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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.↗
NASA NTRS1996

Attitude Estimation Using Modified Rodrigues Parameters

In this paper, a Kalman filter formulation for attitude estimation is derived using the Modified Rodrigues Parameters. The extended Kalman filter uses a gyro-based model for attitude propagation. Two solutions are developed for the sensitivity matrix in the Kalman filter. One is based upon an additive error approach, and the other is based upon a multiplicative error approach. It is shown that the two solutions are in fact equivalent. The Kalman filter is then used to estimate the attitude of a simulated spacecraft. Results indicate that then new algorithm produces accurate attitude estimates by determining actual gyro biases.

Crassidis, John L.↗
NASA NTRS1994

Advantages of estimating rate corrections during dynamic propagation of spacecraft rates: Applications to real-time attitude determination of SAMPEX

This paper describes real-time attitude determination results for the Solar, Anomalous, and Magnetospheric Particle Explorer (SAMPEX), a gyroless spacecraft, using a Kalman filter/Euler equation approach denoted the real-time sequential filter (RTSF). The RTSF is an extended Kalman filter whose state vector includes the attitude quaternion and corrections to the rates, which are modeled as Markov processes with small time constants. The rate corrections impart a significant robustness to the RTSF against errors in modeling the environmental and control torques, as well as errors in the initial attitude and rates, while maintaining a small state vector. SAMPLEX flight data from various mission phases are used to demonstrate the robustness of the RTSF against a priori attitude and rate errors of up to 90 deg and 0.5 deg/sec, respectively, as well as a sensitivity of 0.0003 deg/sec in estimating rate corrections in torque computations. In contrast, it is shown that the RTSF attitude estimates without the rate corrections can degrade rapidly. RTSF advantages over single-frame attitude determination algorithms are also demonstrated through (1) substantial improvements in attitude solutions during sun-magnetic field coalignment and (2) magnetic-field-only attitude and rate estimation during the spacecraft's sun-acquisition mode. A robust magnetometer-only attitude-and-rate determination method is also developed to provide for the contingency when both sun data as well as a priori knowledge of the spacecraft state are unavailable. This method includes a deterministic algorithm used to initialize the RTSF with coarse estimates of the spacecraft attitude and rates. The combined algorithm has been found effective, yielding accuracies of 1.5 deg in attitude and 0.01 deg/sec in the rates and convergence times as little as 400 sec.

Challa, M. S.↗
NASA NTRS2000

Filtering in Hybrid Dynamic Bayesian Networks

We implement a 2-time slice dynamic Bayesian network (2T-DBN) framework and make a 1-D state estimation simulation, an extension of the experiment in (v.d. Merwe et al., 2000) and compare different filtering techniques. Furthermore, we demonstrate experimentally that inference in a complex hybrid DBN is possible by simulating fault detection in a watertank system, an extension of the experiment in (Koller & Lerner, 2000) using a hybrid 2T-DBN. In both experiments, we perform approximate inference using standard filtering techniques, Monte Carlo methods and combinations of these. In the watertank simulation, we also demonstrate the use of 'non-strict' Rao-Blackwellisation. We show that the unscented Kalman filter (UKF) and UKF in a particle filtering framework outperform the generic particle filter, the extended Kalman filter (EKF) and EKF in a particle filtering framework with respect to accuracy in terms of estimation RMSE and sensitivity with respect to choice of network structure. Especially we demonstrate the superiority of UKF in a PF framework when our beliefs of how data was generated are wrong. Furthermore, we investigate the influence of data noise in the watertank simulation using UKF and PFUKD and show that the algorithms are more sensitive to changes in the measurement noise level that the process noise level. Theory and implementation is based on (v.d. Merwe et al., 2000).

Andersen, Morten Nonboe↗
NASA NTRS1975

Kalman filter estimation of human pilot-model parameters

The parameters of a human pilot-model transfer function are estimated by applying the extended Kalman filter to the corresponding retarded differential-difference equations in the time domain. Use of computer-generated data indicates that most of the parameters, including the implicit time delay, may be reasonably estimated in this way. When applied to two sets of experimental data obtained from a closed-loop tracking task performed by a human, the Kalman filter generated diverging residuals for one of the measurement types, apparently because of model assumption errors. Application of a modified adaptive technique was found to overcome the divergence and to produce reasonable estimates of most of the parameters.

Schiess, J. R.↗
NASA NTRS2014

Adaptable Iterative and Recursive Kalman Filter Schemes

Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.

Zanetti, Renato↗
NASA NTRS1974

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.↗
NASA NTRS2013

Sequential Probability Ratio Test for Spacecraft Collision Avoidance Maneuver Decisions

A document discusses sequential probability ratio tests that explicitly allow decision-makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models the null hypotheses that the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming, highly elliptical orbit formation flying mission.

Carpenter, J. Russell↗
NASA NTRS2011

Sequential Probability Ratio Test for Collision Avoidance Maneuver Decisions Based on a Bank of Norm-Inequality-Constrained Epoch-State Filters

Sequential probability ratio tests explicitly allow decision makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models 1he null hypothesis 1ha1 the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming highly-elliptical orbit formation flying mission.

Carpenter, J. R.↗
NASA NTRS1993

Multirate and event-driven Kalman filters for helicopter flight

A vision-based obstacle detection system that provides information about objects as a function of azimuth and elevation is discussed. The range map is computed using a sequence of images from a passive sensor, and an extended Kalman filter is used to estimate range to obstacles. The magnitude of the optical flow that provides measurements for each Kalman filter varies significantly over the image depending on the helicopter motion and object location. In a standard Kalman filter, the measurement update takes place at fixed intervals. It may be necessary to use a different measurement update rate in different parts of the image in order to maintain the same signal to noise ratio in the optical flow calculations. A range estimation scheme that accepts the measurement only under certain conditions is presented. The estimation results from the standard Kalman filter are compared with results from a multirate Kalman filter and an event-driven Kalman filter for a sequence of helicopter flight images.

Sridhar, Banavar↗
NASA NTRS1988

Three-axis attitude determination via Kalman filtering of magnetometer data

A three-axis Magnetometer/Kalman Filter attitude determination system for a spacecraft in low-altitude Earth orbit is developed, analyzed, and simulation tested. The motivation for developing this system is to achieve light weight and low cost for an attitude determination system. The extended Kalman filter estimates the attitude, attitude rates, and constant disturbance torques. Accuracy near that of the International Geomagnetic Reference Field model is achieved. Covariance computation and simulation testing demonstrate the filter's accuracy. One test case, a gravity-gradient stabilized spacecraft with a pitch momentum wheel and a magnetically-anchored damper, is a real satellite on which this attitude determination system will be used. The application to a nadir pointing satellite and the estimation of disturbance torques represent the significant extensions contributed by this paper. Beyond its usefulness purely for attitude determination, this system could be used as part of a low-cost three-axis attitude stabilization system.

Martel, Francois↗
NASA NTRS2001

Attitude Representations for Kalman Filtering

The four-component quaternion has the lowest dimensionality possible for a globally nonsingular attitude representation, it represents the attitude matrix as a homogeneous quadratic function, and its dynamic propagation equation is bilinear in the quaternion and the angular velocity. The quaternion is required to obey a unit norm constraint, though, so Kalman filters often employ a quaternion for the global attitude estimate and a three-component representation for small errors about the estimate. We consider these mixed attitude representations for both a first-order Extended Kalman filter and a second-order filter, as well for quaternion-norm-preserving attitude propagation.

Markley, F. Landis↗