Search NASA⌕ Search

SEARCH · Search NASA

Results for “recursive estimation”

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 37 records · Page 2

Vision-based recursive estimation of rotorcraft obstacle locations

The authors address vision-based passive ranging during nap-of-the-earth (NOE) rotorcraft flight. They consider the problem of estimating the relative location of identifiable features on nearby obstacles, assuming a sequence of noisy camera images and imperfect measurements of the camera's translation and rotation. An iterated extended Kalman filter is used to provide recursive range estimation. The correspondence problem is simplified by predicting and tracking each feature's image within the Kalman filter framework. Simulation results are presented which show convergent estimates and generally successful feature point tracking. Estimation performance degrades for features near the optical axis and for accelerating motions. Image tracking is also sensitive to angular rate.

Leblanc, D. J.↗

Stochastic process approximation for recursive estimation with guaranteed bound on the error covariance

An approach, is proposed for the design of approximate, fixed order, discrete time realizations of stochastic processes from the output covariance over a finite time interval, was proposed. No restrictive assumptions are imposed on the process; it can be nonstationary and lead to a high dimension realization. Classes of fixed order models are defined, having the joint covariance matrix of the combined vector of the outputs in the interval of definition greater or equal than the process covariance; (the difference matrix is nonnegative definite). The design is achieved by minimizing, in one of those classes, a measure of the approximation between the model and the process evaluated by the trace of the difference of the respective covariance matrices. Models belonging to these classes have the notable property that, under the same measurement system and estimator structure, the output estimation error covariance matrix computed on the model is an upper bound of the corresponding covariance on the real process. An application of the approach is illustrated by the modeling of random meteorological wind profiles from the statistical analysis of historical data.

Menga, G.↗

Bayesian recursive image estimation.

A procedure for recursively estimating images that are characterized statistically by the mean and correlation functions associated with the random process representing the brightness level is proposed for the case where the images are corrupted by additive noise. First, a dynamic model is developed with a response characteristic which matches that of the scanner output (the input of the estimator is the output of a horizontal line scanner) in a statistical sense. Such models have the form of an ordinary differential or difference equation with white noise input. An insignificant approximation is introduced by using a constant-coefficient model. The appropriate model is a vector valued difference equation with the solution representing a vector Markov process. The next step is to obtain the minimum mean square estimate of the image by using a Kalman filter. Since the image estimation is an interpolation problem, two successive runs over the observation are performed in opposite directions and the resultant estimates are averaged. Examples are included for illustration.

Nahi, N. E.↗

An estimator-predictor approach to PLL loop filter design

An approach to the design of digital phase locked loops (DPLLs), using estimation theory concepts in the selection of a loop filter, is presented. The key concept is that the DPLL closed-loop transfer function is decomposed into an estimator and a predictor. The estimator provides recursive estimates of phase, frequency, and higher order derivatives, while the predictor compensates for the transport lag inherent in the loop. This decomposition results in a straightforward loop filter design procedure, enabling use of techniques from optimal and sub-optimal estimation theory. A design example for a particular choice of estimator is presented, followed by analysis of the associated bandwidth, gain margin, and steady state errors caused by unmodeled dynamics. This approach is under consideration for the design of the Deep Space Network (DSN) Advanced Receiver Carrier DPLL.

Statman, J. I.↗

Designing Estimator/Predictor Digital Phase-Locked Loops

Signal delays in equipment compensated automatically. New approach to design of digital phase-locked loop (DPLL) incorporates concepts from estimation theory and involves decomposition of closed-loop transfer function into estimator and predictor. Estimator provides recursive estimates of phase, frequency, and higher order derivatives of phase with respect to time, while predictor compensates for delay, called "transport lag," caused by PLL equipment and by DPLL computations.

Statman, J. I.↗

Digital phase-lock loop having an estimator and predictor of error

A digital phase-lock loop (DPLL) which generates a signal with a phase that approximates the phase of a received signal with a linear estimator. The effect of a complication associated with non-zero transport delays related to DPLL mechanization is then compensated by a predictor. The estimator provides recursive estimates of phase, frequency, and higher order derivatives, while the predictor compensates for transport lag inherent in the loop.

Statman, Joseph I.↗

An estimator-predictor approach to PLL loop filter design

The design of digital phase locked loops (DPLL) using estimation theory concepts in the selection of a loop filter is presented. The key concept, that the DPLL closed-loop transfer function is decomposed into an estimator and a predictor, is discussed. The estimator provides recursive estimates of phase, frequency, and higher-order derivatives, and the predictor compensates for the transport lag inherent in the loop.

Statman, Joseph I.↗

Application of a recursive distortion estimator to the geodetic correction of thematic mapper imagery

It is pointed out that the higher resolution provided by the Thematic Mapper increases the demands on the accuracy needed by the ground processing in correcting for geodetic errors deriving from internal misalignments and uncertainties in the knowledge of spacecraft ephemeris and attitude. In addition, the Thematic Mapper will also process longer imagery intervals than previous missions. The recursive distortion estimator to be used is a Kalman filter. Here, a minimum variance spacecraft state error vector is estimated for known initial covariance of the elements of that vector and known image noise. Tests of the recursive distortion estimator with various spacecraft models carried out using a simulation of real world state vector dynamics are described. A determination is made of the density of control points needed to meet specified geometric correction requirements; it is expressed as a function of imagery interval length and control point measurement error.

Arnold, P.↗

Data-Driven Mean-Corrected Recursive Estimation-Based Optimal DER Dispatch for Distribution System Voltage Control

Recent advances in smart inverters offer opportunities to mitigate adverse grid impacts caused by high penetrations of distributed photovoltaics (PV) in distribution grids, such as voltage violations. Here, this paper proposes a novel measurement-driven optimal power flow (OPF)-based distributed energy resource management system (DERMS) voltage regulation via recursive sensitivity estimation informed coordinated control of distributed PV inverters. The proposed approach leverages available grid and controllable DER measurements, eliminating reliance on system model information while being adaptive and robust to volatile operating conditions. A mean-corrected recursive ridge regression (MCRRR) algorithm is proposed for sensitivity estimation, continuously refining the sensitivity model through a closed-form solution. It effectively manages varying grid operating conditions, such as changes in power injections and topology reconfiguration, to facilitate a time-varying update of the Load Sensitivity Factors (LSF). The proposed approach is formulated as a linear programming (LP) problem and is thus scalable to larger-scale distribution systems. Its effectiveness and efficiency are demonstrated on a realistic distribution feeder with high PV penetrations in Southern California, USA.

14 SOLAR ENERGY↗

Fault detection and isolation for multisensor navigation systems

Increasing attention is being given to the problem of erroneous measurement data for multisensor navigation systems. A recursive estimator can be used in conjunction with a 'snapshot' batch estimator to provide fault detection and isolation (FDI) for these systems. A recursive estimator uses past system states to form a new state estimate and compares it to the calculated state based on a new set of measurements. A 'snapshot' batch estimator uses a set of measurements collected simultaneously and compares solutions based on subsets of measurements. The 'snapshot' approach requires redundant measurements in order to detect and isolate faults. FDI is also referred to as Receiver Autonomous Integrity Monitoring (RAIM).

Kline, Paul A.↗

Baysian recursive image estimation.

Discussion of a statistical procedure for treatment of noise-affected images to recover unaffected images by recursive processing with noise background elimination. The feasibility of the application of a recursive linear Kalman filtering technique to image processing is demonstrated. The procedure is applicable to images which are characterized statistically by mean and correlation functions. A time invariant dynamic model is proposed to provide stationary statistics for the scanner output.

Nahi, N. E.↗

Bayesian recursive image estimation.

The enhancement of images that are characterized only by statistical data where the picture contains additive noise is considered. The random process representing the output of the scanner is characterized by the output of a dynamic system with white noise input. The dynamic system describes a first-order vector-Markov process. The procedure of Kalman filtering is then utilized to recursively determine the minimum mean-square error estimate of the image. The result is then extended to obtain the smoothing of the data.

Nahi, N. E.↗

Decoupling the structural modes estimated using recursive lattice filters

A method is presented for decoupling modal amplitudes generated by recursive least squares lattice filters. The proposed method, which involves transformation of basis functions obtained from lattice filters, is illustrated using a free-free beam simulation. The decoupled mode shape functions are required for the implementation of an adaptive control scheme for large space systems.

Sundararajan, N.↗

Estimation of correlation functions by stochastic approximation.

Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.

Habibi, A.↗