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Generic Kalman Filter Software

The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on the basis of the aforementioned templates. The GKF software can be used to develop many different types of unfactorized Kalman filters. A developer can choose to implement either a linearized or an extended Kalman filter algorithm, without having to modify the GKF software. Control dynamics can be taken into account or neglected in the filter-dynamics model. Filter programs developed by use of the GKF software can be made to propagate equations of motion for linear or nonlinear dynamical systems that are deterministic or stochastic. In addition, filter programs can be made to operate in user-selectable "covariance analysis" and "propagation-only" modes that are useful in design and development stages.

Lisano, Michael E., II↗

Error Analysis System for Spacecraft Navigation Using the Global Positioning System (GPS)

The Flight Dynamics Division (FDD) at the National Aeronautics and Space Administration (NASA) Goddard Space Flight Center (GSFC) is currently developing improved space-navigation filtering algorithms to use the Global Positioning System (GPS) for autonomous real-time onboard orbit determination. In connection with a GPS technology demonstration on the Small Satellite Technology Initiative (SSTI)/Lewis spacecraft, FDD analysts and programmers have teamed with the GSFC Guidance, Navigation, and Control Branch to develop the GPS Enhanced Orbit Determination Experiment (GEODE) system. The GEODE system consists of a Kalman filter operating as a navigation tool for estimating the position, velocity, and additional states required to accurately navigate the orbiting Lewis spacecraft by using astrodynamic modeling and GPS measurements from the receiver. A parallel effort at the FDD is the development of a GPS Error Analysis System (GEAS) that will be used to analyze and improve navigation filtering algorithms during development phases and during in-flight calibration. For GEAS, the Kalman filter theory is extended to estimate the errors in position, velocity, and other error states of interest. The estimation of errors in physical variables at regular intervals will allow the time, cause, and effect of navigation system weaknesses to be identified. In addition, by modeling a sufficient set of navigation system errors, a system failure that causes an observed error anomaly can be traced and accounted for. The GEAS software is formulated using Object Oriented Design (OOD) techniques implemented in the C++ programming language on a Sun SPARC workstation. The Phase 1 of this effort is the development of a basic system to be used to evaluate navigation algorithms implemented in the GEODE system. This paper presents the GEAS mathematical methodology, systems and operations concepts, and software design and implementation. Results from the use of the basic system to evaluate navigation algorithms implemented on GEODE are also discussed. In addition, recommendations for generalization of GEAS functions and for new techniques to optimize the accuracy and control of the GPS autonomous onboard navigation are presented.

Truong, S. H.↗

Design and simulation of stratified probability digital receiver with application to the multipath communication

One approach to the problem of simplifying complex nonlinear filtering algorithms is through using stratified probability approximations where the continuous probability density functions of certain random variables are represented by discrete mass approximations. This technique is developed in this paper and used to simplify the filtering algorithms developed for the optimum receiver for signals corrupted by both additive and multiplicative noise.

Deal, J. H.↗

Principal Component Noise Filtering for NAST-I Radiometric Calibration

The National Polar-orbiting Operational Environmental Satellite System (NPOESS) Airborne Sounder Testbed- Interferometer (NAST-I) instrument is a high-resolution scanning interferometer that measures emitted thermal radiation between 3.3 and 18 microns. The NAST-I radiometric calibration is achieved using internal blackbody calibration references at ambient and hot temperatures. In this paper, we introduce a refined calibration technique that utilizes a principal component (PC) noise filter to compensate for instrument distortions and artifacts, therefore, further improve the absolute radiometric calibration accuracy. To test the procedure and estimate the PC filter noise performance, we form dependent and independent test samples using odd and even sets of blackbody spectra. To determine the optimal number of eigenvectors, the PC filter algorithm is applied to both dependent and independent blackbody spectra with a varying number of eigenvectors. The optimal number of PCs is selected so that the total root-mean-square (RMS) error is minimized. To estimate the filter noise performance, we examine four different scenarios: apply PC filtering to both dependent and independent datasets, apply PC filtering to dependent calibration data only, apply PC filtering to independent data only, and no PC filters. The independent blackbody radiances are predicted for each case and comparisons are made. The results show significant reduction in noise in the final calibrated radiances with the implementation of the PC filtering algorithm.

Tian, Jialin↗

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Oshman, Yaakov↗

Hyperspectral Imager-Tracker

The Hyperspectral Imager-Tracker (HIT) is a technique for visualization and tracking of low-contrast, fast-moving objects. The HIT architecture is based on an innovative and only recently developed concept in imaging optics. This innovative architecture will give the Light Prescriptions Innovators (LPI) HIT the possibility of simultaneously collecting the spectral band images (hyperspectral cube), IR images, and to operate with high-light-gathering power and high magnification for multiple fast- moving objects. Adaptive Spectral Filtering algorithms will efficiently increase the contrast of low-contrast scenes. The most hazardous parts of a space mission are the first stage of a launch and the last 10 kilometers of the landing trajectory. In general, a close watch on spacecraft operation is required at distances up to 70 km. Tracking at such distances is usually associated with the use of radar, but its milliradian angular resolution translates to 100- m spatial resolution at 70-km distance. With sufficient power, radar can track a spacecraft as a whole object, but will not provide detail in the case of an accident, particularly for small debris in the onemeter range, which can only be achieved optically. It will be important to track the debris, which could disintegrate further into more debris, all the way to the ground. Such fragmentation could cause ballistic predictions, based on observations using high-resolution but narrow-field optics for only the first few seconds of the event, to be inaccurate. No optical imager architecture exists to satisfy NASA requirements. The HIT was developed for space vehicle tracking, in-flight inspection, and in the case of an accident, a detailed recording of the event. The system is a combination of five subsystems: (1) a roving fovea telescope with a wide 30 field of regard; (2) narrow, high-resolution fovea field optics; (3) a Coude optics system for telescope output beam stabilization; (4) a hyperspectral-mutispectral imaging assembly; and (5) image analysis software with effective adaptive spectral filtering algorithm for real-time contrast enhancement.

Agurok, Llya↗

The real-time acquisition and tracking program for the USNS Vanguard

The computer program for the real-time acquisition and tracking program uses a variety of filtering algorithms including an extended Kalman filter to derive real-time orbit determination (position-velocity state vectors) from shipboard tracking and navigation data. Results from Apollo missions are given to show that orbital parameters can be estimated quickly and accurately using these methods.

Brammer, R. F.↗

Real-time shipboard orbit determination using Kalman filtering techniques

The real-time tracking and orbit determination program used on board the NASA tracking ship, the USNS Vanguard, is described in this paper. The computer program uses a variety of filtering algorithms, including an extended Kalman filter, to derive real-time orbit determinations (position-velocity state vectors) from shipboard tracking and navigation data. Results from Apollo missions are given to show that orbital parameters can be estimated quickly and accurately using these methods.

Brammer, R. F.↗

Performance analysis of digital FM demodulators for fading channels in the threshold region

The quasi-optimum digital FM demodulators for fading channels reported earlier (1975) reflected the system performance accurately under high signal to noise ratio conditions. In this paper, the prediction of the system performance for low SNR values is considered. A new set of error variance algorithms is developed from the filter algorithm assuming a Gaussian distribution for the state estimation errors and taking the effect of high frequency terms into consideration. Simulation analysis for an FM system with Rician fading channel shows that these algorithms predict the system performance accurately in the threshold region.

Dharamsi, M. T.↗

Space shuttle propulsion estimation development verification, volume 1

The results of the Propulsion Estimation Development Verification are summarized. A computer program developed under a previous contract (NAS8-35324) was modified to include improved models for the Solid Rocket Booster (SRB) internal ballistics, the Space Shuttle Main Engine (SSME) power coefficient model, the vehicle dynamics using quaternions, and an improved Kalman filter algorithm based on the U-D factorized algorithm. As additional output, the estimated propulsion performances, for each device are computed with the associated 1-sigma bounds. The outputs of the estimation program are provided in graphical plots. An additional effort was expended to examine the use of the estimation approach to evaluate single engine test data. In addition to the propulsion estimation program PFILTER, a program was developed to produce a best estimate of trajectory (BET). The program LFILTER, also uses the U-D factorized algorithm form of the Kalman filter as in the propulsion estimation program PFILTER. The necessary definitions and equations explaining the Kalman filtering approach for the PFILTER program, the models used for this application for dynamics and measurements, program description, and program operation are presented.

Rogers, Robert M.↗

Digital Low-Pass Filter Without Phase Shift

Relatively simple low-pass-filtering algorithm suppresses high-frequency noise in digitally sampled signal. Algorithm derived from convolution of signal with causal exponential. Filter implemented by algorithm does not introduce phase shift. Algorithm applies forward convolution in time followed by backward convolution in time, and phase shift in second convolution cancels phase shift in first convolution.

Simon, Wayne E.↗

Analytical Redundancy Using Kalman Filters for Rocket Engine Sensor Validation

The use of sensor redundancy is crucial in aerospace systems to maintain safe, reliable operation. While hardware redundancy is more common in application, analytical redundancy can provide a viable alternative in systems where the installation of multiple redundant sensors is not viable. To this end, the use of Kalman filters to analytically validate sensor measurements within rocket engines was explored. First, a dynamic model of the RS 25 engine, a derivative of the Space Shuttle Main Engine (SSME), was reduced to a subset of relations, focused around the main combustion chamber pressure. These relations were used within the Kalman filter algorithm to generate an estimate of sensor measurements to be compared with true measurements for data validation purposes. By using a bank of Kalman filters, the residuals between the estimated and true measurements were used to detect and isolate sensor faults. Through fault simulations, the sensor validation performance of this Kalman filter bank design was compared to a hardware redundancy check. Sensor bias and drift faults of various magnitudes were injected into nominal RS 25 engine test data. Results for both approaches show comparable fault detection with most bias faults found nearly instantaneously by both algorithms. Drift fault detection results show certain cases where one algorithm is faster than the other. The key advantage of the Kalman filter algorithm is shown in fault isolation performance where it can isolate faults between two redundant sensors while the hardware redundancy comparisons cannot.

sensors↗

Near optimum digital phase locked loops.

Near optimum digital phase locked loops are derived utilizing nonlinear estimation theory. Nonlinear approximations are employed to yield realizable loop structures. Baseband equivalent loop gains are derived which under high signal to noise ratio conditions may be calculated off-line. Additional simplifications are made which permit the application of the Kalman filter algorithms to determine the optimum loop filter. Performance is evaluated by a theoretical analysis and by simulation. Theoretical and simulated results are discussed and a comparison to analog results is made.

Polk, D. R.↗

An Empirical Comparison between Two Recursive Filters for Attitude and Rate Estimation of Spinning Spacecraft

The advantages of inducing a constant spin rate on a spacecraft are well known. A variety of science missions have used this technique as a relatively low cost method for conducting science. Starting in the late 1970s, NASA focused on building spacecraft using 3-axis control as opposed to the single-axis control mentioned above. Considerable effort was expended toward sensor and control system development, as well as the development of ground systems to independently process the data. As a result, spinning spacecraft development and their resulting ground system development stagnated. In the 1990s, shrinking budgets made spinning spacecraft an attractive option for science. The attitude requirements for recent spinning spacecraft are more stringent and the ground systems must be enhanced in order to provide the necessary attitude estimation accuracy. Since spinning spacecraft (SC) typically have no gyroscopes for measuring attitude rate, any new estimator would need to rely on the spacecraft dynamics equations. One estimation technique that utilized the SC dynamics and has been used successfully in 3-axis gyro-less spacecraft ground systems is the pseudo-linear Kalman filter algorithm. Consequently, a pseudo-linear Kalman filter has been developed which directly estimates the spacecraft attitude quaternion and rate for a spinning SC. Recently, a filter using Markley variables was developed specifically for spinning spacecraft. The pseudo-linear Kalman filter has the advantage of being easier to implement but estimates the quaternion which, due to the relatively high spinning rate, changes rapidly for a spinning spacecraft. The Markley variable filter is more complicated to implement but, being based on the SC angular momentum, estimates parameters which vary slowly. This paper presents a comparison of the performance of these two filters. Monte-Carlo simulation runs will be presented which demonstrate the advantages and disadvantages of both filters.

Harman, Richard R.↗

Research and Development of Automated Eddy Current Testing for Composite Overwrapped Pressure Vessels

Eddy current testing (ET) was used to scan bare metallic liners used in the fabrication of composite overwrapped pressure vessels (COPVs) for flaws which could result in premature failure of the vessel. The main goal of the project was to make improvements in the areas of scan signal to noise ratio, sensitivity of flaw detection, and estimation of flaw dimensions. Scan settings were optimized resulting in an increased signal to noise ratio. Previously undiscovered flaw indications were observed and investigated. Threshold criteria were determined for the system software's flaw report and estimation of flaw dimensions were brought to an acceptable level of accuracy. Computer algorithms were written to import data for filtering and a numerical derivative filtering algorithm was evaluated.

Carver, Kyle L.↗

Stable Kalman filters for processing clock measurement data

Kalman filters have been used for some time to process clock measurement data. Due to instabilities in the standard Kalman filter algorithms, the results have been unreliable and difficult to obtain. During the past several years, stable forms of the Kalman filter have been developed, implemented, and used in many diverse applications. These algorithms, while algebraically equivalent to the standard Kalman filter, exhibit excellent numerical properties. Two of these stable algorithms, the Upper triangular-Diagonal (UD) filter and the Square Root Information Filter (SRIF), have been implemented to replace the standard Kalman filter used to process data from the Deep Space Network (DSN) hydrogen maser clocks. The data are time offsets between the clocks in the DSN, the timescale at the National Institute of Standards and Technology (NIST), and two geographically intermediate clocks. The measurements are made by using the GPS navigation satellites in mutual view between clocks. The filter programs allow the user to easily modify the clock models, the GPS satellite dependent biases, and the random noise levels in order to compare different modeling assumptions. The results of this study show the usefulness of such software for processing clock data. The UD filter is indeed a stable, efficient, and flexible method for obtaining optimal estimates of clock offsets, offset rates, and drift rates. A brief overview of the UD filter is also given.

Clements, P. A.↗