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All sourcesNASA NTRSDOE OSTI
NASA NTRS1972

Minimax design of Kalman-like filters in the presence of large parameter uncertainties.

An attempt is made to guide the designer by means of a systematic procedure which will yield a filter that performs in an acceptable fashion when there is some uncertainty in the various system parameters. Very general restrictions are placed upon these uncertainties, and it is shown that they are applicable in most practical situations. The minimax approach results in a unique fixed filter design which places a least upper bound on a given sensitivity measure over the assumed range of uncertain parameters. The resulting filters are identical in form to the Kalman filter, provide nearly optimal performance over the entire range of uncertain statistics, and are independent of the actual noise statistics. Examples are given.

Hutchinson, C. E.↗
NASA NTRS2008

Comparison of Nonlinear Filtering Techniques for Lunar Surface Roving Navigation

Leading up to the Apollo missions the Extended Kalman Filter, a modified version of the Kalman Filter, was developed to estimate the state of a nonlinear system. Throughout the Apollo missions, Potter's Square Root Filter was used for lunar navigation. Now that NASA is returning to the Moon, the filters used during the Apollo missions must be compared to the filters that have been developed since that time, the Bierman-Thornton Filter (UD) and the Unscented Kalman Filter (UKF). The UD Filter involves factoring the covariance matrix into UDUT and has similar accuracy to the Square Root Filter; however it requires less computation time. Conversely, the UKF, which uses sigma points, is much more computationally intensive than any of the filters; however it produces the most accurate results. The Extended Kalman Filter, Potter's Square Root Filter, the Bierman-Thornton UD Filter, and the Unscented Kalman Filter each prove to be the most accurate filter depending on the specific conditions of the navigation system.

Kimber, Lemon↗
NASA NTRS2005

Nonlinear Attitude Filtering Methods

The extended Kalman filter (EKF) is the workhorse of real-time spacecraft attitude estimation. Since the group SO3 of rotation matrices has dimension three, most attitude determination EKFs use lower- dimensional attitude parameterizations than the nine-parameter attitude matrix itself. The fact that all three- parameter representations of SO3 are singular or discontinuous for certain attitudes has led to extended discussions of constraints and attitude representations in EKFs. The most successful EKF uses a nonsingular parameterization for the global attitude, which necessarily has more than three parameters, while employing a three-component representation for the attitude errors. This filter has become known as the Multiplicative Extended Kalman Filter. These issues are now well understood, however, and the EKF has performed admirably in the vast majority of attitude determination applications. Nevertheless, poor performance or even divergence arising from the linearization implicit in the EKF has led to the development of nonlinear filters, most recently sigma point or unscented filters and particle filters.

Markley, F. Landis↗
NASA NTRS2010

Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation

A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy

Simon, Donald L.↗
NASA NTRS1988

Performance comparison of five frequency domain system identification techniques for helicopter higher harmonic control

This paper presents the results of a computer simulation comparing the performance of five system identification techniques currently proposed for use with helicopter, frequency domain, higher harmonic vibration control algorithms. The system identification techniques studied were: (1) the weighted least squares method in moving block format, (2) the classical Kalman filter, (3) a generalized Kalman filter, (4) the classical least mean square (LMS) filter, and (5) a generalized LMS filter. The generalized Kalman and LMS filters were derived by allowing for multistep operation, rather than the single-step update approach used by their classical versions. Both open-loop and closed-loop (vibration control mode) identification results are presented in the paper. The algorithms are evaluated in terms of their accuracy, stability, convergence properties, computation speeds, and the relative ease with which these techniques may be directly applied to the helicopter vibration control problem.

Jacklin, Stephen A.↗
NASA NTRS2005

Nonlinear Attitude Filtering Methods

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

F Landis Markley↗
NASA NTRS2012

Recursive Implementations of the Consider Filter

One method to account for parameters errors in the Kalman filter is to consider their effect in the so-called Schmidt-Kalman filter. This work addresses issues that arise when implementing a consider Kalman filter as a real-time, recursive algorithm. A favorite implementation of the Kalman filter as an onboard navigation subsystem is the UDU formulation. A new way to implement a UDU consider filter is proposed. The non-optimality of the recursive consider filter is also analyzed, and a modified algorithm is proposed to overcome this limitation.

Zanetti, Renato↗
NASA NTRS1993

Estimate fusion for lunar rendezvous

The new derivation presented for an algorithm that fuses two Kalman filter outputs clearly demonstrates the combination of estimates to be capable of 'optimally' minimizing the trace of the fused covariance matrix. The method also furnishes an estimate whose error ellipses are contained within the intersection of the error ellipses from each filter. The 'reinitialized Kalman filter' obtained by these means is applied to the problem of lunar rendezvous.

Carpenter, J. R.↗
NASA NTRS1978

An extended Kalman-Bucy filter for atmospheric temperature profile retrieval with a passive microwave sounder

An extended Kalman-Bucy filter has been implemented for atmospheric temperature profile retrievals from observations made using the Scanned Microwave Spectrometer (SCAMS) instrument carried on the Nimbus 6 satellite. This filter has the advantage that it requires neither stationary statistics in the underlying processes nor linear production of the observed variables from the variables to be estimated. This extended Kalman-Bucy filter has yielded significant performance improvement relative to multiple regression retrieval methods. A multi-spot extended Kalman-Bucy filter has also been developed in which the temperature profiles at a number of scan angles in a scanning instrument are retrieved simultaneously. These multi-spot retrievals are shown to outperform the single-spot Kalman retrievals.

Ledsham, W. H.↗
DOE OSTI2024

Experimental validation of a Kalman observer using linearized OpenFAST and a fully instrumented 1:70 model

Abstract To enable real‐time monitoring and control strategies for floating offshore wind turbines, accurate information about the state of the system is needed. This paper details the application of a Kalman filter to the UMaine VolturnUS‐S floating wind platform to provide accurate state estimates in real time using minimal system measurements. The midfidelity nonlinear simulation tool OpenFAST was used to generate the underlying linear state‐space model for the Kalman filter. This linear model and its limitations are demonstrated through comparison with experimental data collected on a 1:70 froude‐scaled model of the floating platform and tower. Using a selection of five measurements from the real system, a Kalman filter was developed to provide estimates for the remaining system states and measurements. These estimates were then validated against the experimental values collected from testing of the scale model. Validation of the Kalman filter produced accurate estimates of surge, heave, and tower base bending moment, measurements of which were not available to the Kalman filter. Performance of the Kalman filter was tested and validated over a range of sea conditions from rated wind speed to storm events and demonstrated robustness in the Kalman filter to maintain accuracy across all operating conditions despite significant error in the underlying linear model for extreme conditions.

17 WIND ENERGY↗
NASA NTRS2012

Constructing an Efficient Self-Tuning Aircraft Engine Model for Control and Health Management Applications

Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulations.Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulatns.

Armstrong, Jeffrey B.↗
DOE OSTI2021

Transient Efficiency Flexibility and Reliability Optimization of Coal-Fired Power Plants (Model-Based Estimation Library Report)

This document pertains to the reporting requirements of DOE contract FE-0031767. The document covers the development of a model-based estimation (MBE) library for generating digital twins of coal-fired power plants (CFPPs). The models used by the MBE are transient and physics-based. Model classes in the library that correspond to different components in CFPPs are presented with physical explanations and representative results. MBE library provides Extended Kalman Filter (EKF), and Unscented Kalman Filter (UKF) algorithms. The MBE library is generic and can be used to represent a variety of CFPPs. A digital twin of a CFPP will be created as the reduced-order model of that CFPP is embedded in the developed MBE architecture.

20 FOSSIL-FUELED POWER PLANTS↗
NASA NTRS1992

A real-time recursive filter for the attitude determination of the Spacelab instrument pointing subsystem

A real-time estimation filter which reduces sensitivity to system variations and reduces the amount of preflight computation is developed for the instrument pointing subsystem (IPS). The IPS is a three-axis stabilized platform developed to point various astronomical observation instruments aboard the shuttle. Currently, the IPS utilizes a linearized Kalman filter (LKF), with premission defined gains, to compensate for system drifts and accumulated attitude errors. Since the a priori gains are generated for an expected system, variations result in a suboptimal estimation process. This report compares the performance of three real-time estimation filters with the current LKF implementation. An extended Kalman filter and a second-order Kalman filter are developed to account for the system nonlinearities, while a linear Kalman filter implementation assumes that the nonlinearities are negligible. The performance of each of the four estimation filters are compared with respect to accuracy, stability, settling time, robustness, and computational requirements. It is shown, that for the current IPS pointing requirements, the linear Kalman filter provides improved robustness over the LKF with less computational requirements than the two real-time nonlinear estimation filters.

West, M. E.↗
NASA NTRS1975

Onboard navigation of the Space Shuttle

This paper discusses the Kalman filter used in the navigation software of the Space Shuttle. The form of the filter will be discussed: the standard Kalman filter versus the square-root version of this filter. Both of these filters have severe nonlinearity problems. Two successful solutions of the nonlinearity problem are presented. A real-time program must have a good method of editing bad data. The data editing scheme is discussed. Those elements of the Kalman filter state vector which are random variables will be discussed.

Lear, W. M.↗
NASA NTRS1977

Vectorization of linear discrete filtering algorithms

Linear filters, including the conventional Kalman filter and versions of square root filters devised by Potter and Carlson, are studied for potential application on streaming computers. The square root filters are known to maintain a positive definite covariance matrix in cases in which the Kalman filter diverges due to ill-conditioning of the matrix. Vectorization of the filters is discussed, and comparisons are made of the number of operations and storage locations required by each filter. The Carlson filter is shown to be the most efficient of the filters on the Control Data STAR-100 computer.

Schiess, J. R.↗
NASA NTRS1995

Contingency designs for attitude determination of TRMM

In this paper, several attitude estimation designs are developed for the Tropical Rainfall Measurement Mission (TRMM) spacecraft. A contingency attitude determination mode is required in the event of a primary sensor failure. The final design utilizes a full sixth-order Kalman filter. However, due to initial software concerns, the need to investigate simpler designs was required. The algorithms presented in this paper can be utilized in place of a full Kalman filter, and require less computational burden. These algorithms are based on filtered deterministic approaches and simplified Kalman filter approaches. Comparative performances of all designs are shown by simulating the TRMM spacecraft in mission mode. Comparisons of the simulation results indicate that comparable accuracy with respect to a full Kalman filter design is possible.

Crassidis, John L.↗
NASA NTRS1996

Attitude Estimation Using Modified Rodrigues Parameters

In this paper, a Kalman filter formulation for attitude estimation is derived using the Modified Rodrigues Parameters. The extended Kalman filter uses a gyro-based model for attitude propagation. Two solutions are developed for the sensitivity matrix in the Kalman filter. One is based upon an additive error approach, and the other is based upon a multiplicative error approach. It is shown that the two solutions are in fact equivalent. The Kalman filter is then used to estimate the attitude of a simulated spacecraft. Results indicate that then new algorithm produces accurate attitude estimates by determining actual gyro biases.

Crassidis, John L.↗