Introduction to the kalman-schmidt filter
Kalman-Schmidt filter application to space flight navigation for determining space vehicle position and velocity vector from data with random error
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Computer simulation results of attitude estimation of earth orbiting satellites
Computer simulation results of attitude estimation of Earth-orbiting satellites (including Space Telescope) subjected to environmental disturbances and noises are presented. Decomposed linear recursive filter and Kalman filter were used as estimation tools. Six programs were developed for this simulation, and all were written in the basic language and were run on HP 9830A and HP 9866A computers. Simulation results show that a decomposed linear recursive filter is accurate in estimation and fast in response time. Furthermore, for higher order systems, this filter has computational advantages (i.e., less integration errors and roundoff errors) over a Kalman filter.
Kou, S. R.↗
Implementation of a Parameterized Interacting Multiple Model Filter on an FPGA for Satellite Communications
In a communications channel, the space environment between a spacecraft and an Earth ground station can potentially cause the loss of a data link or at least degrade its performance due to atmospheric effects, shadowing, multipath, or other impairments. In adaptive and coded modulation, the signal power level at the receiver can be used in order to choose a modulation-coding technique that maximizes throughput while meeting bit error rate (BER) and other performance requirements. It is the goal of this research to implement a generalized interacting multiple model (IMM) filter based on Kalman filters for improved received power estimation on software-dened radio (SDR) technology for satellite communications applications. The IMM filter has been implemented in Verilog consisting of a customizable bank of Kalman filters for choosing between performance and resource utilization. Each Kalman filter can be implemented using either solely a Schur complement module (for high area efficiency) or with Schur complement, matrix multiplication, and matrix addition modules (for high performance). These modules were simulated and synthesized for the Virtex II platform on the JPL Radio Experimenter Development System (EDS) at NASA Glenn Research Center. The results for simulation, synthesis, and hardware testing are presented.
cognitive radio↗
Temperature profile retrievals with extended Kalman-Bucy filters
The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.
Ledsham, W. H.↗
Optimal Calibration of the Spitzer Space Telescope
A document discusses the focal-plane calibration of the Spitzer Space Telescope by use of the instrument pointing frame (IPF) Kalman filter, which was described in Kalman Filter for Calibrating a Telescope Focal Plane (NPO-40798), NASA Tech Briefs, Vol. 30, No. 9 (September 2006), page 62. To recapitulate: In the IPF Kalman filter, optimal estimates of both engineering and scientific focal-plane parameters are obtained simultaneously, using data taken in each focalplane survey activity. The IPF Kalman filter offers greater efficiency and economy, relative to prior calibration practice in which scientific and engineering parameters were estimated by separate teams of scientists and engineers and iterated upon each other. In the Spitzer Space Telescope application, the IPF Kalman filter was used to calibrate 56 frames for precise telescope pointing, estimate >1,500 parameters associated with focal-plane mapping, and process calibration runs involving as many as 1,338 scientific image centroids. The final typical survey calibration accuracy was found to be 0.09 arc second. The use of the IPF Kalman filter enabled a team of only four analysts to complete the calibration processing in three months. An unanticipated benefit afforded by the IPF Kalman filter was the ability to monitor health and diagnose performance of the entire end-to-end telescope-pointing system.
Bayard, David↗
Satellite Angular Rate Estimation From Vector Measurements
This paper presents an algorithm for estimating the angular rate vector of a satellite which is based on the time derivatives of vector measurements expressed in a reference and body coordinate. The computed derivatives are fed into a spacial Kalman filter which yields an estimate of the spacecraft angular velocity. The filter, named Extended Interlaced Kalman Filter (EIKF), is an extension of the Kalman filter which, although being linear, estimates the state of a nonlinear dynamic system. It consists of two or three parallel Kalman filters whose individual estimates are fed to one another and are considered as known inputs by the other parallel filter(s). The nonlinear dynamics stem from the nonlinear differential equation that describes the rotation of a three dimensional body. Initial results, using simulated data, and real Rossi X ray Timing Explorer (RXTE) data indicate that the algorithm is efficient and robust.
Azor, Ruth↗
Subsonic flight test evaluation of a propulsion system parameter estimation process for the F100 engine
An adaptive-performance-seeking control system which optimizes the quasi-steady-state performance of the F-15 propulsion system is discussed. This paper presents flight- and ground-test evaluations of the propulsion system parameter-estimation process used by the performance seeking control system. The estimator consists of a compact propulsion system model and an extended Kalman filter. The extended Kalman filter estimates five engine component deviation parameters from measured inputs. The compact model uses measurements and Kalman-filter estimates as inputs to predict unmeasured propulsion parameters such as net propulsive force and fan stall margin. The ability to track trends and estimate absolute values of propulsion system parameters was demonstrated. For example, thrust stand results show a good correlation especially in trends between the performance seeking control estimated and measured thrust.
Orme, John S.↗
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.
Kalman↗
Minimax design of Kalman-like filters in the presence of large parameter uncertainties.
An attempt is made to guide the designer by means of a systematic procedure which will yield a filter that performs in an acceptable fashion when there is some uncertainty in the various system parameters. Very general restrictions are placed upon these uncertainties, and it is shown that they are applicable in most practical situations. The minimax approach results in a unique fixed filter design which places a least upper bound on a given sensitivity measure over the assumed range of uncertain parameters. The resulting filters are identical in form to the Kalman filter, provide nearly optimal performance over the entire range of uncertain statistics, and are independent of the actual noise statistics. Examples are given.
Hutchinson, C. E.↗
Comparison of Nonlinear Filtering Techniques for Lunar Surface Roving Navigation
Leading up to the Apollo missions the Extended Kalman Filter, a modified version of the Kalman Filter, was developed to estimate the state of a nonlinear system. Throughout the Apollo missions, Potter's Square Root Filter was used for lunar navigation. Now that NASA is returning to the Moon, the filters used during the Apollo missions must be compared to the filters that have been developed since that time, the Bierman-Thornton Filter (UD) and the Unscented Kalman Filter (UKF). The UD Filter involves factoring the covariance matrix into UDUT and has similar accuracy to the Square Root Filter; however it requires less computation time. Conversely, the UKF, which uses sigma points, is much more computationally intensive than any of the filters; however it produces the most accurate results. The Extended Kalman Filter, Potter's Square Root Filter, the Bierman-Thornton UD Filter, and the Unscented Kalman Filter each prove to be the most accurate filter depending on the specific conditions of the navigation system.
Kimber, Lemon↗
Nonlinear Attitude Filtering Methods
The extended Kalman filter (EKF) is the workhorse of real-time spacecraft attitude estimation. Since the group SO3 of rotation matrices has dimension three, most attitude determination EKFs use lower- dimensional attitude parameterizations than the nine-parameter attitude matrix itself. The fact that all three- parameter representations of SO3 are singular or discontinuous for certain attitudes has led to extended discussions of constraints and attitude representations in EKFs. The most successful EKF uses a nonsingular parameterization for the global attitude, which necessarily has more than three parameters, while employing a three-component representation for the attitude errors. This filter has become known as the Multiplicative Extended Kalman Filter. These issues are now well understood, however, and the EKF has performed admirably in the vast majority of attitude determination applications. Nevertheless, poor performance or even divergence arising from the linearization implicit in the EKF has led to the development of nonlinear filters, most recently sigma point or unscented filters and particle filters.
Markley, F. Landis↗
Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation
A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy
Simon, Donald L.↗
Performance comparison of five frequency domain system identification techniques for helicopter higher harmonic control
This paper presents the results of a computer simulation comparing the performance of five system identification techniques currently proposed for use with helicopter, frequency domain, higher harmonic vibration control algorithms. The system identification techniques studied were: (1) the weighted least squares method in moving block format, (2) the classical Kalman filter, (3) a generalized Kalman filter, (4) the classical least mean square (LMS) filter, and (5) a generalized LMS filter. The generalized Kalman and LMS filters were derived by allowing for multistep operation, rather than the single-step update approach used by their classical versions. Both open-loop and closed-loop (vibration control mode) identification results are presented in the paper. The algorithms are evaluated in terms of their accuracy, stability, convergence properties, computation speeds, and the relative ease with which these techniques may be directly applied to the helicopter vibration control problem.
Jacklin, Stephen A.↗
Nonlinear Attitude Filtering Methods
This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.
F Landis Markley↗
Recursive Implementations of the Consider Filter
One method to account for parameters errors in the Kalman filter is to consider their effect in the so-called Schmidt-Kalman filter. This work addresses issues that arise when implementing a consider Kalman filter as a real-time, recursive algorithm. A favorite implementation of the Kalman filter as an onboard navigation subsystem is the UDU formulation. A new way to implement a UDU consider filter is proposed. The non-optimality of the recursive consider filter is also analyzed, and a modified algorithm is proposed to overcome this limitation.
Zanetti, Renato↗
Estimate fusion for lunar rendezvous
The new derivation presented for an algorithm that fuses two Kalman filter outputs clearly demonstrates the combination of estimates to be capable of 'optimally' minimizing the trace of the fused covariance matrix. The method also furnishes an estimate whose error ellipses are contained within the intersection of the error ellipses from each filter. The 'reinitialized Kalman filter' obtained by these means is applied to the problem of lunar rendezvous.
Carpenter, J. R.↗
An extended Kalman-Bucy filter for atmospheric temperature profile retrieval with a passive microwave sounder
An extended Kalman-Bucy filter has been implemented for atmospheric temperature profile retrievals from observations made using the Scanned Microwave Spectrometer (SCAMS) instrument carried on the Nimbus 6 satellite. This filter has the advantage that it requires neither stationary statistics in the underlying processes nor linear production of the observed variables from the variables to be estimated. This extended Kalman-Bucy filter has yielded significant performance improvement relative to multiple regression retrieval methods. A multi-spot extended Kalman-Bucy filter has also been developed in which the temperature profiles at a number of scan angles in a scanning instrument are retrieved simultaneously. These multi-spot retrievals are shown to outperform the single-spot Kalman retrievals.
Ledsham, W. H.↗
Constructing an Efficient Self-Tuning Aircraft Engine Model for Control and Health Management Applications
Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulations.Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulatns.
Armstrong, Jeffrey B.↗