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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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All sourcesNASA NTRSDOE OSTI
NASA NTRS1987

Discrete filtering techniques applied to sequential GPS range measurements

The basic navigation solution is described for position and velocity based on range and delta range (Doppler) measurements from NAVSTAR Global Positioning System satellites. The application of discrete filtering techniques is examined to reduce the white noise distortions on the sequential range measurements. A second order (position and velocity states) Kalman filter is implemented to obtain smoothed estimates of range by filtering the dynamics of the signal from each satellite separately. Test results using a simulated GPS receiver show a steady-state noise reduction, the input noise variance divided by the output noise variance, of a factor of four. Recommendations for further noise reduction based on higher order Kalman filters or additional delta range measurements are included.

Vangraas, Frank↗
NASA NTRS1973

A square-root data array solution of the continuous-discrete filtering problem

The Dyer-McReynolds (1969) discrete square-root filtering algorithm is extended to accommodate continuous dynamics. Differential equations are given to represent the time evolution of the filter data array. These equations are nonlinear, but it is shown that the nonlinearities act to enhance the stability of the solution.

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 NTRS1995

Discrete Gabor Filters For Binocular Disparity Measurement

Discrete Gabor filters proposed for use in determining binocular disparity - difference between positions of same feature or object depicted in stereoscopic images produced by two side-by-side cameras aimed in parallel. Magnitude of binocular disparity used to estimate distance from cameras to feature or object. In one potential application, cameras charge-coupled-device video cameras in robotic vision system, and binocular disparities and distance estimates used as control inputs - for example, to control approaches to objects manipulated or to maintain safe distances from obstacles. Binocular disparities determined from phases of discretized Gabor transforms.

Weiman, Carl F. R.↗
NASA NTRS1992

Development of an on-line parameter estimation system using the discrete modal filter

Ongoing development of an automated system for monitoring the frequency and damping of time varying structural systems is discussed. A spatial filtering technique called the discrete modal filter is used to uncouple multiple response measurements into modal coordinate responses. Since the modal coordinate responses are the responses of single-degree-of-freedom systems, the frequency and damping may be accurately estimated with short data records. An on-line monitoring system is discussed which may be useful in a variety of applications. The focus in this paper is on the application to aircraft flight flutter testing.

Shelley, S. J.↗
NASA NTRS1977

Modeling error analysis of stationary linear discrete-time filters

The performance of Kalman-type, linear, discrete-time filters in the presence of modeling errors is considered. The discussion is limited to stationary performance, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal and optimal (Kalman) filters. The computation of these bounds requires information on only the model matrices and the range of errors for these matrices. Consequently, a design can easily compare the performance of a suboptimal filter with that of the optimal filter, when only the range of errors in the elements of the model matrices is available.

Patel, R.↗
NASA NTRS1991

Discrete Kalman filtering equations of second-order form for control-structure interaction simulations

A second-order form of discrete Kalman filtering equations is proposed as a candidate state estimator for efficient simulations of control-structure interactions in coupled physical coordinate configurations as opposed to decoupled modal coordinates. The resulting matrix equation of the present state estimator consists of the same symmetric, sparse N x N coupled matrices of the governing structural dynamics equations as opposed to unsymmetric 2N x 2N state space-based estimators. Thus, in addition to substantial computational efficiency improvement, the present estimator can be applied to control-structure design optimization for which the physical coordinates associated with the mass, damping and stiffness matrices of the structure are needed instead of modal coordinates.

Park, K. C.↗
NASA NTRS1971

Computational requirements for a discrete Kalman filter.

Computational requirements - i.e., computing time per cycle (iteration) and required storage - which determine minimum sampling rates and computer memory size, were obtained as functions of the dimensions of the important system matrices for a discrete Kalman filter. Two types of measurement processing are discussed: simultaneous and sequential. It is shown that it is often better to process statistically independent measurements in more than one batch and then use sequential processing than to process them together via simultaneous processing.

Mendel, J. M.↗
NASA NTRS2005

A VHDL Core for Intrinsic Evolution of Discrete Time Filters with Signal Feedback

Evolution of a novel low-pass filter design has been presented along with an assessment of its capabilities. (1) Performed well with the two added sines used as input during the evolution. (2) Also performs well when the input includes more sine at frequencies between the two used during evolution. (3) Fails to perform when input is a sine sweep with wider bandwidth. (4) This illustrates the importance of designing the evolutionary process to be representative of the environment that will be seen by the evolved design during deployment. The use of non-standard operators and fewer resources should allow the EMVCore to implement more compact representations of digital filters and to provide fault tolerance by implementing a new solution in the remaining tiles after some are damaged. The EMVCore can be used to implement standard discrete time filters in addition to evolved components.

Gwaltney, David A.↗
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 NTRS1997

Annual Research Briefs

This report contains the 1997 annual progress reports of the research fellows and students supported by the Center for Turbulence Research (CTR). Titles include: Invariant modeling in large-eddy simulation of turbulence; Validation of large-eddy simulation in a plain asymmetric diffuser; Progress in large-eddy simulation of trailing-edge turbulence and aeronautics; Resolution requirements in large-eddy simulations of shear flows; A general theory of discrete filtering for LES in complex geometry; On the use of discrete filters for large eddy simulation; Wall models in large eddy simulation of separated flow; Perspectives for ensemble average LES; Anisotropic grid-based formulas for subgrid-scale models; Some modeling requirements for wall models in large eddy simulation; Numerical simulation of 3D turbulent boundary layers using the V2F model; Accurate modeling of impinging jet heat transfer; Application of turbulence models to high-lift airfoils; Advances in structure-based turbulence modeling; Incorporating realistic chemistry into direct numerical simulations of turbulent non-premixed combustion; Effects of small-scale structure on turbulent mixing; Turbulent premixed combustion in the laminar flamelet and the thin reaction zone regime; Large eddy simulation of combustion instabilities in turbulent premixed burners; On the generation of vorticity at a free-surface; Active control of turbulent channel flow; A generalized framework for robust control in fluid mechanics; Combined immersed-boundary/B-spline methods for simulations of flow in complex geometries; and DNS of shock boundary-layer interaction - preliminary results for compression ramp flow.

Spinks, Debra↗
NASA NTRS2005

A VHDL Core for Intrinsic Evolution of Discrete Time Filters with Signal Feedback

The design of an Evolvable Machine VHDL Core is presented, representing a discrete-time processing structure capable of supporting control system applications. This VHDL Core is implemented in an FPGA and is interfaced with an evolutionary algorithm implemented in firmware on a Digital Signal Processor (DSP) to create an evolvable system platform. The salient features of this architecture are presented. The capability to implement IIR filter structures is presented along with the results of the intrinsic evolution of a filter. The robustness of the evolved filter design is tested and its unique characteristics are described.

Gwaltney, David A.↗
NASA NTRS1991

Second-order discrete Kalman filtering equations for control-structure interaction simulations

A general form for the first-order representation of the continuous, second-order linear structural dynamics equations is introduced in order to derive a corresponding form of first-order Kalman filtering equations (KFE). Time integration of the resulting first-order KFE is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete KFE involving only symmetric, N x N solution matrix.

Park, K. C.↗
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 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 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.↗