Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Kalman filtering”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 451 records · Page 25

On the use of distributed sensing in control of large flexible spacecraft

Distributed processing technology is being developed to process signals from distributed sensors using distributed computations. Thiw work presents a scheme for calculating the operators required to emulate a conventional Kalman filter and regulator using such a computer. The scheme makes use of conventional Kalman theory as applied to the control of large flexible structures. The required computation of the distributed operators given the conventional Kalman filter and regulator is explained. A straightforward application of this scheme may lead to nonsmooth operators whose convergence is not apparent. This is illustrated by application to the Mini-Mast, a large flexible truss at the Langley Research Center used for research in structural dynamics and control. Techniques for developing smooth operators are presented. These involve spatial filtering as well as adjusting the design constants in the Kalman theory. Results are presented that illustrate the degree of smoothness achieved.

Montgomery, Raymond C.↗

Towards real-time monitoring: data assimilated time-lapse full waveform inversion for seismic velocity and uncertainty estimation

SUMMARY Rapid development of time-lapse seismic monitoring instrumentations has made it possible to collect dense time-lapse data for tomographically retrieving time-lapse (even continuous) images of subsurface changes. While traditional time-lapse full waveform inversion (TLFWI) algorithms are designed for sparse time-lapse surveys, they lack of effective temporal constraint on time-lapse data, and, more importantly, lack of the uncertainty estimation of the TLFWI results that is critical for further interpretation. Here, we propose a new data assimilation TLFWI method, using hierarchical matrix powered extended Kalman filter (HiEKF) to quantify the image uncertainty. Compared to existing Kalman filter algorithms, HiEKF allows to store and update a data-sparse representation of the cross-covariance matrices and propagate model errors without expensive operations involving covariance matrices. Hence, HiEKF is computationally efficient and applicable to 3-D TLFWI problems. Then, we reformulate TLFWI in the framework of HiEKF (termed hereafter as TLFWI-HiEKF) to predict time-lapse images of subsurface spatiotemporal velocity changes and simultaneously quantify the uncertainty of the inverted velocity changes over time. We demonstrate the validity and applicability of TLFWI–HiEKF with two realistic CO2 monitoring models derived from Frio-II and Cranfield CO2 injection sites, respectively. In both 2-D and 3-D examples, the inverted high-resolution time-lapse velocity results clearly reveal a continuous velocity reduction due to the injection of CO2. Moreover, the accuracy of the model is increasing over time by assimilating more time-lapse data while the standard deviation is decreasing over lapsed time. We expect TLFWI-HiEKF to be equipped with real-time seismic monitoring systems for continuously imaging the distribution of subsurface gas and fluids in the future large-scale CO2 sequestration experiments and reservoir management.

58 GEOSCIENCES↗

Angular-Rate Estimation Using Delayed Quaternion Measurements

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared one that uses differentiated quaternion measurements to yield coarse rate measurements, which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear part of the rotas rotational dynamics equation of a body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This non unique decomposition, enables the treatment of the nonlinear spacecraft (SC) dynamics model as a linear one and, thus, the application of a PseudoLinear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the gain matrix and thus eliminates the need to compute recursively the filter covariance matrix. The replacement of the rotational dynamics by a simple Markov model is also examined. In this paper special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results are presented.

Azor, R.↗

Pose Estimation in the Geometric Algebra G (3, 0, 1)

Using techniques from Geometric Algebra, methods for solving attitude determination problems are extended to the problem of simultaneously estimating attitude and location, i.e. pose, from direct or indirect measurements of geometric objects including points, lines, and planes. Wahba’s problem is generalized for the solution of initial pose. The multiplicative extended Kalman filter is generalized for the maintenance of pose solutions. Farrankopf’s model for biases in rotation rate sensors is generalized to biases in twist rate measurements. A multiplicative extended Kalman filter for pose in the presence of such biases is developed.

Sensor Bias Modeling↗

Identification of observer/Kalman filter Markov parameters: Theory and experiments

An algorithm to compute Markov parameters of an observer or Kalman filter from experimental input and output data is discussed. The Markov parameters can then be used for identification of a state space representation, with associated Kalman gain or observer gain, for the purpose of controller design. The algorithm is a non-recursive matrix version of two recursive algorithms developed in previous works for different purposes. The relationship between these other algorithms is developed. The new matrix formulation here gives insight into the existence and uniqueness of solutions of certain equations and gives bounds on the proper choice of observer order. It is shown that if one uses data containing noise, and seeks the fastest possible deterministic observer, the deadbeat observer, one instead obtains the Kalman filter, which is the fastest possible observer in the stochastic environment. Results are demonstrated in numerical studies and in experiments on an ten-bay truss structure.

Juang, Jer-Nan↗

Identification of observer/Kalman filter Markov parameters - Theory and experiments

An algorithm to compute Markov parameters of an observer or Kalman filter from experimental input and output data is discussed. The Markov parameters can then be used for identification of a state space representation, with associated Kalman gain or observer gain, for the purpose of controller design. The algorithm is a non-recursive matrix version of two recursive algorithms developed in previous works for different purposes. The relationship between these other algorithms is developed. The new matrix formulation here gives insight into the existence and uniqueness of solutions of certain equations and gives bounds on the proper choice of observer order. It is shown that if one uses data containing noise, and seeks the fastest possible deterministic observer, the deadbeat observer, one instead obtains the Kalman filter, which is the fastest possible observer in the stochastic environment. Results are demonstrated in numerical studies and in experiments on a ten-bay truss structure.

Juang, Jer-Nan↗

ALT space shuttle barometric altimeter altitude analysis

The accuracy was analyzed of the barometric altimeters onboard the space shuttle orbiter. Altitude estimates from the air data systems including the operational instrumentation and the developmental flight instrumentation were obtained for each of the approach and landing test flights. By comparing the barometric altitude estimates to altitudes derived from radar tracking data filtered through a Kalman filter and fully corrected for atmospheric refraction, the errors in the barometric altitudes were shown to be 4 to 5 percent of the Kalman altitudes. By comparing the altitude determined from the true atmosphere derived from weather balloon data to the altitude determined from the U.S. Standard Atmosphere of 1962, it was determined that the assumption of the Standard Atmosphere equations contributes roughly 75 percent of the total error in the baro estimates. After correcting the barometric altitude estimates using an average summer model atmosphere computed for the average latitude of the space shuttle landing sites, the residual error in the altitude estimates was reduced to less than 373 feet. This corresponds to an error of less than 1.5 percent for altitudes above 4000 feet for all flights.

Killen, R.↗

The Potential Benefits of Handling Mixture Statistics via a Bi-Gaussian EnKF: Tests With All-Sky Satellite Infrared Radiances

The meteorological characteristics of cloudy atmospheric columns can be very different from their clear counterparts. Thus, when a forecast ensemble is uncertain about the presence/absence of clouds at a specific atmospheric column (i.e., some members are clear while others are cloudy), that column's ensemble statistics will contain a mixture of clear and cloudy statistics. Such mixtures are inconsistent with the ensemble data assimilation algorithms currently used in numerical weather prediction. Hence, ensemble data assimilation algorithms that can handle such mixtures can potentially outperform currently used algorithms. In this study, we demonstrate the potential benefits of addressing such mixtures through a bi-Gaussian extension of the ensemble Kalman filter (BGEnKF). The BGEnKF is compared against the commonly used ensemble Kalman filter (EnKF) using perfect model observing system simulated experiments (OSSEs) with a realistic weather model (the Weather Research and Forecast model). Synthetic all-sky infrared radiance observations are assimilated in this study. In these OSSEs, the BGEnKF outperforms the EnKF in terms of the horizontal wind components, temperature, specific humidity, and simulated upper tropospheric water vapor channel infrared brightness temperatures. This study is one of the first to demonstrate the potential of a Gaussian mixture model EnKF with a realistic weather model. Our results thus motivate future research toward improving numerical Earth system predictions though explicitly handling mixture statistics.

54 ENVIRONMENTAL SCIENCES↗

Peak-Seeking Control Using Gradient and Hessian Estimates

A peak-seeking control method is presented which utilizes a linear time-varying Kalman filter. Performance function coordinate and magnitude measurements are used by the Kalman filter to estimate the gradient and Hessian of the performance function. The gradient and Hessian are used to command the system toward a local extremum. The method is naturally applied to multiple-input multiple-output systems. Applications of this technique to a single-input single-output example and a two-input one-output example are presented.

Ryan, John J.↗

H(sub infinity)-type filter for spacecraft attitude estimation

A nonlinear filtering theory from a deterministic point of view is presented and an application to attitude determination is considered. The approach that is taken in this paper is motivated largely by the H(sun infinity) control and estimation theory for linear systems which has been evolved within the last decade. Rather than formulating the estimation problem as a game played by two adversaries, as has been done in the linear case, we employ in this work some notions from the theory of dissipative systems as a vehicle for arriving at certain Hamilton-Jacobi inequality, which in turn, provides a solution to the filtering problem, whenever it is satisfied. Application of this method to a linear estimation problem and to the problem of estimating a spacecraft attitude quaternion and gyro drift bias vector are presented. In limiting cases, these give the Kalman filter and the extended Kalman filter, respectively. The main advantages of this approach over its probabilistic counterpart are that this approach does not require a prior knowledge of any statistics, and that in general it is more amenable to a quantitative assessment regarding approximations such as linearization, and that in certain cases this approach yields an exact solution to the nonlinear filtering.

Markley, F. Landis↗

Feasibility of DEIM for retrieving the initial field via dimensionality reduction

When parameter estimation is solved in a high-dimensional space, the dimensionality reduction strategy becomes the primary consideration for alleviating the tremendous computational cost. Here, the discrete empirical interpolation method (DEIM) is explored to retrieve the initial condition (IC) by combining the polynomial chaos (PC) based ensemble Kalman filter (i.e. PC-EnKF), where a non-intrusive PC expansion is considered as a surrogate model in place of the forward model in the prediction step of the ensemble Kalman filter, resulting in fewer forward model integrations but with a comparable accuracy as Monte Carlo-based approaches. The DEIM acts as a hyper-reduction tool to provide the low-dimensional input for the high-dimensional initial field, which can be reconstructed using the information on the sparse interpolation grid points that is adaptively obtained through PC-EnKF data assimilation method. Thus an innovative framework to reconstruct the IC is developed. The detailed procedure at each assimilation iteration includes: the determination of the spatial interpolation points, the estimation of the initial values on the interpolation locations using the optimal observations, and the reconstruction of IC in the full space. The current study uses the reconstruction field of initial conditions of the Navier-Stokes equations as an example to illustrate the efficacy of our method. The experimental results demonstrate the proposed algorithm achieves a satisfactory reconstruction for the initial field. The proposed method helps to extend the applicable area of DEIM in solving inverse problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Sensor Fusion-Based Vehicle Detection and Tracking Using a Single Camera and Radar at a Traffic Intersection

Recent advancements in sensor technologies, in conjunction with signal processing and machine learning, have enabled real-time traffic control systems to adapt to varying traffic conditions. This paper introduces a new sensor fusion approach that combines data from a single camera and radar to achieve cost-effective and efficient vehicle detection and tracking. Initially, vehicles are independently detected and classified using the camera and radar. Then, the constant-velocity model within a Kalman filter is employed to predict vehicle locations, while the Hungarian algorithm is used to associate these predictions with sensor measurements. Finally, vehicle tracking is accomplished by merging kinematic information from predictions and measurements through the Kalman filter. A case study conducted at an intersection demonstrates the effectiveness of the proposed sensor fusion method for traffic detection and tracking, including performance comparisons with individual sensors.

47 OTHER INSTRUMENTATION↗

On the design of optimal input signals in system identification

The problem of designing optimal inputs in the identification of linear systems with unknown random parameters is considered using a Bayesian approach. The information matrix, which is positive definite for the class of systems analyzed, gives a measure of performance for the system inputs. The computation of the optimal closed-loop input mappings is shown to be a nontrivial exercise in adaptive control. Deterministic optimal inputs are shown to be easily computable. Numerical examples are given. A Kalman filter is used to estimate the parameters. A necessary condition for the Kalman filter not to diverge when applying linear feedback is also given.

Lopez-Toledo, A. A.↗

On the design of optimal input signals in system identification

The problem of designing optimal inputs in the identification of multi-input multi-output linear systems with unknown time-varying parameters is considered using a Bayesian approach. A sensitivity index gives a measure of performance for the closed-loop system inputs. The computation of the optimal closed-loop mappings is shown to be a nontrivial exercise in stochastic control with no analytic solution, but optimal open-loop and affine laws yield much more tractable problems. For time-invariant systems, the sensitivity index considered is shown to be equivalent to the trace of the (strictly positive definite) information matrix associated with the system. Numerical examples are given. A Kalman filter is used to estimate the parameters. A necessary condition for the Kalman filter not to diverge when applying linear feedback is also given.

Lopez-Toledo, A. A.↗

Real-Time Attitude Independent Three Axis Magnetometer Calibration

In this paper new real-time approaches for three-axis magnetometer sensor calibration are derived. These approaches rely on a conversion of the magnetometer-body and geomagnetic-reference vectors into an attitude independent observation by using scalar checking. The goal of the full calibration problem involves the determination of the magnetometer bias vector, scale factors and non-orthogonality corrections. Although the actual solution to this full calibration problem involves the minimization of a quartic loss function, the problem can be converted into a quadratic loss function by a centering approximation. This leads to a simple batch linear least squares solution. In this paper we develop alternative real-time algorithms based on both the extended Kalman filter and Unscented filter. With these real-time algorithms, a full magnetometer calibration can now be performed on-orbit during typical spacecraft mission-mode operations. Simulation results indicate that both algorithms provide accurate integer resolution in real time, but the Unscented filter is more robust to large initial condition errors than the extended Kalman filter. The algorithms are also tested using actual data from the Transition Region and Coronal Explorer (TRACE).

Crassidis, John L.↗

Estimation Filter for Alignment of the Spitzer Space Telescope

A document presents a summary of an onboard estimation algorithm now being used to calibrate the alignment of the Spitzer Space Telescope (formerly known as the Space Infrared Telescope Facility). The algorithm, denoted the S2P calibration filter, recursively generates estimates of the alignment angles between a telescope reference frame and a star-tracker reference frame. At several discrete times during the day, the filter accepts, as input, attitude estimates from the star tracker and observations taken by the Pointing Control Reference Sensor (a sensor in the field of view of the telescope). The output of the filter is a calibrated quaternion that represents the best current mean-square estimate of the alignment angles between the telescope and the star tracker. The S2P calibration filter incorporates a Kalman filter that tracks six states - two for each of three orthogonal coordinate axes. Although, in principle, one state per axis is sufficient, the use of two states per axis makes it possible to model both short- and long-term behaviors. Specifically, the filter properly models transient learning, characteristic times and bounds of thermomechanical drift, and long-term steady-state statistics, whether calibration measurements are taken frequently or infrequently. These properties ensure that the S2P filter performance is optimal over a broad range of flight conditions, and can be confidently run autonomously over several years of in-flight operation without human intervention.

Bayard, David↗

Sequential Probability Ratio Test for Spacecraft Collision Avoidance Maneuver Decisions

A document discusses sequential probability ratio tests that explicitly allow decision-makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models the null hypotheses that the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming, highly elliptical orbit formation flying mission.

Carpenter, J. Russell↗