Suboptimal filtering. Part 3 - Limited memory optimal filtering Final report
Linear and nonlinear limited memory optimal filters for computing conditional probability density function
Bailie, A. E.↗
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Program Computes SLM Inputs To Implement Optimal Filters
Minimum Euclidean Distance Optimal Filter (MEDOF) program generates filters for use in optical correlators. Analytically optimizes filters on arbitrary spatial light modulators (SLMs) of such types as coupled, binary, fully complex, and fractional-2pi-phase. Written in C language.
Barton, R. Shane↗
Limited memory optimal filtering.
Limited memory optimal filter theory, output and standard filter divergence due to errors
Jazwinski, A. H.↗
Limited memory optimal filtering.
Limited memory optimal filter theory, output and standard filter divergence due to errors
Jazwinski, A. H.↗
Optimal filtering and filter stability of linear stochastic delay systems
Optimal filtering equations are obtained for very general linear stochastic delay systems. Stability of the optimal filter is studied in the case where there are no delays in the observations. Using the duality between linear filtering and control, asymptotic stability of the optimal filter is proved. Finally, the cascade of the optimal filter and the deterministic optimal quadratic control system is shown to be asymptotically stable as well.
Kwong, R. H.-S.↗
A note on optimal filtering in the presence of unknown biases
This note considers some aspects of the optimal filtering problem for linear processes in the presence of unknown biases in the input and the observations. It is proved via duality that the optimal filtering problem in the presence of an input bias is equivalent to a certain optimal regulator problem incorporating integral feedback. The question of observability of the augmented system used in the state and bias estimation is answered by deriving necessary and sufficient conditions when bias is present (1) in the input, (2) in the observations and (3) both in the input and the observations.
Joshi, S. M.↗
On optimal filtering of GPS dual frequency observations without using orbit information
The concept of optimal filtering of observations collected with a dual frequency GPS P-code receiver is investigated in comparison to an approach for C/A-code units. The filter presented here uses only data gathered between one receiver and one satellite. The estimated state vector consists of a one-way pseudorange, ionospheric influence, and ambiguity biases. Neither orbit information nor station information is required. The independently estimated biases are used to form double differences where, in case of a P-code receiver, the wide lane integer ambiguities are usually recovered successfully except when elevation angles are very small. An elevation dependent uncertainty for pseudorange measurements was discovered for different receiver types. An exponential model for the pseudorange uncertainty was used with success in the filter gain computations.
Eueler, Hans-Juergen↗
Effect of reduced computer precision on a midcourse navigation and guidance system using optimal filtering and linear prediction
Reduced computer precision effect on midcourse navigation and guidance system using optimal filtering and linear prediction
NAVIGATION AND GUIDANCE↗
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.↗
Optimal filtering of overlapped pulses in microcalorimeter data
In this study, we present a general algorithm for processing microcalorimeter data with special applicability to data with high photon count rates. Conventional optimal filtering, which has become ubiquitous in microcalorimeter data processing, suffers from its inability to recover overlapped pulses without sacrificing spectral resolution. The technique presented here was developed to address this particular shortcoming and does so without imposing any assumptions beyond those made by the conventional technique. We demonstrate the performance of the algorithm with a dataset that approximately satisfies these assumptions and which is representative of a wide range of microcalorimeter applications. We also apply the technique to a highly non-linear dataset, examining the impact on performance in the limit that these assumptions break down.
Dallas Wulf↗
Optimal filters - A unified approach for SNR and PCE
A unified approach for a general metric that encompasses both the signal-to-noise ratio (SNR) and the peak-to-correlation (PCE) ratio in optical correlators is described. In this approach, the connection between optimizing SNR and optimizing PCE is achieved by considering a metric in which the central correlation irradiance is divided by the total energy of the correlation plane. The peak-to-total energy (PTE) is shown to be optimized similarly to SNR and PCE. Since PTE is a function of the search values G and beta, the optimal filter is determined with only a two-dimensional search.
Juday, Richard D.↗
Optimal filter design subject to output sidelobe constraints
Optimal pulse compression time-invariant filter for signal reception with sidelobe constraints under white noise in radar and communications systems
Athans, M.↗
Application of an optimal filter for inflatable sphere data processing
The improvement in the sphere data processing, concerning the signal to noise ratio, is discussed. Frequency analysis of the radar data is effectuated. It reveals a specific frequency component in the radar angle error, which may originate from the tracking radar mechanism itself. An optimal (Wiener) filter is applied to the radar data in order to suppress the systematic angular error components selectively. Using this technique, a significant improvement in the signal to noise ratio is achieved. The resolution of sphere measurements, previously limited by the length of the polynomial filter in the sphere data processing algorithm, is improved.
Lee, H. S.↗
Desensitized Optimal Filtering and Sensor Fusion Toolkit
Analytical Mechanics Associates, Inc., has developed a software toolkit that filters and processes navigational data from multiple sensor sources. A key component of the toolkit is a trajectory optimization technique that reduces the sensitivity of Kalman filters with respect to model parameter uncertainties. The sensor fusion toolkit also integrates recent advances in adaptive Kalman and sigma-point filters for non-Gaussian problems with error statistics. This Phase II effort provides new filtering and sensor fusion techniques in a convenient package that can be used as a stand-alone application for ground support and/or onboard use. Its modular architecture enables ready integration with existing tools. A suite of sensor models and noise distribution as well as Monte Carlo analysis capability are included to enable statistical performance evaluations.
Karlgaard, Christopher D.↗
Optimal filter design subject to output delobe constraints
The design of filters for detection and estimation in radar and communications systems is considered, with inequality constraints on the maximum output sidelobe levels. A constrained optimization problem in Hilbert space is formulated, incorporating the sidelobe constraints via a partial ordering of continuous functions. Generalized versions (in Hilbert space) of the Kuhn-Tucker and Duality Theorems allow the reduction of this problem to an unconstrained one in the dual space of regular Borel measures. A convergent algorithm is presented for computational solution of the dual problem.
Fortmann, T. E.↗
Optimal filter design subject to output sidelobe constraints - Theoretical considerations
The design of filters for detection and estimation in radar and communications systems is considered, with inequality constraints on the maximum output sidelobe levels. A constrained optimization problem in Hilbert space is formulated, incorporating the sidelobe constraints via a partial ordering of continuous functions. Generalized versions (in Hilbert space) of the Kuhn-Tucker and duality theorems allow the reduction of this problem to an unconstrained one in the dual space of regular Borel measures.
Fortmann, T. E.↗
Using Computational Flow Imaging to Optimize Filtered Rayleigh Scattering Measurements of an Isolator Shock Train
Filtered Rayleigh scattering (FRS) is a laser diagnostic where the intensity of elastically scattered light is measured after it passes through a molecular absorption filter. The filter removes background interference that overwhelms the relatively weak scattering from the gas molecules. However, with a filter, the measured light intensity depends on many of the scattering gas properties, including pressure, density, temperature, and velocity. In this work, CFD simulations of an isolator shock train flow field are input into a physics-based model to predict the values of FRS intensity measurements in a proposed experiment. The goal is to evaluate if a simplistic FRS setup (that utilizes one camera, laser, and absorption filter) can be used to accurately quantify number density despite the fact that the scattered light intensity also depends on other gas properties. It is found that the experimental setup can be optimized such that a linear relationship describes the number density with an average prediction error of 2%. The vast majority of the flow exhibits prediction errors of less than 3%, but small regions of the flow reach up to 11% error. A sensitivity analysis shows that the prediction error increases with the central wavelength of the incident laser light and decreases with the angle between the camera and laser propagation directions. The optimal experimental parameters are chosen based on a compromise between the prediction error, spatial resolution, and the amount of unfiltered light. In the future, the proposed FRS setup will be implemented to acquire new and valuable information on an isolator shock train, a flow field that has been traditionally studied using wall static pressure measurements and path-integrated visualization techniques, such as schlieren and shadowgraphy.
Hunt, Robin L.↗
Optimal filtering in the presence of unmodeled time correlated driving disturbances.
In many realistic data filtering problems, the cross correlation of the state estimation error and the state forcing function is unknown due to the poor knowledge of the time history of the forcing function. In this paper, the conservative and minimal approximation to the cross correlation terms is presented. It requires only the knowledge of the estimation error covariance and the forcing function covariance, with the choice of an associated free parameter left to the user. If the estimation error covariance and/or the forcing function covariance are bounded from above but not known exactly, the cross correlation approximation using those upper bounds remains conservative. This cross correlation approximation leads to a conservative approximation to the estimation error covariance matrix differential equation between measurement times. The free parameter is determined as the analytic solution to an associated optimal control problem. The procedure is expanded to include discrete linear measurement incorporation.
Fraser, D. C.↗