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 469 records · Page 26

Batch Sequential Estimation with Non-Uniform Measurements and Non-Stationary Noise

Sequential estimation using the traditional discrete Kalman filter typically assumes the measurement time and state update time are coincident. This is often a poor assumption in realistic measurement scenarios where the data can be received from multiple sources at differing times. This paper develops the necessary algorithm adjustments needed for the Kalman filter to readily process measurement data that arrive at varying times and with non-stationary noise. The algorithm is applied to a relevant problem of orbit determination using one-way uplink radiometric tracking of a spacecraft (in the present case a Mars orbiter).

Seubert, Jill↗

Integration of a Decentralized Linear-Quadratic-Gaussian Control into GSFC's Universal 3-D Autonomous Formation Flying Algorithm

A decentralized control is investigated for applicability to the autonomous formation flying control algorithm developed by GSFC for the New Millenium Program Earth Observer-1 (EO-1) mission. This decentralized framework has the following characteristics: The approach is non-hierarchical, and coordination by a central supervisor is not required; Detected failures degrade the system performance gracefully; Each node in the decentralized network processes only its own measurement data, in parallel with the other nodes; Although the total computational burden over the entire network is greater than it would be for a single, centralized controller, fewer computations are required locally at each node; Requirements for data transmission between nodes are limited to only the dimension of the control vector, at the cost of maintaining a local additional data vector. The data vector compresses all past measurement history from all the nodes into a single vector of the dimension of the state; and The approach is optimal with respect to standard cost functions. The current approach is valid for linear time-invariant systems only. Similar to the GSFC formation flying algorithm, the extension to linear LQG time-varying systems requires that each node propagate its filter covariance forward (navigation) and controller Riccati matrix backward (guidance) at each time step. Extension of the GSFC algorithm to non-linear systems can also be accomplished via linearization about a reference trajectory in the standard fashion, or linearization about the current state estimate as with the extended Kalman filter. To investigate the feasibility of the decentralized integration with the GSFC algorithm, an existing centralized LQG design for a single spacecraft orbit control problem is adapted to the decentralized framework while using the GSFC algorithm's state transition matrices and framework. The existing GSFC design uses both reference trajectories of each spacecraft in formation and by appropriate choice of coordinates and simplified measurement modeling is formulated as a linear time-invariant system. Results for improvements to the GSFC algorithm and a multiple satellite formation will be addressed. The goal of this investigation is to progressively relax the assumptions that result in linear time-invariance, ultimately to the point of linearization of the non-linear dynamics about the current state estimate as in the extended Kalman filter. An assessment will then be made about the feasibility of the decentralized approach to the realistic formation flying application of the EO-1/Landsat 7 formation flying experiment.

Folta, David C.↗

Formulation and implementation of nonstationary adaptive estimation algorithm with applications to air-data reconstruction

The dynamics model and data sources used to perform air-data reconstruction are discussed, as well as the Kalman filter. The need for adaptive determination of the noise statistics of the process is indicated. The filter innovations are presented as a means of developing the adaptive criterion, which is based on the true mean and covariance of the filter innovations. A method for the numerical approximation of the mean and covariance of the filter innovations is presented. The algorithm as developed is applied to air-data reconstruction for the space shuttle, and data obtained from the third landing are presented. To verify the performance of the adaptive algorithm, the reconstruction is also performed using a constant covariance Kalman filter. The results of the reconstructions are compared, and the adaptive algorithm exhibits better performance.

Whitmore, S. A.↗

Formulation and implementation of nonstationary adaptive estimation algorithm with applications to air-data reconstruction

The dynamics model and data sources used to perform air-data reconstruction are discussed, as well as the Kalman filter. The need for adaptive determination of the noise statistics of the process is indicated. The filter innovations are presented as a means of developing the adaptive criterion, which is based on the true mean and covariance of the filter innovations. A method for the numerical approximation of the mean and covariance of the filter innovations is presented. The algorithm as developed is applied to air-data reconstruction for the Space Shuttle, and data obtained from the third landing are presented. To verify the performance of the adaptive algorithm, the reconstruction is also performed using a constant covariance Kalman filter. The results of the reconstructions are compared, and the adaptive algorithm exhibits better performance.

Whitmore, S. A.↗

Preliminary results from an airdata enhancement algorithm with application to high-angle-of-attack flight

A technique has been developed to improve the fidelity of airdata measurements during dynamic maneuvering. This technique is particularly useful for airdata measured during flight at high angular rates and high angles of attack. To support this research, flight tests using the F-18 high alpha research vehicle were conducted at the NASA Ames Research Center Dryden Flight Research Facility. A Kalman filter was used to combine information from research airdata, linear accelerometers, angular rate gyros, and attitude gyros to determine better estimates of airdata quantities such as angle of attack, angle of sideslip, airspeed, and altitude. This paper briefly develops the state and observation equations used by the Kalman filter and shows how the state and measurement covariance matrices were determined from flight data.

Moes, Timothy R.↗

Calibration of a Spacecraft Gyro Quadruplet

This work presents a new approach to gyro calibration where, in addition to being used for computing attitude that is needed in the calibration process, the gyro outputs are also used as measurements in a Kalman filter. Gyro calibration as well as calibration of other instruments occurs in two steps. In the first step, the instrument error parameters are estimated. During the second stage, those errors are continuously removed from the gyro readings. In the classical approach to gyro calibration, the gyro outputs are used to maintain or compute body orientation rather than being used as measurements in the context of filtering. In inertial navigation, for example, gyro errors cause erroneous computation of velocity and position, and then when the latter are compared to measured velocity and position, a great portion of the computed velocity and position errors can be determined. The latter errors are then fed into a Kalman filter (KF) that uses the INS error model to infer on the gyro errors. Similarly, when applying the classical approach to spacecraft (SC) altitude determination, the gyro outputs are used to compute the attitude and then attitude measurements are used to determine the attitude errors, which again using a KF, indicates what the gyro errors are. In the approach adopted in this work the gyro outputs are used as angular rate measurements and are compared to estimated angular rate measurements. However, this approach requires the knowledge of the angular rate. In the past, the estimated angular rate was computed in a rather simplistic way assuming that the rate was constant. In the present work, the estimated angular rate is derived using a KF whose input can be any kind of attitude measurement, therefore the angular rate experienced by the SC can be continuously changing, and yet a good estimate of the rate, necessary for calibration, can be obtained.

Harman, Richard R.↗

Combinations of EOP Measurements: COMB95 and POLE95

A Kalman filter has been used to combine independent measurements of the Earth's orientation taken by optical astrometry and the space-geodetic techniques of LLR, SLR, VLBI, and GPS.

Kalman filter Kalman Earth's orientation LLR SLR V↗

An innovations approach to decoupling of multibody dynamics and control

The problem of hinged multibody dynamics is solved using an extension of the innovations approach of linear filtering and prediction theory to the problem of mechanical system modeling and control. This approach has been used quite effectively to diagonalize the equations for filtering and prediction for linear state space systems. It has similar advantages in the study of dynamics and control of multibody systems. The innovations approach advanced here consists of expressing the equations of motion in terms of two closely related processes: (1) the innovations process e, a sequence of moments, obtained from the applied moments T by means of a spatially recursive Kalman filter that goes from the tip of the manipulator to its base; (2) a residual process, a sequence of velocities, obtained from the joint-angle velocities by means of an outward smoothing operations. The innovations e and the applied moments T are related by means of the relationships e = (I - L)T and T = (I + K)e. The operation (I - L) is a causal lower triangular matrix which is generated by a spatially recursive Kalman filter and the corresponding discrete-step Riccati equation. Hence, the innovations and the applied moments can be obtained from each other by means of a causal operation which is itself casually invertible.

Rodriguez, G.↗

Statistical Orbit Determination using the Particle Filter for Incorporating Non-Gaussian Uncertainties

The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.

Mashiku, Alinda↗

Adaptive state estimation for control of flexible structures

This paper proposes a new approach of obtaining adaptive state estimation of a system in the presence of unknown system disturbances and measurement noise. In the beginning, a non-optimal Kalman filter with arbitrary initial guess for the process and measurement noises is implemented. At the same time, an adaptive transversal predictor (ATP) based on the recursive least-squares (RLS) algorithm is used to yield optimal one- to p- step-ahead output predictions using the previous input/output data. Referring to these optimal predictions the Kalman filter gain is updated and the performance of the state estimation is thus improved. If forgetting factor is implemented in the recursive least-squares algorithm, this method is also capable of dealing with the situation when the noise statistics are slowly time-varying. This feature makes this new approach especially suitable for the control of flexible structures. A numerical example demonstrates the feasibility of this real time adaptive state estimation method.

Chen, Chung-Wen↗

ARTSN: An Automated Real-Time Spacecraft Navigation System

As part of the Deep Space Network (DSN) advanced technology program an effort is underway to design a filter to automate the deep space navigation process.The automated real-time spacecraft navigation (ARTSN) filter task is based on a prototype consisting of a FORTRAN77 package operating on an HP-9000/700 workstation running HP-UX 9.05. This will be converted to C, and maintained as the operational version. The processing tasks required are: (1) read a measurement, (2) integrate the spacecraft state to the current measurement time, (3) compute the observable based on the integrated state, and (4) incorporate the measurement information into the state using an extended Kalman filter. This filter processes radiometric data collected by the DSN. The dynamic (force) models currently include point mass gravitational terms for all planets, the Sun and Moon, solar radiation pressure, finite maneuvers, and attitude maintenance activity modeled quadratically. In addition, observable errors due to troposphere are included. Further data types, force and observable models will be ncluded to enhance the accuracy of the models and the capability of the package. The heart of the ARSTSN is a currently available continuous-discrete extended Kalman filter. Simulated data used to test the implementation at various stages of development and the results from processing actual mission data are presented.

Burkhart, P. Daniel↗

Alternative smoothing algorithms for on-line estimation problems

In recent years, much emphasis has been placed on the Kalman filter to solve on-line estimation problems. Smoothers, which determine state estimates at a certain time t using measurements between 0 and T, have been used primarily in off-line estimation schemes. This paper presents alternative forms of smoothers that can be used for on-line estimation problems. The alternative smoothing algorithms provide state estimates which are more refined than Kalman filtered state estimates. The alternative smoothing algorithms are illustrated in two examples. The first example considers a linear discrete-time system while the second example considers a nonlinear continuous-time system with discrete-time measurements.

Baumgartner, Eric T.↗

CORRELATED ERRORS IN EARTH POINTING MISSIONS

Two different Earth-pointing missions dealing with attitude control and dynamics changes illustrate concerns with correlated error sources and coupled effects that can occur. On the OrbView-2 (OV-2) spacecraft, the assumption of a nearly-inertially-fixed momentum axis was called into question when a residual dipole bias apparently changed magnitude. The possibility that alignment adjustments and/or sensor calibration errors may compensate for actual motions of the spacecraft is discussed, and uncertainties in the dynamics are considered. Particular consideration is given to basic orbit frequency and twice orbit frequency effects and their high correlation over the short science observation data span. On the Tropical Rainfall Measuring Mission (TRMM) spacecraft, the switch to a contingency Kalman filter control mode created changes in the pointing error patterns. Results from independent checks on the TRMM attitude using science instrument data are reported, and bias shifts and error correlations are discussed. Various orbit frequency effects are common with the flight geometry for Earth pointing instruments. In both dual-spin momentum stabilized spacecraft (like OV-2) and three axis stabilized spacecraft with gyros (like TRMM under Kalman filter control), changes in the initial attitude state propagate into orbit frequency variations in attitude and some sensor measurements. At the same time, orbit frequency measurement effects can arise from dynamics assumptions, environment variations, attitude sensor calibrations, or ephemeris errors. Also, constant environment torques for dual spin spacecraft have similar effects to gyro biases on three axis stabilized spacecraft, effectively shifting the one-revolution-per-orbit (1-RPO) body rotation axis. Highly correlated effects can create a risk for estimation errors particularly when a mission switches an operating mode or changes its normal flight environment. Some error effects will not be obvious from attitude sensor measurement residuals, so some independent checks using imaging sensors are essential and derived science instrument attitude measurements can prove quite valuable in assessing the attitude accuracy.

Steve Bilanow↗

Computationally efficient algorithms for real-time attitude estimation

For many practical spacecraft applications, algorithms for determining spacecraft attitude must combine inputs from diverse sensors and provide redundancy in the event of sensor failure. A Kalman filter is suitable for this task, however, it may impose a computational burden which may be avoided by sub optimal methods. A suboptimal estimator is presented which was implemented successfully on the Delta Star spacecraft which performed a 9 month SDI flight experiment in 1989. This design sought to minimize algorithm complexity to accommodate the limitations of an 8K guidance computer. The algorithm used is interpreted in the framework of Kalman filtering and a derivation is given for the computation.

Pringle, Steven R.↗

Flight evaluation of differential GPS aided inertial navigation systems

Algorithms are described for integration of Differential Global Positioning System (DGPS) data with Inertial Navigation System (INS) data to provide an integrated DGPS/INS navigation system. The objective is to establish the benefits that can be achieved through various levels of integration of DGPS with INS for precision navigation. An eight state Kalman filter integration was implemented in real-time on a twin turbo-prop transport aircraft to evaluate system performance during terminal approach and landing operations. A fully integrated DGPS/INS system is also presented which models accelerometer and rate-gyro measurement errors plus position, velocity, and attitude errors. The fully integrated system was implemented off-line using range-domain (seventeen-state) and position domain (fifteen-state) Kalman filters. Both filter integration approaches were evaluated using data collected during the flight test. Flight-test data consisted of measurements from a 5 channel Precision Code GPS receiver, a strap-down Inertial Navigation Unit (INU), and GPS satellite differential range corrections from a ground reference station. The aircraft was laser tracked to determine its true position. Results indicate that there is no significant improvement in positioning accuracy with the higher levels of DGPS/INS integration. All three systems provided high-frequency (e.g., 20 Hz) estimates of position and velocity. The fully integrated system provided estimates of inertial sensor errors which may be used to improve INS navigation accuracy should GPS become unavailable, and improved estimates of acceleration, attitude, and body rates which can be used for guidance and control. Precision Code DGPS/INS positioning accuracy (root-mean-square) was 1.0 m cross-track and 3.0 m vertical. (This AGARDograph was sponsored by the Guidance and Control Panel.)

Mcnally, B. David↗

The application of LQR synthesis techniques to the turboshaft engine control problem

A power turbine governor was designed for a recent-technology turboshaft engine coupled to a modern, articulated rotor system using Linear Quadratic Regulator (LQR) and Kalman Filter (KF) techniques. A linear, state-space model of the engine and rotor system was derived for six engine power settings from flight idle to maximum continuous. An integrator was appended to the fuel flow input to reduce the steady-state governor error to zero. Feedback gains were calculated for the system states at each power setting using the LQR technique. The main rotor tip speed state is not measurable, so a Kalman Filter of the rotor was used to estimate this state. The crossover of the system was increased to 10 rad/s compared to 2 rad/sec for a current governor. Initial computer simulations with a nonlinear engine model indicate a significant decrease in power turbine speed variation with the LQR governor compared to a conventional governor.

Pfeil, W. H.↗

The application of LQR synthesis techniques to the turboshaft engine control problem

A power turbine governor was designed for a recent-technology turboshaft engine coupled to a modern, articulated rotor system using Linear Quadratic Regulator (LQR) and Kalman Filter (KF) techniques. A linear, state-space model of the engine and rotor system was derived for six engine power settings from flight idle to maximum continuous. An integrator was appended to the fuel flow input to reduce the steady-state governor error to zero. Feedback gains were calculated for the system states at each power setting using the LQR technique. The main rotor tip speed state is not measurable, so a Kalman Filter of the rotor was used to estimate this state. The crossover of the system was increased to 10 rad/s compared to 2 rad/sec for a current governor. Initial computer simulations with a nonlinear engine model indicate a significant decrease in power turbine speed variation with the LQR governor compared to a conventional governor.

Pfeil, W. H.↗

Multiple scene attitude estimator performance for LANDSAT-1

Initial results are presented to demonstrate the performance of a linear sequential estimator (Kalman Filter) used to estimate a LANDSAT 1 spacecraft attitude time series defined for four scenes. With the revised estimator a GCP poor scene - a scene with no usable geodetic control points (GCPs) - can be rectified to higher accuracies than otherwise based on the use of GCPs in adjacent scenes. Attitude estimation errors was determined by the use of GCPs located in the GCP-poor test scene, but which are not used to update the Kalman filter. Initial results achieved indicate that errors of 500m (rms) can be attained for the GCP-poor scenes. Operational factors are related to various scenarios.

Rifman, S. S.↗