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All sourcesNASA NTRSDOE OSTI
NASA NTRS2008

Kalman Filter for Spinning Spacecraft Attitude Estimation

This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.

Markley, F. Landis↗
NASA NTRS2002

Recent Flight Results of the TRMM Kalman Filter

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls the roll and pitch attitude based on the Earth Sensor Assembly (ESA) output. TRMM's nominal orbit altitude was 350 km, until raised to 402 km to prolong mission life. During the boost, the ESA experienced a decreasing signal to noise ratio, until sun interference at 393 km altitude made the ESA data unreliable for attitude determination. At that point, the backup attitude determination algorithm, an extended Kalman filter, was enabled. After the boost finished, TRMM reacquired its nadir-pointing attitude, and continued its mission. This paper will briefly discuss the boost and the decision to turn on the backup attitude determination algorithm. A description of the extended Kalman filter algorithm will be given. In addition, flight results from analyzing attitude data and the results of software changes made onboard TRMM will be discussed. Some lessons learned are presented.

Andrews, Stephen F.↗
NASA NTRS2015

Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter

Orbit determination (OD) analysis results are presented for the Lunar Reconnaissance Orbiter (LRO) using a commercially available Extended Kalman Filter, Analytical Graphics' Orbit Determination Tool Kit (ODTK). Process noise models for lunar gravity and solar radiation pressure (SRP) are described and OD results employing the models are presented. Definitive accuracy using ODTK meets mission requirements and is better than that achieved using the operational LRO OD tool, the Goddard Trajectory Determination System (GTDS). Results demonstrate that a Vasicek stochastic model produces better estimates of the coefficient of solar radiation pressure than a Gauss-Markov model, and prediction accuracy using a Vasicek model meets mission requirements over the analysis span. Modeling the effect of antenna motion on range-rate tracking considerably improves residuals and filter-smoother consistency. Inclusion of off-axis SRP process noise and generalized process noise improves filter performance for both definitive and predicted accuracy. Definitive accuracy from the smoother is better than achieved using GTDS and is close to that achieved by precision OD methods used to generate definitive science orbits. Use of a multi-plate dynamic spacecraft area model with ODTK's force model plugin capability provides additional improvements in predicted accuracy.

Orbit Determination↗
NASA NTRS2005

An Extension to the Kalman Filter for an Improved Detection of Unknown Behavior

The use of Kalman filter (KF) interferes with fault detection algorithms based on the residual between estimated and measured variables, since the measured values are used to update the estimates. This feedback results in the estimates being pulled closer to the measured values, influencing the residuals in the process. Here we present a fault detection scheme for systems that are being tracked by a KF. Our approach combines an open-loop prediction over an adaptive window and an information-based measure of the deviation of the Kalman estimate from the prediction to improve fault detection.

Benazera, Emmanuel↗
NASA NTRS1991

A simulation study of turbofan engine deterioration estimation using Kalman filtering techniques

Deterioration of engine components may cause off-normal engine operation. The result is an unecessary loss of performance, because the fixed schedules are designed to accommodate a wide range of engine health. These fixed control schedules may not be optimal for a deteriorated engine. This problem may be solved by including a measure of deterioration in determining the control variables. These engine deterioration parameters usually cannot be measured directly but can be estimated. A Kalman filter design is presented for estimating two performance parameters that account for engine deterioration: high and low pressure turbine delta efficiencies. The delta efficiency parameters model variations of the high and low pressure turbine efficiencies from nominal values. The filter has a design condition of Mach 0.90, 30,000 ft altitude, and 47 deg power level angle (PLA). It was evaluated using a nonlinear simulation of the F100 engine model derivative (EMD) engine, at the design Mach number and altitude over a PLA range of 43 to 55 deg. It was found that known high pressure turbine delta efficiencies of -2.5 percent and low pressure turbine delta efficiencies of -1.0 percent can be estimated with an accuracy of + or - 0.25 percent efficiency with a Kalman filter. If both the high and low pressure turbine are deteriorated, the delta efficiencies of -2.5 percent to both turbines can be estimated with the same accuracy.

Lambert, Heather H.↗
NASA NTRS2006

Flexible Generation of Kalman Filter Code

Domain-specific program synthesis can automatically generate high quality code in complex domains from succinct specifications, but the range of programs which can be generated by a given synthesis system is typically narrow. Obtaining code which falls outside this narrow scope necessitates either 1) extension of the code generator, which is usually very expensive, or 2) manual modification of the generated code, which is often difficult and which must be redone whenever changes are made to the program specification. In this paper, we describe adaptations and extensions of the AUTOFILTER Kalman filter synthesis system which greatly extend the range of programs which can be generated. Users augment the input specification with a specification of code fragments and how those fragments should interleave with or replace parts of the synthesized filter. This allows users to generate a much wider range of programs without their needing to modify the synthesis system or edit generated code. We demonstrate the usefulness of the approach by applying it to the synthesis of a complex state estimator which combines code from several Kalman filters with user-specified code. The work described in this paper allows the complex design decisions necessary for real-world applications to be reflected in the synthesized code. When executed on simulated input data, the generated state estimator was found to produce comparable estimates to those produced by a handcoded estimator

Richardson, Julian↗
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.↗
NASA NTRS2008

On-Orbit Multi-Field Wavefront Control with a Kalman Filter

A document describes a multi-field wavefront control (WFC) procedure for the James Webb Space Telescope (JWST) on-orbit optical telescope element (OTE) fine-phasing using wavefront measurements at the NIRCam pupil. The control is applied to JWST primary mirror (PM) segments and secondary mirror (SM) simultaneously with a carefully selected ordering. Through computer simulations, the multi-field WFC procedure shows that it can reduce the initial system wavefront error (WFE), as caused by random initial system misalignments within the JWST fine-phasing error budget, from a few dozen micrometers to below 50 nm across the entire NIRCam Field of View, and the WFC procedure is also computationally stable as the Monte-Carlo simulations indicate. With the incorporation of a Kalman Filter (KF) as an optical state estimator into the WFC process, the robustness of the JWST OTE alignment process can be further improved. In the presence of some large optical misalignments, the Kalman state estimator can provide a reasonable estimate of the optical state, especially for those degrees of freedom that have a significant impact on the system WFE. The state estimate allows for a few corrections to the optical state to push the system towards its nominal state, and the result is that a large part of the WFE can be eliminated in this step. When the multi-field WFC procedure is applied after Kalman state estimate and correction, the stability of fine-phasing control is much more certain. Kalman Filter has been successfully applied to diverse applications as a robust and optimal state estimator. In the context of space-based optical system alignment based on wavefront measurements, a KF state estimator can combine all available wavefront measurements, past and present, as well as measurement and actuation error statistics to generate a Maximum-Likelihood optimal state estimator. The strength and flexibility of the KF algorithm make it attractive for use in real-time optical system alignment when WFC alone cannot effectively align the system.

Lou, John↗
NASA NTRS2001

Design and Implementation of a Parallel Multivariate Ensemble Kalman Filter for the Poseidon Ocean General Circulation Model

A multivariate ensemble Kalman filter (MvEnKF) implemented on a massively parallel computer architecture has been implemented for the Poseidon ocean circulation model and tested with a Pacific Basin model configuration. There are about two million prognostic state-vector variables. Parallelism for the data assimilation step is achieved by regionalization of the background-error covariances that are calculated from the phase-space distribution of the ensemble. Each processing element (PE) collects elements of a matrix measurement functional from nearby PEs. To avoid the introduction of spurious long-range covariances associated with finite ensemble sizes, the background-error covariances are given compact support by means of a Hadamard (element by element) product with a three-dimensional canonical correlation function. The methodology and the MvEnKF configuration are discussed. It is shown that the regionalization of the background covariances; has a negligible impact on the quality of the analyses. The parallel algorithm is very efficient for large numbers of observations but does not scale well beyond 100 PEs at the current model resolution. On a platform with distributed memory, memory rather than speed is the limiting factor.

Keppenne, Christian L.↗
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

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 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 NTRS1976

A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study

The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.

Thornton, C. L.↗
NASA NTRS1970

Theory and application of Kalman filtering

As a unified extension of a group of related mathematical procedures, Kalman filtering is of assistance in the design of aircraft- and ground-based guidance and navigation data reduction and display systems.

Teng, L.↗
NASA NTRS1988

Two-Dimensional Systolic Array For Kalman-Filter Computing

Two-dimensional, systolic-array, parallel data processor performs Kalman filtering in real time. Algorithm rearranged to be Faddeev algorithm for generalized signal processing. Algorithm mapped onto very-large-scale integrated-circuit (VLSI) chip in two-dimensional, regular, simple, expandable array of concurrent processing cells. Processor does matrix/vector-based algebraic computations. Applications include adaptive control of robots, remote manipulators and flexible structures and processing radar signals to track targets.

Chang, Jaw John↗