Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Kalman filter”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2014

Prediction of Lumen Output and Chromaticity Shift in LEDs Using Kalman Filter and Extended Kalman Filter Based Models

Abstract— Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. Life prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models have been compared with the TM-21 model predictions and experimental data.

Lall, Pradeep↗
DOE OSTI2018

Development of a Kalman filter estimator for simulation and control of particulate matter distribution of a diesel catalyzed particulate filter

The knowledge of the temperature and particulate matter mass distribution is essential for monitoring the performance and durability of a catalyzed particulate filter. A catalyzed particulate filter model was developed, and it showed capability to accurately predict temperature and particulate matter mass distribution and pressure drop across the catalyzed particulate filter. However, the high-fidelity model is computationally demanding. Therefore, a reduced order multi-zone particulate filter model was developed to reduce computational complexity with an acceptable level of accuracy. In order to develop a reduced order model, a parametric study was carried out to determine the number of zones necessary for aftertreatment control applications. The catalyzed particulate filter model was further reduced by carrying out a sensitivity study of the selected model assumptions. The reduced order multi-zone particulate filter model with 5 × 5 zones was selected to develop a catalyzed particulate filter state estimator considering its computational time and accuracy. Next, a Kalman filter–based catalyzed particulate filter estimator was developed to estimate unknown states of the catalyzed particulate filter such as temperature and particulate matter mass distribution and pressure drop (Δ P) using the sensor inputs to the engine electronic control unit and the reduced order multi-zone particulate filter model. A diesel oxidation catalyst estimator was also integrated with the catalyzed particulate filter estimator in order to provide estimates of diesel oxidation catalyst outlet concentrations of NO 2 and hydrocarbons and inlet temperature for the catalyzed particulate filter estimator. The combined diesel oxidation catalyst–catalyzed particulate filter estimator was validated for an active regeneration experiment. The validation results for catalyzed particulate filter temperature distribution showed that the root mean square temperature error by using the diesel oxidation catalyst–catalyzed particulate filter estimator is within 3.2 °C compared to the experimental data. Similarly, the Δ P estimator closely simulated the measured total Δ P and the estimated cake pressure drop error is within 0.2 kPa compared to the high-fidelity catalyzed particulate filter model.

Engineering↗
DOE OSTI2014

Prediction of L70 Life and Assessment of Color Shift for Solid-State Lighting Using Kalman Filter and Extended Kalman Filter-Based Models

Solid-state lighting (SSL) luminaires containing light-emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in nonclimate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at the end of life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn“. The LEDs continually degrade, and the light output decreases eventually below useful levels causing failure. Currently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time, causing lumen depreciation. The underlying TM-21 model may not capture the failure physics in presence of multiple failure mechanisms. The correlation of lumen maintenance with underlying physics of degradation at system level is needed. In this paper, Kalman filter (KF) and extended Kalman Filters (EKF) have been used to develop a 70% Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand-hour LM-80 test data for various LEDs are used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise, and measurement noise. The future state of the lumen depreciation are estimated based on a second-order Kalman Filter model and a Bayesian Framework. The measured state variable are related to the underlying damage using physics-b- sed models. Life prediction of L70 life for the LEDs used in SSL luminaires from KF- and EKF-based models are also compared with the TM-21 model predictions and experimental data.

32 ENERGY CONSERVATION, CONSUMPTION, AND UTILIZATI↗
DOE OSTI2014

Kalman filter data assimilation: Targeting observations and parameter estimation

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Precise Fault Location on Transmission Lines Using Ensemble Kalman Filter

Accurate pin-pointing of faults on transmission lines minimizes outage time, labor, and costs. This letter proposes a simple yet effective ensemble Kalman filter (EnKF) approach to accurately locating the faults on transmission lines within half-cycle time. The approach is easy to implement and does not require foreknowledge of either the fault type or an approximate guess of the fault location. Extensive results validate the effectiveness and accuracy of the EnKF-based fault location approach.

Fan, Rui↗
DOE OSTI2018

Gaussian Mixture Model-Based Ensemble Kalman Filter for Machine Parameter Calibration

This letter proposes a novel Gaussian mixture model-based ensemble Kalman filter (GMM-EnKF) approach to the accurate calibration of the parameters of machine dynamic models. This approach aims to overcome some practical challenges of machine parameter calibration. Results show the proposed approach can provide high-accuracy calibrated parameters even when the machine operates under unbalanced network conditions and the measurement noises are non-Gaussian.

Fan, Rui↗
DOE OSTI2021

A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates

This work develops a new multi delity ensemble Kalman lter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multi delity extensions of the EnKF, where the uncertainty in coarser delities in the hierarchy of models represent control variates for the uncertainty in ner delities. Small ensembles of high delity model runs are com- plemented by larger ensembles of cheaper, lower delity runs, to obtain much improved analyses at only small additional computational costs. We investigate the use of reduced order models as coarse delity control variates in the MFEnKF, and provide analyses to quantify the improvements over the traditional ensemble Kalman lters. We apply these ideas to perform data assimilation with a quasi-geostrophic test problem, using direct numerical simulation and a corresponding POD-Galerkin reduced order model. Numerical results show that the two- delity MFEnKF provides better analyses than existing EnKF algorithms at comparable or reduced computational costs.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2017

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integrate them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2015

Electrochemical state and internal variables estimation using a reduced-order physics-based model of a lithium-ion cell and an extended Kalman filter

This paper addresses the problem of estimating the present value of electrochemical internal variables in a lithium-ion cell in real time, using readily available measurements of cell voltage, current, and temperature. The variables that can be estimated include any desired set of reaction flux and solid and electrolyte potentials and concentrations at any set of one-dimensional spatial locations, in addition to more standard quantities such as state of charge. The method uses an extended Kalman filter along with a one-dimensional physics-based reduced-order model of cell dynamics. Simulations show excellent and robust predictions having dependable error bounds for most internal variables. (C) 2014 Elsevier B.V. All rights reserved.

Stetzel, KD↗
DOE OSTI2023

A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state dimension. To alleviate the effects of these errors EnKF relies on model-specific heuristics such as covariance localization, which takes advantage of the spatial locality of correlations among the model variables. This work proposes an approach to alleviate sampling errors that utilizes a locally averaged-in-time dynamics of the model, described in terms of a climatological covariance of the dynamical system. We use this covariance as the target matrix in covariance shrinkage methods, and develop a stochastic covariance shrinkage approach where synthetic ensemble members are drawn to enrich both the ensemble subspace and the ensemble transformation. We additionally provide for a way in which this methodology can be localized similar to the state-of-the-art LETKF method, and that for a certain model setup, our methodology significantly outperforms it.

54 ENVIRONMENTAL SCIENCES↗
DOE OSTI2015

Robust Kriged Kalman Filtering

Although the kriged Kalman filter (KKF) has well-documented merits for prediction of spatial-temporal processes, its performance degrades in the presence of outliers due to anomalous events, or measurement equipment failures. This paper proposes a robust KKF model that explicitly accounts for presence of measurement outliers. Exploiting outlier sparsity, a novel l1-regularized estimator that jointly predicts the spatial-temporal process at unmonitored locations, while identifying measurement outliers is put forth. Numerical tests are conducted on a synthetic Internet protocol (IP) network, and real transformer load data. Test results corroborate the effectiveness of the novel estimator in joint spatial prediction and outlier identification.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

A Multi-Model Adaptive Kalman Filtering Approach to Power System Dynamic State Estimation

Accurate information about dynamic states (such as rotor angle and speed of a synchronous machine) is important for monitoring and controlling power system rotor-angle stability. In this paper, a multi-model adaptive Kalman filtering (MMAKF) approach is proposed to accurately and robustly estimate power system dynamic states. This approach consists of three major steps: (i) multiple Kalman filtering approaches, i.e., the extended Kalman filter (EKF), unscented Kalman filter (UKF), ensemble Kalman filter (EnKF), and cubature Kalman filter (CKF), are run concurrently in parallel to estimate the dynamic states of a synchronous generator using phasor measurement unit data; (ii) probability indexes, which quantify the likelihood of each estimation model, are determined at each time step using hypothesis testing based on the measurement innovation; (iii) the a posteriori estimate of states is obtained using the best-fix approach. The two-area four-machine system is used to evaluate the effectiveness of the proposed MMAKF approach. It is shown through the Monte-Carlo method that the estimation accuracy and robustness of the proposed approach is better than those from any individual filtering algorithm.

multi-model adaptive Kalman Filtering, Power Syste↗
DOE OSTI2021

Penalized ensemble Kalman filters for high dimensional non-linear systems

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the well-known Kalman filter. However, its performance can suffer when the ensemble size is smaller than the state space, as is often necessary for computationally burdensome models. This scenario means that the empirical estimate of the state covariance is not full rank and possibly quite noisy. To solve this problem in this high dimensional regime, we propose a computationally fast and easy to implement algorithm called the penalized ensemble Kalman filter (PEnKF). Under certain conditions, it can be theoretically proven that the PEnKF will be accurate (the estimation error will converge to zero) despite having fewer ensemble members than state dimensions. Further, as contrasted to localization methods, the proposed approach learns the covariance structure associated with the dynamical system. These theoretical results are supported with simulations of several non-linear and high dimensional systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2016

Deterministic Mean-Field Ensemble Kalman Filtering

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d < 2κ. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. Lastly, this is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

In Situ Monitoring of Groundwater Contamination Using the Kalman Filter

This study presents a Kalman filter-based framework to establish a real-time in situ monitoring system for groundwater contamination based on in situ measurable water quality variables, such as specific conductance (SC) and pH. First, this framework uses principal component analysis (PCA) to identify correlations between the contaminant concentrations of interest and in situ measurable variables. It then applies the Kalman filter to estimate contaminant concentrations continuously and in real-time by coupling data-driven concentration-decay models with the previously identified data correlations. We demonstrate our approach with historical groundwater data from the Savannah River Site F-Area: We use SC and pH data to estimate tritium and uranium concentrations over time. Results show that the developed method can estimate these contaminant concentrations based on in situ measurable variables. The estimates remain reliable with less frequent or no direct measurements of the contaminant concentrations, while capturing the dynamics of short- and long-term contaminant concentration changes. In addition, we show that data mining, such as PCA, is useful to understand correlations in groundwater data and to design long-term monitoring systems. As a result, the developed in situ monitoring methodology is expected to improve long-term groundwater monitoring by continuously confirming the contaminant plume's stability and by providing an early warning system for unexpected changes in the plume's migration.

54 ENVIRONMENTAL SCIENCES↗