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At least 19 records

Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

Kelly, D. A.↗

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↗

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Harman, Richard R.↗

An Adaptive Kalman Filter using a Simple Residual Tuning Method

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Harman, Richard R.↗

Decentralized Data-Driven Estimation of Generator Rotor Speed and Inertia Constant Based on Adaptive Unscented Kalman Filter

This paper proposes an online decentralized and data-driven method for synchronous generator rotor speed and inertia estimation. First, an analytical relationship between the generator terminal voltage/current phasors and its internal rotor speed is derived using the Thevenin equivalent. The parameters of the latter are obtained via a recursive estimator, which allows us to estimate the generator's internal rotor speed from voltage/current phasors without the need for any generator information. Second, we reformulate the equivalent swing equation into the Kalman filter form, which enables us to use a priori-estimated internal rotor speed along with measured real and reactive power injections to obtain an estimate of the inertia for each online synchronous generator. This is achieved through an adaptive unscented Kalman filter. We demonstrate that the use of terminal bus frequency to approximate the rotor speed for inertia estimation by existing methods leads to large estimation biases/errors. Numerical simulations carried out on the IEEE 39-bus and Texas 2000-bus systems reveal that our proposed method is consistently more accurate than existing methods. Moreover, our proposed method is insensitive to both the type and location of system disturbances, and it is robust to different levels of measurement noise.

bus frequency↗

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.↗

Design and application of electromechanical actuators for deep space missions

This progress report documents research and development efforts performed from August 16, 1993 through February 15, 1994 on NASA Grant NAG8-240, 'Design and Application of Electromechanical Actuators for Deep Space Missions.' Following the executive summary are four report sections: Motor Selection, Tests Stand Development, Health Monitoring and Fault Management, and Experiment Planning. Three specific motor types have been considered as prime movers for TVC EMA applications: the brushless dc motor, the permanent magnet synchronous motor, and the induction motor. The fundamental finding was that, in general, the primary performance issues were energy efficiency and thermal dissipation (rotor heating). In terms of all other issues, the three motor types were found to compare quite equally. Among the design changes made to the test stand since the last progress report is the addition of more mounting holes in the side beams. These additional holes allow the movable end beam to be attached in a greater number of positions than previously. With this change the movable end beam can move from full forward to full back in three inch increments. Specific mathematical details on the approach that have been employed for health monitoring and fault management (HMFM) have been reported previously. This approach is based on and adaptive Kalman filter strategy. In general, a bank of filters can be implemented for each primary fault type. Presently under consideration for the brushless dc machine are the following faults: armature winding open-circuits, armature winding short-circuits (phase-to-phase and phase-to-ground), bearing degradation, and rotor flux weakening. The mechanically oriented experiments include transient loading experiments, transverse loading experiment, friction experiment, motor performance experiment, and HMFM experiment.

Haskew, Tim A.↗

Dynamic posture analysis of Spacelab-1 crew members

Dynamic posture testing was conducted on the science crew of the Spacelab-1 mission on a single axis linear motion platform. Tests took place in pre- and post-flight sessions lasting approximately 20 min each. The pre-flight tests were widely spaced over the several months prior to the mission while the post-flight tests were conducted over the first, second, fourth, and sixth days after landing. Two of the crew members were also tested on the day of landing. Consistent with previous postural testing conducted on flight crews, these crew members were able to complete simple postural tasks to an acceptable level even in the first few hours after landing. Our tests were designed to induce dynamic postural responses using a variety of stimuli and from these responses, evaluate subtle changes in the postural control system which had occurred over the duration of the flight. Periodic sampling post-flight allowed us to observe the time course of readaptation to terrestrial life. Our observations of hip and shoulder position, when subjected to careful analysis, indicated modification of the postural response from pre- to post-flight and that demonstrable adjustments in the dynamic control of their postural systems were taking place in the first few days after flight. For transient stimuli where the platform on which they were asked to stand quickly moved a few centimeters fore or aft then stopped, ballistic or open loop 'programs' would closely characterize the response. During these responses the desired target position was not always achieved and of equal importance not always properly corrected some 15 seconds after the platform ceased to move. The persistent observation was that the subjects had a much stronger dependence on visual stabilization post-flight than pre-flight. This was best illustrated by a slow or only partial recovery to an upward posture after a transient base-of-support movement with eyes open. Postural responses to persistent wideband pseudorandom base-of-support translation were modeled as time invarient linear systems arrived at by Kalman adaptive filter techniques. Derived model parameters such as damping factor and fundamental frequency of the closed loop system showed significant modification between pre- and post-flight. This phenomenon is best characterized by movement of the poles toward increasing stability. While pre-flight data tended to show shoulders and hips moving in phase with each other, post-flight data showed a more disjoint behavior.(ABSTRACT TRUNCATED AT 400 WORDS).

Non-NASA Center↗

Design and Modeling of the Off-Axis Parabolic Deformable (OPD) Mirror Laboratory

Coronagraph-equipped direct imaging missions need an active wavefront control system to cancel out the optical aberrations that degrade the performance of the coronagraphs. A fast steering mirror is used to control Line-of-Sight (LoS) pointing error caused by the telescope jitter. In addition to controlling other low-order aberrations such as astigmatism and coma, high stroke, high actuator density deformable mirrors (DMs) are also used to control the electric field at the required high spatial frequencies. We are designing a testbed to verify a different deformable architecture, where the powered optic in the optical train are controllable and have lower actuator count compared to the existing DMs with flat nominal surfaces. This simplifies the packaging issue for space missions and reduces both cost and risk of having the entire coronagraph instrument's performance depending on one or two high-actuator count DMs. The testbed would also be capable of testing different low-order wavefront sensing algorithms, which focuses in the near-term on a new adaptive Kalman filtering and gradient decent method to estimate the harmonic LoS errors that affect space telescopes. In long run, we would test different machine learning techniques to estimate low-order aberrations and non-linear algorithms for digging the region of high contrast called the dark holes (DH).

Subedi, Hari↗

Design and Modeling of the Off-Axis Parabolic Deformable Mirror Laboratory

Coronagraph-equipped direct imaging missions need an active wavefront control system to cancel out the optical aberrations that degrade the performance of the coronagraphs. A fast steering mirror is used to control Line-of-Sight (LoS) pointing error caused by the telescope jitter. In addition to controlling other low-order aberrations such as astigmatism and coma, high stroke, high actuator density deformable mirrors (DMs) are also used to control the electric field at the required high spatial frequencies. We are designing a testbed to verify a different deformable architecture, where the powered optic in the optical train are controllable and have lower actuator count compared to the existing DMs with flat nominal surfaces. This simplifies the packaging issue for space missions and reduces both cost and risk of having the entire coronagraph instrument's performance depending on one or two high-actuator count DMs. The testbed would also be capable of testing different low-order wavefront sensing algorithms, which focuses in the near-term on a new adaptive Kalman filtering and gradient decent method to estimate the harmonic LoS errors that affect space telescopes. In long run, we would test different machine learning techniques to estimate low-order aberrations and non-linear algorithms for digging the region of high contrast called the dark holes (DH).

Communication↗

A Kalman filter approach to adaptive estimation of multispectral signatures

The signatures of remote sensing data from agricultural crops exhibit significant non-stationarity, so that the performance of fixed parameter classifiers degenerates with time and distance from the initial training data. A class of adaptive decision-directed classifiers are being developed, based on Kalman filter theory. Limited results to date on two data sets indicate approximately a 25 to 40% reduction in rates of misclassification.

Crane, R. B.↗

The History Of The Kalman Filter

Paper presents historical view of adaptation of Kalman filtering techniques to aerospace applications and eventually to fields as diverse as exploration for oil and control of powerplants. Describes scientific breakthroughs and reformulations that transformed Kalman filtering techniques into fundamental tool for analyzing and solving broad class of estimation problems.

Mcgee, Leonard A.↗

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↗

Speeding up particle track reconstruction using a parallel Kalman filter algorithm

One of the most computationally difficult problems expected for the High-Luminosity Large Hadron Collider (HL-LHC) is determining the trajectory of charged particles during event reconstruction. Algorithms used at the LHC today rely on Kalman filtering, which builds physical trajectories incrementally while incorporating material effects and error estimation. Recognizing the need for faster computational throughput, we have adapted Kalman-filter-based methods for highly parallel, many-core SIMD architectures that are now prevalent in high-performance hardware. In this paper, we discuss the design and performance of the improved tracking algorithm, referred to as mkFit. A key piece of the algorithm is the Matriplex library, containing dedicated code to optimally vectorize operations on small matrices. The physics performance of the mkFit algorithm is comparable to the nominal CMS tracking algorithm when reconstructing tracks from simulated proton-proton collisions within the CMS detector. We study the scaling of the algorithm as a function of the parallel resources utilized and find large speedups both from vectorization and multi-threading. mkFit achieves a speedup of a factor of 6 compared to the nominal algorithm when run in a single-threaded application within the CMS software framework.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Learning reference governor for cycle-to-cycle combustion control with misfire avoidance in spark-ignition engines at high exhaust gas recirculation–diluted conditions

Cycle-to-cycle feedback control is employed to achieve optimal combustion phasing while maintaining high levels of exhaust gas recirculation by adjusting the spark advance and the exhaust gas recirculation valve position. The control development is based on a control-oriented model that captures the effects of throttle position, exhaust gas recirculation valve position, and spark timing on the combustion phasing. Under the assumption that in-cylinder pressure information is available, an adaptive extended Kalman filter approach is used to estimate the exhaust gas recirculation rate into the intake manifold based on combustion phasing measurements. The estimation algorithm is adaptive since the cycle-to-cycle combustion variability (output covariance) is not known a priori and changes with operating conditions. A linear quadratic regulator controller is designed to maintain optimal combustion phasing while maximizing exhaust gas recirculation levels during load transients coming from throttle tip-in and tip-out commands from the driver. During throttle tip-outs, however, a combination of a high exhaust gas recirculation rate and an overly advanced spark, product of the dynamic response of the system, generates a sequence of misfire events. In this work, an explicit reference governor is used as an add-on scheme to the closed-loop system in order to avoid the violation of the misfire limit. The reference governor is enhanced with model-free learning which enables it to avoid misfires after a learning phase. Experimental results are reported which illustrate the potential of the proposed control strategy for achieving an optimal combustion process during highly diluted conditions for improving fuel efficiency.

42 ENGINEERING↗

Correlation-Aided Robust Decentralized Dynamic State Estimation of Power Systems with Unknown Control Inputs

This paper proposes a correlation-aided robust adaptive unscented Kalman filter for power system decentralized dynamic state estimation with unknown inputs, termed as robust AUKF-UI. The temporal and spatial correlations among the unknown inputs are used to derive a vector auto-regressive (VAR) model in an adaptive manner. This VAR model is further integrated together with state transition and measurement models for joint state and unknown inputs estimation. This allows taking into account the implicit cross-correlations between the states and the unknown inputs. As a result, the rank requirement for unknown input vector estimation is relaxed and the local generator frequency measurement is not required. The temporal correlations of time series innovation vectors, predicted state and input vectors are also leveraged by the robust AUKFUI to detect, identify and process bad data. Without these correlations, it is very challenging to address bad data with unknown inputs. Simulation results carried out on the IEEE 39-bus system demonstrate that the proposed robust AUKF-UI achieves much better results than other methods in the presence of low measurement redundancy, strong nonlinearity, and bad data.

Zhao, Junbo↗