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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
NASA NTRS1995

A Stabilized Sparse-Matrix U-D Square-Root Implementation of a Large-State Extended Kalman Filter

The full nonlinear Kalman filter sequential algorithm is, in theory, well-suited to the four-dimensional data assimilation problem in large-scale atmospheric and oceanic problems. However, it was later discovered that this algorithm can be very sensitive to computer roundoff, and that results may cease to be meaningful as time advances. Implementations of a modified Kalman filter are given.

data assimilation modified Kalman filter sequentia↗
NASA NTRS2001

Kalman plus weights: a time scale algorithm

KPW is a time scale algorithm that combines Kalman filtering with the basic time scale equation (BTSE). A single Kalman filter that estimates all clocks simultaneously is used to generate the BTSE frequency estimates, while the BTSE weights are inversely proportional to the white FM variances of the clocks. Results from simulated clock ensembles are compared to previous simulation results from other algorithms.

time time scales stability Kalman filtering↗
NASA NTRS2013

An Ensemble Recentering Kalman Filter with an Application to Argo Temperature Data Assimilation into the NASA GEOS-5 Coupled Model

A two-step ensemble recentering Kalman filter (ERKF) analysis scheme is introduced. The algorithm consists of a recentering step followed by an ensemble Kalman filter (EnKF) analysis step. The recentering step is formulated such as to adjust the prior distribution of an ensemble of model states so that the deviations of individual samples from the sample mean are unchanged but the original sample mean is shifted to the prior position of the most likely particle, where the likelihood of each particle is measured in terms of closeness to a chosen subset of the observations. The computational cost of the ERKF is essentially the same as that of a same size EnKF. The ERKF is applied to the assimilation of Argo temperature profiles into the OGCM component of an ensemble of NASA GEOS-5 coupled models. Unassimilated Argo salt data are used for validation. A surprisingly small number (16) of model trajectories is sufficient to significantly improve model estimates of salinity over estimates from an ensemble run without assimilation. The two-step algorithm also performs better than the EnKF although its performance is degraded in poorly observed regions.

Particle Filter↗
NASA NTRS2011

Reduced Kalman Filters for Clock Ensembles

This paper summarizes the author's work ontimescales based on Kalman filters that act upon the clock comparisons. The natural Kalman timescale algorithm tends to optimize long-term timescale stability at the expense of short-term stability. By subjecting each post-measurement error covariance matrix to a non-transparent reduction operation, one obtains corrected clocks with improved short-term stability and little sacrifice of long-term stability.

Kalman filter↗
NASA NTRS2017

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

manual control↗
NASA NTRS2021

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗
NASA NTRSDate not supplied

Kalman Filtering and RTS Smoothing for Arc-Jet Sample Edge Tracking

Accurate and temporally consistent measurements of test-article recession are required to characterize material response during arc-jet ablation experiments. However, image-based boundary measurements are often affected by segmentation noise, brightness variations, and frame-to-frame variability. This work extends arcjetCV [1] with filtering methods for tracking the evolving boundaries of hemispherical and ISO-Q test articles. Two boundary-tracking approaches based on Kalman filtering [2] were implemented. The first applies a point-wise Kalman filter followed by a Rauch–Tung–Striebel smoother [3] to individual boundary-point locations. The second applies the same filtering and smoothing framework to a reduced set of geometry-dependent shape parameters. The point-wise method reduces local frame-to-frame fluctuations while preserving spatial details along the detected boundary. The shape-parameter method provides a compact and geometrically constrained estimate of the sample contour. Figure 1 illustrates the two approaches for a hemispherical test article. Both methods improve temporal consistency and support more robust estimation of surface recession from arc-jet imagery. The two filtering approaches provide complementary representations of boundary evolution and improve the reliability of image-based recession measurements during arc-jet experiments.

recession measurement↗
DOE OSTI2024

Distribution System State Estimation Using a Multiple Iteration Extended Kalman Filter Approach

To support the operation of modern distribution systems, operators require real-time visibility into system states. Due to a lack of measurements and unbalanced operation, the state estimation in distribution systems is challenging as compared to transmission systems. This paper proposes the utilization of a Multiple Iteration - Extended Kalman Filter based approach for the distribution system state estimation. This modified version of the baseline extended Kalman filter iterates over the update step multiple times thereby reducing the estimation error. The proposed algorithm along with the auxiliary algorithms such as bad data detection is integrated into a co-simulation environment. Case studies show that the proposed state estimation method can result in a lesser estimation error as compared to the baseline approach.

Bhatti, Bilal Ahmad↗
NASA NTRS1973

The Kalman-Yacubovich lemma in adaptive control system design.

New results are presented that pertain to the design of model-reference adaptive control systems with the aid of the Kalman-Yacubovich lemma derived in connection with the problem of Lure. It is shown that the Kalman-Yacubovich lemma is a much more powerful tool for designing model-reference adaptive control systems than was previously thought.

Monopoli, R. V.↗
NASA NTRS1975

A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

Womble, M. E.↗
NASA NTRS1975

Kalman filter estimation of human pilot-model parameters

The parameters of a human pilot-model transfer function are estimated by applying the extended Kalman filter to the corresponding retarded differential-difference equations in the time domain. Use of computer-generated data indicates that most of the parameters, including the implicit time delay, may be reasonably estimated in this way. When applied to two sets of experimental data obtained from a closed-loop tracking task performed by a human, the Kalman filter generated diverging residuals for one of the measurement types, apparently because of model assumption errors. Application of a modified adaptive technique was found to overcome the divergence and to produce reasonable estimates of most of the parameters.

Schiess, J. R.↗
NASA NTRS1978

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.↗
NASA NTRS1978

Development and flight tests of a Kalman filter for navigation during terminal area and landing operations

A Kalman filter for aircraft terminal area and landing navigation was implemented and flight tested in the NASA Ames STOLAND avionics computer onboard a Twin Otter aircraft. This system combines navaid measurements from TACAN, MODILS, air data, radar altimeter sensors along with measurements from strap-down accelerometer and attitude angle sensors. The flight test results demonstrate that the Kalman filter provides improved estimates of the aircraft position and velocity as compared with estimates from the more standard complementary filter. The onboard computer implementation requirements to achieve this improved performance are discussed.

Schmidt, S. F.↗
NASA NTRS1978

Kalman filter divergence and aircraft motion estimators

Kalman filters designed for many aerospace systems turn out to be unsatisfactory. The estimate errors become large compared to the errors predicted by the theory ('divergence'). One of the principal causes of this failure is that the system model contains states or modes that are undisturbed by the modeled process noise, and are neutrally stable (NS). One cure for such problems is periodic restarting of a time-varying Kalman filter. Other cures include minimum variance observers with eigenvalue constraints, added noise, pole-shifting, and destabilization. Several examples are given, including effective time-invariant estimators for the longitudinal and lateral motions of an airplane where several NS modes are undisturbed by wind gusts. An interpretation of these estimators as a 'strapdown IMU' without accelerometers, gimbaled gyros, or servos is given.

Bryson, A. E., Jr.↗
NASA NTRS1979

DEKFIS user's guide: Discrete Extended Kalman Filter/Smoother program for aircraft and rotorcraft data consistency

The computer program DEKFIS (discrete extended Kalman filter/smoother), formulated for aircraft and helicopter state estimation and data consistency, is described. DEKFIS is set up to pre-process raw test data by removing biases, correcting scale factor errors and providing consistency with the aircraft inertial kinematic equations. The program implements an extended Kalman filter/smoother using the Friedland-Duffy formulation.

Source record↗
NASA NTRS1982

Kalman filtering for spacecraft attitude estimation

Several schemes in current use for sequential estimation of spacecraft attitude using Kalman filters are examined. These differ according to their treatment of the attitude error, namely: using the complete four-component quaternion; using a truncated quaternion in which one of the components has been eliminated; or using a quaternion referred to approximate body-fixed axes. These schemes are examined for the case of a spacecraft carrying line-of-sight attitude sensors and three-axis gyros whose measurements are corrupted by noise on both the drift rate and the drift-rate ramp. The analysis of the covariance is carried out in detail. The historical development of Kalman filtering of attitude is reviewed.

Lefferts, E. J.↗
NASA NTRS1982

Real time prediction of marine vessel motions using Kalman filtering techniques

The present investigation is concerned with the prediction of the future behavior of a vessel within some confidence bounds at a specific instant of time, taking into account an interval of a few seconds. The ability to predict accurately the motions of a vessel can reduce significantly the probability of failure of operations in rough seas. The investigation was started as part of an effort to ensure safe landing of aircraft on relatively small vessels. However, the basic principles involved in the study are the same for any offshore operation, such as carbo transfer in the open sea, structure installation, and floating crane operation. The Kalman filter is a powerful tool for achieving the goals of the prediction procedure. Attention is given to a linear optimal predictor, the equations of motion of the vessel, the wave spectrum, rational approximation, the use of Kalman filter and predictor in an application for a ship, and the motions of a semisubmersible.

Triantafyllou, M. S.↗