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At least 505 records · Page 28

High Order Filter Methods for the Non-ideal Compressible MHD Equations

The generalization of a class of low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous gas dynamic flows to compressible MHD equations for structured curvilinear grids has been achieved. The new scheme is shown to provide a natural and efficient way for the minimization of the divergence of the magnetic field numerical error. Standard divergence cleaning is not required by the present filter approach. For certain non-ideal MHD test cases, divergence free preservation of the magnetic fields has been achieved.

Yee, H. C.↗

Determination of design and operation parameters for upper atmospheric research instrumentation to yield optimum resolution with deconvolution, appendix 3

The Always-Convergent Iterative Noise Removal and Deconvolution Method of Ioup is applied as a single-filter in the transform domain to deconvolution with both narrow and wide Gaussian impulse response functions. The wraparound error for both cases is also studied. A method is developed by which one can find the optimum iteration number for single-filter iterative deconvolution of sampled data. The method employs the mean square error (MSE), the square of the difference between the deconvolved result and the input, for optimization. The MSE decreases as the deconvolution iterations proceed, but at the optimum iteration number, the MSE starts to increase. This procedure is repeated for signal-to-noise ratio of 10 to 150. The optimum iteration number and the MSE are plotted vs SNR. By knowing the SNR for a particular experiment, one can find the optimum iteration number and MSE.

Ioup, George E.↗

Study of an automatic trajectory following control system

It is shown that the estimator part of the Modified Partitioned Adaptive Controller, (MPAC) developed for nonlinear aircraft dynamics of a small jet transport can adapt to sensor failures. In addition, an investigation is made into the potential usefulness of the configuration detection technique used in the MPAC and the failure detection filter is developed that determines how a noise plant output is associated with a line or plane characteristic of a failure. It is shown by computer simulation that the estimator part and the configuration detection part of the MPAC can readily adapt to actuator and sensor failures and that the failure detection filter technique cannot detect actuator or sensor failures accurately for this type of system because of the plant modeling errors. In addition, it is shown that the decision technique, developed for the failure detection filter, can accurately determine that the plant output is related to the characteristic line or plane in the presence of sensor noise.

Vanlandingham, H. F.↗

Error Analysis System for Spacecraft Navigation Using the Global Positioning System (GPS)

The Flight Dynamics Division (FDD) at the National Aeronautics and Space Administration (NASA) Goddard Space Flight Center (GSFC) is currently developing improved space-navigation filtering algorithms to use the Global Positioning System (GPS) for autonomous real-time onboard orbit determination. In connection with a GPS technology demonstration on the Small Satellite Technology Initiative (SSTI)/Lewis spacecraft, FDD analysts and programmers have teamed with the GSFC Guidance, Navigation, and Control Branch to develop the GPS Enhanced Orbit Determination Experiment (GEODE) system. The GEODE system consists of a Kalman filter operating as a navigation tool for estimating the position, velocity, and additional states required to accurately navigate the orbiting Lewis spacecraft by using astrodynamic modeling and GPS measurements from the receiver. A parallel effort at the FDD is the development of a GPS Error Analysis System (GEAS) that will be used to analyze and improve navigation filtering algorithms during development phases and during in-flight calibration. For GEAS, the Kalman filter theory is extended to estimate the errors in position, velocity, and other error states of interest. The estimation of errors in physical variables at regular intervals will allow the time, cause, and effect of navigation system weaknesses to be identified. In addition, by modeling a sufficient set of navigation system errors, a system failure that causes an observed error anomaly can be traced and accounted for. The GEAS software is formulated using Object Oriented Design (OOD) techniques implemented in the C++ programming language on a Sun SPARC workstation. The Phase 1 of this effort is the development of a basic system to be used to evaluate navigation algorithms implemented in the GEODE system. This paper presents the GEAS mathematical methodology, systems and operations concepts, and software design and implementation. Results from the use of the basic system to evaluate navigation algorithms implemented on GEODE are also discussed. In addition, recommendations for generalization of GEAS functions and for new techniques to optimize the accuracy and control of the GPS autonomous onboard navigation are presented.

Truong, S. H.↗

Filtering flight data prior to aerodynamic system identification

An algorithm for processing flight-test data to provide state estimates and instrument calibrations for aerodynamic or hydrodynamic system identification by the equation error estimation method is developed and demonstrated on synthesized data. The extended-Kalman-filter algorithm employs a locally level, north-pointing frame of reference, accounts for rotating ellipsoidal earth effects, and estimates sensor bias, scale factors, wind components, and process noise levels by maximum-likelihood parameters. The method is found to be most effective with navigation quality inertial input data. The algorithm is applied to data from a six-degree-of-freedom F-4 aircraft simulation and shown to produce state estimates in good agreement with the simulation values.

Trankle, T. L.↗

Engineering studies related to the GEOS-C radar altimeter

Experiment requirements, technical characteristics, and GEOS-C radar altimeter related analyses are discussed along with results of a study on engineering test data requirements. Statistical analyses related to determination of wave height resolution achievable as a function of system characteristics and averaging period are described, in addition to a discussion on the desirability of using computer procedures to compensate for altitude tracker time-jitter. Data processing considerations for the GEOS-C system are examined. An extensive analysis of the spatial filter effect is given and results of a computation of geoidal power spectral density, based on Skylab altimeter data, is displayed and interpreted in terms of projected GEOS-C random errors. This information is then used in deriving minimum-mean-square filter procedures for both geoid undulation and slope data. The characteristics of mean received waveforms as a function of off-nadir angle are used to obtain tracker bias as a function of sea state and pointing angle. The angle estimation process proposed by the GEOS-C hardware contractor is also investigated from a standpoint of achievable angular resolution.

Miller, L. S.↗

UDU/T/ covariance factorization for Kalman filtering

There has been strong motivation to produce numerically stable formulations of the Kalman filter algorithms because it has long been known that the original discrete-time Kalman formulas are numerically unreliable. Numerical instability can be avoided by propagating certain factors of the estimate error covariance matrix rather than the covariance matrix itself. This paper documents filter algorithms that correspond to the covariance factorization P = UDU(T), where U is a unit upper triangular matrix and D is diagonal. Emphasis is on computational efficiency and numerical stability, since these properties are of key importance in real-time filter applications. The history of square-root and U-D covariance filters is reviewed. Simple examples are given to illustrate the numerical inadequacy of the Kalman covariance filter algorithms; these examples show how factorization techniques can give improved computational reliability.

Thornton, C. L.↗

Sequential Probability Ratio Test for Collision Avoidance Maneuver Decisions Based on a Bank of Norm-Inequality-Constrained Epoch-State Filters

Sequential probability ratio tests 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 1he null hypothesis 1ha1 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. R.↗

On-line estimation of error covariance parameters for atmospheric data assimilation

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

Dee, Dick P.↗

Double symbol error rates for differential detection of narrow-band FM

This paper evaluates the double symbol error rate (average probability of two consecutive symbol errors) in differentially detected narrow-band FM. Numerical results are presented for the special case of MSK with a Gaussian IF receive filter. It is shown that, not unlike similar results previously obtained for the single error probability of such systems, large inaccuracies in predicted performance can occur when intersymbol interference is ignored.

Simon, M. K.↗

EFQPSK Versus CERN: A Comparative Study

This report presents a comparative study on Enhanced Feher's Quadrature Phase Shift Keying (EFQPSK) and Constrained Envelope Root Nyquist (CERN) techniques. These two techniques have been developed in recent times to provide high spectral and power efficiencies under nonlinear amplifier environment. The purpose of this study is to gain insights into these techniques and to help system planners and designers with an appropriate set of guidelines for using these techniques. The comparative study presented in this report relies on effective simulation models and procedures. Therefore, a significant part of this report is devoted to understanding the mathematical and simulation models of the techniques and their set-up procedures. In particular, mathematical models of EFQPSK and CERN, effects of the sampling rate in discrete time signal representation, and modeling of nonlinear amplifiers and predistorters have been considered in detail. The results of this study show that both EFQPSK and CERN signals provide spectrally efficient communications compared to filtered conventional linear modulation techniques when a nonlinear power amplifier is used. However, there are important differences. The spectral efficiency of CERN signals, with a small amount of input backoff, is significantly better than that of EFQPSK signals if the nonlinear amplifier is an ideal clipper. However, to achieve such spectral efficiencies with a practical nonlinear amplifier, CERN processing requires a predistorter which effectively translates the amplifier's characteristics close to those of an ideal clipper. Thus, the spectral performance of CERN signals strongly depends on the predistorter. EFQPSK signals, on the other hand, do not need such predistorters since their spectra are almost unaffected by the nonlinear amplifier, Ibis report discusses several receiver structures for EFQPSK signals. It is observed that optimal receiver structures can be realized for both coded and uncoded EFQPSK signals with not too much increase in computational complexity. When a nonlinear amplifier is used, the bit error rate (BER) performance of the CERN signals with a matched filter receiver is found to be more than one decibel (dB) worse compared to the bit error performance of EFQPSK signals. Although channel coding is found to provide BER performance improvement for both EFQPSK and CERN signals, the performance of EFQPSK signals remains better than that of CERN. Optimal receiver structures for CERN signals with nonlinear equalization is left as a possible future work. Based on the numerical results, it is concluded that, in nonlinear channels, CERN processing leads towards better bandwidth efficiency with a compromise in power efficiency. Hence for bandwidth efficient communications needs, CERN is a good solution provided effective adaptive predistorters can be realized. On the other hand, EFQPSK signals provide a good power efficient solution with a compromise in band width efficiency.

Borah, Deva K.↗

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗

Optimal filtering in the presence of unmodeled time correlated driving disturbances.

In many realistic data filtering problems, the cross correlation of the state estimation error and the state forcing function is unknown due to the poor knowledge of the time history of the forcing function. In this paper, the conservative and minimal approximation to the cross correlation terms is presented. It requires only the knowledge of the estimation error covariance and the forcing function covariance, with the choice of an associated free parameter left to the user. If the estimation error covariance and/or the forcing function covariance are bounded from above but not known exactly, the cross correlation approximation using those upper bounds remains conservative. This cross correlation approximation leads to a conservative approximation to the estimation error covariance matrix differential equation between measurement times. The free parameter is determined as the analytic solution to an associated optimal control problem. The procedure is expanded to include discrete linear measurement incorporation.

Fraser, D. C.↗

Parameter adaptive control of multivariable systems

Model reference adaptive controllers for multivariable plants are designed using only input and output signals rather than the complete state vector. The design is based on Liapunov's direct method, and the Meyer-Kalman-Yacubovich lemma. State variable filters are employed to avoid differentiating output signals. Augmented error signals are used in deriving stable adaptive control laws which assure that the normally used response error signals approach zero asymptotically.

Monopoli, R. V.↗

The discrete-time compensated Kalman filter

A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete time Kalman filter was derived. The resultant compensated Kalman Filter has the property that steady state bias estimation errors, resulting from modelling errors, were eliminated.

Lee, W. H.↗

Precision attitude determination for multimission spacecraft

Attitude determination algorithms for a multimission spacecraft are derived and their performance analyzed. The attitude determination system is composed of a strapdown Inertial Reference Unit (IRU), two fixed head star trackers, and an onboard computer. IRU data is processed to maintain real-time knowledge of spacecraft attitude relative to an inertial reference frame. Star tracker data is processed using Kalman filtering techniques to estimate and correct the attitude determination errors and the gyro drift compensation errors. The results of a star availability analysis for stellar, solar and earth pointing missions are presented. Linear covariance analysis techniques are used to evaluate nominal attitude determination performance, the effects of sensor measurement accuracy variations, the effects of errors in knowledge of sensor measurement accuracy, and the effects of star tracker misalignment errors. Results of a nonlinear simulation analysis of attitude determination performance are also presented. These analyses show that precision attitude determination for stellar, solar and earth pointing missions is achieved.

Murrell, J. W.↗

Can low-cost VOR and Omega receivers suffice for RNAV - A new computer-based navigation technique

It is shown that although RNAV is particularly valuable for the personal transportation segment of general aviation, it has not gained complete acceptance. This is due, in part, to its high cost and the necessary special-handling air traffic control. VOR/DME RNAV calculations are ideally suited for analog computers, and the use of microprocessor technology has been suggested for reducing RNAV costs. Three navigation systems, VOR, Omega, and DR, are compared for common navigational difficulties, such as station geometry, siting errors, ground disturbances, and terminal area coverage. The Kalman filtering technique is described with reference to the disadvantages when using a system including standard microprocessors. An integrated navigation system, using input data from various low-cost sensor systems, is presented and current simulation studies are noted.

Hollaar, L. A.↗