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At least 127 records · Page 7
All sourcesNASA NTRSDOE OSTI
NASA NTRS1992

Comparison of Kalman filter estimates of zenith atmospheric path delays using the global positioning system and very long baseline interferometry

Kalman filter estimates of zenith nondispersive atmospheric path delays at Westford, Massachusetts, Fort Davis, Texas, and Mojave, California, were obtained from independent analyses of data collected during January and February 1988 using the GPS and VLBI. The apparent accuracy of the path delays is inferred by examining the estimates and covariances from both sets of data. The ability of the geodetic data to resolve zenith path delay fluctuations is determined by comparing further the GPS Kalman filter estimates with corresponding wet path delays derived from water vapor radiometric data available at Mojave over two 8-hour data spans within the comparison period. GPS and VLBI zenith path delay estimates agree well within one standard deviation formal uncertainties (from 10-20 mm for GPS and 3-15 mm for VLBI) in four out of the five possible comparisons, with maximum differences of 5 and 21 mm over 8- to 12-hour data spans.

Tralli, David M.↗
NASA NTRS1993

The Arctic Ocean ice balance - A Kalman smoother estimate

The methodology of Kalman filtering and smoothing is used to integrate a 7-year time series of buoy-derived ice motion fields and satellite passive microwave observations. The result is a record of the concentrations of open water, first-year ice, and multiyear ice that we believe is better than the estimates based on the microwave data alone. The Kalman procedure interprets the evolution of the ice cover in terms of advection, melt, growth, ridging, and aging of first-year into multiyear ice. Generally, the regions along the coasts of Alaska and Siberia and the area just north of Fram Strait are sources of first-year ice, with the rest of the Arctic Ocean acting as a sink for first-year ice via ridging and aging. All the Arctic Ocean except for the Beaufort and Chukchi seas is a source of multiyear ice, with the Chukchi being the only internal multiyear ice sink. Export through Fram Strait is a major ice sink, but we find only about two-thirds the export and greater interannual variation than found in previous studies. There is no discernible trend in the area of multiyear ice in the Arctic Ocean during the 7 years.

Thomas, D. R.↗
NASA NTRS1993

Estimation of Kalman filter gain from output residuals

This paper presents a procedure to estimate the Kalman filter gain from input-output measurement data with a given system model. The system model can be a finite element model or an experimental model from any identification method. The procedure consists of three basic steps. First, the stochastic portion related to the residuals of the response is computed. Second, the coefficients of a linear difference model for the stochastic portion are estimated by a least-squares solution that minimizes the filter residual. Third, the Kalman filter gain is computed from these model coefficients. Experimental results are presented to illustrate the usefulness of the developed procedure.

Juang, Jer-Nan↗
NASA NTRS1994

An improved conscan algorithm based on a Kalman filter

Conscan is commonly used by DSN antennas to allow adaptive tracking of a target whose position is not precisely known. This article describes an algorithm that is based on a Kalman filter and is proposed to replace the existing fast Fourier transform based (FFT-based) algorithm for conscan. Advantages of this algorithm include better pointing accuracy, continuous update information, and accommodation of missing data. Additionally, a strategy for adaptive selection of the conscan radius is proposed. The performance of the algorithm is illustrated through computer simulations and compared to the FFT algorithm. The results show that the Kalman filter algorithm is consistently superior.

Eldred, D. B.↗
NASA NTRS1994

Time transfer using geostationary satellites: Implementation of a Kalman filter

Since 1988, various experiments have shown that the TV signals transmitted by direct TV satellites may easily be used to perform time transfers at the level of a few tens of nanoseconds, the main source of error being the uncertainty on the satellite position. We first present the two methods used in our experiment to reduce the effects of the satellite residual motion: the first one consists in estimating the longitude variations of the satellite and then using this information to improve other measurements. This allows reducing the uncertainty to values between 9 and 50 nanoseconds according to the position of the involved stations. In the second method we determine the satellite position by using the data collected by three calibrated stations. Time transfer between each of these stations and a fourth one has been shown to be achievable at the precision level of ten nanoseconds. A new approach based on the use of a Kalman filter is proposed in order to take into account the dynamics of the geostationary satellite. The precisions on orbital elements and clock differences and rates determination given by the first simulated applications of the Kalman filter are presented and compared to those obtained by the other methods.

Meyer, F.↗
NASA NTRS1994

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

Given a valid system model and adequate observability, a Kalman filter will converge toward the true system state with error statistics given by the estimated error covariance matrix. The errors generally do not continue to decrease. Rather, a balance is reached between the gain of information from new measurements and the loss of information during propagation. The errors can be further reduced, however, by a second pass through the data with an optimal smoother. This algorithm obtains the optimally weighted average of forward and backward propagating Kalman filters. It roughly halves the error covariance by including future as well as past measurements in each estimate. This paper investigates whether such benefits actually accrue in the application of an optimal smoother to spacecraft attitude determination. Tests are performed both with actual spacecraft data from the Extreme Ultraviolet Explorer (EUVE) and with simulated data for which the true state vector and noise statistics are exactly known.

Sedlak, J.↗
NASA NTRS1995

Post Kalman progress

In a paper here last year, an idea was put forward that much greater performance could be obtained from an observer, relative to a Kalman filter if more general performance indices were adopted, and the full power spectra of all the noises were employed. The considerable progress since then is reported here. Included are an extension of the theory to regulators, direct calculation of the theory's fundamental quantities - the noise effect integrals - for several theoretical spectra, and direct derivations of the Riccati equations of LQG (Linear-Quadratic-Gaussian) and Kalman theory yielding new insights.

Sonnabend, David↗
NASA NTRS1993

Flight test development and evaluation of a Kalman filter state estimator for low-altitude flight

Flight operations dependent on digitized terrain elevation data for navigational reference or trajectory generation are constrained in minimum flight altitude, due to airborne navigation errors and inaccuracies of the reference terrain elevation data. This limitation is not restrictive in traditional medium-altitude implementations of such databases, such as in unmanned aerial vehicles, missiles, or high-performance, high-speed aircraft. In low-altitude, lower speed terrain hugging helicopter missions, however, such constraints on minimum flight altitudes greatly reduce the effectiveness of their missions and diminish the benefits of employing terrain elevation maps. A Kalman filter state estimator has been developed which blends airborne navigation, stored terrain elevation data, and a radar altimeter in estimating above-ground-level (AGL) altitude. This AGL state estimator was integrated in a near-terrain guidance system aboard a research helicopter and flight tested in moderately rugged terrain over a variety of flight and system conditions. The minimum operating altidude of the terrain database referenced guidance system was reduced from 300 ft to 150 ft with the addition of the Kalman filter state estimator.

Zelenka, Richard E.↗
NASA NTRS1994

A fixed-lag Kalman smoother for retrospective data assimilation

Analyses incorporating future data, as well as current and past data, are termed retrospective analyses. In this paper, the fixed-lag Kalman smoother (FLKS) is proposed as a means of providing retrospective analysis capability in data assimilation. The FLKS is a direct generalization of the Kalman filter. It incorporates all data observed up to and including some fixed amount of time past each analysis time. A computationally efficient form of the FLKS is derived. A simple scalar examination of the FLKS demonstrates that incorporating future data improves analyses the most in the presence of dynamical instabilities, for accurate models and for accurate observations. An implementation of the FLKS for two-dimensional linear shallow-water model corroborates the scalar analysis. The numerical experiments also demonstrate the ability of the FLKS to propagate information upstream as well as downstream, thus improving analysis quality substantially in data voids.

Cohn, Stephen E.↗
NASA NTRS1995

A steady-state Kalman filter for assimilating data from a single polar orbiting satellite

A steady-state scheme for data assimilation in the context of a single, short period (relative to a day), sun-synchronous, polar-orbiting satellite is examined. If the satellite takes observations continuously, the gains, which are the weights for blending observations and predictions together, are steady in time. For a linear system forced by random noise, the optimal steady-state gains (Wiener gains) are equivalent to those of a Kalman filter. Computing the Kalman gains increases the computational cost of the model by a large factor, but computing the Wiener gains does not. The latter are computed by iteration using prior estimates of the gains to assimilate simulated observations of one run of the model, termed 'truth' into another run termed 'prediction'. At each stage, the prediction errors form the basis for the next estimate of the gains. Steady state is achieved after three or four iterations. Further simplification is achieved by making the gains depend on longitudinal distance from the observation point, not on absolute longitude. For a single-layer primitive equation model, the scheme works well even if only the mass field is observed but not the velocity field. Although the scheme was developed for Mars Observer, it should be applicable to data retrieved from Earth atmosphere satellites, for example, UARS.

Banfield, Don↗
NASA NTRS1993

Kalman filter estimation of attitude and gyro bias with the QUEST observation model

The loss function for the Wahba attitude estimation problem employs unit vector observations with scalar weights. It is usually associated with the QUEST observation model, where the actual sensor noise is assumed the same for all components of the observed vector, regardless of the position in the field of view. The QUEST model has the great advantage of being sensor-independent except for the scalar parameter that characterizes the sensor errors. Although efficient algorithms for solving the Wahba problem exist, extending these algorithms to estimate gyro biases or sensor alignments has had mixed success. However, it is straightforward to estimate bias and alignment parameters with a Kalman filter. This paper investigates the use of an extended Kalman filter for the attitude and gyro bias that incorporates the QUEST observation model, to be referred to as the Unit Vector Filter (UVF). The UVF results are compared with those from a more conventional filter, the Real-Time Sequential Filter (RTSF), for which the residual is the two-dimensional projection of the unit vector onto the plane perpendicular to the sensor boresight. The RTSF is similar in design to that used by Multimission Modular Spacecraft for onboard attitude determination. An apparent obstacle to the use of unit vectors as measurements is their singular noise covariance matrix. Shuster has shown that this problem should not affect filter performance. The UVF and RTSF are tested using actual flight data from the Extreme Ultraviolet Explorer (EUVE). It is found that these filters generate nearly identical attitude and gyro bias estimates, thus validating the use of unit vectors and the QUEST noise model.

Sedlak, J.↗
NASA NTRS1996

Kalman Filtering USNO's GPS Observations for Improved Time Transfer Predictions

The Global Positioning System (GPS) Master Control Station (MCS) performs the Coordinated Universal Time (UTC) time transfer mission by uploading and broadcasting predictions of the GPS-UTC offset in subframe 4 of the GS navigation message. These predictions are based on only two successive daily data points obtained from the US Naval Observatory (USNO). USNO produces these daily smoothed data points by performing a least-squares fit on roughly 38 hours worth of data from roughly 160 successive 13-minute tracks of GPS satellites. Though sufficient for helping to maintain a time transfer error specification of 28 ns (1 Sigma), the MCS's prediction algorithm does not make the best use of the available data from from USNO, and produces data that can degrade quickly over extended prediction spans. This paper investigates how, by applying Kalman filtering to the same available tracking data, the MCS could improve its estimate of GPS-UTC, and in particular, the GPS-UTC A(sub 1) term. By refining the A(sub 1) (frequency) estimate for GPS-UTC predictions, error in GPS time transfer could drop significantly. Additional, the risk of future spikes in GPS's time transfer error could similarly be minimized, by employing robust Kalman filtering for GPS-UTC predictions.

Hutsell, Steven T.↗
NASA NTRS1998

A Low Cost Approach to Simultaneous Orbit, Attitude, and Rate Estimation Using an Extended Kalman Filter

An innovative approach to autonomous attitude and trajectory estimation is available using only magnetic field data and rate data. The estimation is performed simultaneously using an Extended Kalman Filter, a well known algorithm used extensively in onboard applications. The magnetic field is measured on a satellite by a magnetometer, an inexpensive and reliable sensor flown on virtually all satellites in low earth orbit. Rate data is provided by a gyro, which can be costly. This system has been developed and successfully tested in a post-processing mode using magnetometer and gyro data from 4 satellites supported by the Flight Dynamics Division at Goddard. In order for this system to be truly low cost, an alternative source for rate data must be utilized. An independent system which estimate spacecraft rate has been successfully developed and tested using only magnetometer data or a combination of magnetometer data and sun sensor data, which is less costly than a gyro. This system also uses an Extended Kalman Filter. Merging the two systems will provide an extremely low cost, autonomous approach to attitude and trajectory estimation. In this work we provide the theoretical background of the combined system. The measurement matrix is developed by combining the measurement matrix of the orbit and attitude estimation EKF with the measurement matrix of the rate estimation EKF, which is composed of a pseudo-measurement which makes the effective measurement a function of the angular velocity. Associated with this is the development of the noise covariance matrix associated with the original measurement combined with the new pseudo-measurement. In addition, the combination of the dynamics from the two systems is presented along with preliminary test results.

Deutschmann, Julie↗
NASA NTRS1999

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.↗
NASA NTRS1999

A Self-Tuning Kalman Filter for Autonomous Navigation Using the Global Positioning System (GPS)

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 GPS (Global Positioning Systems) data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.

Truong, Son H.↗
NASA NTRS1999

A Self-Tuning Kalman Filter for Autonomous Navigation using the Global Positioning System (GPS)

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 GPS data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.

Truong, S. H.↗
NASA NTRS1998

A Kalman-Filter-Based Approach to Combining Independent Earth-Orientation Series

An approach. based upon the use of a Kalman filter. that is currently employed at the Jet Propulsion Laboratory (JPL) for combining independent measurements of the Earth's orientation, is presented. Since changes in the Earth's orientation can be described is a randomly excited stochastic process, the uncertainty in our knowledge of the Earth's orientation grows rapidly in the absence of measurements. The Kalman-filter methodology allows for an objective accounting of this uncertainty growth, thereby facilitating the intercomparison of measurements taken at different epochs (not necessarily uniformly spaced in time) and with different precision. As an example of this approach to combining Earth-orientation series, a description is given of a combination, SPACE95, that has been generated recently at JPL.

Gross, Richard S.↗
NASA NTRS2001

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↗