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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 NTRS1973

A comparison of discrete linear filtering algorithms.

Seven filter algorithms were presented in a recent survey paper (Kaminski, 1971), and were compared computationally (operations count) when relatively few observations were to be processed. These algorithms are now elaborated further. Details of the computations are presented, and it is shown that for problems with even moderately large amounts of data, the information matrix and square-root information matrix formulations are computationally more efficient than the other methods considered (conventional Kalman, stabilized Kalman, and square-root covariance mechanizations). It is pointed out that Schmidt's matrix factorization-Householder transformation technique leads to the same equations as those obtained via Potter's method. Several improvements in the equation mechanization are given.

Bierman, G. J.↗
NASA NTRS1977

Vectorization of linear discrete filtering algorithms

Linear filters, including the conventional Kalman filter and versions of square root filters devised by Potter and Carlson, are studied for potential application on streaming computers. The square root filters are known to maintain a positive definite covariance matrix in cases in which the Kalman filter diverges due to ill-conditioning of the matrix. Vectorization of the filters is discussed, and comparisons are made of the number of operations and storage locations required by each filter. The Carlson filter is shown to be the most efficient of the filters on the Control Data STAR-100 computer.

Schiess, J. R.↗
NASA NTRS1989

Systolic VLSI array for implementing the Kalman filter algorithm

A method and apparatus for processing signals representative of a complex matrix/vector equation. More particularly, signals representing an orderly sequence of the combined matrix and vector equation, known as a Kalman filter algorithm, are processed in real time in accordance with the principles of this invention. The Kalman filter algorithm is rearranged into a Faddeeva algorithm, which is a matrix-only algorithm that is modified to represent both the matrix and vector portions of the Kalman filter algorithm. The modified Faddeeva algorithm is embodied into electrical signals which are applied as inputs to a systolic array processor. The processor performs triangulation and nullification on the input signals, and delivers an output signal which is a real-time solution to the input signals.

Jaw J Chang↗
NASA NTRS1975

Filtering algorithms for processing prefiltered measurements

The filtering algorithm for processing integral measurements is extended to include analog type prefilters with infinite memory, and to include sequential processing of prefiltered data in multi-sensor, multi-sample rate systems. The extension to infinite memory prefilters requires serial decorrelation of the prefilter output prior to state estimation. These algorithms provide a technique for investigation of prefilter parameter sensitivities, and provide optimal compensation for any information loss due to prefiltering.

Warren, A. W.↗
NASA NTRS1976

A numerical comparison of discrete Kalman filtering algorithms - An orbit determination case study

An improved Kalman filter algorithm based on a modified Givens matrix triangularization technique is proposed for solving a nonstationary discrete-time linear filtering problem. The proposed U-D covariance factorization filter uses orthogonal transformation technique; measurement and time updating of the U-D factors involve separate application of Gentleman's fast square-root-free Givens rotations. Numerical stability and accuracy of the algorithm are compared with those of the conventional and stabilized Kalman filters and the Potter-Schmidt square-root filter, by applying these techniques to a realistic planetary navigation problem (orbit determination for the Saturn approach phase of the Mariner Jupiter-Saturn Mission, 1977). The new algorithm is shown to combine the numerical precision of square root filtering with the efficiency of the original Kalman algorithm.

Thornton, C. L.↗
NASA NTRS2004

Spitzer Instrument Pointing Frame (IPF) Kalman Filter Algorithm

This paper discusses the Spitzer Instrument Pointing Frame (IPF) Kalman Filter algorithm. The IPF Kalman filter is a high-order square-root iterated linearized Kalman filter, which is parametrized for calibrating the Spitzer Space Telescope focal plane and aligning the science instrument arrays with respect to the telescope boresight. The most stringent calibration requirement specifies knowledge of certain instrument pointing frames to an accuracy of 0.1 arcseconds, per-axis, 1-sigma relative to the Telescope Pointing Frame. In order to achieve this level of accuracy, the filter carries 37 states to estimate desired parameters while also correcting for expected systematic errors due to: (1) optical distortions, (2) scanning mirror scale-factor and misalignment, (3) frame alignment variations due to thermomechanical distortion, and (4) gyro bias and bias-drift in all axes. The resulting estimated pointing frames and calibration parameters are essential for supporting on-board precision pointing capability, in addition to end-to-end 'pixels on the sky' ground pointing reconstruction efforts.

calibration↗
NASA NTRS1977

Numerical comparison of Kalman filter algorithms - Orbit determination case study

Numerical characteristics of various Kalman filter algorithms are illustrated with a realistic orbit determination study. The case study of this paper highlights the numerical deficiencies of the conventional and stabilized Kalman algorithms. Computational errors associated with these algorithms are found to be so large as to obscure important mismodeling effects and thus cause misleading estimates of filter accuracy. The positive result of this study is that the U-D covariance factorization algorithm has excellent numerical properties and is computationally efficient, having CPU costs that differ negligibly from the conventional Kalman costs. Accuracies of the U-D filter using single precision arithmetic consistently match the double precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity to variations in the a priori statistics.

Bierman, G. J.↗
NASA NTRS1976

Numerical comparison of discrete Kalman filter algorithms - Orbit determination case study

Numerical characteristics of various Kalman filter algorithms are illustrated with a realistic orbit determination study. The case study of this paper highlights the numerical deficiencies of the conventional and stabilized Kalman algorithms. Computational errors associated with these algorithms are found to be so large as to obscure important mismodeling effects and thus cause misleading estimates of filter accuracy. The positive result of this study is that the U-D covariance factorization algorithm has excellent numerical properties and is computationally efficient, having CPU costs that differ negligibly from the conventional Kalman costs. Accuracies of the U-D filter using single precision arithmetic consistently match the double precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity to variations in the a priori statistics.

Bierman, G. J.↗
NASA NTRS1976

A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study

The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.

Thornton, C. L.↗
NASA NTRS2014

Conservation of Mass and Preservation of Positivity with Ensemble-Type Kalman Filter Algorithms

This paper considers the incorporation of constraints to enforce physically based conservation laws in the ensemble Kalman filter. In particular, constraints are used to ensure that the ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. In certain situations filtering algorithms such as the ensemble Kalman filter (EnKF) and ensemble transform Kalman filter (ETKF) yield updated ensembles that conserve mass but are negative, even though the actual states must be nonnegative. In such situations if negative values are set to zero, or a log transform is introduced, the total mass will not be conserved. In this study, mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate non-negativity constraints. Simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. In two examples, an update that includes a non-negativity constraint is able to properly describe the transport of a sharp feature (e.g., a triangle or cone). A number of implementation questions still need to be addressed, particularly the need to develop a computationally efficient quadratic programming update for large ensemble.

EnKF↗
NASA NTRS2013

Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms

Maintaining conservative physical laws numerically has long been recognized as being important in the development of numerical weather prediction (NWP) models. In the broader context of data assimilation, concerted efforts to maintain conservation laws numerically and to understand the significance of doing so have begun only recently. In order to enforce physically based conservation laws of total mass and positivity in the ensemble Kalman filter, we incorporate constraints to ensure that the filter ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. We show that the analysis steps of ensemble transform Kalman filter (ETKF) algorithm and ensemble Kalman filter algorithm (EnKF) can conserve the mass integral, but do not preserve positivity. Further, if localization is applied or if negative values are simply set to zero, then the total mass is not conserved either. In order to ensure mass conservation, a projection matrix that corrects for localization effects is constructed. In order to maintain both mass conservation and positivity preservation through the analysis step, we construct a data assimilation algorithms based on quadratic programming and ensemble Kalman filtering. Mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate constraints. Some simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. The results show clear improvements in both analyses and forecasts, particularly in the presence of localized features. Behavior of the algorithm is also tested in presence of model error.

EnKR↗
NASA NTRS2012

Nonlinear Motion Cueing Algorithm: Filtering at Pilot Station and Development of the Nonlinear Optimal Filters for Pitch and Roll

Telban and Cardullo have developed and successfully implemented the non-linear optimal motion cueing algorithm at the Visual Motion Simulator (VMS) at the NASA Langley Research Center in 2005. The latest version of the non-linear algorithm performed filtering of motion cues in all degrees-of-freedom except for pitch and roll. This manuscript describes the development and implementation of the non-linear optimal motion cueing algorithm for the pitch and roll degrees of freedom. Presented results indicate improved cues in the specified channels as compared to the original design. To further advance motion cueing in general, this manuscript describes modifications to the existing algorithm, which allow for filtering at the location of the pilot's head as opposed to the centroid of the motion platform. The rational for such modification to the cueing algorithms is that the location of the pilot's vestibular system must be taken into account as opposed to the off-set of the centroid of the cockpit relative to the center of rotation alone. Results provided in this report suggest improved performance of the motion cueing algorithm.

Zaychik, Kirill B.↗
NASA NTRS1990

On recursive least-squares filtering algorithms and implementations

In many real-time signal processing applications, fast and numerically stable algorithms for solving least-squares problems are necessary and important. In particular, under non-stationary conditions, these algorithms must be able to adapt themselves to reflect the changes in the system and take appropriate adjustments to achieve optimum performances. Among existing algorithms, the QR-decomposition (QRD)-based recursive least-squares (RLS) methods have been shown to be useful and effective for adaptive signal processing. In order to increase the speed of processing and achieve high throughput rate, many algorithms are being vectorized and/or pipelined to facilitate high degrees of parallelism. A time-recursive formulation of RLS filtering employing block QRD will be considered first. Several methods, including a new non-continuous windowing scheme based on selectively rejecting contaminated data, were investigated for adaptive processing. Based on systolic triarrays, many other forms of systolic arrays are shown to be capable of implementing different algorithms. Various updating and downdating systolic algorithms and architectures for RLS filtering are examined and compared in details, which include Householder reflector, Gram-Schmidt procedure, and Givens rotation. A unified approach encompassing existing square-root-free algorithms is also proposed. For the sinusoidal spectrum estimation problem, a judicious method of separating the noise from the signal is of great interest. Various truncated QR methods are proposed for this purpose and compared to the truncated SVD method. Computer simulations provided for detailed comparisons show the effectiveness of these methods. This thesis deals with fundamental issues of numerical stability, computational efficiency, adaptivity, and VLSI implementation for the RLS filtering problems. In all, various new and modified algorithms and architectures are proposed and analyzed; the significance of any of the new method depends crucially on specific application.

Hsieh, Shih-Fu↗
NASA NTRS1983

Development and evaluation of a Kalman-filter algorithm for terminal area navigation using sensors of moderate accuracy

Translational state estimation in terminal area operations, using a set of commonly available position, air data, and acceleration sensors, is described. Kalman filtering is applied to obtain maximum estimation accuracy from the sensors but feasibility in real-time computations requires a variety of approximations and devices aimed at minimizing the required computation time with only negligible loss of accuracy. Accuracy behavior throughout the terminal area, its relation to sensor accuracy, its effect on trajectory tracking errors and control activity in an automatic flight control system, and its adequacy in terms of existing criteria for various terminal area operations are examined. The principal investigative tool is a simulation of the system.

Kanning, G.↗
NASA NTRS1983

A Kalman filter algorithm for terminal-area navigation with sensors of moderate accuracy

Translational state estimation in terminal area operations, using a set of commonly available position, air data, nd acceleration sensors, is described. Kalman filtering is applied to obtain maximum estimation occuracy from the sensors but feasibility in real-time computations requires a variety of approximations and devices aimed at minimizing the required computation time with only negligible loss of accuracy. Accuracy behavior throughout the terminal area, its relation to sensor accuracy, its effect on trajectory tracking errors and control activity in an automatic flight control system, and its adequacy in terms of existing criteria for various terminal area operations are examined. The principal investigative tool is a simulation of the system. Previously announced in STAR as N83-29193

Cicolani, L. S.↗
NASA NTRS1976

Development of an optimal automatic control law and filter algorithm for steep glideslope capture and glideslope tracking

A digital automatic control law to capture a steep glideslope and track the glideslope to a specified altitude is developed for the longitudinal/vertical dynamics of a CTOL aircraft using modern estimation and control techniques. The control law uses a constant gain Kalman filter to process guidance information from the microwave landing system, and acceleration from body mounted accelerometer data. The filter outputs navigation data and wind velocity estimates which are used in controlling the aircraft. Results from a digital simulation of the aircraft dynamics and the control law are presented for various wind conditions.

Halyo, N.↗
NASA NTRS1990

A proposed Kalman filter algorithm for estimation of unmeasured output variables for an F100 turbofan engine

To develop advanced control systems for optimizing aircraft engine performance, unmeasurable output variables must be estimated. The estimation has to be done in an uncertain environment and be adaptable to varying degrees of modeling errors and other variations in engine behavior over its operational life cycle. This paper presents an approach to estimate unmeasured output variables by explicitly modeling the effects of off-nominal engine behavior as biases on the measurable output variables. A state variable model accommodating off-nominal behavior is developed for the engine, and Kalman filter concepts are used to estimate the required variables. Results are presented from nonlinear engine simulation studies as well as the application of the estimation algorithm on actual flight data. The formulation presented has a wide range of application since it is not restricted or tailored to the particular application described in the paper.

Alag, Gurbux S.↗