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NASA NTRS2008

Comparison of Nonlinear Filtering Techniques for Lunar Surface Roving Navigation

Leading up to the Apollo missions the Extended Kalman Filter, a modified version of the Kalman Filter, was developed to estimate the state of a nonlinear system. Throughout the Apollo missions, Potter's Square Root Filter was used for lunar navigation. Now that NASA is returning to the Moon, the filters used during the Apollo missions must be compared to the filters that have been developed since that time, the Bierman-Thornton Filter (UD) and the Unscented Kalman Filter (UKF). The UD Filter involves factoring the covariance matrix into UDUT and has similar accuracy to the Square Root Filter; however it requires less computation time. Conversely, the UKF, which uses sigma points, is much more computationally intensive than any of the filters; however it produces the most accurate results. The Extended Kalman Filter, Potter's Square Root Filter, the Bierman-Thornton UD Filter, and the Unscented Kalman Filter each prove to be the most accurate filter depending on the specific conditions of the navigation system.

Kimber, Lemon↗

NASA NTRS2003

Real-Time Attitude Independent Three Axis Magnetometer Calibration

In this paper new real-time approaches for three-axis magnetometer sensor calibration are derived. These approaches rely on a conversion of the magnetometer-body and geomagnetic-reference vectors into an attitude independent observation by using scalar checking. The goal of the full calibration problem involves the determination of the magnetometer bias vector, scale factors and non-orthogonality corrections. Although the actual solution to this full calibration problem involves the minimization of a quartic loss function, the problem can be converted into a quadratic loss function by a centering approximation. This leads to a simple batch linear least squares solution. In this paper we develop alternative real-time algorithms based on both the extended Kalman filter and Unscented filter. With these real-time algorithms, a full magnetometer calibration can now be performed on-orbit during typical spacecraft mission-mode operations. Simulation results indicate that both algorithms provide accurate integer resolution in real time, but the Unscented filter is more robust to large initial condition errors than the extended Kalman filter. The algorithms are also tested using actual data from the Transition Region and Coronal Explorer (TRACE).

Crassidis, John L.↗

NASA NTRS2005

Nonlinear Attitude Filtering Methods

The extended Kalman filter (EKF) is the workhorse of real-time spacecraft attitude estimation. Since the group SO3 of rotation matrices has dimension three, most attitude determination EKFs use lower- dimensional attitude parameterizations than the nine-parameter attitude matrix itself. The fact that all three- parameter representations of SO3 are singular or discontinuous for certain attitudes has led to extended discussions of constraints and attitude representations in EKFs. The most successful EKF uses a nonsingular parameterization for the global attitude, which necessarily has more than three parameters, while employing a three-component representation for the attitude errors. This filter has become known as the Multiplicative Extended Kalman Filter. These issues are now well understood, however, and the EKF has performed admirably in the vast majority of attitude determination applications. Nevertheless, poor performance or even divergence arising from the linearization implicit in the EKF has led to the development of nonlinear filters, most recently sigma point or unscented filters and particle filters.

Markley, F. Landis↗

NASA NTRS1992

On-line implementation of nonlinear parameter estimation for the Space Shuttle main engine

We investigate the performance of a nonlinear estimation scheme applied to the estimation of several parameters in a performance model of the Space Shuttle Main Engine. The nonlinear estimator is based upon the extended Kalman filter which has been augmented to provide estimates of several key performance variables. The estimated parameters are directly related to the efficiency of both the low pressure and high pressure fuel turbopumps. Decreases in the parameter estimates may be interpreted as degradations in turbine and/or pump efficiencies which can be useful measures for an online health monitoring algorithm. This paper extends previous work which has focused on off-line parameter estimation by investigating the filter's on-line potential from a computational standpoint. ln addition, we examine the robustness of the algorithm to unmodeled dynamics. The filter uses a reduced-order model of the engine that includes only fuel-side dynamics. The on-line results produced during this study are comparable to off-line results generated previously. The results show that the parameter estimates are sensitive to dynamics not included in the filter model. Off-line results using an extended Kalman filter with a full order engine model to address the robustness problems of the reduced-order model are also presented.

Buckland, Julia H.↗

NASA NTRS1996

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↗

NASA NTRS2013

Tuning and Robustness Analysis for the Orion Absolute Navigation System

The Orion Multi-Purpose Crew Vehicle (MPCV) is currently under development as NASA's next-generation spacecraft for exploration missions beyond Low Earth Orbit. The MPCV is set to perform an orbital test flight, termed Exploration Flight Test 1 (EFT-1), some time in late 2014. The navigation system for the Orion spacecraft is being designed in a Multi-Organizational Design Environment (MODE) team including contractor and NASA personnel. The system uses an Extended Kalman Filter to process measurements and determine the state. The design of the navigation system has undergone several iterations and modifications since its inception, and continues as a work-in-progress. This paper seeks to show the efforts made to-date in tuning the filter for the EFT-1 mission and instilling appropriate robustness into the system to meet the requirements of manned space ight. Filter performance is affected by many factors: data rates, sensor measurement errors, tuning, and others. This paper focuses mainly on the error characterization and tuning portion. Traditional efforts at tuning a navigation filter have centered around the observation/measurement noise and Gaussian process noise of the Extended Kalman Filter. While the Orion MODE team must certainly address those factors, the team is also looking at residual edit thresholds and measurement underweighting as tuning tools. Tuning analysis is presented with open loop Monte-Carlo simulation results showing statistical errors bounded by the 3-sigma filter uncertainty covariance. The Orion filter design uses 24 Exponentially Correlated Random Variable (ECRV) parameters to estimate the accel/gyro misalignment and nonorthogonality. By design, the time constant and noise terms of these ECRV parameters were set to manufacturer specifications and not used as tuning parameters. They are included in the filter as a more analytically correct method of modeling uncertainties than ad-hoc tuning of the process noise. Tuning is explored for the powered-flight ascent phase, where measurements are scarce and unmodelled vehicle accelerations dominate. On orbit, there are important trade-off cases between process and measurement noise. On entry, there are considerations about trading performance accuracy for robustness. Process Noise is divided into powered flight and coasting ight and can be adjusted for each phase and mode of the Orion EFT-1 mission. Measurement noise is used for the integrated velocity measurements during pad alignment. It is also used for Global Positioning System (GPS) pseudorange and delta- range measurements during the rest of the flight. The robustness effort has been focused on maintaining filter convergence and performance in the presence of unmodeled error sources. These include unmodeled forces on the vehicle and uncorrected errors on the sensor measurements. Orion uses a single-frequency, non-keyed GPS receiver, so the effects due to signal distortion in Earth's ionosphere and troposphere are present in the raw measurements. Results are presented showing the efforts to compensate for these errors as well as characterize the residual effect for measurement noise tuning. Another robustness tool in use is tuning the residual edit thresholds. The trade-off between noise tuning and edit thresholds is explored in the context of robustness to errors in dynamics models and sensor measurements. Measurement underweighting is also presented as a method of additional robustness when processing highly accurate measurements in the presence of large filter uncertainties.

Holt, Greg N.↗

NASA NTRS1999

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.↗

NASA NTRS2011

Orbit Determination of Spacecraft in Earth-Moon L1 and L2 Libration Point Orbits

The ARTEMIS mission, part of the THEMIS extended mission, is the first to fly spacecraft in the Earth-Moon Lissajous regions. In 2009, two of the five THEMIS spacecraft were redeployed from Earth-centered orbits to arrive in Earth-Moon Lissajous orbits in late 2010. Starting in August 2010, the ARTEMIS P1 spacecraft executed numerous stationkeeping maneuvers, initially maintaining a lunar L2 Lissajous orbit before transitioning into a lunar L1 orbit. The ARTEMIS P2 spacecraft entered a L1 Lissajous orbit in October 2010. In April 2011, both ARTEMIS spacecraft will suspend Lissajous stationkeeping and will be maneuvered into lunar orbits. The success of the ARTEMIS mission has allowed the science team to gather unprecedented magnetospheric measurements in the lunar Lissajous regions. In order to effectively perform lunar Lissajous stationkeeping maneuvers, the ARTEMIS operations team has provided orbit determination solutions with typical accuracies on the order of 0.1 km in position and 0.1 cm/s in velocity. The ARTEMIS team utilizes the Goddard Trajectory Determination System (GTDS), using a batch least squares method, to process range and Doppler tracking measurements from the NASA Deep Space Network (DSN), Berkeley Ground Station (BGS), Merritt Island (MILA) station, and United Space Network (USN). The team has also investigated processing of the same tracking data measurements using the Orbit Determination Tool Kit (ODTK) software, which uses an extended Kalman filter and recursive smoother to estimate the orbit. The orbit determination results from each of these methods will be presented and we will discuss the advantages and disadvantages associated with using each method in the lunar Lissajous regions. Orbit determination accuracy is dependent on both the quality and quantity of tracking measurements, fidelity of the orbit force models, and the estimation techniques used. Prior to Lissajous operations, the team determined the appropriate quantity of tracking measurements that would be needed to meet the required orbit determination accuracies. Analysts used the Orbit Determination Error Analysis System (ODEAS) to perform covariance analyses using various tracking data schedules. From this analysis, it was determined that 3.5 hours of DSN TRK-2-34 range and Doppler tracking data every other day would suffice to meet the predictive orbit knowledge accuracies in the Lissajous region. The results of this analysis are presented. Both GTDS and ODTK have high-fidelity environmental orbit force models that allow for very accurate orbit estimation in the lunar Lissajous regime. These models include solar radiation pressure, Earth and Moon gravity models, third body gravitational effects from the Sun, and to a lesser extent third body gravitational effects from Jupiter, Venus, Saturn, and Mars. Increased position and velocity uncertainties following each maneuver, due to small execution performance errors, requires that several days of post-maneuver tracking data be processed to converge on an accurate post-maneuver orbit solution. The effects of maneuvers on orbit determination accuracy will be presented, including a comparison of the batch least squares technique to the extended Kalman filter/smoother technique. We will present the maneuver calibration results derived from processing post-maneuver tracking data. A dominant error in the orbit estimation process is the uncertainty in solar radiation pressure and the resultant force on the spacecraft. An estimation of this value can include many related factors, such as the uncertainty in spacecraft reflectivity and surface area which is a function of spacecraft orientation (spin-axis attitude), uncertainty in spacecraft wet mass, and potential seasonal variability due to the changing direction of the Sun line relative to the Earth-Moon Lissajous reference frame. In addition, each spacecraft occasionally enters into Earth or Moon penumbra or umbra and these shadow crossings reduche solar radiation force for several hours. The effects of these events on orbit determination accuracy will be presented. In order to plan for upcoming stationkeeping maneuvers, the maneuver planning team must take the current orbit estimate, propagate it forward to the planned maneuver time, and determine the optimal maneuver to maintain the Lissajous orbit for one or more revolutions. The propagation is performed using a Runge-Kutta 7/8 integrator and typically the position and velocity uncertainty increases with propagation time, increasing the overall uncertainty of the orbit state at the maneuver execution time. The effect of orbit knowledge uncertainty on stationkeeping operations will be presented.

Woodard, Mark↗

NASA NTRS1993

H(sub infinity)-type filter for spacecraft attitude estimation

A nonlinear filtering theory from a deterministic point of view is presented and an application to attitude determination is considered. The approach that is taken in this paper is motivated largely by the H(sun infinity) control and estimation theory for linear systems which has been evolved within the last decade. Rather than formulating the estimation problem as a game played by two adversaries, as has been done in the linear case, we employ in this work some notions from the theory of dissipative systems as a vehicle for arriving at certain Hamilton-Jacobi inequality, which in turn, provides a solution to the filtering problem, whenever it is satisfied. Application of this method to a linear estimation problem and to the problem of estimating a spacecraft attitude quaternion and gyro drift bias vector are presented. In limiting cases, these give the Kalman filter and the extended Kalman filter, respectively. The main advantages of this approach over its probabilistic counterpart are that this approach does not require a prior knowledge of any statistics, and that in general it is more amenable to a quantitative assessment regarding approximations such as linearization, and that in certain cases this approach yields an exact solution to the nonlinear filtering.

Markley, F. Landis↗

NASA NTRS2017

Comparison of EKF and UKF for Robotic Missions to Mars

The batched Kalman lter works well for a wide variety of orbit determination scenarios but requires linearized approximations to the underlying dynamical system. Furthermore, implementation depends on the computation of partial derivatives for all measurements and parameters used in the lter, a non-trivial task even when analytical derivations are possible. To address these limitations, many extensions and modi - cations to the linear Kalman lter have been proposed over the years since Kalman's initial publication. Our investigation examines two popular variants of the Kalman lter, namely the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF), within the context of spacecraft missions to Mars. The EKF relies on the same mathematical basis as the classic version of the lter, however it sequentially updates the linearization as the ltering process is conducted. In contrast, the UKF is built upon the unscented transform which samples the nearby solution space and numerically propagates perturbed trajectories as part of the update / estimation process. We assess the performance of the ltering algorithms under a variety of mission scenarios with the goal of establishing decision criteria for which implementation to use under di ering circumstances.

Ely, Todd↗

NASA NTRS1976

Flight data identification of six degree-of-freedom stability and control derivatives of a large crane type helicopter

Flight test data from a large 'crane' type helicopter were collected and processed for the purpose of identifying vehicle rigid body stability and control derivatives. The process consisted of using digital and Kalman filtering techniques for state estimation and Extended Kalman filtering for parameter identification, utilizing a least squares algorithm for initial derivative and variance estimates. Data were processed for indicated airspeeds from 0 m/sec to 152 m/sec. Pulse, doublet and step control inputs were investigated. Digital filter frequency did not have a major effect on the identification process, while the initial derivative estimates and the estimated variances had an appreciable effect on many derivative estimates. The major derivatives identified agreed fairly well with analytical predictions and engineering experience. Doublet control inputs provided better results than pulse or step inputs.

Tomaine, R. L.↗

NASA NTRS2013

An Application of UAV Attitude Estimation Using a Low-Cost Inertial Navigation System

Unmanned Aerial Vehicles (UAV) are playing an increasing role in aviation. Various methods exist for the computation of UAV attitude based on low cost microelectromechanical systems (MEMS) and Global Positioning System (GPS) receivers. There has been a recent increase in UAV autonomy as sensors are becoming more compact and onboard processing power has increased significantly. Correct UAV attitude estimation will play a critical role in navigation and separation assurance as UAVs share airspace with civil air traffic. This paper describes attitude estimation derived by post-processing data from a small low cost Inertial Navigation System (INS) recorded during the flight of a subscale commercial off the shelf (COTS) UAV. Two discrete time attitude estimation schemes are presented here in detail. The first is an adaptation of the Kalman Filter to accommodate nonlinear systems, the Extended Kalman Filter (EKF). The EKF returns quaternion estimates of the UAV attitude based on MEMS gyro, magnetometer, accelerometer, and pitot tube inputs. The second scheme is the complementary filter which is a simpler algorithm that splits the sensor frequency spectrum based on noise characteristics. The necessity to correct both filters for gravity measurement errors during turning maneuvers is demonstrated. It is shown that the proposed algorithms may be used to estimate UAV attitude. The effects of vibration on sensor measurements are discussed. Heuristic tuning comments pertaining to sensor filtering and gain selection to achieve acceptable performance during flight are given. Comparisons of attitude estimation performance are made between the EKF and the complementary filter.

Eure, Kenneth W.↗

NASA NTRS2021

Mathematical Characterization of Battery Models

The purpose of this document is to demonstrate the use of the Extended Kalman Filter as a tool for battery state estimation and the estimation of battery state of charge. The mathematical details based on the equivalent circuit model are presented followed by an electrochemical engineering model. A simplified first-order model is used to demonstrate the procedure followed by second and third-order models. Next a simplified electrochemistry model is presented along with observer development. State observability is calculated for the simpler equivalent circuit models and the simplified electrochemistry model. An outline of the battery model parameter identification method is presented, and model performance based on experimental and flight data is demonstrated.

Battery↗

NASA NTRS2007

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

Lisano, Michael E.↗

NASA NTRS2006

Kalman Filtering of Angular-Momentum-Based Attitude Parameters

This paper presents an extended Kalman filter using an attitude parameterization that is advantageous for attitude estimation of spinning spacecraft. The parameters are the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. To avoid the singularity of the 7x7 covariance of this state vector arising from the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames, the Kalman filter employs the nonsingular 6x6 covariance of a reduced error state. Three of the components of this six-component error state are the usual infinitesimal attitude error angles, so the usual 3x3 attitude covariance matrix is a submatrix of the 6x6 covariance. The performance of the resulting filter is compared with that of a quaternion-based filter.

Markley, F. Landis↗

NASA NTRS2000

Application of a Reduced Order Kalman Filter to Initialize a Coupled Atmosphere-Ocean Model: Impact on the Prediction of El Nino

A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N. In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions I up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.

Ballabrera-Poy, Joaquim↗

NASA NTRS2000

Application of a Reduced Order Kalman Filter to Initialize a Coupled Atmosphere-Ocean Model: Impact on the Prediction of El Nino

A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model of Zebiak and Cane. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.

Ballabrera-Poy, J.↗

NASA NTRS1985

Discovery of the Kalman filter as a practical tool for aerospace and industry

The sequence of events which led the researchers at Ames Research Center to the early discovery of the Kalman filter shortly after its introduction into the literature is recounted. The scientific breakthroughs and reformulations that were necessary to transform Kalman's work into a useful tool for a specific aerospace application are described. The resulting extended Kalman filter, as it is now known, is often still referred to simply as the Kalman filter. As the filter's use gained in popularity in the scientific community, the problems of implementation on small spaceborne and airborne computers led to a square-root formulation of the filter to overcome numerical difficulties associated with computer word length. The work that led to this new formulation is also discussed, including the first airborne computer implementation and flight test. Since then the applications of the extended and square-root formulations of the Kalman filter have grown rapidly throughout the aerospace industry.

Mcgee, L. A.↗