Search NASA⌕ Search

SEARCH · Search NASA

Results for “Kalman Filtering”

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 253 records · Page 14

Improving Simulated Soil Moisture Fields Through Assimilation of AMSR-E Soil Moisture Retrievals with an Ensemble Kalman Filter and a Mass Conservation Constraint

Model simulated soil moisture fields are often biased due to errors in input parameters and deficiencies in model physics. Satellite derived soil moisture estimates, if retrieved appropriately, represent the spatial mean of soil moisture in a footprint area, and can be used to reduce model bias (at locations near the surface) through data assimilation techniques. While assimilating the retrievals can reduce model bias, it can also destroy the mass balance enforced by the model governing equation because water is removed from or added to the soil by the assimilation algorithm. In addition, studies have shown that assimilation of surface observations can adversely impact soil moisture estimates in the lower soil layers due to imperfect model physics, even though the bias near the surface is decreased. In this study, an ensemble Kalman filter (EnKF) with a mass conservation updating scheme was developed to assimilate the actual value of Advanced Microwave Scanning Radiometer (AMSR-E) soil moisture retrievals to improve the mean of simulated soil moisture fields by the Noah land surface model. Assimilation results using the conventional and the mass conservation updating scheme in the Little Washita watershed of Oklahoma showed that, while both updating schemes reduced the bias in the shallow root zone, the mass conservation scheme provided better estimates in the deeper profile. The mass conservation scheme also yielded physically consistent estimates of fluxes and maintained the water budget. Impacts of model physics on the assimilation results are discussed.

Li, Bailing↗

Simultaneous Radar and Satellite Data Storm-Scale Assimilation Using an Ensemble Kalman Filter Approach for 24 May 2011

Assimilating high-resolution radar reflectivity and radial velocity into convection-permitting numerical weather prediction models has proven to be an important tool for improving forecast skill of convection. The use of satellite data for the application is much less well understood, only recently receiving significant attention. Since both radar and satellite data provide independent information, combing these two sources of data in a robust manner potentially represents the future of high-resolution data assimilation. This research combines Geostationary Operational Environmental Satellite 13 (GOES-13) cloud water path (CWP) retrievals with Weather Surveillance Radar-1988 Doppler (WSR-88D) reflectivity and radial velocity to examine the impacts of assimilating each for a severe weather event occurring in Oklahoma on 24 May 2011. Data are assimilated into a 3-km model using an ensemble adjustment Kalman filter approach with 36 members over a 2-h assimilation window between 1800 and 2000 UTC. Forecasts are then generated for 90 min at 5-min intervals starting at 1930 and 2000 UTC. Results show that both satellite and radar data are able to initiate convection, but that assimilating both spins up a storm much faster. Assimilating CWP also performs well at suppressing spurious precipitation and cloud cover in the model as well as capturing the anvil characteristics of developed storms. Radar data are most effective at resolving the 3D characteristics of the core convection. Assimilating both satellite and radar data generally resulted in the best model analysis and most skillful forecast for this event.

Jones, Thomas A.↗

Data Fusion of In-Flight Aerothermodynamic Heating Measurements Using Kalman Filtering

On February 18th, 2021, the Mars 2020 entry system successfully delivered the Perserverance rover to the surface of Mars at Jezero Crater. The entry capsule carried a set of instrumentation installed on the heat shield and backshell, named the Mars 2020 Entry, Descent, and Landing Instrumentation. The instruments include pressure transducers, thermocouples, heat flux gauges, and radiometers to measure the aerodynamic and aerothermodynamic performance of the entry vehicle. Three of these sensors, a thermocouple plug, heat flux gauge, and a radiometer, are located in close proximity on the backshell. Each sensor is exposed to roughly the same environment, but measured these environments in different ways, each with its own set of modeling and measurement error complications. This paper develops a method for blending each of these measurements together in a single algorithm to produce estimates of the aerothermodynamic environments at that location on the backshell. The approach makes use of the Kalman filter methodology for solving state estimation problems. The filter has a predictor/corrector structure in which simplified process models are used to propagate the aeroheating states forward through time, which are then updated based on the measurement data. The method has been tested on simulated datasets.

Christopher D. Karlgaard↗

Recursive inverse kinematics for robot arms via Kalman filtering and Bryson-Frazier smoothing

This paper applies linear filtering and smoothing theory to solve recursively the inverse kinematics problem for serial multilink manipulators. This problem is to find a set of joint angles that achieve a prescribed tip position and/or orientation. A widely applicable numerical search solution is presented. The approach finds the minimum of a generalized distance between the desired and the actual manipulator tip position and/or orientation. Both a first-order steepest-descent gradient search and a second-order Newton-Raphson search are developed. The optimal relaxation factor required for the steepest descent method is computed recursively using an outward/inward procedure similar to those used typically for recursive inverse dynamics calculations. The second-order search requires evaluation of a gradient and an approximate Hessian. A Gauss-Markov approach is used to approximate the Hessian matrix in terms of products of first-order derivatives. This matrix is inverted recursively using a two-stage process of inward Kalman filtering followed by outward smoothing. This two-stage process is analogous to that recently developed by the author to solve by means of spatial filtering and smoothing the forward dynamics problem for serial manipulators.

Rodriguez, G.↗

Relating the Hadamard Variance to MCS Kalman Filter Clock Estimation

The Global Positioning System (GPS) Master Control Station (MCS) currently makes significant use of the Allan Variance. This two-sample variance equation has proven excellent as a handy, understandable tool, both for time domain analysis of GPS cesium frequency standards, and for fine tuning the MCS's state estimation of these atomic clocks. The Allan Variance does not explicitly converge for the nose types of alpha less than or equal to minus 3 and can be greatly affected by frequency drift. Because GPS rubidium frequency standards exhibit non-trivial aging and aging noise characteristics, the basic Allan Variance analysis must be augmented in order to (a) compensate for a dynamic frequency drift, and (b) characterize two additional noise types, specifically alpha = minus 3, and alpha = minus 4. As the GPS program progresses, we will utilize a larger percentage of rubidium frequency standards than ever before. Hence, GPS rubidium clock characterization will require more attention than ever before. The three sample variance, commonly referred to as a renormalized Hadamard Variance, is unaffected by linear frequency drift, converges for alpha is greater than minus 5, and thus has utility for modeling noise in GPS rubidium frequency standards. This paper demonstrates the potential of Hadamard Variance analysis in GPS operations, and presents an equation that relates the Hadamard Variance to the MCS's Kalman filter process noises.

Hutsell, Steven T.↗

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

Since launch, the FDF has performed daily OD for LRO using the Goddard Trajectory Determination System (GTDS). GTDS is a batch least-squares (BLS) estimator. The tracking data arc for OD is 36 hours. Current operational OD uses 200 x 200 lunar gravity, solid lunar tides, solar radiation pressure (SRP) using a spherical spacecraft area model, and point mass gravity for the Earth, Sun, and Jupiter. LRO tracking data consists of range and range-rate measurements from: Universal Space Network (USN) stations in Sweden, Germany, Australia, and Hawaii. A NASA antenna at White Sands, New Mexico (WS1S). NASA Deep Space Network (DSN) stations. DSN data was sparse and not included in this study. Tracking is predominantly (50) from WS1S. The OD accuracy requirements are: Definitive ephemeris accuracy of 500 meters total position root-mean-squared (RMS) and18 meters radial RMS. Predicted orbit accuracy less than 800 meters root sum squared (RSS) over an 84-hour prediction span.

LRO↗

Optimal interpolation and the Kalman filter

The estimation theory of stochastic-dynamic systems is described and used in a numerical study of optimal interpolation. The general form of data assimilation methods is reviewed. The Kalman-Bucy, KB filter, and optimal interpolation (OI) filters are examined for effectiveness in performance as gain matrices using a one-dimensional form of the shallow-water equations. Control runs in the numerical analyses were performed for a ten-day forecast in concert with the OI method. The effects of optimality, initialization, and assimilation were studied. It was found that correct initialization is necessary in order to localize errors, especially near boundary points. Also, the use of small forecast error growth rates over data-sparse areas was determined to offset inaccurate modeling of correlation functions near boundaries.

Cohn, S.↗

Underlying Fundamentals of Kalman Filtering for River Network Modeling

The grand challenge of producing hydrometeorological estimates every time and everywhere has motivated the fusion of sparse observations with dense numerical models, with a particular interest on discharge in river modeling. Ensemble methods are largely preferred as they enable the estimation of error properties, but at the expense of computational load and generally with underestimations. These imperfect stochastic estimates motivate the use of correction methods, that is, error localization and inflation, although the physical justifications for their optimality are limited. The purpose of this study is to use one of the simplest forms of data assimilation when applied to river modeling and reveal the underlying mechanisms impacting its performance. Our framework based on assimilating daily averaged in situ discharge measurements to correct daily averaged runoff was tested over a 4-yr case study of two rivers in Texas. Results show that under optimal conditions of inflation and localization, discharge simulations are consistently improved such that the mean values of Nash–Sutcliffe efficiency are enhanced from211.32 to 0.55 at observed gauges and from212.24 to21.10 at validation gauges. Yet, parameters controlling the inflation and the localization have a large impact on the performance. Further investigations of these sensitivities showed that optimal inflation occurs when compensating exactly for discrepancies in the magnitude of errors while optimal localization matches the distance traveled during one assimilation window. These results may be applicable to more advanced data assimilation methods as well as for larger applications motivated by upcoming river-observing satellite missions, such as NASA’s Surface Water and Ocean Topography mission.

Streamflow↗

Data Fusion of In-Flight Aerothermodynamic Heating Measurements Using Kalman Filtering

On February 18th, 2021, the Mars 2020 entry system successfully delivered the Perseverance rover to the surface of Mars at Jezero Crater. The entry capsule carried instrumentation installed on the heatshield and backshell, named the Mars Entry, Descent, and Landing Instrumentation 2. The instruments included pressure transducers, thermocouples, heat flux gauges, and a radiometer to measure the aerodynamic and aerothermodynamic performance of the entry vehicle. Three of these sensors, a thermocouple plug, heat flux gauge, and a radiometer, were co-located on the backshell. The sensors were exposed to roughly the same aerodynamic heating, but measured these environments in different ways, each with its own set of modeling and measurement error complications. This paper develops a method for blending each of these measurements together in a single algorithm to produce estimates of the aerothermodynamic environments at that backshell location. The approach makes use of the Kalman-Schmidt filter/smoother methodology, where systematic measurement error parameters are modeled as multiplicative states that are estimated by the filter along with the aerothermal states. The results indicate peak convective and radiative heating values of 0.86 and 5.16 W/cm2, respectively, compared to the filter predictive model values of 0.67 and 4.83 W/cm2.

Christopher D Karlgaard↗

Data Fusion of In-Flight Aerothermodynamic Heating Measurements Using Kalman Filtering

On February 18th, 2021, the Mars 2020 entry system successfully delivered the Perseverance rover to the surface of Mars at Jezero Crater. The entry capsule carried instrumentation installed on the heatshield and backshell, named the Mars Entry, Descent, and Landing Instrumentation 2. The instruments included pressure transducers, thermocouples, heat flux gauges, and a radiometer to measure the aerodynamic and aerothermodynamic performance of the entry vehicle. Three of these sensors, a thermocouple plug, heat flux gauge, and a radiometer, were co-located on the backshell. The sensors were exposed to roughly the same aerodynamic heating, but measured these environments in different ways, each with its own set of modeling and measurement error complications. This paper develops a method for blending each of these measurements together in a single algorithm to produce estimates of the aerothermodynamic environments at that backshell location. The approach makes use of the Kalman-Schmidt filter/smoother methodology, where systematic measurement error parameters are modeled as multiplicative states that are estimated by the filter along with the aerothermal states. The results indicate peak convective and radiative heating values of 0.86 and 5.16 W/cm$^2$, respectively, compared to the filter predictive model values of 0.67 and 4.83 W/cm$^2$.

Christopher D Karlgaard↗