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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 NTRS2017

Precomputing Process Noise Covariance for Onboard Sequential Filters

Process noise is often used in estimation filters to account for unmodeled and mismodeled accelerations in the dynamics. The process noise covariance acts to inflate the state covariance over propagation intervals, increasing the uncertainty in the state. In scenarios where the acceleration errors change significantly over time, the standard process noise covariance approach can fail to provide effective representation of the state and its uncertainty. Consider covariance analysis techniques provide a method to precompute a process noise covariance profile along a reference trajectory using known model parameter uncertainties. The process noise covariance profile allows significantly improved state estimation and uncertainty representation over the traditional formulation. As a result, estimation performance on par with the consider filter is achieved for trajectories near the reference trajectory without the additional computational cost of the consider filter. The new formulation also has the potential to significantly reduce the trial-and-error tuning currently required of navigation analysts. A linear estimation problem as described in several previous consider covariance analysis studies is used to demonstrate the effectiveness of the precomputed process noise covariance, as well as a nonlinear descent scenario at the asteroid Bennu with optical navigation.

onboard↗
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 NTRS1985

An efficient algorithm for estimating noise covariances in distributed systems

An efficient computational algorithm for estimating the noise covariance matrices of large linear discrete stochatic-dynamic systems is presented. Such systems arise typically by discretizing distributed-parameter systems, and their size renders computational efficiency a major consideration. The proposed adaptive filtering algorithm is based on the ideas of Belanger, and is algebraically equivalent to his algorithm. The earlier algorithm, however, has computational complexity proportional to p to the 6th, where p is the number of observations of the system state, while the new algorithm has complexity proportional to only p-cubed. Further, the formulation of noise covariance estimation as a secondary filter, analogous to state estimation as a primary filter, suggests several generalizations of the earlier algorithm. The performance of the proposed algorithm is demonstrated for a distributed system arising in numerical weather prediction.

Dee, D. P.↗
NASA NTRS1995

Using dark current data to estimate AVIRIS noise covariance and improve spectral analyses

Starting in 1994, all AVIRIS data distributions include a new product useful for quantification and modeling of the noise in the reported radiance data. The 'postcal' file contains approximately 100 lines of dark current data collected at the end of each data acquisition run. In essence this is a regular spectral-image cube, with 614 samples, 100 lines and 224 channels, collected with a closed shutter. Since there is no incident radiance signal, the recorded DN measure only the DC signal level and the noise in the system. Similar dark current measurements, made at the end of each line are used, with a 100 line moving average, to remove the DC signal offset. Therefore, the pixel-by-pixel fluctuations about the mean of this dark current image provide an excellent model for the additive noise that is present in AVIRIS reported radiance data. The 61,400 dark current spectra can be used to calculate the noise levels in each channel and the noise covariance matrix. Both of these noise parameters should be used to improve spectral processing techniques. Some processing techniques, such as spectral curve fitting, will benefit from a robust estimate of the channel-dependent noise levels. Other techniques, such as automated unmixing and classification, will be improved by the stable and scene-independence noise covariance estimate. Future imaging spectrometry systems should have a similar ability to record dark current data, permitting this noise characterization and modeling.

Boardman, Joseph W.↗
NASA NTRS1981

Identifiability of unknown noise covariance matrices for some special cases of a linear, time-invariant, discrete-time dynamic system

Two off-line schemes are proposed for the identification of unknown noise covariance matrices Q and R of a discrete-time dynamic system. The first scheme is based on a maximum a posteriori cost function utilizing smoothed state estimates, while the second is based on a maximum likelihood cost function utilizing filtered state estimates. Sensitivity of the cost functions to Q and R is analyzed for the following cases: (1) single-input single-output systems; (2) multiinput single-output systems; and (3) single-input multioutput systems with a diagonal R. Identifiability criteria are presented for the cases considered and demonstrated by examples.

Tsang, W. L.↗
NASA NTRS1988

Development of a technique for estimating noise covariances using multiple observers

Friedland's technique for estimating the unknown noise variances of a linear system using multiple observers has been extended by developing a general solution for the estimates of the variances, developing the statistics (mean and standard deviation) of these estimates, and demonstrating the solution on two examples.

Bundick, W. Thomas↗
NASA NTRS1996

ILIAD Testing; and a Kalman Filter for 3-D Pose Estimation

This report presents the results of a two-part project. The first part presents results of performance assessment tests on an Internet Library Information Assembly Data Base (ILIAD). It was found that ILLAD performed best when queries were short (one-to-three keywords), and were made up of rare, unambiguous words. In such cases as many as 64% of the typically 25 returned documents were found to be relevant. It was also found that a query format that was not so rigid with respect to spelling errors and punctuation marks would be more user-friendly. The second part of the report shows the design of a Kalman Filter for estimating motion parameters of a three dimensional object from sequences of noisy data derived from two-dimensional pictures. Given six measured deviation values represendng X, Y, Z, pitch, yaw, and roll, twelve parameters were estimated comprising the six deviations and their time rate of change. Values for the state transiton matrix, the observation matrix, the system noise covariance matrix, and the observation noise covariance matrix were determined. A simple way of initilizing the error covariance matrix was pointed out.

Richardson, A. O.↗
NASA NTRS2015

A New Formulation of the Filter-Error Method for Aerodynamic Parameter Estimation in Turbulence

A new formulation of the filter-error method for estimating aerodynamic parameters in nonlinear aircraft dynamic models during turbulence was developed and demonstrated. The approach uses an estimate of the measurement noise covariance to identify the model parameters, their uncertainties, and the process noise covariance, in a relaxation method analogous to the output-error method. Prior information on the model parameters and uncertainties can be supplied, and a post-estimation correction to the uncertainty was included to account for colored residuals not considered in the theory. No tuning parameters, needing adjustment by the analyst, are used in the estimation. The method was demonstrated in simulation using the NASA Generic Transport Model, then applied to the subscale T-2 jet-engine transport aircraft flight. Modeling results in different levels of turbulence were compared with results from time-domain output error and frequency- domain equation error methods to demonstrate the effectiveness of the approach.

Grauer, Jared A.↗
NASA NTRS2004

Spacecraft methods and structures with enhanced attitude control that facilitates gyroscope substitutions

Methods and structures are provided that enhance attitude control during gyroscope substitutions by insuring that a spacecraft's attitude control system does not drive its absolute-attitude sensors out of their capture ranges. In a method embodiment, an operational process-noise covariance Q of a Kalman filter is temporarily replaced with a substantially greater interim process-noise covariance Q. This replacement increases the weight given to the most recent attitude measurements and hastens the reduction of attitude errors and gyroscope bias errors. The error effect of the substituted gyroscopes is reduced and the absolute-attitude sensors are not driven out of their capture range. In another method embodiment, this replacement is preceded by the temporary replacement of an operational measurement-noise variance R with a substantially larger interim measurement-noise variance R to reduce transients during the gyroscope substitutions.

Li, Rongsheng↗
NASA NTRS2024

Aircraft Parameter Estimation Considering Process and Measurement Noise

A practical formulation is proposed for parameter estimation using the filter-error method, which is a maximum-likelihood estimator for dynamic systems having both process and measurement noise inputs. The novelty of the proposed formulation is that by accurately estimating the measurement noise covariance matrix using a time series analysis method, the remaining unknowns (which include the unknown parameters in the state-space matrices and the process noise covariance matrix) become decorrelated and can be estimated simultaneously in a straightforward manner. The approach is demonstrated using simulation data and flight test data from a subscale airplane. Results indicate that proposed algorithm can obtain accurate modeling results when both measurement noise and process noise are present in the data.

Kalman filter↗
NASA NTRS1985

Systematic estimation of forecast and observation error covariances in four-dimensional data assimilation

A two-part algorithm is presented for reliably computing weather forecast model and observational error covariances during data assimilation. Data errors arise from instrumental inaccuracies and sub-grid scale variability, whereas forecast errors occur because of modeling errors and the propagation of previous analysis errors. A Kalman filter is defined as the primary algorithm for estimating the forecast and analysis error convariance matrices. A second algorithm is described for quantifying the noise covariance matrices of any degree to obtain accurate values for the observational error covariances. Numerical results are provided from a linearized one-dimensional shallow-water model. The results cover observational noise covariances, initial instrumental errors and erroneous model values.

Dee, D. P.↗
NASA NTRS2016

Performance Assessment of Different Pulse Reconstruction Algorithms for the ATHENA X-Ray Integral Field Unit

The X-ray Integral Field Unit (X-IFU) microcalorimeter, on-board Athena, with its focal plane comprising 3840 Transition Edge Sensors (TESs) operating at 90 mK, will provide unprecedented spectral-imaging capability in the 0.2-12 keV energy range. It will rely on the on-board digital processing of current pulses induced by the heat deposited in the TES absorber, as to recover the energy of each individual events. Assessing the capabilities of the pulse reconstruction is required to understand the overall scientific performance of the X-IFU, notably in terms of energy resolution degradation with both increasing energies and count rates. Using synthetic data streams generated by the X-IFU End-to-End simulator, we present here a comprehensive benchmark of various pulse reconstruction techniques, ranging from standard optimal filtering to more advanced algorithms based on noise covariance matrices. Beside deriving the spectral resolution achieved by the different algorithms, a first assessment of the computing power and ground calibration needs is presented. Overall, all methods show similar performances, with the reconstruction based on noise covariance matrices showing the best improvement with respect to the standard optimal filtering technique. Due to prohibitive calibration needs, this method might however not be applicable to the X-IFU and the best compromise currently appears to be the so-called resistance space analysis which also features very promising high count rate capabilities.

microcalorimeters↗
NASA NTRS1980

Parameter identification of linear discrete stochastic systems with time delays

An identification algorithm that uses the maximum likelihood technique to identify the unknown time delays, plant parameters, and noise covariances of linear discrete stochastic systems is presented. Cases of additive white noise and colored measurement noises are considered. The likelihood function is evaluated using either a minimum-variance (Kalman) filter or a minimal-order observer. The Kalman filter is used in the identification algorithm to provide minimum-variance estimates. The minimal-order observer is a lower-dimensional and computationally simpler filter, and is advantageous especially for systems with long delays. It provides a less optimal solution to the minimum-mean-square state estimation problem. The colored-noise observer algorithm has the disadvantage of having to compute an extra error covariance matrix of lower order.

Wong, E. C.↗
DOE OSTI2023

The Atacama Cosmology Telescope: map-based noise simulations for DR6

Abstract The increasing statistical power of cosmic microwave background (CMB) datasets requires a commensurate effort in understanding their noise properties. The noise in maps from ground-based instruments is dominated by large-scale correlations, which poses a modeling challenge. This paper develops novel models of the complex noise covariance structure in the Atacama Cosmology Telescope Data Release 6 (ACT DR6) maps. We first enumerate the noise properties that arise from the combination of the atmosphere and the ACT scan strategy. We then prescribe a class of Gaussian, map-based noise models, including a new wavelet-based approach that uses directional wavelet kernels for modeling correlated instrumental noise. The models are empirical, whose only inputs are a small number of independent realizations of the same region of sky. We evaluate the performance of these models against the ACT DR6 data by drawing ensembles of noise realizations. Applying these simulations to the ACT DR6 power spectrum pipeline reveals a ∼ 20% excess in the covariance matrix diagonal when compared to an analytic expression that assumes noise properties are uniquely described by their power spectrum. Along with our public code,mnms, this work establishes a necessary element in the science pipelines of both ACT DR6 and future ground-based CMB experiments such as the Simons Observatory (SO).

Astronomy & Astrophysics↗
NASA NTRS2023

The Atacama Cosmology Telescope: Map-Based Noise Simulations for DR6

The increasing statistical power of cosmic microwave background (CMB) datasets requires a commensurate effort in understanding their noise properties. The noise in maps from ground-based instruments is dominated by large-scale correlations, which poses a modeling challenge. This paper develops novel models of the complex noise covariance structure in the Atacama Cosmology Telescope Data Release 6 (ACT DR6) maps. We first enumerate the noise properties that arise from the combination of the atmosphere and the ACT scan strategy. We then prescribe a class of Gaussian, map-based noise models, including a new wavelet-based approach that uses directional wavelet kernels for modeling correlated instrumental noise. The models are empirical, whose only inputs are a small number of independent realizations of the same region of sky. We evaluate the performance of these models against the ACT DR6 data by drawing ensembles of noise realizations. Applying these simulations to the ACT DR6 power spectrum pipeline reveals a ≥ 20% excess in the covariance matrix diagonal when compared to an analytic expression that assumes noise properties are uniquely described by their power spectrum. Along with our public code, mnms, this work establishes a necessary element in the science pipelines of both ACT DR6 and future ground-based CMB experiments such as the Simons Observatory (SO).

CMBR experiments↗
NASA NTRS1972

Adaptive filtering with correlated state noise

An adaptive filter which uses a minimum variance criteria to estimate state noise covariance is presented. It is not necessary to assume white state noise in order to implement the filter. Simulation results are given which demonstrate that the filter tracks a satellite in the presence of modeling errors better than a conventional minimum variance filter with state noise. It is also shown that the propagated convariance matrix of the filter is an accurate indicator of the filter's performance.

Argentiero, P.↗
NASA NTRS2012

The Atacama Cosmology Telescope: Data Characterization and Map Making

We present a description of the data reduction and mapmaking pipeline used for the 2008 observing season of the Atacama Cosmology Telescope (ACT). The data presented here at 148 GHz represent 12% or the 90 TB collected by ACT from 2007 to 2010. In 2008 we observed for 136 days, producing a total of 142h of data (11 TB for the 148 GHz band only), with a daily average of 10.5 h of observation. From these, 108.5 h were devoted to 850 sq deg stripe (11.2 h by 9 deg.1) centered on a declination of -52 deg.7, while 175 h were devoted to a 280 square deg stripe (4.5 h by 4 deg.8) centered at the celestial equator. We discuss sources of statistical and systematic noise, calibration, telescope pointing and data selection. Out of 1260 survey hours and 1024 detectors per array, 816 h and 593 effective detectors remain after data selection for this frequency band, yielding a 38 % survey efficiency. The total sensitivity in 2008, determined from the noise level between 5 Hz and 20 Hz in the time-ordered data stream (TOD), is 32 muK square root of s in CMB units. Atmospheric brightness fluctuations constitute the main contaminant in the data and dominate the detector and noise covariance at low frequencies in the TOD. The maps were made by solving the lease squares problem using the Preconditioned Conjugate Gradient method, incorporating the details of the detector and noise correlations. Cross-correlation with WMAP sky maps as well as analysis from simulations reveal the our maps are unbiased at l > 300. This paper accompanies the public release of the 148 GHz southern stripe maps from 2008. The techniques described here will be applied to future maps and data releases.

Duenner, Rolando↗