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Strapdown inertia system for V/STOL program with theoretical error analysis using Kalman filter estimation theory and computer simulation
Weighted least squares parameter estimation, Kalman filter, and random search problems for aerospace guidance control system design
Optimal control generated by Kalman filter and least mean-squared predictor for linear systems with time delay
Kalman filter set for state vector and observation error variance estimation in discrete- time linear system, using empirical Bayes techniques
Magnetic three degree of freedom attitude control system for axisymmetric spinning spacecraft, using Kalman filter
State-space method of parameter tracking for adaptive control, using Riccati equation and Kalman filtering
Developing digital computer program for correcting soft parameters of thermal network by Kalman filtering method
Kalman filter simulation for estimating aircraft position and velocity from airborne digital computer data in zero-zero landing system
Kalman filter application as observer of observable signals derivatives, using gain matrix to minimize variance estimate for instrument landing systems
Low thrust interplanetary spacecraft tracking, using spectral factorization for Kalman filtering equations steady state solution
The material presented is divided into three main areas of accomplishment. The first is a description of the angle only docking sensor concept and the computational requirements to develop useful guidance information from the raw angle only data. The second describes the analytical effort including the MIT in-house computer simulation, the development of guidance equations and vehicle stability related thereto, and presents the results of studies covering the effects of employing Kalman filtering with the sensor. The third area presents the conclusions and recommendations resulting from the program. Much of the material has appeared in previous reports, but is included here for the sake of completeness. New material indicating how the computer might operate to identify the individual sources in the target array is included.
A variety of techniques is available for estimating the states of nonlinear dynamic systems from noisy data. The differences among several of these procedures in the presence of small dynamic and observational nonlinearities are investigated. Four discrete estimation algorithms are analyzed. The first is a strictly least square estimator, while the others are recursive algorithms similar to the Kalman filter used for estimating the states of linear systems. A group of analytic expressions is developed for the mean and covariance of the error in each of these estimators so that they may be compared without lengthy Monte Carlo simulations. The covariance expressions show that, to first order, all the estimators have the same covariance. Expressions for the means show that each estimator has a different bias. Several examples are carried out demonstrating that the relative magnitudes of the bias errors in the various estimators can be a strong function of such parameters as initial covariances and number of data points. Under some circumstances, more complicated algorithms can have larger biases than smaller ones.
Identification criteria are presented for linear dynamic systems with and without process noise. With process noise, the state equations are replaced by the Kalman filter equations. If the identification performance index is expanded in a Taylor's series with respect to the parameters to be identified, then maximizing the weighting factor of the quadratic term with respect to the inputs will insure that an identification algorithm will converge more rapidly and to a more accurate result than with nonoptimal inputs. The expectation of this weighting factor is the Fisher information matrix, and its inverse is a lower bound for the covariance of the parameters. Direct and indirect methods of calculating the information matrix are presented for systems with and without process noise.
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.
Combined optimal estimation and control techniques are applied for the first time to satellite tracking systems. Both radio antenna and optical tracking systems of NASA are considered. The optimal estimation is accomplished using an extended Kalman filter resulting in an estimated state of the satellite and of the tracking system. This estimated state constitutes an input to the optimal controller. The optimal controller treats a linearized system with a quadratic performance index. The maximum principle is applied and a steady-state approximation to the resulting Riccati equation is obtained. A computer program, RATS, implementing this algorithm is described. A feasibility study of real-time implementation, tracking simulations, and parameter sensitivity studies are also reported.
A method is presented for sequentially testing the consistency of actual and calculated error covariances in recursive nonlinear estimators, such as the extended Kalman filter. An equivalent simplified test is described briefly. The method is useful for linear filters as well, where inconsistencies may be caused by modeling inaccuracies.
Investigation of the feasibility of using a Kalman filter estimator for the identification of unknown parameters in nonlinear dynamic systems with a time delay. The problem considered is the application of estimation theory to determine the parameters of a family of pilot models containing delayed states. In particular, the pilot-plant dynamics are described by differential-difference equations of the retarded type. The pilot delay, included as one of the unknown parameters to be determined, is kept in pure form as opposed to the Pade approximations generally used for these systems. Problem areas associated with processing real pilot response data are included in the discussion.
Estimation of the state of a nonlinear discrete-time system using quantized data is considered. An exact solution for the maximum likelihood estimate is expressed as the solution of a nonlinear two-point boundary-value problem. Approximate recursive solutions for both the maximum likelihood and the conditional-mean estimates are obtained. The results of Monte-Carlo simulations are presented in which the performance of these two algorithms is compared with that of a Kalman filter in which the quantization error is approximated by white noise.-