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At least 145 records · Page 8

Weighted adaptive algorithms for estimation of Gaussian distribution parameters

Two weighted adaptive algorithms are proposed for updating the estimates of the mean vector and the covariance matrix, respectively, in a multispectral pattern recognition system. To achieve computational efficiency, the auxiliary matrices have been utilized in the algorithm for covariance matrix updating. Enhancements in the performance accuracy of a multispectral processing system and extensions of the Gaussian maximum likelihood classification capabilities to larger scale surveys are the motivations in developing the algorithms presented herein.

Chang, C. Y.↗

All covariance controllers for linear discrete-time systems

The set of covariances that a linear discrete-time plant with a specified-order controller can have is characterized. The controllers that assign such covariances to any linear discrete-time system are given explicitly in closed form. The freedom in these covariance controllers is explicit and is parameterized by two orthogonal matrices. By appropriately choosing these free parameters, additional system objectives can be achieved without altering the state covariance, and the stability of the closed-loop system is guaranteed.

Hsieh, Chen↗

Kalman Filter for Spinning Spacecraft Attitude Estimation

This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.

Markley, F. Landis↗

Kalman Filter for Spinning Spacecraft Attitude Estimation

This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.

Markley, F. Landis↗

Multivariate Normality of Cartesian-Framed Covariances: Evaluation and Operational Significance

Collision avoidance relies on representative Cartesian uncertainty volumes in order to calculate probabilities of collision. Among the potential shortcomings of a covariance matrix representation of state errors, the most worrisome is the coordinate mismatch between the Cartesian framework in which these matrices are distributed and the curvilinear path that satellite orbits actually follow. The present study compares curvilinear-based and Cartesian covariance representations for ~50,000 conjunctions to determine the frequency in which significant deviations from Gaussianity are observed, then compares the 2-D Pc result from the Cartesian covariance to a Monte Carlo Pc conducted in element space to assess operational significance.

Lechtenberg, Travis F.↗

Multivariate Normality of Cartesian Frame Covariances: Evaluation and Operational Significance

Collision avoidance relies on representative Cartesian uncertainty volumes in order to calculate probabilities of collision. Among the potential shortcomings of a covariance matrix representation of state errors, the most worrisome is the coordinate mismatch between the Cartesian framework in which these matrices are distributed and the curvilinear path that satellite orbits actually follow. The present study compares curvilinear-based and Cartesian covariance representations for ~50,000 conjunctions to determine the frequency in which significant deviations from Gaussianity are observed, then compares the 2-D Pc result from the Cartesian covariance to a Monte Carlo Pc conducted in element space to assess operational significance.

Lechtenberg, Travis F.↗

Robust adaptive regulation without persistent excitation

A globally convergent adaptive regulator for minimum or nonminimum phase systems subject to bounded distrubances and unmodeled dynamics is presented. The control strategy is designed for a particular input-output representation obtained from the state space representation of the system. The leading coefficient of the new representation is the product of the observability and controllability matrices of the system. The controller scheme uses a Least Squares identification algorithm with a dead zone. The dead zone is chosen to obtain convergence properties on the estimates and on the covariance matrix as well. This allows the definition of modified estimates which secure well-conditioned matrices in the adaptive control law. Explicit bounds on the plant output are given.

Lozano-Leal, Rogelio↗

Robust adaptive regulation without persistent excitation

A globally convergent adaptive regulator for minimum- or nonminimum-phase systems subject to bounded disturbances and unmodeled dynamics is presented. The control strategy is designed for a particular input-output representation obtained from the state space representation of the system. The leading coefficient of the representation is the product of the observability and controllability matrices of the system. The controller scheme uses a Least-Squares identification algorithm a with dead zone. The dead zone is chosen to obtain convergence properties on the estimates and on the covariance matrix as well. This allows the definition of modified estimates which secure well-conditioned matrices in the adaptive control law. Explicit bounds on the plant output are given.

Lozano-Leal, Rogelio↗

Sequential Least-Squares Using Orthogonal Transformations

Square root information estimation, starting from its beginnings in least-squares parameter estimation, is considered. Special attention is devoted to discussions of sensitivity and perturbation matrices, computed solutions and their formal statistics, consider-parameters and consider-covariances, and the effects of a priori statistics. The constant-parameter model is extended to include time-varying parameters and process noise, and the error analysis capabilities are generalized. Efficient and elegant smoothing results are obtained as easy consequences of the filter formulation. The value of the techniques is demonstrated by the navigation results that were obtained for the Mariner Venus-Mercury (Mariner 10) multiple-planetary space probe and for the Viking Mars space mission.

Bierman, G. J.↗

Applications of modern estimation techniques to aircraft navigation

Kalman filter design and analysis are discussed, and application of the analysis to multidimensional aircraft navigation problems is considered. The application of perturbation matrices, U-D factors, and filter variance component error source percentages to avionics covariance analysis is suggested. Filter design is divided into four phases, and the procedures applied in each phase are examined.

Bierman, G. J.↗

Remote sensing of Earth Terrain

The Mueller matrix and polarization covariance matrix for polarimetric radar systems were studied. The clutter is modelled by a layer of random permittivity, described by a three dimensional correlation function, with variance, and horizontal and vertical correlation lengths. This model is applied, using the wave theory with Born approximations carried to the second order, to find the backscattering elements of the polarimetric matrices. It is found that 8 out of 16 elements of the Mueller matrix are identically zero, corresponding to a covariance matrix with four zero elements. Theoretical predictions are matched with experimental data for vegetation fields. A general mixing formula is derived for discrete scatterers immersed in a host medium. The inclusion particles are assumed to be ellipsoidal. The electric field inside the scatterers is determined by quasistatic analysis, assuming the diameter of the inclusion particles to be much smaller than the wavelength. The results are applicable to general multiphase mixtures.

Kong, J. A.↗

Theoretical models for polarimetric radar clutter

The Mueller matrix and polarization covariance matrix are described for polarimetric radar systems. The clutter is modeled by a layer of random permittivity, described by a three-dimensional correlation function, with variance, and horizontal and vertical correlation lengths. This model is applied, using the wave theory with Born approximations carried to the second order, to find the backscattering elements of the polarimetric matrices. It is found that 8 out of 16 elements of the Mueller matrix are identically zero, corresponding to a covariance matrix with four zero elements. Theoretical predictions are matched with experimental data for vegetation fields.

Borgeaud, M.↗

Methods for local gravity field approximation

The most widely known modern method for estimating gravity field values from observed data is least-squares collocation. Its advantages are that it can make estimates at arbitrary locations based on irregularly spaced observations, and that it makes use of statistical information about errors in the input data while providing corresponding information about the quality of the output estimates. Disadvantages of collocation include the necessity of inverting square matrices of dimension equal to the number of data values and the need to assume covariance models for the gravity field and the data errors. Fourier methods are an important alternative to collocation; having the advantage of greater computational efficiency, but requiring data estimates to be on a regular grid and not using or providing statistical accuracy information. The GEOFAST algorithm is an implementation of collocation that achieves high computational efficiency by transforming the estimation equations into the frequency domain where an accurate approximation may be made to reduce the workload. The forward and inverse Fast Fourier Transforms (FFTs) are utilized. The accuracy and computational efficiency of the GEOFAST algorithm is demonstrated using two sets of synthetic gravity data: marine gravity for an ocean trench region including wavelengths longer than 200 km; and local land gravity containing wavelengths as short as 5 km. These results are discussed along with issues such as the advantages of first removing reference field models before carrying out the estimation algorithm.

Sailor, R. V.↗

Spectral factorization in periodically time-varying systems and application to navigation problems.

Spectral factorization has been used previously to derive the steady-state solution of Kalman filtering equations without iteration for constant coefficient systems. The present work extends the spectral factorization algorithm to time-varying systems having periodic coefficient matrices for cases of both discrete and continuous systems. Time-consuming, expensive iterations of sequential covariance equations are not required to reach the final solution since this is an algebraic algorithm employing existing eigenvalue, eigenvector subroutines. The computer program incorporating the algorithm is suitable for sensitivity studies in formulating navigation and guidance strategies of low-thrust interplanetary missions. The determination of an optimum tracking pattern from an earth station is examined as an example.

Nishimura, T.↗

Using Covariance Analysis to Assess Pointing Performance

A Pointing Covariance Analysis Tool (PCAT) has been developed for evaluating the expected performance of the pointing control system for NASA s Space Interferometry Mission (SIM). The SIM pointing control system is very complex, consisting of multiple feedback and feedforward loops, and operating with multiple latencies and data rates. The SIM pointing problem is particularly challenging due to the effects of thermomechanical drifts in concert with the long camera exposures needed to image dim stars. Other pointing error sources include sensor noises, mechanical vibrations, and errors in the feedforward signals. PCAT models the effects of finite camera exposures and all other error sources using linear system elements. This allows the pointing analysis to be performed using linear covariance analysis. PCAT propagates the error covariance using a Lyapunov equation associated with time-varying discrete and continuous-time system matrices. Unlike Monte Carlo analysis, which could involve thousands of computational runs for a single assessment, the PCAT analysis performs the same assessment in a single run. This capability facilitates the analysis of parametric studies, design trades, and "what-if" scenarios for quickly evaluating and optimizing the control system architecture and design.

Bayard, David↗

SYMAT, COVAR: Test Procedures for Matrix Calculations

The FORTRAN subroutine SYMAT and related subroutines are described. In essence SYMAT is an iterative algorithm in which the problem of finding eigenvalues and eigenvectors of a real symmetric matrix is transformed into an equivalent problem of finding eigenvalues and eigenvectors of an infinite sequence of matrices of order two. A DEMO PROGRAM contains a subroutine COVAR which is used to compute the covariance matrix (denoted by A) of a data matrix (denoted by X). Since a covariance matrix is symmetric it can be analyzed by using subroutine SYMAT.

Morris, W. L.↗

The Effects of Noise on Polarimetric SAR Data

Polarimetric SAR data can provide a great deal of information about the scattering behavior of the surface under observation. Polarimetric SAR systems often measure the scattering matrices of the areas under observation in linear polarizations (H and V). From the scattering matrix commonly used forms such as the covariance matrix and the Stokes matrix can be easily derived. Other measures derived from polarimetric SAR data include the standard deviation of texture, correlation coefficients between scattering matrix terms, and the mode and variance of phase differences between scattering matrix terms. The effects of additive system noise on these measurements is not often considered in the literature on this subject.

Polarimetric SAR Data analysis↗

The Effects of Noise on Polarimetric SAR Data

Polarimetric SAR data can provide a great deal of information about the scattering behavior of the surface under observation. Polarimetric SAR systems often measure the scattering matrices of the areas under observation in linear polarizations (H and V). From the scattering matrix commonly used forms such as the covariance matrix and the Stokes matrix can be easily derived. Other measures derived from polarimetric SAR data include correlation coefficients between scattering matrix terms and the mode and variance of phase differences between scattering matrix terms. The effects of additive system noise on these measurements is not often considered in the literature on this subject. In this paper, the effects of additive system noise on measurements derived from polarimetric SAR data will be examined. It will be shown how first-order noise effects can be removed and how second-order noise effects can be reduced for some measurements...

Freeman, A.↗