Coding, filtering, and information theory
Message coding, signal filtering, and information theory for space communications
SPACE COMMUNICATION↗
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Results for “filtering theory”
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Reduced-Order Kalman Filtering for Processing Relative Measurements
A study in Kalman-filter theory has led to a method of processing relative measurements to estimate the current state of a physical system, using less computation than has previously been thought necessary. As used here, relative measurements signifies measurements that yield information on the relationship between a later and an earlier state of the system. An important example of relative measurements arises in computer vision: Information on relative motion is extracted by comparing images taken at two different times. Relative measurements do not directly fit into standard Kalman filter theory, in which measurements are restricted to those indicative of only the current state of the system. One approach heretofore followed in utilizing relative measurements in Kalman filtering, denoted state augmentation, involves augmenting the state of the system at the earlier of two time instants and then propagating the state to the later time instant.While state augmentation is conceptually simple, it can also be computationally prohibitive because it doubles the number of states in the Kalman filter. When processing a relative measurement, if one were to follow the state-augmentation approach as practiced heretofore, one would find it necessary to propagate the full augmented state Kalman filter from the earlier time to the later time and then select out the reduced-order components. The main result of the study reported here is proof of a property called reduced-order equivalence (ROE). The main consequence of ROE is that it is not necessary to augment with the full state, but, rather, only the portion of the state that is explicitly used in the partial relative measurement. In other words, it suffices to select the reduced-order components first and then propagate the partial augmented state Kalman filter from the earlier time to the later time; the amount of computation needed to do this can be substantially less than that needed for propagating the full augmented Kalman state filter.
Bayard, David S.↗
Limited memory optimal filtering.
Limited memory optimal filter theory, output and standard filter divergence due to errors
Jazwinski, A. H.↗
Limited memory optimal filtering.
Limited memory optimal filter theory, output and standard filter divergence due to errors
Jazwinski, A. H.↗
Application of signal detection theory to optics
Basic quantum detection and estimation theory, applications to optics, photon counting, and filtering theory are studied. Recent work on the restoration of degraded optical images received at photoelectrically emissive surfaces is also reported, the data used by the method are the numbers of electrons ejected from various parts of the surface.
Helstrom, C. W.↗
Survey of digital filtering
A three part survey is made of the state-of-the-art in digital filtering. Part one presents background material including sampled data transformations and the discrete Fourier transform. Part two, digital filter theory, gives an in-depth coverage of filter categories, transfer function synthesis, quantization and other nonlinear errors, filter structures and computer aided design. Part three presents hardware mechanization techniques. Implementations by general purpose, mini-, and special-purpose computers are presented.
Nagle, H. T., Jr.↗
Application of Kalman filters to robot calibration
This report explores new uses of Kalman filter theory in manufacturing systems (robots in particular). The Kalman filter allows the robot to read its sensors plus external sensors and learn from its experience. In effect, the robot is given primitive intelligence. The study, which is applicable to any type of powered kinematic linkage, focuses on the calibration of a manipulator.
Whitney, D. E.↗
Combining Multiple Gyroscope Outputs for Increased Accuracy
A proposed method of processing the outputs of multiple gyroscopes to increase the accuracy of rate (that is, angular-velocity) readings has been developed theoretically and demonstrated by computer simulation. Although the method is applicable, in principle, to any gyroscopes, it is intended especially for application to gyroscopes that are parts of microelectromechanical systems (MEMS). The method is based on the concept that the collective performance of multiple, relatively inexpensive, nominally identical devices can be better than that of one of the devices considered by itself. The method would make it possible to synthesize the readings of a single, more accurate gyroscope (a virtual gyroscope) from the outputs of a large number of microscopic gyroscopes fabricated together on a single MEMS chip. The big advantage would be that the combination of the MEMS gyroscope array and the processing circuitry needed to implement the method would be smaller, lighter in weight, and less power-hungry, relative to a conventional gyroscope of equal accuracy. The method (see figure) is one of combining and filtering the digitized outputs of multiple gyroscopes to obtain minimum-variance estimates of rate. In the combining-and-filtering operations, measurement data from the gyroscopes would be weighted and smoothed with respect to each other according to the gain matrix of a minimum- variance filter. According to Kalman-filter theory, the gain matrix of the minimum-variance filter is uniquely specified by the filter covariance, which propagates according to a matrix Riccati equation. The present method incorporates an exact analytical solution of this equation.
Bayard, David S.↗
Application of optimal control theory to the design of the NASA/JPL 70-meter antenna servos
The application of Linear Quadratic Gaussian (LQG) techniques to the design of the 70-m axis servos is described. Linear quadratic optimal control and Kalman filter theory are reviewed, and model development and verification are discussed. Families of optimal controller and Kalman filter gain vectors were generated by varying weight parameters. Performance specifications were used to select final gain vectors.
Alvarez, L. S.↗
Optimal control of saturating systems with stochastic inputs.
Wiener filtering theory for stationary ergodic inputs with known spectral densities and optimal control transfer functions of random-input nonlinear saturating systems with random unwanted disturbances
RANDOM VARIABLE↗
Multilevel filtering elliptic preconditioners
A class of preconditioners is presented for elliptic problems built on ideas borrowed from the digital filtering theory and implemented on a multilevel grid structure. They are designed to be both rapidly convergent and highly parallelizable. The digital filtering viewpoint allows the use of filter design techniques for constructing elliptic preconditioners and also provides an alternative framework for understanding several other recently proposed multilevel preconditioners. Numerical results are presented to assess the convergence behavior of the new methods and to compare them with other preconditioners of multilevel type, including the usual multigrid method as preconditioner, the hierarchical basis method and a recent method proposed by Bramble-Pasciak-Xu.
Kuo, C. C. Jay↗
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↗
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.↗
Receiver-Coupling Schemes Based On Optimal-Estimation Theory
Two schemes for reception of weak radio signals conveying digital data via phase modulation provide for mutual coupling of multiple receivers, and coherent combination of outputs of receivers. In both schemes, optimal mutual-coupling weights computed according to Kalman-filter theory, but differ in manner of transmission and combination of outputs of receivers.
Kumar, Rajendra↗
Application of Consider Covariance to the Extended Kalman Filter
The extended Kalman filter (EKF) is the basis for many applications of filtering theory to real-time problems where estimates of the state of a dynamical system are to be computed based upon some set of observations. The form of the EKF may vary somewhat from one application to another, but the fundamental principles are typically unchanged among these various applications. As is the case in many filtering applications, models of the dynamical system (differential equations describing the state variables) and models of the relationship between the observations and the state variables are created. These models typically employ a set of constants whose values are established my means of theory or experimental procedure. Since the estimates of the state are formed assuming that the models are perfect, any modeling errors will affect the accuracy of the computed estimates. Note that the modeling errors may be errors of commission (errors in terms included in the model) or omission (errors in terms excluded from the model). Consequently, it becomes imperative when evaluating the performance of real-time filters to evaluate the effect of modeling errors on the estimates of the state.
Lundberg, John B.↗
Enhanced orbit determination filter: Inclusion of ground system errors as filter parameters
The theoretical aspects of an orbit determination filter that incorporates ground-system error sources as model parameters for use in interplanetary navigation are presented in this article. This filter, which is derived from sequential filtering theory, allows a systematic treatment of errors in calibrations of transmission media, station locations, and earth orientation models associated with ground-based radio metric data, in addition to the modeling of the spacecraft dynamics. The discussion includes a mathematical description of the filter and an analytical comparison of its characteristics with more traditional filtering techniques used in this application. The analysis in this article shows that this filter has the potential to generate navigation products of substantially greater accuracy than more traditional filtering procedures.
Masters, W. C.↗
The application of the detection filter to aircraft control surface and actuator failure detection and isolation
The performance of the detection filter in detecting and isolating aircraft control surface and actuator failures is evaluated. The basic detection filter theory assumption of no direct input-output coupling is violated in this application due to the use of acceleration measurements for detecting and isolating failures. With this coupling, residuals produced by control surface failures may only be constrained to a known plane rather than to a single direction. A detection filter design with such planar failure signatures is presented, with the design issues briefly addressed. In addition, a modification to constrain the residual to a single known direction even with direct input-output coupling is also presented. Both the detection filter and the modification are tested using a nonlinear aircraft simulation. While no thresholds were selected, both filters demonstrated an ability to detect control surface and actuator failures. Failure isolation may be a problem if there are several control surfaces which produce similar effects on the aircraft. In addition, the detection filter was sensitive to wind turbulence and modeling errors.
Bonnice, W. F.↗
Method of statistical filtering
Minimal formula for bounding the cross correlation between a random forcing function and the state error when this correlation is unknown is used in optimal linear filter theory applications. Use of the bound results in overestimation of the estimation-error covariance.
Battin, R. H.↗