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Results for “Adaptive Kalman filtering”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1990

Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

Kelly, D. A.↗
NASA NTRS2021

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↗
NASA NTRS1999

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Harman, Richard R.↗
NASA NTRS1999

An Adaptive Kalman Filter using a Simple Residual Tuning Method

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Harman, Richard R.↗
NASA NTRS1984

Optical Kalman filtering for missile guidance

Optical systolic array processors constitute a powerful and general-purpose set of optical architectures with high computational rates. In this paper, Kalman filtering, a novel application for these architectures, is investigated. All required operations are detailed; their realization by optical and special-purpose analog electronics are specified; and the processing time of the system is quantified. The specific Kalman filter application chosen is for an air-to-air missile guidance controller. The architecture realized in this paper meets the design goal of a fully adaptive Kalman filter which processes a measurement every 1 msec. The vital issue of flow and pipelining of data and operations in a systolic array processor is addressed. The approach is sufficiently general and can be realized on an optical or digital systolic array processor.

Casasent, D.↗
NASA NTRS1994

Design and application of electromechanical actuators for deep space missions

This progress report documents research and development efforts performed from August 16, 1993 through February 15, 1994 on NASA Grant NAG8-240, 'Design and Application of Electromechanical Actuators for Deep Space Missions.' Following the executive summary are four report sections: Motor Selection, Tests Stand Development, Health Monitoring and Fault Management, and Experiment Planning. Three specific motor types have been considered as prime movers for TVC EMA applications: the brushless dc motor, the permanent magnet synchronous motor, and the induction motor. The fundamental finding was that, in general, the primary performance issues were energy efficiency and thermal dissipation (rotor heating). In terms of all other issues, the three motor types were found to compare quite equally. Among the design changes made to the test stand since the last progress report is the addition of more mounting holes in the side beams. These additional holes allow the movable end beam to be attached in a greater number of positions than previously. With this change the movable end beam can move from full forward to full back in three inch increments. Specific mathematical details on the approach that have been employed for health monitoring and fault management (HMFM) have been reported previously. This approach is based on and adaptive Kalman filter strategy. In general, a bank of filters can be implemented for each primary fault type. Presently under consideration for the brushless dc machine are the following faults: armature winding open-circuits, armature winding short-circuits (phase-to-phase and phase-to-ground), bearing degradation, and rotor flux weakening. The mechanically oriented experiments include transient loading experiments, transverse loading experiment, friction experiment, motor performance experiment, and HMFM experiment.

Haskew, Tim A.↗
NASA NTRS1986

Dynamic posture analysis of Spacelab-1 crew members

Dynamic posture testing was conducted on the science crew of the Spacelab-1 mission on a single axis linear motion platform. Tests took place in pre- and post-flight sessions lasting approximately 20 min each. The pre-flight tests were widely spaced over the several months prior to the mission while the post-flight tests were conducted over the first, second, fourth, and sixth days after landing. Two of the crew members were also tested on the day of landing. Consistent with previous postural testing conducted on flight crews, these crew members were able to complete simple postural tasks to an acceptable level even in the first few hours after landing. Our tests were designed to induce dynamic postural responses using a variety of stimuli and from these responses, evaluate subtle changes in the postural control system which had occurred over the duration of the flight. Periodic sampling post-flight allowed us to observe the time course of readaptation to terrestrial life. Our observations of hip and shoulder position, when subjected to careful analysis, indicated modification of the postural response from pre- to post-flight and that demonstrable adjustments in the dynamic control of their postural systems were taking place in the first few days after flight. For transient stimuli where the platform on which they were asked to stand quickly moved a few centimeters fore or aft then stopped, ballistic or open loop 'programs' would closely characterize the response. During these responses the desired target position was not always achieved and of equal importance not always properly corrected some 15 seconds after the platform ceased to move. The persistent observation was that the subjects had a much stronger dependence on visual stabilization post-flight than pre-flight. This was best illustrated by a slow or only partial recovery to an upward posture after a transient base-of-support movement with eyes open. Postural responses to persistent wideband pseudorandom base-of-support translation were modeled as time invarient linear systems arrived at by Kalman adaptive filter techniques. Derived model parameters such as damping factor and fundamental frequency of the closed loop system showed significant modification between pre- and post-flight. This phenomenon is best characterized by movement of the poles toward increasing stability. While pre-flight data tended to show shoulders and hips moving in phase with each other, post-flight data showed a more disjoint behavior.(ABSTRACT TRUNCATED AT 400 WORDS).

Non-NASA Center↗
NASA NTRS2019

Design and Modeling of the Off-Axis Parabolic Deformable (OPD) Mirror Laboratory

Coronagraph-equipped direct imaging missions need an active wavefront control system to cancel out the optical aberrations that degrade the performance of the coronagraphs. A fast steering mirror is used to control Line-of-Sight (LoS) pointing error caused by the telescope jitter. In addition to controlling other low-order aberrations such as astigmatism and coma, high stroke, high actuator density deformable mirrors (DMs) are also used to control the electric field at the required high spatial frequencies. We are designing a testbed to verify a different deformable architecture, where the powered optic in the optical train are controllable and have lower actuator count compared to the existing DMs with flat nominal surfaces. This simplifies the packaging issue for space missions and reduces both cost and risk of having the entire coronagraph instrument's performance depending on one or two high-actuator count DMs. The testbed would also be capable of testing different low-order wavefront sensing algorithms, which focuses in the near-term on a new adaptive Kalman filtering and gradient decent method to estimate the harmonic LoS errors that affect space telescopes. In long run, we would test different machine learning techniques to estimate low-order aberrations and non-linear algorithms for digging the region of high contrast called the dark holes (DH).

Subedi, Hari↗
NASA NTRS2019

Design and Modeling of the Off-Axis Parabolic Deformable Mirror Laboratory

Coronagraph-equipped direct imaging missions need an active wavefront control system to cancel out the optical aberrations that degrade the performance of the coronagraphs. A fast steering mirror is used to control Line-of-Sight (LoS) pointing error caused by the telescope jitter. In addition to controlling other low-order aberrations such as astigmatism and coma, high stroke, high actuator density deformable mirrors (DMs) are also used to control the electric field at the required high spatial frequencies. We are designing a testbed to verify a different deformable architecture, where the powered optic in the optical train are controllable and have lower actuator count compared to the existing DMs with flat nominal surfaces. This simplifies the packaging issue for space missions and reduces both cost and risk of having the entire coronagraph instrument's performance depending on one or two high-actuator count DMs. The testbed would also be capable of testing different low-order wavefront sensing algorithms, which focuses in the near-term on a new adaptive Kalman filtering and gradient decent method to estimate the harmonic LoS errors that affect space telescopes. In long run, we would test different machine learning techniques to estimate low-order aberrations and non-linear algorithms for digging the region of high contrast called the dark holes (DH).

Communication↗
NASA NTRS1973

A Kalman filter approach to adaptive estimation of multispectral signatures

The signatures of remote sensing data from agricultural crops exhibit significant non-stationarity, so that the performance of fixed parameter classifiers degenerates with time and distance from the initial training data. A class of adaptive decision-directed classifiers are being developed, based on Kalman filter theory. Limited results to date on two data sets indicate approximately a 25 to 40% reduction in rates of misclassification.

Crane, R. B.↗
NASA NTRS1991

The History Of The Kalman Filter

Paper presents historical view of adaptation of Kalman filtering techniques to aerospace applications and eventually to fields as diverse as exploration for oil and control of powerplants. Describes scientific breakthroughs and reformulations that transformed Kalman filtering techniques into fundamental tool for analyzing and solving broad class of estimation problems.

Mcgee, Leonard A.↗
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 NTRS1977

Range validation using Kalman filter techniques

Range pseudo-residuals may be improved to the level required for data validation by a measurement updating process which utilizes Bierman's adaptation of the Kalman filter measurement updating algorithms together with process noise compensation to account for model errors. This algorithm involves combining the currently available range predictions and measurements to produce an updated range residual measurement whose accuracy is constrained by the range data quality and by the estimated error in the prediction. The algorithm is compact and fast, and is thus suitable for on-line applications in network control or at the station.

Madrid, G. A.↗
NASA NTRS1985

Adaptive Filtering for Large Space Structures: A Closed-Form Solution

In a previous paper Schaechter proposes using an extended Kalman filter to estimate adaptively the (slowly varying) frequencies and damping ratios of a large space structure. The time varying gains for estimating the frequencies and damping ratios can be determined in closed form so it is not necessary to integrate the matrix Riccati equations. After certain approximations, the time varying adaptive gain can be written as the product of a constant matrix times a matrix derived from the components of the estimated state vector. This is an important savings of computer resources and allows the adaptive filter to be implemented with approximately the same effort as the nonadaptive filter. The success of this new approach for adaptive filtering was demonstrated using synthetic data from a two mode system.

Rauch, H. E.↗
NASA NTRS1992

On-board attitude determination for the Explorer Platform satellite

This paper describes the attitude determination algorithm for the Explorer Platform satellite. The algorithm, which is baselined on the Landsat code, is a six-element linear quadratic state estimation processor, in the form of a Kalman filter augmented by an adaptive filter process. Improvements to the original Landsat algorithm were required to meet mission pointing requirements. These consisted of a more efficient sensor processing algorithm and the addition of an adaptive filter which acts as a check on the Kalman filter during satellite slew maneuvers. A 1750A processor will be flown on board the satellite for the first time as a coprocessor (COP) in addition to the NASA Standard Spacecraft Computer. The attitude determination algorithm, which will be resident in the COP's memory, will make full use of its improved processing capabilities to meet mission requirements. Additional benefits were gained by writing the attitude determination code in Ada.

Jayaraman, C.↗
NASA NTRS1985

Formulation and implementation of nonstationary adaptive estimation algorithm with applications to air-data reconstruction

The dynamics model and data sources used to perform air-data reconstruction are discussed, as well as the Kalman filter. The need for adaptive determination of the noise statistics of the process is indicated. The filter innovations are presented as a means of developing the adaptive criterion, which is based on the true mean and covariance of the filter innovations. A method for the numerical approximation of the mean and covariance of the filter innovations is presented. The algorithm as developed is applied to air-data reconstruction for the space shuttle, and data obtained from the third landing are presented. To verify the performance of the adaptive algorithm, the reconstruction is also performed using a constant covariance Kalman filter. The results of the reconstructions are compared, and the adaptive algorithm exhibits better performance.

Whitmore, S. A.↗