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Low thrust interplanetary spacecraft tracking, using spectral factorization for Kalman filtering equations steady state solution
The material presented is divided into three main areas of accomplishment. The first is a description of the angle only docking sensor concept and the computational requirements to develop useful guidance information from the raw angle only data. The second describes the analytical effort including the MIT in-house computer simulation, the development of guidance equations and vehicle stability related thereto, and presents the results of studies covering the effects of employing Kalman filtering with the sensor. The third area presents the conclusions and recommendations resulting from the program. Much of the material has appeared in previous reports, but is included here for the sake of completeness. New material indicating how the computer might operate to identify the individual sources in the target array is included.
A variety of techniques is available for estimating the states of nonlinear dynamic systems from noisy data. The differences among several of these procedures in the presence of small dynamic and observational nonlinearities are investigated. Four discrete estimation algorithms are analyzed. The first is a strictly least square estimator, while the others are recursive algorithms similar to the Kalman filter used for estimating the states of linear systems. A group of analytic expressions is developed for the mean and covariance of the error in each of these estimators so that they may be compared without lengthy Monte Carlo simulations. The covariance expressions show that, to first order, all the estimators have the same covariance. Expressions for the means show that each estimator has a different bias. Several examples are carried out demonstrating that the relative magnitudes of the bias errors in the various estimators can be a strong function of such parameters as initial covariances and number of data points. Under some circumstances, more complicated algorithms can have larger biases than smaller ones.
Identification criteria are presented for linear dynamic systems with and without process noise. With process noise, the state equations are replaced by the Kalman filter equations. If the identification performance index is expanded in a Taylor's series with respect to the parameters to be identified, then maximizing the weighting factor of the quadratic term with respect to the inputs will insure that an identification algorithm will converge more rapidly and to a more accurate result than with nonoptimal inputs. The expectation of this weighting factor is the Fisher information matrix, and its inverse is a lower bound for the covariance of the parameters. Direct and indirect methods of calculating the information matrix are presented for systems with and without process noise.
A procedure for recursively estimating images that are characterized statistically by the mean and correlation functions associated with the random process representing the brightness level is proposed for the case where the images are corrupted by additive noise. First, a dynamic model is developed with a response characteristic which matches that of the scanner output (the input of the estimator is the output of a horizontal line scanner) in a statistical sense. Such models have the form of an ordinary differential or difference equation with white noise input. An insignificant approximation is introduced by using a constant-coefficient model. The appropriate model is a vector valued difference equation with the solution representing a vector Markov process. The next step is to obtain the minimum mean square estimate of the image by using a Kalman filter. Since the image estimation is an interpolation problem, two successive runs over the observation are performed in opposite directions and the resultant estimates are averaged. Examples are included for illustration.
Combined optimal estimation and control techniques are applied for the first time to satellite tracking systems. Both radio antenna and optical tracking systems of NASA are considered. The optimal estimation is accomplished using an extended Kalman filter resulting in an estimated state of the satellite and of the tracking system. This estimated state constitutes an input to the optimal controller. The optimal controller treats a linearized system with a quadratic performance index. The maximum principle is applied and a steady-state approximation to the resulting Riccati equation is obtained. A computer program, RATS, implementing this algorithm is described. A feasibility study of real-time implementation, tracking simulations, and parameter sensitivity studies are also reported.
A method is presented for sequentially testing the consistency of actual and calculated error covariances in recursive nonlinear estimators, such as the extended Kalman filter. An equivalent simplified test is described briefly. The method is useful for linear filters as well, where inconsistencies may be caused by modeling inaccuracies.
Investigation of the feasibility of using a Kalman filter estimator for the identification of unknown parameters in nonlinear dynamic systems with a time delay. The problem considered is the application of estimation theory to determine the parameters of a family of pilot models containing delayed states. In particular, the pilot-plant dynamics are described by differential-difference equations of the retarded type. The pilot delay, included as one of the unknown parameters to be determined, is kept in pure form as opposed to the Pade approximations generally used for these systems. Problem areas associated with processing real pilot response data are included in the discussion.
Estimation of the state of a nonlinear discrete-time system using quantized data is considered. An exact solution for the maximum likelihood estimate is expressed as the solution of a nonlinear two-point boundary-value problem. Approximate recursive solutions for both the maximum likelihood and the conditional-mean estimates are obtained. The results of Monte-Carlo simulations are presented in which the performance of these two algorithms is compared with that of a Kalman filter in which the quantization error is approximated by white noise.-
Discussion of a statistical procedure for treatment of noise-affected images to recover unaffected images by recursive processing with noise background elimination. The feasibility of the application of a recursive linear Kalman filtering technique to image processing is demonstrated. The procedure is applicable to images which are characterized statistically by mean and correlation functions. A time invariant dynamic model is proposed to provide stationary statistics for the scanner output.
Spectral factorization has been used previously to derive the steady-state solution of Kalman filtering equations without iteration for constant coefficient systems. The present work extends the spectral factorization algorithm to time-varying systems having periodic coefficient matrices for cases of both discrete and continuous systems. Time-consuming, expensive iterations of sequential covariance equations are not required to reach the final solution since this is an algebraic algorithm employing existing eigenvalue, eigenvector subroutines. The computer program incorporating the algorithm is suitable for sensitivity studies in formulating navigation and guidance strategies of low-thrust interplanetary missions. The determination of an optimum tracking pattern from an earth station is examined as an example.
The enhancement of images that are characterized only by statistical data where the picture contains additive noise is considered. The random process representing the output of the scanner is characterized by the output of a dynamic system with white noise input. The dynamic system describes a first-order vector-Markov process. The procedure of Kalman filtering is then utilized to recursively determine the minimum mean-square error estimate of the image. The result is then extended to obtain the smoothing of the data.
Near optimum digital phase locked loops are derived utilizing nonlinear estimation theory. Nonlinear approximations are employed to yield realizable loop structures. Baseband equivalent loop gains are derived which under high signal to noise ratio conditions may be calculated off-line. Additional simplifications are made which permit the application of the Kalman filter algorithms to determine the optimum loop filter. Performance is evaluated by a theoretical analysis and by simulation. Theoretical and simulated results are discussed and a comparison to analog results is made.
A variety of techniques are available for estimating the states of nonlinear dynamic systems from noisy data. These procedures are generally equivalent when applied to linear systems. This paper investigates the difference between several of these procedures in the presence of small dynamic and observational nonlinearities. In particular, it examines one least square batch processing algorithm, and three recursive algorithms similar to the Kalman filter. To first order, all the estimators have the same covariance. Expressions for the means, however, show that each estimator has a different bias. The examples presented show that the biases can be a strong function of such parameters as initial covariances and number of data points being considered.
Precision distance measuring equipment (DME) aiding onboard inertial navigation can be used to meet the stringent landing navigation requirements of the Space Shuttle. The required accuracy is achieved by using a ten-state-variable Kalman filter to process the measured range and delta-range data from the DME. The DME transponders are required to meet the accuracy requirements: two are deployed under the final approach path and one is deployed to the side. Failure considerations require deployment of additional redundant transponders. Initialization of the landing navigation after hypersonic entry is accomplished using the transponders at the airport.
The problem of estimating the state of a turbopump rotating assembly and identifying unknown products of inertia and unknown bearing parameters is considered. A linearized, extended Kalman filtering approach has been used and found to be successful for both state estimation and parameter identification in an inherently nonlinear problem. The input data were simulated Bently test data obtained from a verified 12-dimensional state-space model and were compared with real Bently test data obtained from NASA. The results prove the feasibility of using this model and this type of test data to obtain the hidden parameters of a typical turbopump rotating assembly.
Experimental and analytical results for a typical 20-cm-diam, hollow-cathode ion thrustor are reported. The foundation of the investigation was the application of thermal model correction techniques. Pertinent thermal properties and plasma heating characteristics of the thrustor were determined through correlation and integration of temperature measurement data with a single-state Wiener-Kalman filter. The thrustor self-heating levels on various parts were realistically estimated. Analytically predicted temperatures were forced to agree with the measured values for the purpose of constructing a corrected thermal model, which could then be used to evaluate more realistic thrustor circumstances and environments. The expected accuracy of the resultant analytical network model was demonstrated to be plus or minus 10 K. Thrustor thermal performance data for a typical five-thrustor array are presented as functions of environmental solar intensities. The thermal analyses are also extended to a 30-cm thrustor system.
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first order systems are presented.