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At least 91 records · Page 5

Vision-based obstacle detection for rotorcraft flight

An obstacle detection approach to rotorcraft flight is described which is based on feature tracking and recursive range estimation. Flight characteristics are taken into account. A range map derived on the basis of this approach provides an advisory display to the pilot and can serve as input to an automatic obstacle-avoidance guidance system. A NASA CH-47 Chinook helicopter was used to develop an image and rotorcraft flight data base for verification of obstacle detection concepts. The performance of the passive range estimation algorithms is demonstrated using both laboratory image and flight image data.

Sridhar, Banavar↗

A Localized Ensemble Kalman Smoother

Numerous geophysical inverse problems prove difficult because the available measurements are indirectly related to the underlying unknown dynamic state and the physics governing the system may involve imperfect models or unobserved parameters. Data assimilation addresses these difficulties by combining the measurements and physical knowledge. The main challenge in such problems usually involves their high dimensionality and the standard statistical methods prove computationally intractable. This paper develops and addresses the theoretical convergence of a new high-dimensional Monte-Carlo approach called the localized ensemble Kalman smoother.

recursive estimation↗

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.↗

Kalman filtering, smoothing, and recursive robot arm forward and inverse dynamics

The recursive difference equations of Kalman filtering and Bryson-Frazier fixed time-interval smoothing, arising in the state estimation theory for linear state space systems, are used here to solve problems of serial manipulator inverse and forward dynamics. The configuration analyzed is that of a joint connected N-link serial manipulator attached to an immobile base. The equivalence between the filtering and smoothing techniques from state estimation theory and recursive robot dynamics methods is demonstrated. Several areas for future research are suggested.

Rodriguez, Guillermo↗

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗

Adaptive control of propellant slosh for a launch vehicle with multiple tanks

This paper discusses the use of an adaptive system to stabilize a multi-tank launch vehicle with sloshable fuel. The adaptive system utilizes a sensor to measure the fluid slosh angle, a recursive-least-squares estimator to estimate the natural frequency of the sloshing fuel, and a linear filter which stabilizes the unstable fuel slosh using the frequency estimate. Single-input and multiinput estimators were investigated. The time-varying complexity of the slosh control loop keeps the system persistently excited through flight, even though the attitude is controlled by a conventional PID controller. For the first portion of flight, the adaptive system maintains stability. A modification is proposed for latter portions of flight. The approach requires no tank baffles or partitions.

Saugen, John D.↗

Self-tuning multivariable pole placement control of a multizone crystal growth furnace

This paper presents the design and implementation of a multivariable self-tuning temperature controller for the control of lead bromide crystal growth. The crystal grows inside a multizone transparent furnace. There are eight interacting heating zones shaping the axial temperature distribution inside the furnace. A multi-input, multi-output furnace model is identified on-line by a recursive least squares estimation algorithm. A multivariable pole placement controller based on this model is derived and implemented. Comparison between single-input, single-output and multi-input, multi-output self-tuning controllers demonstrates that the zone-to-zone interactions can be minimized better by a multi-input, multi-output controller design. This directly affects the quality of crystal grown.

Batur, C.↗

Adaptive control of propellant slosh for launch vehicles

The use of adaptive system to stabilize a launch vehicle with sloshable fuel is discussed. The adaptive system is based on a laser sensor to measure fluid displacement in the tank, a recursive-least-squares estimator to assess the natural frequency of the sloshing fuel, and a linear filter to stabilize the unstable fuel slosh. The method is found to be promising for a pitch-plane, single pendulum model.

Adler, James M.↗

Motion-Based System Identification and Fault Detection and Isolation Technologies for Thruster Controlled Spacecraft

By analyzing the motions of a thruster-controlled spacecraft, it is possible to provide on-line (1) thruster fault detection and isolation (FDI), and (2) vehicle mass- and thruster-property identification (ID). Technologies developed recently at NASA Ames have significantly improved the speed and accuracy of these ID and FDI capabilities, making them feasible for application to a broad class of spacecraft. Since these technologies use existing sensors, the improved system robustness and performance that comes with the thruster fault tolerance and system ID can be achieved through a software-only implementation. This contrasts with the added cost, mass, and hardware complexity commonly required by FDI. Originally developed in partnership with NASA - Johnson Space Center to provide thruster FDI capability for the X-38 during re-entry, these technologies are most recently being applied to the MIT SPHERES experimental spacecraft to fly on the International Space Station in 2004. The model-based FDI uses a maximum-likelihood calculation at its core, while the ID is based upon recursive least squares estimation. Flight test results from the SPHERES implementation, as flown aboard the NASA KC-1 35A 0-g simulator aircraft in November 2003 are presented.

Wilson, Edward↗

Multiple concurrent recursive least squares identification with application to on-line spacecraft mass-property identification

The present invention is a method for identifying unknown parameters in a system having a set of governing equations describing its behavior that cannot be put into regression form with the unknown parameters linearly represented. In this method, the vector of unknown parameters is segmented into a plurality of groups where each individual group of unknown parameters may be isolated linearly by manipulation of said equations. Multiple concurrent and independent recursive least squares identification of each said group run, treating other unknown parameters appearing in their regression equation as if they were known perfectly, with said values provided by recursive least squares estimation from the other groups, thereby enabling the use of fast, compact, efficient linear algorithms to solve problems that would otherwise require nonlinear solution approaches. This invention is presented with application to identification of mass and thruster properties for a thruster-controlled spacecraft.

Wilson, Edward↗

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↗

On realizations of least-squares estimation and Kalman filtering by systolic arrays

Least-squares (LS) estimation is a basic operation in many signal processing problems. Given y = Ax + v, where A is a m x n coefficient matrix, y is a m x 1 observation vector, and v is a m x 1 zero mean white noise vector, a simple least-squares solution is finding the estimated vector x which minimizes the norm of /Ax-y/. It is well known that for an ill-conditioned matrix A, solving least-squares problems by orthogonal triangular (QR) decomposition and back substitution has robust numerical properties under finite word length effect since 2-norm is preserved. Many fast algorithms have been proposed and applied to systolic arrays. Gentleman-Kung (1981) first presented the trianglular systolic array for a basic Givens reduction. McWhirter (1983) used this array structure to find the least-squares estimation errors. Then by geometric approach, several different systolic array realizations of the recursive least-squares estimation algorithms of Lee et al (1981) were derived by Kalson-Yao (1985). Basic QR decomposition algorithms are considered in this paper and it is found that under a one-row time updating situation, the Householder transformation degenerates to a simple Givens reduction. Next, an improved least-squares estimation algorithm is derived by considering a modified version of fast Givens reduction. From this approach, the basic relationship between Givens reduction and Modified-Gram-Schmidt transformation can easily be understood. This improved algorithm also has simpler computational and inter-cell connection complexities while compared with other known least-squares algorithms and is more realistic for systolic array implementation.

Chen, M. J.↗

State estimation with small nonlinearities

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.

Conrad, B.↗

Adaptive model reduction for continuous systems via recursive rational interpolation

A method for adaptive identification of reduced-order models for continuous stable SISO and MIMO plants is presented. The method recursively finds a model whose transfer function (matrix) matches that of the plant on a set of frequencies chosen by the designer. The algorithm utilizes the Moving Discrete Fourier Transform (MDFT) to continuously monitor the frequency-domain profile of the system input and output signals. The MDFT is an efficient method of monitoring discrete points in the frequency domain of an evolving function of time. The model parameters are estimated from MDFT data using standard recursive parameter estimation techniques. The algorithm has been shown in simulations to be quite robust to additive noise in the inputs and outputs. A significant advantage of the method is that it enables a type of on-line model validation. This is accomplished by simultaneously identifying a number of models and comparing each with the plant in the frequency domain. Simulations of the method applied to an 8th-order SISO plant and a 10-state 2-input 2-output plant are presented. An example of on-line model validation applied to the SISO plant is also presented.

Lilly, John H.↗

Joint state-parameter estimation for the reduced fracture model via the united filter

Here, in this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media are critical in subsurface hydrology, geophysics, and reservoir geomechanics. Reduced fracture models, which represent fractures as lower-dimensional interfaces, enable efficient multi-scale simulations. However, reduced fracture models also face accuracy challenges due to modeling errors and uncertainties in physical parameters such as permeability and fracture geometry. To address these challenges, we propose a United Filter method, which integrates the Ensemble Score Filter (EnSF) for state estimation with the Direct Filter for parameter estimation. EnSF, based on a score-based diffusion model framework, produces ensemble representations of the state distribution without deep learning. Meanwhile, the Direct Filter, a recursive Bayesian inference method, estimates parameters directly from state observations. The United Filter combines these methods iteratively: EnSF estimates are used to refine parameter values, which are then fed back to improve state estimation. Numerical experiments demonstrate that the United Filter method surpasses the state-of-the-art Augmented Ensemble Kalman Filter, delivering more accurate state and parameter estimation for reduced fracture models. This framework also provides a robust and efficient solution for PDE-constrained inverse problems with uncertainties and sparse observations.

Bayesian inference↗

A new method of boundary parameter estimation for a two-dimensional diffusion system under noisy observations

The purpose of this paper is to establish a method for identifying unknown parameters involved in the boundary state of a class of diffusion systems under noisy observations. A mathematical model of the system dynamics is given by a two-dimensional diffusion equation. Noisy observations are made by sensors allocated on the system boundary. Starting with the mathematical model mentioned above, an online parameter estimation algorithm is proposed within the framework of the maximum likelihood estimation. Existence of the optimal solution and related necessary conditions are discussed. By solving a local variation of the cost functional with respect to the perturbation of parameters, the estimation mechanism is proposed in a form of recursive computations. Finally, the feasibility of the estimator proposed here is demonstrated through results of digital simulation experiments.

Sunahara, Y.↗