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At least 91 records · Page 5
All sourcesNASA NTRSDOE OSTI
NASA NTRS1993

Upper Atmosphere Research Satellite (UARS) onboard attitude determination using a Kalman filter

The Upper Atmospheric Research Satellite (UARS) requires a highly accurate knowledge of its attitude to accomplish its mission. Propagation of the attitude state using gyro measurements is not sufficient to meet the accuracy requirements, and must be supplemented by a observer/compensation process to correct for dynamics and observation anomalies. The process of amending the attitude state utilizes a well known method, the discrete Kalman Filter. This study is a sensitivity analysis of the discrete Kalman Filter as implemented in the UARS Onboard Computer (OBC). The stability of the Kalman Filter used in the normal on-orbit control mode within the OBC, is investigated for the effects of corrupted observations and nonlinear errors. Also, a statistical analysis on the residuals of the Kalman Filter is performed. These analysis is based on simulations using the UARS Dynamics Simulator (UARSDSIM) and compared against attitude requirements as defined by General Electric (GE). An independent verification of expected accuracies is performed using the Attitude Determination Error Analysis System (ADEAS).

Garrick, Joseph↗
NASA NTRS2002

Applications of Kalman filtering to real-time trace gas concentration measurements

A Kalman filtering technique is applied to the simultaneous detection of NH3 and CO2 with a diode-laser-based sensor operating at 1.53 micrometers. This technique is developed for improving the sensitivity and precision of trace gas concentration levels based on direct overtone laser absorption spectroscopy in the presence of various sensor noise sources. Filter performance is demonstrated to be adaptive to real-time noise and data statistics. Additionally, filter operation is successfully performed with dynamic ranges differing by three orders of magnitude. Details of Kalman filter theory applied to the acquired spectroscopic data are discussed. The effectiveness of this technique is evaluated by performing NH3 and CO2 concentration measurements and utilizing it to monitor varying ammonia and carbon dioxide levels in a bioreactor for water reprocessing, located at the NASA-Johnson Space Center. Results indicate a sensitivity enhancement of six times, in terms of improved minimum detectable absorption by the gas sensor.

Non-NASA Center↗
NASA NTRS1998

Initial flight results of the TRMM Kalman filter

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.

Andrews, Stephen F.↗
NASA NTRS1998

Initial Flight Results of the TRMM Kalman Filter

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.

Andrews, Stephen F.↗
NASA NTRS2013

Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms

Maintaining conservative physical laws numerically has long been recognized as being important in the development of numerical weather prediction (NWP) models. In the broader context of data assimilation, concerted efforts to maintain conservation laws numerically and to understand the significance of doing so have begun only recently. In order to enforce physically based conservation laws of total mass and positivity in the ensemble Kalman filter, we incorporate constraints to ensure that the filter ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. We show that the analysis steps of ensemble transform Kalman filter (ETKF) algorithm and ensemble Kalman filter algorithm (EnKF) can conserve the mass integral, but do not preserve positivity. Further, if localization is applied or if negative values are simply set to zero, then the total mass is not conserved either. In order to ensure mass conservation, a projection matrix that corrects for localization effects is constructed. In order to maintain both mass conservation and positivity preservation through the analysis step, we construct a data assimilation algorithms based on quadratic programming and ensemble Kalman filtering. Mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate constraints. Some simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. The results show clear improvements in both analyses and forecasts, particularly in the presence of localized features. Behavior of the algorithm is also tested in presence of model error.

EnKR↗
NASA NTRS2014

Adaptable Iterative and Recursive Kalman Filter Schemes

Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.

Zanetti, Renato↗
NASA NTRS1998

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↗
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 NTRS1991

The behavior of forecast error covariances for a Kalman filter in two dimensions

The behavior of forecast error covariances in a fairly realistic setting is demonstrated via a Kalman filter algorithm. It is used to assimilate simulated data from the existing radiosonde network, from the demonstration network of 31 Doppler wind profilers in the central U.S., and from hypothetical radiometers located at five of the profiler sites. Some theoretical justification of the hypothesis advanced by Phillips (1982), and the hypothesis is used to formulate the model error covariance matrix required by the Kalman filter. The results show that assimilating the profiler wind data leads to a large reduction of forecast/analysis error in heights as well as in winds, over the profiler region and also downstream, when compared with the results of assimilating the radiosonde data alone. The forecast error covariance matrices that the Kalman filter calculates to obtain this error reduction differ considerably from those prescribed by the optimal interpolation schemes that are employed for data assimilation at operational centers.

Cohn, Stephen E.↗
NASA NTRS1986

Numerical aspects of different Kalman filter implementations

A theoretical analysis is made of the error propagation due to numerical roundoff for four different Kalman filter implementations: the conventional Kalman filter, the square root covariance filter, the square root information filter, and the Chandrasekhar square root filter. An experimental analysis is performed to validate the new insights gained by the theoretical analysis.

Verhaegen, M.↗
NASA NTRS1978

Requirements for Kalman filtering on the GE-701 whole word computer

The results of a study to determine scaling, storage, and word length requirements for programming the Kalman filter on the GE-701 Whole Word Computer are reported. Simulation tests are presented which indicate that the Kalman filter, using a square root formulation with process noise added, utilizing MLS, radar altimeters, and airspeed as navigation aids, may be programmed for the GE-701 computer to successfully navigate and control the Boeing B737-100 during landing approach, landing rollout, and turnoff. The report contains flow charts, equations, computer storage, scaling, and word length recommendations for the Kalman filter on the GE-701 Whole Word computer.

Pines, S.↗
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 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 NTRS2001

On Kalman filter solution of space-time interpolation

The approximate Kalman filtering algorithm presented in [1] for image sequence processing can introduce unacceptable negative eigenvalues in the information matrix and can have degraded performance in some applications. The improved algorithm presented in this note guarantees a positive definite information matrix, leading to more stable filter performance.

data↗
NASA NTRS1984

Optical Kalman filtering for missile guidance

Optical systolic array processors constitute a powerful and general-purpose set of optical architectures with high computational rates. In this paper, Kalman filtering, a novel application for these architectures, is investigated. All required operations are detailed; their realization by optical and special-purpose analog electronics are specified; and the processing time of the system is quantified. The specific Kalman filter application chosen is for an air-to-air missile guidance controller. The architecture realized in this paper meets the design goal of a fully adaptive Kalman filter which processes a measurement every 1 msec. The vital issue of flow and pipelining of data and operations in a systolic array processor is addressed. The approach is sufficiently general and can be realized on an optical or digital systolic array processor.

Casasent, D.↗
NASA NTRS2003

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↗
NASA NTRS1989

Systolic VLSI array for implementing the Kalman filter algorithm

A method and apparatus for processing signals representative of a complex matrix/vector equation. More particularly, signals representing an orderly sequence of the combined matrix and vector equation, known as a Kalman filter algorithm, are processed in real time in accordance with the principles of this invention. The Kalman filter algorithm is rearranged into a Faddeeva algorithm, which is a matrix-only algorithm that is modified to represent both the matrix and vector portions of the Kalman filter algorithm. The modified Faddeeva algorithm is embodied into electrical signals which are applied as inputs to a systolic array processor. The processor performs triangulation and nullification on the input signals, and delivers an output signal which is a real-time solution to the input signals.

Jaw J Chang↗