1989

A highly parallel multigrid-like method for the solution of the Euler equations

We consider a highly parallel multigrid-like method for the solution of the two dimensional steady Euler equations. The new method, introduced as filtering multigrid, is similar to a standard multigrid scheme in that convergence on the finest grid is accelerated by iterations on coarser grids. In the filtering method, however, additional fine grid subproblems are processed concurrently with coarse grid computations to further accelerate convergence. These additional problems are obtained by splitting the residual into a smooth and an oscillatory component. The smooth component is then used to form a coarse grid problem (similar to standard multigrid) while the oscillatory component is used for a fine grid subproblem. The primary advantage in the filtering approach is that fewer iterations are required and that most of the additional work per iteration can be performed in parallel with the standard coarse grid computations. We generalize the filtering algorithm to a version suitable for nonlinear problems. We emphasize that this generalization is conceptually straight-forward and relatively easy to implement. In particular, no explicit linearization (e.g., formation of Jacobians) needs to be performed (similar to the FAS multigrid approach). We illustrate the nonlinear version by applying it to the Euler equations, and presenting numerical results. Finally, a performance evaluation is made based on execution time models and convergence information obtained from numerical experiments.

Tuminaro, Ray S.↗

NASA NTRS2007

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

Lisano, Michael E.↗

NASA NTRS1997

Application of the Two-Step Filter to Process Ranging Measurements for Relative Navigation in an Elliptical Orbit

This estimator breaks a nonlinear estimation problem into a set of over determined 'first step' states which are linear in the observations and 'second step' states which are ultimately the states of interest. Linear estimation methods are applied to filter the observations and produce the optimal first step state estimate. The 'second step' states are obtained through iterative nonlinear parameter estimation considering the first step states as observations. It has been shown that this process exactly minimizes the least squares cost function for static problems and provides a better solution than the iterated extended Kalman filter (EKF) for dynamic problems. The two step filter is applied in this paper to process range and range rate measurements between the two spacecraft. Details of the application of the two step estimator to this problem will be given, highlighting the use of a test for ill-conditioned covariance estimates that can result from the first order covariance propagation. A comparison will be made between the performance of the two step filter and the IEKF.

Garrison, James L.↗

NASA NTRS1979

Modern estimation techniques applied to microwave sensing of the marine boundary layer

Previous efforts in the area of satellite microwave sensing of the marine boundary layer have relied upon linear regression techniques to extract geophysical parameters from the microwave measurement data. The approach used in the present paper shifts emphasis away from the generation of regression weighting matrices which implicitly assume that the data are linear in the parameters to be determined and that the problem is statistically stationary. The idea is simply to employ modern computational estimation techniques to obtain parameter estimates from nonlinear noisy measurements. The approach is limited only to the region of validity of Grody's (1976) model. Attention is focused on documenting how estimation techniques, in particular the square root information filter (SRIF), are used to solve a nonlinear function optimization problem.

Bierman, G. J.↗

NASA NTRS1992

High-resolution gravity model of Venus

The anomalous gravity field of Venus shows high correlation with surface features revealed by radar. We extract gravity models from the Doppler tracking data from the Pioneer Venus Orbiter by means of a two-step process. In the first step, we solve the nonlinear spacecraft state estimation problem using a Kalman filter-smoother. The Kalman filter has been evaluated through simulations. This evaluation and some unusual features of the filter are discussed. In the second step, we perform a geophysical inversion using a linear Bayesian estimator. To allow an unbiased comparison between gravity and topography, we use a simulation technique to smooth and distort the radar topographic data so as to yield maps having the same characteristics as our gravity maps. The maps presented cover 2/3 of the surface of Venus and display the strong topography-gravity correlation previously reported. The topography-gravity scatter plots show two distinct trends.

Reasenberg, R. D.↗

NASA NTRS1993

Venus gravity

The anomalous gravity field of Venus shows high correlation with surface features revealed by radar. We extract gravity models from the Doppler tracking data from the Pioneer Venus Orbiter (PVO) by means of a two-step process. In the first step, we solve the nonlinear spacecraft state estimation problem using a Kalman filter-smoother. The Kalman filter was evaluated through simulations. This evaluation and some unusual features of the filter are discussed. In the second step, we perform a geophysical inversion using a linear Bayesian estimator. To allow an unbiased comparison between gravity and topography, we use a simulation technique to smooth and distort the radar topographic data so as to yield maps having the same characteristics as our gravity maps. The maps presented cover 2/3 of the surface of Venus and display the strong topography-gravity correlation previously reported. The topography-gravity scatter plots show two distinct trends.

Reasenberg, Robert D.↗

NASA NTRS1968

New technique for optimal smoothing of data

Recursive method for the optimal smoothing of data has numerical superiority and is more easily understood in terms of physical reasoning than earlier methods. Using a Kalman filter, the smoothing technique, applied to a nonlinear parameter identification problem, is useful in those situations where linearization about a reference solution is valid.

Fraser, D. C.↗

NASA NTRS1972

Nonlinear estimation theory applied to the interplanetary orbit determination problem.

The performance of a second order filter which is identical to the algorithm developed by Athans et al. (1968) for the scalar case is evaluated through numerical simulation of a Jupiter flyby mission. The observations used in the simulation are on-board measurements of the angle between Jupiter and a fixed star taken at discrete time intervals. In the numerical study, the influence of each of the second order terms is evaluated.

Tapley, B. D.↗

NASA NTRS1974

Estimation and detection of signals in multiplicative noise

We define a class of detection-estimation problems on matrix Lie groups in which the observation noise is multiplicative in nature. By examining the differential versions of the hypotheses, which are bilinear, we are able to derive the relevant likelihood ratio formula and the associated optimal estimation equations for the signal given the observations and the assumption that the signal is present. These estimation equations are of interest in their own right, in that they represent a finite-dimensional optimal solution to a nonlinear estimation problem and consist of a Kalman-Bucy filter along with the on-line computation of the solution of the associated Riccati equation, which is driven by the observations. The usefulness of these results is illustrated via an example concerning the detection of an actuator failure in a rigid-body rotational control system.

Willsky, A. S.↗

NASA NTRS1972

Nonlinear filtering for random signals in statistically unknown noise.

Natural and effective formulation of the filtering problem involved in satellite orbit determination, aircraft navigation, and missile tracking. The problem arises because the environment of the sensor keeps changing from time to time, and it is quite impractical and sometimes impossible to collect the statistical data of the noise incurred in the observation. Computable filtering equations are deduced. The idea of invariant imbedding along with stochastic differential calculus is used to derive differential equations for the optimal estimate.

Loo, J. T.↗

NASA NTRS1988

Spatially recursive filtering and smoothing for multibody dynamics

Methods developed recently by the author to solve the problem of forward dynamics for nonlinear joint-connected multibody systems are summarized. Solution of this problem is of interest in such application areas as robotics, deploying structures, ground vehicles, and pointing of antennas and instrumented platforms. The problem is solved by the recursive filtering and smoothing techniques of state estimation theory. The filtering stage takes the applied joint moments as inputs to produce a sequence of spatial constraint forces acting at the joints of the system. The smoothing stage takes the innovations process resulting from the filter as an input and produces a set of spatial accelerations and a corresponding set of joint-angle accelerations.

Rodriguez, G.↗

NASA NTRS1990

Computation of maximum gust loads in nonlinear aircraft using a new method based on the matched filter approach and numerical optimization

Time-correlated gust loads are time histories of two or more load quantities due to the same disturbance time history. Time correlation provides knowledge of the value (magnitude and sign) of one load when another is maximum. At least two analysis methods have been identified that are capable of computing maximized time-correlated gust loads for linear aircraft. Both methods solve for the unit-energy gust profile (gust velocity as a function of time) that produces the maximum load at a given location on a linear airplane. Time-correlated gust loads are obtained by re-applying this gust profile to the airplane and computing multiple simultaneous load responses. Such time histories are physically realizable and may be applied to aircraft structures. Within the past several years there has been much interest in obtaining a practical analysis method which is capable of solving the analogous problem for nonlinear aircraft. Such an analysis method has been the focus of an international committee of gust loads specialists formed by the U.S. Federal Aviation Administration and was the topic of a panel discussion at the Gust and Buffet Loads session at the 1989 SDM Conference in Mobile, Alabama. The kinds of nonlinearities common on modern transport aircraft are indicated. The Statical Discrete Gust method is capable of being, but so far has not been, applied to nonlinear aircraft. To make the method practical for nonlinear applications, a search procedure is essential. Another method is based on Matched Filter Theory and, in its current form, is applicable to linear systems only. The purpose here is to present the status of an attempt to extend the matched filter approach to nonlinear systems. The extension uses Matched Filter Theory as a starting point and then employs a constrained optimization algorithm to attack the nonlinear problem.

Pototzky, Anthony S.↗

NASA NTRS1977

Inversion of passive microwave remote sensing data from satellites

Global passive microwave observations from earth-orbiting satellites have mapped humidity and liquid water over ocean, temperature profiles, ice and snow, and other geophysical parameters. In most applications, the inversion problem is adequately approximated as linear with jointly Gaussian statistics, and, thus, a linear retrieval performs well. In some cases, the problem is typically factored into a decision process followed by appropriate linear or quasilinear processes. Certain problems, however, require more powerful nonlinear or nonstationary procedures, such as Kalman filtering.

Staelin, D. H.↗

NASA NTRS1984

Applying optimization software libraries to engineering problems

Nonlinear programming, preliminary design problems, performance simulation problems trajectory optimization, flight computer optimization, and linear least squares problems are among the topics covered. The nonlinear programming applications encountered in a large aerospace company are a real challenge to those who provide mathematical software libraries and consultation services. Typical applications include preliminary design studies, data fitting and filtering, jet engine simulations, control system analysis, and trajectory optimization and optimal control. Problem sizes range from single-variable unconstrained minimization to constrained problems with highly nonlinear functions and hundreds of variables. Most of the applications can be posed as nonlinearly constrained minimization problems. Highly complex optimization problems with many variables were formulated in the early days of computing. At the time, many problems had to be reformulated or bypassed entirely, and solution methods often relied on problem-specific strategies. Problems with more than ten variables usually went unsolved.

Healy, M. J.↗

NASA NTRS1980

Inversion of multiwavelength radiometer measurements by three-dimensional filtering

Remote sensing data from satellites typically have three dimensions: scan position, spacecraft position, and wavelength. Inversion of the radiometric data to infer geophysical parameters is a filtering problem in which the dimension of wavelength (or channel number) is transformed into a dimension of geophysical parameters, and the most general solution is a three-dimensional filter. Linear filters have the advantages of computational speed and easily described transfer functions; but often the measurements are nonlinear functions of the parameters to be inferred. To the extent that the nonlinear inversion problem is overdetermined, it can be modeled by a critically determined linear problem. As an example, inversion of Scanning Multichannel Microwave Radiometer (SMMR) data by means of a three-dimensional Wiener Filter is described. Atmospheric water vapor content, rain liquid water content, surface wind speed and surface temperature are the parameters inferred from the measurements. Nonprecipitating liquid water and water vapor scale height are also modeled but not retrieved. The a priori statistics on which the filter is trained have the effect of governing the selection of a trade-off point of noise as a function of resolution (in all three retrieval dimensions).

Rosenkranz, P. W.↗