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At least 757 records · Page 42

The Kalman Filter and High Performance Computing at NASA's Data Assimilation Office (DAO)

Atmospheric data assimilation is a method of combining actual observations with model simulations to produce a more accurate description of the earth system than the observations alone provide. The output of data assimilation, sometimes called "the analysis", are accurate regular, gridded datasets of observed and unobserved variables. This is used not only for weather forecasting but is becoming increasingly important for climate research. For example, these datasets may be used to assess retrospectively energy budgets or the effects of trace gases such as ozone. This allows researchers to understand processes driving weather and climate, which have important scientific and policy implications. The primary goal of the NASA's Data Assimilation Office (DAO) is to provide datasets for climate research and to support NASA satellite and aircraft missions. This presentation will: (1) describe ongoing work on the advanced Kalman/Lagrangian filter parallel algorithm for the assimilation of trace gases in the stratosphere; and (2) discuss the Kalman filter in relation to other presentations from the DAO on Four Dimensional Data Assimilation at this meeting. Although the designation "Kalman filter" is often used to describe the overarching work, the series of talks will show that the scientific software and the kind of parallelization techniques that are being developed at the DAO are very different depending on the type of problem being considered, the extent to which the problem is mission critical, and the degree of Software Engineering that has to be applied.

Lyster, Peter M.↗

Diode Laser Velocity Measurements by Modulated Filtered Rayleigh Scattering

The ability of solid-state lasers to be tuned in operating frequency at MHz rates by input current modulation, while maintaining a relatively narrow line-width, has made them useful for spectroscopic measurements. Their other advantages include low cost, reliability, durability, compact size, and modest power requirements, making them a good choice for a laser source in micro-gravity experiments in drop-towers and in flight. For their size, they are also very bright. In a filtered Rayleigh scattering (FRS) experiment, a diode laser can be used to scan across an atomic or molecular absorption line, generating large changes in transmission at the resonances for very small changes in frequency. The hyperfine structure components of atomic lines of alkali metal vapors are closely spaced and very strong, which makes such atomic filters excellent candidates for sensitive Doppler shift detection and therefore for high-resolution velocimetry. In the work we describe here we use a Rubidium vapor filter, and work with the strong D(sub 2) transitions at 780 nm that are conveniently accessed by near infrared diode lasers. The low power output of infrared laser diodes is their primary drawback relative to other laser systems commonly used for velocimetry. However, the capability to modulate the laser frequency rapidly and continuously helps mitigate this. Using modulation spectroscopy and a heterodyne detection scheme with a lock-in amplifier, one can extract sub-microvolt signals occurring at a specific frequency from a background that is orders of magnitude stronger. The diode laser modulation is simply achieved by adding a small current modulation to the laser bias current. It may also be swept repetitively in wavelength using an additional lower frequency current ramp.

Mach, J. J.↗

Stratospheric Assimilation of Chemical Tracer Observations Using a Kalman Filter: Chi-Square Validated Results and Analysis of Variance and Correlation Dynamics - Pt. 2

A Kalman filter system designed for the assimilation of limb-sounding observations of stratospheric chemical tracers, which has four tunable covariance parameters, was developed in Part I (Menard et al. 1998) The assimilation results of CH4 observations from the Cryogenic Limb Array Etalon Sounder instrument (CLAES) and the Halogen Observation Experiment instrument (HALOE) on board of the Upper Atmosphere Research Satellite are described in this paper. A robust (chi)(sup 2) criterion, which provides a statistical validation of the forecast and observational error covariances, was used to estimate the tunable variance parameters of the system. In particular, an estimate of the model error variance was obtained. The effect of model error on the forecast error variance became critical after only three days of assimilation of CLAES observations, although it took 14 days of forecast to double the initial error variance. We further found that the model error due to numerical discretization as arising in the standard Kalman filter algorithm, is comparable in size to the physical model error due to wind and transport modeling errors together. Separate assimilations of CLAES and HALOE observations were compared to validate the state estimate away from the observed locations. A wave-breaking event that took place several thousands of kilometers away from the HALOE observation locations was well captured by the Kalman filter due to highly anisotropic forecast error correlations. The forecast error correlation in the assimilation of the CLAES observations was found to have a structure similar to that in pure forecast mode except for smaller length scales. Finally, we have conducted an analysis of the variance and correlation dynamics to determine their relative importance in chemical tracer assimilation problems. Results show that the optimality of a tracer assimilation system depends, for the most part, on having flow-dependent error correlation rather than on evolving the error variance.

Menard, Richard↗

Cloud Filtering Using a Bi-Spectral Spatial Coherence Approach

The research in this paper focuses on describing a technique developed for cloud filtering using a bi-spectral approach on GOES-8/9 Imager data. The application was developed for use with infrared retrievals of geophysical parameters in mind, where cloud cover contaminates the derived product. However, numerous potential applications of the technique exist. The technique will be described and a preliminary validation of the algorithm will be presented. Although initially based on the spatial coherence approach from Coakley and Brethereton (1982), it has evolved to utilize a difference image of the I I and 3.9 micrometer channels on the GOES-8/9 Imager. This image is very similar to that produced by Nelson and Ellrod (1996). During the daytime the technique makes use of the varying solar reflectance in the 3.9 micrometer channel by clouds and land to identify cloudy pixels. While at night, the technique makes use of the varying emissivity of the clouds in the scene to discriminate between clear and cloudy pixels. The technique applies three basic threshold tests to produce the final cloud filtered image: 1) a standard deviation threshold to detect the spatial variance in the scene, 2) a difference threshold between adjacent pixels, and 3) a simple infrared temperature threshold. The first test is applied to the entire image at once, then in a second pass the next two tests are applied. The final infrared temperature threshold is only meant to identify the coldest clouds that might pass the previous tests. The technique performs well during the daytime, while nighttime performance is degraded but is promising. The technique has proven to be robust and shows great promise of meeting its original goal of cloud filtering for use in an infrared retrieval algorithm for use in climate studies.

Guillory, Anthony R.↗

Cloud Filtering Using a Bi-Spectral Spatial Coherence Approach

The research in this paper focuses on describing a technique developed for cloud filtering using a bi-spectral approach on GOES-8/9 Imager data. The application was developed for use with infrared retrievals of geophysical parameters in mind, where cloud cover contaminates the derived product. However, numerous potential applications of the technique exist. The technique will be described and a preliminary validation of the algorithm will be presented. Although initially based on the spatial coherence approach from Coakley and Brethereton (1982), it has evolved to utilize a difference image of the 11 and 3.9 micrometer channels on the GOES-8/9 Imager. This image is very similar to that produced by Nelson and Ellrod (1996). During the daytime the technique makes use of the varying solar reflectance in the 3.9 micrometer channel by clouds and land to identify cloudy pixels. While at night, the technique makes use of the varying emissivity of the clouds in the scene to discriminate between clear and cloudy pixels. The technique applies three basic threshold tests to produce the final cloud filtered image: 1) a standard deviation threshold to detect the spatial variance in the scene, 2) a difference threshold between adjacent pixels, and 3) a simple infrared temperature threshold. The first test is applied to the entire image at once, then in a second pass the next two tests are applied. The final infrared temperature threshold is only meant to identify the coldest clouds that might pass the previous tests. The technique performs well during the daytime, while nighttime performance is degraded but is promising. The technique has proven to be robust and shows great promise of meeting its original goal of cloud filtering for use in an infrared retrieval algorithm for use in climate studies.

Guillory, Anthony R.↗

Filtering Image Records Using Wavelets and the Zakai Equation

Consider the problem of detecting and localizing a faint object moving In an "essentially stationary" background, using a sequence of two-dimensional low-SNR images of the scene. A natural approach consists of "digitizing" each snapshot into a discrete set of observations, sufficiently (perhaps not exactly) matched to the object In question, then tracking the object using an appropriate stochastic filter. The tracking would be expected to make up for the low signal-to-noise ratio, this allowing one to "coherently" process successive images in order to beat down the noise and localize the object. Thus, "tracking" here does not refer to the usual notion of detecting then tracking: rather, we track in order to detect The problem then becomes one of choosing the appropriate image representation as well as the optimal (and necessarily nonlinear filter. We propose exact and approximate solutions using wavelets and the Zakai equation. The smoothness of the wavelets used is required in the derivation of the evolution equation for the conditional density giving the filter, and their orthogonality makes it possible to carry out actual computations of the Ito- and change-of-gauge-terms in the algorithm effectively.

Haddad, Ziad S.↗

A Self-Tuning Kalman Filter for Autonomous Spacecraft Navigation

Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman Filter and Global Positioning System (GPS) data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. Current techniques of Kalman filtering, however, still rely on manual tuning from analysts, and cannot help in optimizing autonomy without compromising accuracy and performance. This paper presents an approach to produce a high accuracy autonomous navigation system fully integrated with the flight system. The resulting system performs real-time state estimation by using an Extended Kalman Filter (EKF) implemented with high-fidelity state dynamics model, as does the GPS Enhanced Orbit Determination Experiment (GEODE) system developed by the NASA Goddard Space Flight Center. Augmented to the EKF is a sophisticated neural-fuzzy system, which combines the explicit knowledge representation of fuzzy logic with the learning power of neural networks. The fuzzy-neural system performs most of the self-tuning capability and helps the navigation system recover from estimation errors. The core requirement is a method of state estimation that handles uncertainties robustly, capable of identifying estimation problems, flexible enough to make decisions and adjustments to recover from these problems, and compact enough to run on flight hardware. The resulting system can be extended to support geosynchronous spacecraft and high-eccentricity orbits. Mathematical methodology, systems and operations concepts, and implementation of a system prototype are presented in this paper. Results from the use of the prototype to evaluate optimal control algorithms implemented are discussed. Test data and major control issues (e.g., how to define specific roles for fuzzy logic to support the self-learning capability) are also discussed. In addition, architecture of a complete end-to-end candidate flight system that provides navigation with highly autonomous control using data from GPS is presented.

Truong, Son H.↗

An Indirect Mixed-Sensitivity Approach to Microgravity Vibration Isolation: The Exploitation of Kinematic Coupling In Frequency-weighting Design-Filter Selections

Many space-science experiments need an active isolation system to provide them with the requisite microgravity environment. The isolation systems planned for use with the International Space Station have been appropriately modeled using relative position relative velocity, and acceleration states. In theory, frequency-weighting design filters can be applied to these state-space models, in order to develop optimal H2 or mixed-norm controllers with desired stability and performance characteristics. In practice, however, the kinematic coupling among the various states can lead, through the associated frequency-weighting-filters, to conflicting demands on the Riccati design "machinery." The results can be numerically ill-conditioned regulator and estimator Riccati equations and/or reduced intuition in the design process. In addition, kinematic coupling can result in a redundancy in the demands imposed by the frequency weights. Failure properly to account for this type of coupling can lead to an unnecessary increase in controller dimensionality and, in turn, controller complexity. This paper suggests a rational approach to the assignment of frequency-weighting design filters, in the presence of the kinematic coupling among states that exists in the microgravity vibration isolation problem.

Hampton, R. David↗

Frequency-Weighting Filter Selection, for H2 Control of Microgravity Isolation Systems: A Consideration of the "Implicit Frequency Weighting" Problem

Many space-science experiments need an active isolation system to provide them with the requisite microgravity environment. The isolation systems planned for use with the International Space Station (ISS) have been appropriately modeled using relative position, relative velocity, and acceleration states. In theory, frequency-weighting design filters can be applied to these state-space models, in order to develop optimal H2 or mixed-norm controllers with desired stability and performance characteristics. In practice, however, since there is a kinematic relationship among the various states, any frequency weighting applied to one state will implicitly weight other states. These implicit frequency-weighting effects must be considered, for intelligent frequency-weighting filter assignment. This paper suggests a rational approach to the assignment of frequency-weighting design filters, in the presence of the kinematic coupling among states that exists in the microgravity vibration isolation problem.

Hampton, Roy David↗

Attitude Representations for Kalman Filtering

The four-component quaternion has the lowest dimensionality possible for a globally nonsingular attitude representation, it represents the attitude matrix as a homogeneous quadratic function, and its dynamic propagation equation is bilinear in the quaternion and the angular velocity. The quaternion is required to obey a unit norm constraint, though, so Kalman filters often employ a quaternion for the global attitude estimate and a three-component representation for small errors about the estimate. We consider these mixed attitude representations for both a first-order Extended Kalman filter and a second-order filter, as well for quaternion-norm-preserving attitude propagation.

Markley, F. Landis↗

Frequency-Weighting Filter Selection for H2 Control of Microgravity Isolation Systems: A Consideration of the "Implicit Frequency Weighting" Problem

Many space-science experiments need an active isolation system to provide them with the requisite microgravity environment. The isolation system planned for use with the International Space Station (ISS) have been appropriately modeled using relative position, relative velocity, and acceleration states. In theory, frequency-weighting design filters can be applied to them state-space models, In order to develop optimal H2 or mixed-norm controllers with desired stability and performance characteristics. In practice. however, since there Is a kinematic relationship among the various states. any frequency weighting applied to one state will implicitly weight other states. These implicit frequency-weighting effects must be considered, for intelligent frequency-weighting filter assignment. This paper suggests a rational approach to the assignment of frequency-weighting design filters, in the presence of the kinematic coupling among states that exists in the microgravity vibration isolation problem.

Hampton, R. David↗

An Indirect Mixed-Sensitivity Approach to Microgravity Vibration Isolation: The Exploitation of Kinematic Coupling In Frequency-Weighting Design-Filter Selections

Many space science experiments need an active isolation system to provide them with the requisite microgravity environment. The isolation systems planned for use with the International Space Station have been appropriately modeled using relative position, relative velocity, and acceleration states. In theory, frequency design filters can be applied to these state-space models, in order to develop optimal H, or mixed-norm controllers with desired stability- and performance characteristics. In practice. however, the kinematic coupling among the various states can lead, through the associated frequency-weighting-filters, to conflicting demands on the Riccati design "machinery." The results can be numerically ill-conditioned regulator and estimator Riccati equations and/or reduced intuition in the design process. In addition, kinematic coupling can result in a redundancy in the demands imposed by the frequency weights. Failure properly to account for this type of coupling can lead to an unnecessary increase in controller dimensionality and, in turn, controller complexity. This paper suggests a rational approach to the assignment of frequency weighting design filters, in the presence of the kinematic coupling among states that exists in the microgravity vibration isolation problem.

Hampton, R. David↗

State-Dependent Pseudo-Linear Filter for Spacecraft Attitude and Rate Estimation

This paper presents the development and performance of a special algorithm for estimating the attitude and angular rate of a spacecraft. The algorithm is a pseudo-linear Kalman filter, which is an ordinary linear Kalman filter that operates on a linear model whose matrices are current state estimate dependent. The nonlinear rotational dynamics equation of the spacecraft is presented in the state space as a state-dependent linear system. Two types of measurements are considered. One type is a measurement of the quaternion of rotation, which is obtained from a newly introduced star tracker based apparatus. The other type of measurement is that of vectors, which permits the use of a variety of vector measuring sensors like sun sensors and magnetometers. While quaternion measurements are related linearly to the state vector, vector measurements constitute a nonlinear function of the state vector. Therefore, in this paper, a state-dependent linear measurement equation is developed for the vector measurement case. The state-dependent pseudo linear filter is applied to simulated spacecraft rotations and adequate estimates of the spacecraft attitude and rate are obtained for the case of quaternion measurements as well as of vector measurements.

Bar-Itzhack, Itzhack Y.↗

Water Filters

A compact, lightweight electrolytic water filter generates silver ions in concentrations of 50 to 100 parts per billion in the water flow system. Silver ions serve as effective bactericide/deodorizers. Ray Ward requested and received from NASA a technical information package on the Shuttle filter, and used it as basis for his own initial development, a home use filter.

Source record↗

Aircraft Engine Sensor/Actuator/Component Fault Diagnosis Using a Bank of Kalman Filters

In this report, a fault detection and isolation (FDI) system which utilizes a bank of Kalman filters is developed for aircraft engine sensor and actuator FDI in conjunction with the detection of component faults. This FDI approach uses multiple Kalman filters, each of which is designed based on a specific hypothesis for detecting a specific sensor or actuator fault. In the event that a fault does occur, all filters except the one using the correct hypothesis will produce large estimation errors, from which a specific fault is isolated. In the meantime, a set of parameters that indicate engine component performance is estimated for the detection of abrupt degradation. The performance of the FDI system is evaluated against a nonlinear engine simulation for various engine faults at cruise operating conditions. In order to mimic the real engine environment, the nonlinear simulation is executed not only at the nominal, or healthy, condition but also at aged conditions. When the FDI system designed at the healthy condition is applied to an aged engine, the effectiveness of the FDI system is impacted by the mismatch in the engine health condition. Depending on its severity, this mismatch can cause the FDI system to generate incorrect diagnostic results, such as false alarms and missed detections. To partially recover the nominal performance, two approaches, which incorporate information regarding the engine s aging condition in the FDI system, will be discussed and evaluated. The results indicate that the proposed FDI system is promising for reliable diagnostics of aircraft engines.

Kobayashi, Takahisa↗

International Space Station Bacteria Filter Element Post-Flight Testing and Service Life Prediction

The International Space Station uses high efficiency particulate air (HEPA) filters to remove particulate matter from the cabin atmosphere. Known as Bacteria Filter Elements (BFEs), there are 13 elements deployed on board the ISS's U.S. Segment. The pre-flight service life prediction of 1 year for the BFEs is based upon performance engineering analysis of data collected during developmental testing that used a synthetic dust challenge. While this challenge is considered reasonable and conservative from a design perspective, an understanding of the actual filter loading is required to best manage the critical ISS Program resources. Thus testing was conducted on BFEs returned from the ISS to refine the service life prediction. Results from this testing and implications to ISS resource management are discussed. Recommendations for realizing significant savings to the ISS Program are presented.

Perry, J. L.↗

Application of a Bank of Kalman Filters for Aircraft Engine Fault Diagnostics

In this paper, a bank of Kalman filters is applied to aircraft gas turbine engine sensor and actuator fault detection and isolation (FDI) in conjunction with the detection of component faults. This approach uses multiple Kalman filters, each of which is designed for detecting a specific sensor or actuator fault. In the event that a fault does occur, all filters except the one using the correct hypothesis will produce large estimation errors, thereby isolating the specific fault. In the meantime, a set of parameters that indicate engine component performance is estimated for the detection of abrupt degradation. The proposed FDI approach is applied to a nonlinear engine simulation at nominal and aged conditions, and the evaluation results for various engine faults at cruise operating conditions are given. The ability of the proposed approach to reliably detect and isolate sensor and actuator faults is demonstrated.

Kobayashi, Takahisa↗

Filtering in Hybrid Dynamic Bayesian Networks

We demonstrate experimentally that inference in a complex hybrid Dynamic Bayesian Network (DBN) is possible using the 2 - T i e Slice DBN (2T-DBN) from [Koller & Lerner, 20001 to model fault detection in a watertank system. In [Koller & Lerner, 20001 a generic Particle Filter (PF) is used for inference. We extend the experiment and perform approximate inference using The Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). Furthermore, we combine these techniques in a 'non-strict' Rao-Blackwellisation framework and apply it to the watertank system. We show that UKF and UKF in a PF framework outperfom the generic PF, EKF and EKF in a PF framework with respect to accuracy and robustness in terms of estimation RMSE. Especially we demonstrate the superiority of UKF in a PF framework when our beliefs of how data was generated are wrong. We also show that the choice of network structure is very important for the performance of the generic PF and the EKF algorithms, but not for the UKF algorithms. Furthermore, we investigate the influence of data noise in the water[ank simulation. Theory and implementation is based on the theory presented.

Andersen, Morten Nonboe↗