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Real-time fault detection and transient identification using extended Kalman filters - 254

In this paper, real-time fault detection and transient identification are studied with adaptive estimation methods, in particular parallel processing methods by implementing a bank of extended Kalman filters. Adaptive estimation is combined with probabilistic risk assessment to allow for real-time continuous monitoring of initiating events. The approach provides a probability of an initiating event happening. Real-time monitoring of initiating events can reduce labor demand. Each extended Kalman filter is configured to operate at a single configuration, either at normal operation or a faulted state. Fault detection is based on calculating a likelihood function for each extended Kalman filter to determine the posteriori conditional probability that the system configuration is the true configuration. The transient identification is determined by performing a multivariate statistical analysis on each extended Kalman filter to provide a posterior probability assessment that the reactor states and its dynamics are within the allowable limits. The probability distribution being outside the allowable limits indicate a transient has occurred. The combination of parallel processing methods with the multivariate statistical analysis for transient identification allows for the operator to perform transient identification with having a high level of certainty of the current system configuration. We demonstrate the real-time fault detection and transient identification on a simple reactor example to determine the reactor power, reactor temperature, and coolant temperature in the presence of various faults. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario

Sigma-point filters have received a lot of attention in recent years as a better alternative to extended Kalman filters for highly nonlinear problems. In this paper, we compare the performance of the additive divided difference sigma-point filter to the extended Kalman filter when applied to orbit determination of a realistic operational scenario based on the Interstellar Boundary Explorer mission. For the scenario studied, both filters provided equivalent results. The performance of each is discussed in detail.

Gaebler, John↗

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

manual control↗

Estimation of plasma properties using an extended Kalman filter with plasma global models

A physically-constrained extended Kalman filter (EKF) is applied to various zero-dimensional global models for the estimation of plasma properties using time-dependent experimental data such as the plasma density or ion flux. The capability of the EKF is demonstrated to estimate unknown system states simultaneously, such as reaction rate coefficients and the absorbed electron input power, which can be difficult, if not impossible, to measure experimentally. Global models accounting for pure argon reactions and argon-oxygen reactions are used in this work to demonstrate the ability of the filter to estimate dynamic and complex systems. Furthermore, the results obtained from the EKF plasma global model illustrate that model-data fusion techniques can be used to estimate plasma properties and processes for time-varying systems, such as pulsed discharges.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A Low Cost Approach to Simultaneous Orbit, Attitude, and Rate Estimation Using an Extended Kalman Filter

An innovative approach to autonomous attitude and trajectory estimation is available using only magnetic field data and rate data. The estimation is performed simultaneously using an Extended Kalman Filter, a well known algorithm used extensively in onboard applications. The magnetic field is measured on a satellite by a magnetometer, an inexpensive and reliable sensor flown on virtually all satellites in low earth orbit. Rate data is provided by a gyro, which can be costly. This system has been developed and successfully tested in a post-processing mode using magnetometer and gyro data from 4 satellites supported by the Flight Dynamics Division at Goddard. In order for this system to be truly low cost, an alternative source for rate data must be utilized. An independent system which estimate spacecraft rate has been successfully developed and tested using only magnetometer data or a combination of magnetometer data and sun sensor data, which is less costly than a gyro. This system also uses an Extended Kalman Filter. Merging the two systems will provide an extremely low cost, autonomous approach to attitude and trajectory estimation. In this work we provide the theoretical background of the combined system. The measurement matrix is developed by combining the measurement matrix of the orbit and attitude estimation EKF with the measurement matrix of the rate estimation EKF, which is composed of a pseudo-measurement which makes the effective measurement a function of the angular velocity. Associated with this is the development of the noise covariance matrix associated with the original measurement combined with the new pseudo-measurement. In addition, the combination of the dynamics from the two systems is presented along with preliminary test results.

Deutschmann, Julie↗

Distribution System State Estimation Using a Multiple Iteration Extended Kalman Filter Approach

To support the operation of modern distribution systems, operators require real-time visibility into system states. Due to a lack of measurements and unbalanced operation, the state estimation in distribution systems is challenging as compared to transmission systems. This paper proposes the utilization of a Multiple Iteration - Extended Kalman Filter based approach for the distribution system state estimation. This modified version of the baseline extended Kalman filter iterates over the update step multiple times thereby reducing the estimation error. The proposed algorithm along with the auxiliary algorithms such as bad data detection is integrated into a co-simulation environment. Case studies show that the proposed state estimation method can result in a lesser estimation error as compared to the baseline approach.

Bhatti, Bilal Ahmad↗

An extended Kalman filter based automatic frequency control loop

An Automatic Frequency Control (AFC) loop based on an Extended Kalman Filter (EKF) is introduced and analyzed in detail. The scheme involves an EKF which operates on a modified set of data in order to track the frequency of the incoming signal. The algorithm can also be viewed as a modification to the well known cross-product AFC loop. A low carrier-to-noise ratio (CNR), high-dynamic environment is used to test the algorithm and the probability of loss-of-lock is assessed via computer simulations. The scheme is best suited for scenarios in which the frequency error variance can be compromised to achieve a very low operating CNR threshold. This technique can easily be incorporated in the Advanced Receiver (ARX), requiring minimum software modifications.

Hinedi, S.↗

Extended Kalman filter for attitude estimation of the earth radiation budget satellite

The design and testing of an Extended Kalman Filter (EKF) for ground attitude determination, misalignment estimation and sensor calibration of the Earth Radiation Budget Satellite (ERBS) are described. Attitude is represented by the quaternion of rotation and the attitude estimation error is defined as an additive error. Quaternion normalization is used for increasing the convergence rate and for minimizing the need for filter tuning. The development of the filter dynamic model, the gyro error model and the measurement models of the Sun sensors, the IR horizon scanner and the magnetometers which are used to generate vector measurements are also presented. The filter is applied to real data transmitted by ERBS sensors. Results are presented and analyzed and the EKF advantages as well as sensitivities are discussed. On the whole the filter meets the expected synergism, accuracy and robustness.

Deutschmann, Julie↗

Comparison and testing of extended Kalman filters for attitude estimation of the Earth radiation budget satellite

The testing and comparison of two Extended Kalman Filters (EKFs) developed for the Earth Radiation Budget Satellite (ERBS) is described. One EKF updates the attitude quaternion using a four component additive error quaternion. This technique is compared to that of a second EKF, which uses a multiplicative error quaternion. A brief development of the multiplicative algorithm is included. The mathematical development of the additive EKF was presented in the 1989 Flight Mechanics/Estimation Theory Symposium along with some preliminary testing results using real spacecraft data. A summary of the additive EKF algorithm is included. The convergence properties, singularity problems, and normalization techniques of the two filters are addressed. Both filters are also compared to those from the ERBS operational ground support software, which uses a batch differential correction algorithm to estimate attitude and gyro biases. Sensitivity studies are performed on the estimation of sensor calibration states. The potential application of the EKF for real time and non-real time ground attitude determination and sensor calibration for future missions such as the Gamma Ray Observatory (GRO) and the Small Explorer Mission (SMEX) is also presented.

Deutschmann, Julie↗

Extended Kalman Filter for attitude estimation of the Earth Radiation Budget Satellite

The design and testing of an Extended Kalman Filter (EKF) for ground attitude determination, misalignment estimation and sensor calibration of the Earth Radiation Budget Satellite (ERBS) are described. Attitude is represented by the quaternion of rotation and the attitude estimation error is defined as an additive error. Quaternion normalization is used for increasing the convergence rate and for minimizing the need for filter tuning. The development of the filter dynamic model, the gyro error model and the measurement models of the sun sensors, the IR horizon scanner and the magnetometers which are used to generate vector measurements are also presented. The filter is applied to real data transmitted by ERBS sensors. Results are presented and analyzed and the EKF advantages as well as sensitivities are discussed. On the whole the filter meets the expected synergism, accuracy and robustness.

Deutschmann, Julie↗

Tracking and Data Relay Satellite (TDRS) Orbit Estimation Using an Extended Kalman Filter

Alternatives to the Tracking and Data Relay Satellite (TDRS) orbit estimation procedure were studied to develop a technique that both produces more reliable results and is more amenable to automation than the prior procedure. The Earth Observing System (EOS) Terra mission has TDRS ephemeris prediction 3(sigma) requirements of 75 meters in position and 5.5 millimeters per second in velocity over a 1.5-day prediction span. Meeting these requirements sometimes required reruns of the prior orbit determination (OD) process, with manual editing of tracking data to get an acceptable solution. After a study of the available alternatives, the Flight Dynamics Facility (FDF) began using the Real-Time Orbit Determination (RTOD(Registered TradeMark)) Kalman filter program for operational support of TDRSs in February 2007. This extended Kalman filter (EKF) is used for daily support, including within hours after most thrusting, to estimate the spacecraft position, velocity, and solar radiation coefficient of reflectivity (C(sub R)). The tracking data used are from the Bilateration Ranging Transponder System (BRTS), selected TDRS System (TDRSS) User satellite tracking data, and Telemetry, Tracking, and Command (TT&C) data. Degraded filter results right after maneuvers and some momentum unloads provided incentive for a hybrid OD technique. The results of combining EKF strengths with the Goddard Trajectory Determination System (GTDS) Differential Correction (DC) program batch-least-squares solutions, as recommended in a 2005 paper on the chain-bias technique, are also presented.

Ward, Douglas T.↗

Estimating Power System Dynamic States Using Extended Kalman Filter

Abstract—The state estimation tools which are currently deployed in power system control rooms are based on a steady state assumption. As a result, the suite of operational tools that rely on state estimation results as inputs do not have dynamic information available and their accuracy is compromised. This paper investigates the application of Extended Kalman Filtering techniques for estimating dynamic states in the state estimation process. The new formulated “dynamic state estimation” includes true system dynamics reflected in differential equations, not like previously proposed “dynamic state estimation” which only considers the time-variant snapshots based on steady state modeling. This new dynamic state estimation using Extended Kalman Filter has been successfully tested on a multi-machine system. Sensitivity studies with respect to noise levels, sampling rates, model errors, and parameter errors are presented as well to illustrate the robust performance of the developed dynamic state estimation process.

Huang, Zhenyu↗

Using an Extended Kalman Filter Learning Algorithm for Feed-Forward Neural Networks to Describe Tracer Correlations

In this study a new extended Kalman filter (EKF) learning algorithm for feed-forward neural networks (FFN) is used. With the EKF approach, the training of the FFN can be seen as state estimation for a non-linear stationary process. The EKF method gives excellent convergence performances provided that there is enough computer core memory and that the machine precision is high. Neural networks are ideally suited to describe the spatial and temporal dependence of tracer-tracer correlations. The neural network performs well even in regions where the correlations are less compact and normally a family of correlation curves would be required. For example, the CH4-N2O correlation can be well described using a neural network trained with the latitude, pressure, time of year, and CH4 volume mixing ratio (v.m.r.). The neural network was able to reproduce the CH4-N2O correlation with a correlation coefficient between simulated and training values of 0.9997. The neural network Fortran code used is available for download.

Lary, David J.↗

Application of a Constant Gain Extended Kalman Filter for In-Flight Estimation of Aircraft Engine Performance Parameters

An approach based on the Constant Gain Extended Kalman Filter (CGEKF) technique is investigated for the in-flight estimation of non-measurable performance parameters of aircraft engines. Performance parameters, such as thrust and stall margins, provide crucial information for operating an aircraft engine in a safe and efficient manner, but they cannot be directly measured during flight. A technique to accurately estimate these parameters is, therefore, essential for further enhancement of engine operation. In this paper, a CGEKF is developed by combining an on-board engine model and a single Kalman gain matrix. In order to make the on-board engine model adaptive to the real engine s performance variations due to degradation or anomalies, the CGEKF is designed with the ability to adjust its performance through the adjustment of artificial parameters called tuning parameters. With this design approach, the CGEKF can maintain accurate estimation performance when it is applied to aircraft engines at offnominal conditions. The performance of the CGEKF is evaluated in a simulation environment using numerous component degradation and fault scenarios at multiple operating conditions.

Kobayashi, Takahisa↗

LIDAR-Aided Inertial Navigation with Extended Kalman Filtering for Pinpoint Landing

In support of NASA s Autonomous Landing and Hazard Avoidance Technology (ALHAT) project, an extended Kalman filter routine has been developed for estimating the position, velocity, and attitude of a spacecraft during the landing phase of a planetary mission. The proposed filter combines measurements of acceleration and angular velocity from an inertial measurement unit (IMU) with range and Doppler velocity observations from an onboard light detection and ranging (LIDAR) system. These high-precision LIDAR measurements of distance to the ground and approach velocity will enable both robotic and manned vehicles to land safely and precisely at scientifically interesting sites. The filter has been extensively tested using a lunar landing simulation and shown to improve navigation over flat surfaces or rough terrain. Experimental results from a helicopter flight test performed at NASA Dryden in August 2008 demonstrate that LIDAR can be employed to significantly improve navigation based exclusively on IMU integration.

Busnardo, David M.↗

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↗

Comparison and testing of extended Kalman filters for attitude estimation of the Earth Radiation Budget Satellite

This paper presents the testing and comparison of two extended Kalman filters (EKFs) developed for the Earth Radiation Budget Satellite (ERBS). One EKF updates the attitude quaternion using a four-component additive error quaternion. This technique is compared to that of a second EKF, which uses a multiplicative error quaternion. Brief developments of the algorithms are included. The convergence properties, singularity problems, and normalization techniques of the two filters are addressed. Both filters are tested with simulated ERBS sensor data in addition to real ERBS sensor data. The results of the two filters are also compared to those from the ERBS operational ground support software, which uses a batch differential correction algorithm to estimate attitude and gyro biases.

Bar-Itzhack, Itzhack Y.↗