Some applications of stochastic differential equations to optimal nonlinear filtering.
Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
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Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
In a focused effort to meet full operational capability for NASA’s Eugene Stansbery Meter Class Autonomous Telescope (ES-MCAT), a thorough system characterization analysis was completed. NASA’s Orbital Debris Program Office (ODPO)utilizes ES-MCAT as the primary sensor for characterizing the geosynchronous orbit (GEO)environment to acquire photometric data of small, faint debris objects in or near GEO. ES-MCAT is located on Ascension Island in the middle of the Atlantic Ocean at nearly 8° South latitude and 15° West longitude. This location provides dark skies suited for faint object observations but is also continuously subject to a harsh environment exposed to volcanic ash and salt spray. To better assess the overall system performance of the optical instrument, a historical assessment of the system’s performance was conducted. This analysis investigated all systematic and optical operational data to determine the overall performance parameters for ES-MCAT.A complete optical system throughput calculation was performed to determine the optimal filter for observing orbital debris in GEO orbits. The responses of each optical component to the solar spectrum, with atmospheric absorption, were multiplied and integrated to give ES-MCAT’s total system response for various filters. With the highest flux values, the Sloan Digital Sky Survey (SDSS) r’ and g’ were determined to be the optimal filters for ES-MCAT observations. Further analysis with known GEO debris objects enabled the selection of the r’ filter for characterization of the GEO debris population. A detailed overview of the optical system throughput, data reduction, photometric and astrometric data, and other system characteristics that define ES-MCAT will be discussed in the subsequent paper.
In a focused effort to meet full operational capability for NASA’s Eugene Stansbery-Meter Class Autonomous Telescope (ES-MCAT), a thorough system characterization analysis was completed. NASA’s Orbital Debris Program Office (ODPO) utilizes ES-MCAT as the primary sensor for characterizing the geosynchronous Earth orbit (GEO) environment to acquire photometric data of small, faint debris objects in or near GEO. ES-MCAT is located on Ascension Island in the middle of the Atlantic Ocean at nearly 8° South latitude and 14° West longitude. This location provides dark skies suited for faint object observations but is also continuously subject to a harsh environment exposed to volcanic ash and salt spray. To better assess the overall system performance of the optical instrument, a historical assessment of the system’s performance was conducted. This analysis investigated all systematic and optical operational data to determine the overall performance parameters for ES-MCAT. A complete optical system throughput calculation was performed to determine the optimal filter for observing orbital debris in GEO orbits. The responses of each optical component to the solar spectrum, with atmospheric absorption, were multiplied and integrated to give ES-MCAT’s total system response for various filters. With the highest flux values, the Sloan Digital Sky Survey (SDSS) r′ and g′ were determined to be the optimal filters for ES-MCAT observations. Further analysis with known GEO debris objects enabled the selection of the r′ filter for characterization of the GEO debris population. A detailed overview of the optical system throughput, data reduction, photometric and astrometric data, and other system characteristics that define ES-MCAT are discussed.
We have developed transition-edge sensor (TES) microcalorimeter arrays with high count-rate capability and high energy resolution to carry out x-ray imaging spectroscopy observations of various astronomical sources and the Sun. We have studied the dependence of the energy resolution and throughput (fraction of processed pulses) on the count rate for such microcalorimeters with two different transition temperatures T(sub c). Devices with both transition temperatures were fabricated within a single microcalorimeter array directly on top of a solid substrate where the thermal conductance of the microcalorimeter is dependent upon the thermal boundary resistance between the TES sensor and the dielectric substrate beneath. Because the thermal boundary resistance is highly temperature dependent, the two types of device with different T(sub c)(sup s) had very different thermal decay times, approximately one order of magnitude different. In our earlier report, we achieved energy resolutions of 1.6 and 2.eV at 6 keV from lower and higher T(sub c) devices, respectively, using a standard analysis method based on optimal filtering in the low flux limit. We have now measured the same devices at elevated x-ray fluxes ranging from 50 Hz to 1000 Hz per pixel. In the high flux limit, however, the standard optimal filtering scheme nearly breaks down because of x-ray pile-up. To achieve the highest possible energy resolution for a fixed throughput, we have developed an analysis scheme based on the socalled event grade method. Using the new analysis scheme, we achieved 5.0 eV FWHM with 96 Percent throughput for 6 keV x-rays of 1025 Hz per pixel with the higher T(sub c) (faster) device, and 5.8 eV FWHM with 97 Percent throughput with the lower T(sub c) (slower) device at 722 Hz.
This presentation was originally given to ATD-2 industry partners at the Surface CDM (Collaborative Decision Making) Team (SCT) & Flow Evaluation Team (FET) meeting at NTX on 2/20/2020. The briefing presented lessons learned from Stormy 19, an overview of how terminal restrictions are handled by the ATD-2 system, and additional Trajectory Option Sets (TOS) route filtering capabilities planned for Stormy 20.
The X-ray Integral Field Unit (X-IFU) microcalorimeter, on-board Athena, with its focal plane comprising 3840 Transition Edge Sensors (TESs) operating at 90 mK, will provide unprecedented spectral-imaging capability in the 0.2-12 keV energy range. It will rely on the on-board digital processing of current pulses induced by the heat deposited in the TES absorber, as to recover the energy of each individual events. Assessing the capabilities of the pulse reconstruction is required to understand the overall scientific performance of the X-IFU, notably in terms of energy resolution degradation with both increasing energies and count rates. Using synthetic data streams generated by the X-IFU End-to-End simulator, we present here a comprehensive benchmark of various pulse reconstruction techniques, ranging from standard optimal filtering to more advanced algorithms based on noise covariance matrices. Beside deriving the spectral resolution achieved by the different algorithms, a first assessment of the computing power and ground calibration needs is presented. Overall, all methods show similar performances, with the reconstruction based on noise covariance matrices showing the best improvement with respect to the standard optimal filtering technique. Due to prohibitive calibration needs, this method might however not be applicable to the X-IFU and the best compromise currently appears to be the so-called resistance space analysis which also features very promising high count rate capabilities.
The traditional method of applying a digital optimal filter to measure X-ray pulses from transition-edge sensor (TES) devices does not achieve the best energy resolution when the signals have a highly non-linear response to energy, or the noise is non-stationary during the pulse. We present an implementation of a method to analyze X-ray data from TESs, which is based upon principal component analysis (PCA). Our method separates the X-ray signal pulse into orthogonal components that have the largest variance. We typically recover pulse height, arrival time, differences in pulse shape, and the variation of pulse height with detector temperature. These components can then be combined to form a representation of pulse energy. An added value of this method is that by reporting information on more descriptive parameters (as opposed to a single number representing energy), we generate a much more complete picture of the pulse received. Here we report on progress in developing this technique for future implementation on X-ray telescopes. We used an 55Fe source to characterize Mo/Au TESs. On the same dataset, the PCA method recovers a spectral resolution that is better by a factor of two than achievable with digital optimal filters.
A time domain technique is developed to design finite-duration impulse response digital filters using linear programming. Two related applications of this technique in data transmission systems are considered. The first is the design of pulse shaping digital filters to generate or detect signaling waveforms transmitted over bandlimited channels that are assumed to have ideal low pass or bandpass characteristics. The second is the design of digital filters to be used as preset equalizers in cascade with channels that have known impulse response characteristics. Example designs are presented which illustrate that excellent waveforms can be generated with frequency-sampling filters and the ease with which digital transversal filters can be designed for preset equalization.
Data sets selected for mini-batches and the software modifications required for processing these sets are described. Initial analysis was performed on minibatch field model recovery. Studies are being performed to examine the convergence of the solutions and the maximum expansion order the data will support in the constant and secular terms.
Five individual 5 year mini-batch geomagnetic models were generated and two computer programs were developed to process the models. The first program computes statistics (mean sigma, weighted sigma) on the changes in the first derivatives (linear terms) of the spherical harmonic coefficients between mini-batches. The program ran successfully. The statistics are intended for use in computing the state noise matrix required in the information filter. The second program is the information filter. Most subroutines used in the filter were tested, but the coefficient statistics must be analyzed before the filter is run.
The impulse response of the SAR system is not a delta function and the spectra represent the product of the underlying image spectrum with the transform of the impulse response which must be removed. A digitally computed spectrum of SEASAT imagery of the Atlantic Ocean east of Cape Hatteras was smoothed with a 5 x 5 convolution filter and the trend was sampled in a direction normal to the predominant wave direction. This yielded a transform of a noise-like process. The smoothed value of this trend is the transform of the impulse response. This trend is fit with either a second- or fourth-order polynomial which is then used to correct the entire spectrum. A 16 x 16 smoothing of the spectrum shows the presence of two distinct swells. Correction of the effects of speckle is effected by the subtraction of a bias from the spectrum.
The Seasat Synthetic Aperture Radar (SAR) has proved to be an instrument of great utility in the sensing of ocean conditions on a global scale. An analysis of oceanographic and atmospheric aspects of Seasat data has shown that the features observed in the imagery are linked to ocean phenomena such as storm sources and their resulting swell systems. However, there remains one central problem which has not been satisfactorily solved to date. This problem is related to the accurate measurement of wind-generated ocean wave spectra. Investigations addressing this problem are currently being conducted. The problem has two parts, including the accurate measurement of the image spectra and the inference of actual surface wave spectra from these measurements. A description is presented of the progress made towards solving the first part of the problem, taking into account a digital rather than optical computation of the image transforms.
The results of a preliminary study to determine the feasibility of using Kalman filter techniques for geomagnetic field modeling are given. Specifically, five separate field models were computed using observatory annual means, satellite, survey and airborne data for the years 1950 to 1976. Each of the individual field models used approximately five years of data. These five models were combined using a recursive information filter (a Kalman filter written in terms of information matrices rather than covariance matrices.) The resulting estimate of the geomagnetic field and its secular variation was propogated four years past the data to the time of the MAGSAT data. The accuracy with which this field model matched the MAGSAT data was evaluated by comparisons with predictions from other pre-MAGSAT field models. The field estimate obtained by recursive estimation was found to be superior to all other models.
The role that dynamics plays in estimating the state of the atmosphere from incomplete and noisy data is reviewed. Objective analysis represents an attempt at relying mostly on the data and minimizing the role of dynamics in the estimation. Data assimilation tries to balance properly the roles of dynamical and observational information. Sequential estimation is presented as the proper framework for understanding this balance, and the Kalman filter as the ideal, optimal procedure for data assimilation. The optimal filter computes forecast error covariances of a given atmospheric model exactly, and hence data assimilation should be closely connected with predictability studies. This connection is described, and consequences drawn for currently active areas of the atmospheric and related sciences, namely, mesoscale meteorology, long range forecasting, and upper ocean dynamics. Possibilities offered by judicious data assimilation in understanding barotropic adjustment, a phenomenon that appears to play a crucial role in atmospheric behavior on the scale of weeks to months, and hence in long range forecasting are addressed.
The central theme of this review article is the role that dynamics plays in estimating the state of the atmosphere and of the ocean from incomplete and noisy data. Objective analysis and inverse methods represent an attempt at relying mostly on the data and minimizing the role of dynamics in the estimation. Four-dimensional data assimilation tries to balance properly the roles of dynamical and observational information. Sequential estimation is presented as the proper framework for understanding this balance, and the Kalman filter as the ideal, optimal procedure for data assimilation. The optimal filter computes forecast error covariances of a given atmospheric or oceanic model exactly, and hence data assimilation should be closely connected with predictability studies. This connection is described, and consequences drawn for currently active areas of the atmospheric and oceanic sciences, namely, mesoscale meteorology, medium and long-range forecasting, and upper-ocean dynamics.
The instrument pointing subsystem (IPS) is a three-axis stabilized platform developed to point various astronomical observation instruments aboard NASA's Shuttle. In order to compensate for system drifts and attitude errors, the IPS utilizes a linearized Kalman filter (LKF) with precomputed gains. Since the a priori gains are generated for an expected system configuration, any system variations result in a suboptimal estimation process. The performance of two real-time estimation filters is compared with that of the current LKF implementation. It is shown that a real-time estimation filter that reduces sensitivity to system variations and preflight computations is feasible.
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An optimal frequency domain textural edge detection filter is developed and its performance evaluated. For the given model and filter bandwidth, the filter maximizes the amount of output image energy placed within a specified resolution interval centered on the textural edge. Filter derivation is based on relating textural edge detection to tonal edge detection via the complex low-pass equivalent representation of narrowband bandpass signals and systems. The filter is specified in terms of the prolate spheroidal wave functions translated in frequency. Performance is evaluated using the asymptotic approximation version of the filter. This evaluation demonstrates satisfactory filter performance for ideal and nonideal textures. In addition, the filter can be adjusted to detect textural edges in noisy images at the expense of edge resolution.