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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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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↗

Public-Private Collaborations with Earth-Space Benefits

The NASA Human Health and Performance Center (NHHPC) was established in October 2010 to promote collaborative problem solving and project development to advance human health and performance innovations benefiting life in space and on Earth. The NHHPC, which now boasts over 135 corporate, government, academic and non-profit members, has convened four successful workshops and engaged in multiple collaborative projects. The center is currently developing a streamlined partner engagement process to capture technical needs and opportunities of NHHPC members, facilitate partnership development, and establish and manage collaborative projects for NASA. The virtual center facilitates member engagement through a variety of vehicles, including annual inperson workshops, webcasts, quarterly electronic newsletters, web postings, and the new system for partner engagement. The most recent NHHPC workshop was conducted in November 2013 on the topic of "Accelerating Innovation: New Organizational Business Models," and focused on various collaborative approaches successfully used by organizations to achieve their goals. The powerful notion of collaboration across sectors to solve intractable problems was recently highlighted in Williams Eggers' book "The Solution Revolution,"i which provides numerous examples of how business, government and social enterprises partner to solve tough problems. Mr. Eggers was a keynote speaker at the workshop, along with Harvard Business School, Jump Associates, and the Conrad Foundation. The robust program also included an expert panel addressing collaboration across sectors, four interactive breakout sessions, and a concluding keynote on innovative ways to increase science, technology, engineering, and math (STEM) education by NASA Associate Administrator for Education, Leland Melvin. The NHHPC forum also provides a platform for international partners to interact on many topics. Members from around the world include ISS International Partner JAXA; the World Biomimetic Foundation in Spain who is interested in advancing the use of biomimicry to provide technical solutions in many industries; Satellite Application Catapult in London, England who interested in pursuing U.S. collaborations with the Space and Life Sciences Innovation Centre under development in Scotland; and DLR in Cologne, Germany who developed :envihab, a collaborative facility for partners to pursue research and technology projects of mutual interest. The NHHPC has sponsored two global networking forums on innovation by partners Wyle, NASA, and DLR, was featured in the 2013 Humans in Space Symposium Panel on "NHHPC and :envihab - reach out to Future Markets," and is working on an international meeting for Spring 2014 in Cologne with :envihab.

Davis, Jeffrey R.↗