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All sourcesNASA NTRSDOE OSTI
NASA NTRS1991

Estimation of optimal Kalman filter gain from non-optimal filter residuals

This paper presents a novel method of estimating the optimal steady state Kalman filter gain of a linear discrete time-invariant system from a non-optimal Kalman filter residual sequence. The relation between the optimal residual sequence and a signal derived from the non-optimal residual sequence is described by a Moving Average (MA) model whose coefficients are expressed in terms of the state space parameters and the optimal steady state Kalman filter gain. In order to identify the MA model, a whitening filter of the derived signal, which corresponds to an AutoRegressive (AR) model of the signal, is first identified using the least-squares method. Then the inverse filter of the whitening filter, which corresponds to the MA model, is calculated. From the coefficients of the identified MA model, the optimal steady state Kalman filter gain can be obtained. Numerical example is provided to illustrate the feasibility of this approach.

Chen, Chung-Wen↗
NASA NTRS1990

Design of optimal correlation filters for hybrid vision systems

Research is underway at the NASA Johnson Space Center on the development of vision systems that recognize objects and estimate their position by processing their images. This is a crucial task in many space applications such as autonomous landing on Mars sites, satellite inspection and repair, and docking of space shuttle and space station. Currently available algorithms and hardware are too slow to be suitable for these tasks. Electronic digital hardware exhibits superior performance in computing and control; however, they take too much time to carry out important signal processing operations such as Fourier transformation of image data and calculation of correlation between two images. Fortunately, because of the inherent parallelism, optical devices can carry out these operations very fast, although they are not quite suitable for computation and control type operations. Hence, investigations are currently being conducted on the development of hybrid vision systems that utilize both optical techniques and digital processing jointly to carry out the object recognition tasks in real time. Algorithms for the design of optimal filters for use in hybrid vision systems were developed. Specifically, an algorithm was developed for the design of real-valued frequency plane correlation filters. Furthermore, research was also conducted on designing correlation filters optimal in the sense of providing maximum signal-to-nose ratio when noise is present in the detectors in the correlation plane. Algorithms were developed for the design of different types of optimal filters: complex filters, real-value filters, phase-only filters, ternary-valued filters, coupled filters. This report presents some of these algorithms in detail along with their derivations.

Rajan, Periasamy K.↗
NASA NTRS1990

Mapping considerations for optimal binary correlation filters

The optimality of correlation filters is an important issue in applications of pattern recognition. Both binary phase-only filters (BPOFs) and amplitude encoded binary phase-only filters (AE BPOFs) are considered and the results of optimizing the filters for a real world object (the Space Shuttle) are studied. It is found that while only small improvements result from optimizing a BPOF, optimization of the AE BPOF is quite important in obtaining a useful correlation function. In the case of an AE BPOF, both signal-to-noise and peak-to-sidelobe measures must be studied. Computer simulation and experimental correlation results are presented.

Downie, John D.↗
NASA NTRS1989

Laboratory comparison of continuous vs. binary phase-mostly filters

Recent developments in spatial light modulators have led to devices which are capable of continuous phase modulation, even if only over a limited range. One of these devices, the deformable mirror device is used, to compare the relative merits of binary and partially-continuous phase filters in a specific problem of pattern recognition by optical correlation. Each filter was physically limited to only about a radiation of modulation. Researchers have predicted that for low input noise levels, continuous phase-only filters should have a higher absolute correlator peak output than the corresponding binary filters, as well as having a larger SNR. When continuous and binary filters were implemented on the DMD and they exhibited the same performance; an ad hoc filter optimization procedure was developed for use in the laboratory. The optimized continuous filter gave higher correlation peaks than did an independently optimized binary filter. Background behavior in the correlation plane was similar for the two filters, and thus the SNR showed the same improvement for the continuous filter. A phasor diagram analysis and computer simulation have explained part of the optimization procedure's success.

Monroe, Stanley E., Jr.↗
NASA NTRS1994

Optimal Correlation Filters for Images with Signal-Dependent Noise

We address the design of optimal correlation filters for pattern detection and recognition in the presence of signal-dependent image noise sources. The particular examples considered are film-grain noise and speckle. Two basic approaches are investigated: (1) deriving the optimal matched filters for the signal-dependent noise models and comparing their performances with those derived for traditional signal-independent noise models and (2) first nonlinearly transforming the signal-dependent noise to signal-independent noise followed by the use of a classical filter matched to the transformed signal. We present both theoretical and computer simulation results that demonstrate the generally superior performance of the second approach in terms of the correlation peak signal-to-noise ratio.

Downie, John D.↗
NASA NTRS1993

Optimal realizable filters and the minimum Euclidean distance principle

Minimizing a Euclidean distance in the complex plane optimizes a wide class of correlation metrics for filters implemented on realistic devices. The algorithm searches over no more than two real scalars (gain and phase). It unifies a variety of previous solutions for special cases (e.g., a maximum signal-to-noise ratio with colored noise and a real filter and a maximum correlation intensity with no noise and a coupled filter). It extends optimal partial information filter theory to arbitrary spatial light modulators (fully complex, coupled, discrete, finite contrast ratio, and so forth), additive input noise (white or colored), spatially nonuniform filter modulators, and additive correlation detection noise (including signal dependent noise).

Juday, Richard D.↗
NASA NTRS1981

An optimal numerical filter for wide-field-of-view measurements of earth-emitted radiation

A technique is described in which all data points along an arc of the orbit may be used in an optimal numerical filter for wide-field-of-view measurements of earth emitted radiation. The statistical filter design is derived whereby the filter is required to give a minimum variance estimate of the radiative exitance at discrete points along the ground track of the satellite. An equation for the optimal numerical filter is given by minimizing the estimate error variance equation with respect to the filter weights, resulting in a discrete form of the Wiener-Hopf equation. Finally, variances of the errors in the radiant exitance can be computed along the ground track and in the cross track directions.

Smith, G. L.↗
NASA NTRS1994

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

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.

Sedlak, J.↗
NASA NTRS1992

Interactive Spectral Analysis and Computation (ISAAC)

Isaac is a task in the NSO external package for IRAF. A descendant of a FORTRAN program written to analyze data from a Fourier transform spectrometer, the current implementation has been generalized sufficiently to make it useful for general spectral analysis and other one dimensional data analysis tasks. The user interface for Isaac is implemented as an interpreted mini-language containing a powerful, programmable vector calculator. Built-in commands provide much of the functionality needed to produce accurate line lists from input spectra. These built-in functions include automated spectral line finding, least squares fitting of Voigt profiles to spectral lines including equality constraints, various filters including an optimal filter construction tool, continuum fitting, and various I/O functions.

Lytle, D. M.↗
NASA NTRS1999

Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

The Kalman filter is the optimal filter in the presence of known gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions. Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz model as well as more realistic models of the means and atmosphere. A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter situations to allow for correct update of the ensemble members. The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to be quite puzzling in that results state estimates are worse than for their filter analogue. In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use the Lorenz model to test and compare the behavior of a variety of implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Zhu, Yanqui↗
NASA NTRS1999

The Behavior of Filters and Smoothers for Strongly Nonlinear Dynamics

The Kalman filter is the optimal filter in the presence of known Gaussian error statistics and linear dynamics. Filter extension to nonlinear dynamics is non trivial in the sense of appropriately representing high order moments of the statistics. Monte Carlo, ensemble-based, methods have been advocated as the methodology for representing high order moments without any questionable closure assumptions (e.g., Miller 1994). Investigation along these lines has been conducted for highly idealized dynamics such as the strongly nonlinear Lorenz (1963) model as well as more realistic models of the oceans (Evensen and van Leeuwen 1996) and atmosphere (Houtekamer and Mitchell 1998). A few relevant issues in this context are related to the necessary number of ensemble members to properly represent the error statistics and, the necessary modifications in the usual filter equations to allow for correct update of the ensemble members (Burgers 1998). The ensemble technique has also been applied to the problem of smoothing for which similar questions apply. Ensemble smoother examples, however, seem to quite puzzling in that results of state estimate are worse than for their filter analogue (Evensen 1997). In this study, we use concepts in probability theory to revisit the ensemble methodology for filtering and smoothing in data assimilation. We use Lorenz (1963) model to test and compare the behavior of a variety implementations of ensemble filters. We also implement ensemble smoothers that are able to perform better than their filter counterparts. A discussion of feasibility of these techniques to large data assimilation problems will be given at the time of the conference.

Zhu, Yanqiu↗