Chen, Xiyuan; Li, Qinghua
2014-01-01
As the core of the integrated navigation system, the data fusion algorithm should be designed seriously. In order to improve the accuracy of data fusion, this work proposed an adaptive iterated extended Kalman (AIEKF) which used the noise statistics estimator in the iterated extended Kalman (IEKF), and then AIEKF is used to deal with the nonlinear problem in the inertial navigation systems (INS)/wireless sensors networks (WSNs)-integrated navigation system. Practical test has been done to evaluate the performance of the proposed method. The results show that the proposed method is effective to reduce the mean root-mean-square error (RMSE) of position by about 92.53%, 67.93%, 55.97%, and 30.09% compared with the INS only, WSN, EKF, and IEKF. PMID:24693225
Xu, Yuan; Chen, Xiyuan; Li, Qinghua
2014-01-01
As the core of the integrated navigation system, the data fusion algorithm should be designed seriously. In order to improve the accuracy of data fusion, this work proposed an adaptive iterated extended Kalman (AIEKF) which used the noise statistics estimator in the iterated extended Kalman (IEKF), and then AIEKF is used to deal with the nonlinear problem in the inertial navigation systems (INS)/wireless sensors networks (WSNs)-integrated navigation system. Practical test has been done to evaluate the performance of the proposed method. The results show that the proposed method is effective to reduce the mean root-mean-square error (RMSE) of position by about 92.53%, 67.93%, 55.97%, and 30.09% compared with the INS only, WSN, EKF, and IEKF. PMID:24693225
Chen, Xiyuan; Wang, Xiying; Xu, Yuan
2014-01-01
This paper deals with the problem of state estimation for the vector-tracking loop of a software-defined Global Positioning System (GPS) receiver. For a nonlinear system that has the model error and white Gaussian noise, a noise statistics estimator is used to estimate the model error, and based on this, a modified iterated extended Kalman filter (IEKF) named adaptive iterated Kalman filter (AIEKF) is proposed. A vector-tracking GPS receiver utilizing AIEKF is implemented to evaluate the performance of the proposed method. Through road tests, it is shown that the proposed method has an obvious accuracy advantage over the IEKF and Adaptive Extended Kalman filter (AEKF) in position determination. The results show that the proposed method is effective to reduce the root-mean-square error (RMSE) of position (including longitude, latitude and altitude). Comparing with EKF, the position RMSE values of AIEKF are reduced by about 45.1%, 40.9% and 54.6% in the east, north and up directions, respectively. Comparing with IEKF, the position RMSE values of AIEKF are reduced by about 25.7%, 19.3% and 35.7% in the east, north and up directions, respectively. Compared with AEKF, the position RMSE values of AIEKF are reduced by about 21.6%, 15.5% and 30.7% in the east, north and up directions, respectively. PMID:25502124
Neural Network Aided Adaptive Extended Kalman Filtering Approach for DGPS Positioning
NASA Astrophysics Data System (ADS)
Jwo, Dah-Jing; Huang, Hung-Chih
2004-09-01
The extended Kalman filter, when employed in the GPS receiver as the navigation state estimator, provides optimal solutions if the noise statistics for the measurement and system are completely known. In practice, the noise varies with time, which results in performance degradation. The covariance matching method is a conventional adaptive approach for estimation of noise covariance matrices. The technique attempts to make the actual filter residuals consistent with their theoretical covariance. However, this innovation-based adaptive estimation shows very noisy results if the window size is small. To resolve the problem, a multilayered neural network is trained to identify the measurement noise covariance matrix, in which the back-propagation algorithm is employed to iteratively adjust the link weights using the steepest descent technique. Numerical simulations show that based on the proposed approach the adaptation performance is substantially enhanced and the positioning accuracy is substantially improved.
NASA Astrophysics Data System (ADS)
Dong, Gangqi; Zhu, Zheng H.
2016-05-01
This paper presents a real-time, vision-based algorithm for the pose and motion estimation of non-cooperative targets and its application in visual servo robotic manipulator to perform autonomous capture. A hybrid approach of adaptive extended Kalman filter and photogrammetry is developed for the real-time pose and motion estimation of non-cooperative targets. Based on the pose and motion estimates, the desired pose and trajectory of end-effector is defined and the corresponding desired joint angles of the robotic manipulator are derived by inverse kinematics. A close-loop visual servo control scheme is then developed for the robotic manipulator to track, approach and capture the target. Validating experiments are designed and performed on a custom-built six degrees of freedom robotic manipulator with an eye-in-hand configuration. The experimental results demonstrate the feasibility, effectiveness and robustness of the proposed adaptive extended Kalman filter enabled pose and motion estimation and visual servo strategy.
NASA Astrophysics Data System (ADS)
Wang, Xudong; Syrmos, Vassilis L.
2004-07-01
In this paper, an adaptive reconfigurable control system based on extended Kalman filter approach and eigenstructure assignments is proposed. System identification is carried out using an extended Kalman filter (EKF) approach. An eigenstructure assignment (EA) technique is applied for reconfigurable feedback control law design to recover the system dynamic performance. The reconfigurable feedforward controllers are designed to achieve the steady-state tracking using input weighting approach. The proposed scheme can identify not only actuator and sensor variations, but also changes in the system structures using the extended Kalman filtering method. The overall design is robust with respect to uncertainties in the state-space matrices of the reconfigured system. To illustrate the effectiveness of the proposed reconfigurable control system design technique, an aircraft longitudinal vertical takeoff and landing (VTOL) control system is used to demonstrate the reconfiguration procedure.
Wang, Xin; Wu, Linhui; Yi, Xi; Zhang, Yanqi; Zhang, Limin; Zhao, Huijuan; Gao, Feng
2015-01-01
Due to both the physiological and morphological differences in the vascularization between healthy and diseased tissues, pharmacokinetic diffuse fluorescence tomography (DFT) can provide contrast-enhanced and comprehensive information for tumor diagnosis and staging. In this regime, the extended Kalman filtering (EKF) based method shows numerous advantages including accurate modeling, online estimation of multiparameters, and universal applicability to any optical fluorophore. Nevertheless the performance of the conventional EKF highly hinges on the exact and inaccessible prior knowledge about the initial values. To address the above issues, an adaptive-EKF scheme is proposed based on a two-compartmental model for the enhancement, which utilizes a variable forgetting-factor to compensate the inaccuracy of the initial states and emphasize the effect of the current data. It is demonstrated using two-dimensional simulative investigations on a circular domain that the proposed adaptive-EKF can obtain preferable estimation of the pharmacokinetic-rates to the conventional-EKF and the enhanced-EKF in terms of quantitativeness, noise robustness, and initialization independence. Further three-dimensional numerical experiments on a digital mouse model validate the efficacy of the method as applied in realistic biological systems. PMID:26089975
Adaptable Iterative and Recursive Kalman Filter Schemes
NASA Technical Reports Server (NTRS)
Zanetti, Renato
2014-01-01
Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.
NASA Astrophysics Data System (ADS)
Xiong, Rui; Gong, Xianzhi; Mi, Chunting Chris; Sun, Fengchun
2013-12-01
This paper presents a novel data-driven based approach for the estimation of the state of charge (SoC) of multiple types of lithium ion battery (LiB) cells with adaptive extended Kalman filter (AEKF). A modified second-order RC network based battery model is employed for the state estimation. Based on the battery model and experimental data, the SoC variation per mV voltage for different types of battery chemistry is analyzed and the parameters are identified. The AEKF algorithm is then employed to achieve accurate data-driven based SoC estimation, and the multi-parameter, closed loop feedback system is used to achieve robustness. The accuracy and convergence of the proposed approach is analyzed for different types of LiB cells, including convergence behavior of the model with a large initial SoC error. The results show that the proposed approach has good accuracy for different types of LiB cells, especially for C/LFP LiB cell that has a flat open circuit voltage (OCV) curve. The experimental results show good agreement with the estimation results with maximum error being less than 3%.
NASA Astrophysics Data System (ADS)
Wang, Xin; Wu, Linhui; Yi, Xi; Zhang, Limin; Gao, Feng; Zhao, Huijuan
2014-03-01
According to the morphological differences in the vascularization between healthy and diseased tissues, pharmacokinetic-rate images of fluorophore can provide diagnostic information for tumor differentiation, and especially have the potential for staging of tumors. In this paper, fluorescence diffuse optical tomography method is firstly used to acquire metabolism-related time-course images of the fluorophore concentration. Based on a two-compartment model comprised of plasma and extracelluar-extravascular space, we next propose an adaptive-EKF framework to estimate the pharmacokinetic-rate images. With the aid of a forgetting factor, the adaptive-EKF compensate the inaccuracy initial values and emphasize the effect of the current data in order to realize a better online estimation compared with the conventional EKF. We use simulate data to evaluate the performance of the proposed methodology. The results suggest that the adaptive-EKF can obtain preferable pharmacokinetic-rate images than the conventional EKF with higher quantitativeness and noise robustness.
Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping
2014-01-01
High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method. PMID:25479331
Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping
2014-01-01
High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method. PMID:25479331
Q-Method Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Zanetti, Renato; Ainscough, Thomas; Christian, John; Spanos, Pol D.
2012-01-01
A new algorithm is proposed that smoothly integrates non-linear estimation of the attitude quaternion using Davenport s q-method and estimation of non-attitude states through an extended Kalman filter. The new method is compared to a similar existing algorithm showing its similarities and differences. The validity of the proposed approach is confirmed through numerical simulations.
NASA Astrophysics Data System (ADS)
Takeuchi, Tsubasa; Mita, Akira
2015-04-01
Recently damage detection methods based on measured vibration data for structural health monitoring (SHM) have been intensively studied. In order to decrease the number of required sensors, however, most of their methods focus only on single dimensional systems, in spite that there are some cases that torsional vibration greatly affect for structural damage. Although some studies consider multiple dimensional systems using frame structures, usually they need lots of sensors and calculation is time-consuming. Therefore, the balance between the cost and the particularity is very important for SHM system. In this paper, a method to localize the damaged area of multi-story buildings considering torsional components is proposed to detect the damage simply and particularly. This method focuses on shift in the center of rigidity caused by induced damage. The damaged quadrant of a certain story is identified comparing story eccentric distances of before and after damage-inducing seismic events. An adaptive extended Kalman filter (AEKF) is utilized to identify unknown structural parameters. Using a model which has four columns in each floor, several cases are considered in the verification study to disclose the capability of our proposed method.
Misguided resistance using extended Kalman filter for imaging seeker
NASA Astrophysics Data System (ADS)
Li, Fugui; Bu, Kuichen; Zhao, Hong
2015-10-01
Fake targets had essential effect on target trace and guidance information extraction. Measures based on extended Kalman filter were recommended in this paper. The model of an imaging seeker was established firstly. Then the interfered model that the imaging seeker was misguided by the fake targets was introduced. The process how the fake targets misguided the imaging seeker was analyzed. An extended Kalman filter was established in the sphere coordinates, which could help to enhance the estimate level. The measurement of the seeker was transformed to the suitable information to spur the extended Kalman filter. The strategies were composed of four stages. Before the fake targets appeared, the extended Kalman filter estimated the motion information and the trend of the target quickly. When the fake targets appeared, the motion of the seeker will be controlled with the information predicted by the extended Kalman filter. The measured information of the seeker will not be used as stimulus to the extended Kalman filter until the true target was identified. After the true target was chosen, the seeker averted to the real target, and the angular information of line of sight measured by the seeker would be used to ensure the stability of the extended Kalman filter. When the transit time of the seeker from the previous direction to the target was finished, the rate of line of sight will be used to make the extended Kalman filter converged quickly. Theoretical analysis and simulation results show that the method is reasonable and efficient.
Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.
Tseng, Chien-Hao; Lin, Sheng-Fuu; Jwo, Dah-Jing
2016-01-01
This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF) is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD) parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF), unscented Kalman filter (UKF), and CKF approaches. PMID:27472336
Subsurface characterization with localized ensemble Kalman filter employing adaptive thresholding
NASA Astrophysics Data System (ADS)
Delijani, Ebrahim Biniaz; Pishvaie, Mahmoud Reza; Boozarjomehry, Ramin Bozorgmehry
2014-07-01
Ensemble Kalman filter, EnKF, as a Monte Carlo sequential data assimilation method has emerged promisingly for subsurface media characterization during past decade. Due to high computational cost of large ensemble size, EnKF is limited to small ensemble set in practice. This results in appearance of spurious correlation in covariance structure leading to incorrect or probable divergence of updated realizations. In this paper, a universal/adaptive thresholding method is presented to remove and/or mitigate spurious correlation problem in the forecast covariance matrix. This method is, then, extended to regularize Kalman gain directly. Four different thresholding functions have been considered to threshold forecast covariance and gain matrices. These include hard, soft, lasso and Smoothly Clipped Absolute Deviation (SCAD) functions. Three benchmarks are used to evaluate the performances of these methods. These benchmarks include a small 1D linear model and two 2D water flooding (in petroleum reservoirs) cases whose levels of heterogeneity/nonlinearity are different. It should be noted that beside the adaptive thresholding, the standard distance dependant localization and bootstrap Kalman gain are also implemented for comparison purposes. We assessed each setup with different ensemble sets to investigate the sensitivity of each method on ensemble size. The results indicate that thresholding of forecast covariance yields more reliable performance than Kalman gain. Among thresholding function, SCAD is more robust for both covariance and gain estimation. Our analyses emphasize that not all assimilation cycles do require thresholding and it should be performed wisely during the early assimilation cycles. The proposed scheme of adaptive thresholding outperforms other methods for subsurface characterization of underlying benchmarks.
Effects of measurement unobservability on neural extended Kalman filter tracking
NASA Astrophysics Data System (ADS)
Stubberud, Stephen C.; Kramer, Kathleen A.
2009-05-01
An important component of tracking fusion systems is the ability to fuse various sensors into a coherent picture of the scene. When multiple sensor systems are being used in an operational setting, the types of data vary. A significant but often overlooked concern of multiple sensors is the incorporation of measurements that are unobservable. An unobservable measurement is one that may provide information about the state, but cannot recreate a full target state. A line of bearing measurement, for example, cannot provide complete position information. Often, such measurements come from passive sensors such as a passive sonar array or an electronic surveillance measure (ESM) system. Unobservable measurements will, over time, result in the measurement uncertainty to grow without bound. While some tracking implementations have triggers to protect against the detrimental effects, many maneuver tracking algorithms avoid discussing this implementation issue. One maneuver tracking technique is the neural extended Kalman filter (NEKF). The NEKF is an adaptive estimation algorithm that estimates the target track as it trains a neural network on line to reduce the error between the a priori target motion model and the actual target dynamics. The weights of neural network are trained in a similar method to the state estimation/parameter estimation Kalman filter techniques. The NEKF has been shown to improve target tracking accuracy through maneuvers and has been use to predict target behavior using the new model that consists of the a priori model and the neural network. The key to the on-line adaptation of the NEKF is the fact that the neural network is trained using the same residuals as the Kalman filter for the tracker. The neural network weights are treated as augmented states to the target track. Through the state-coupling function, the weights are coupled to the target states. Thus, if the measurements cause the states of the target track to be unobservable, then the
Extended Kalman Filter Based Neural Networks Controller For Hot Strip Rolling mill
NASA Astrophysics Data System (ADS)
Moussaoui, A. K.; Abbassi, H. A.; Bouazza, S.
2008-06-01
The present paper deals with the application of an Extended Kalman filter based adaptive Neural-Network control scheme to improve the performance of a hot strip rolling mill. The suggested Neural Network model was implemented using Bayesian Evidence based training algorithm. The control input was estimated iteratively by an on-line extended Kalman filter updating scheme basing on the inversion of the learned neural networks model. The performance of the controller is evaluated using an accurate model estimated from real rolling mill input/output data, and the usefulness of the suggested method is proved.
Extended Kalman Filter Based Neural Networks Controller For Hot Strip Rolling mill
Moussaoui, A. K.; Abbassi, H. A.; Bouazza, S.
2008-06-12
The present paper deals with the application of an Extended Kalman filter based adaptive Neural-Network control scheme to improve the performance of a hot strip rolling mill. The suggested Neural Network model was implemented using Bayesian Evidence based training algorithm. The control input was estimated iteratively by an on-line extended Kalman filter updating scheme basing on the inversion of the learned neural networks model. The performance of the controller is evaluated using an accurate model estimated from real rolling mill input/output data, and the usefulness of the suggested method is proved.
NASA Astrophysics Data System (ADS)
Ahrens, H.; Argin, F.; Klinkenbusch, L.
2013-07-01
The non-invasive and radiation-free imaging of the electrical activity of the heart with Electrocardiography (ECG) or Magnetocardiography (MCG) can be helpful for physicians for instance in the localization of the origin of cardiac arrhythmia. In this paper we compare two Kalman Filter algorithms for the solution of a nonlinear state-space model and for the subsequent imaging of the activation/depolarization times of the heart muscle: the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The algorithms are compared for simulations of a (6×6) magnetometer array, a torso model with piecewise homogeneous conductivities, 946 current dipoles located in a small part of the heart (apex), and several noise levels. It is found that for all tested noise levels the convergence of the activation times is faster for the UKF.
Extended Kalman filter sensor failure detection method for pressurizer monitoring
Filho, E.O.A.; Nakata, H. )
1992-01-01
This work presents the development of the sensor failure detection and isolation system (FDIS) methodology, which is suitable for implementation in nuclear plant control systems. The methodology is based on the extended Kalman filter applied to a pressurized water reactor pressurizer. The utilization of the Kalman filter follows the standard procedure: First, an estimate of the state variables and the corresponding covariances are obtained; then, based on the state equations, the estimated state variables are propagated until the next measurements for the new estimate.
Estimating Power System Dynamic States Using Extended Kalman Filter
Huang, Zhenyu; Schneider, Kevin P.; Nieplocha, Jaroslaw; Zhou, Ning
2014-10-31
Abstract—The state estimation tools which are currently deployed in power system control rooms are based on a steady state assumption. As a result, the suite of operational tools that rely on state estimation results as inputs do not have dynamic information available and their accuracy is compromised. This paper investigates the application of Extended Kalman Filtering techniques for estimating dynamic states in the state estimation process. The new formulated “dynamic state estimation” includes true system dynamics reflected in differential equations, not like previously proposed “dynamic state estimation” which only considers the time-variant snapshots based on steady state modeling. This new dynamic state estimation using Extended Kalman Filter has been successfully tested on a multi-machine system. Sensitivity studies with respect to noise levels, sampling rates, model errors, and parameter errors are presented as well to illustrate the robust performance of the developed dynamic state estimation process.
Streamflow Data Assimilation in SWAT Model Using Extended Kalman Filter
NASA Astrophysics Data System (ADS)
Sun, L.; Nistor, I.; Seidou, O.
2014-12-01
Although Extended Kalman Filter (EKF) is regarded as the de facto method for the application of Kalman Filter in non-linear system, it's application to complex distributed hydrological models faces a lot of challenges. Ensemble Kalman Filter (EnKF) is often preferred because it avoids the calculation of the linearization Jacobian Matrix and the propagation of estimation error covariance. EnKF is however difficult to apply to large models because of the huge computation demand needed for parallel propagation of ensemble members. This paper deals with the application of EKF in stream flow prediction using the SWAT model in the watershed of Senegal River, West Africa. In the Jacobian Matrix calculation, SWAT is regarded as a black box model and the derivatives are calculated in the form of differential equations. The state vector is the combination of runoff, soil, shallow aquifer and deep aquifer water contents. As an initial attempt, only stream flow observations are assimilated. Despite the fact that EKF is a sub-optimal filter, the coupling of EKF significantly improves the estimation of daily streamflow. The results of SWAT+EKF are also compared to those of a simpler quasi linear streamflow prediction model where both state and parameters are updated with the EKF.
Temperature profile retrievals with extended Kalman-Bucy filters
NASA Technical Reports Server (NTRS)
Ledsham, W. H.; Staelin, D. H.
1979-01-01
The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.
Distributed Dynamic State Estimation with Extended Kalman Filter
Du, Pengwei; Huang, Zhenyu; Sun, Yannan; Diao, Ruisheng; Kalsi, Karanjit; Anderson, Kevin K.; Li, Yulan; Lee, Barry
2011-08-04
Increasing complexity associated with large-scale renewable resources and novel smart-grid technologies necessitates real-time monitoring and control. Our previous work applied the extended Kalman filter (EKF) with the use of phasor measurement data (PMU) for dynamic state estimation. However, high computation complexity creates significant challenges for real-time applications. In this paper, the problem of distributed dynamic state estimation is investigated. One domain decomposition method is proposed to utilize decentralized computing resources. The performance of distributed dynamic state estimation is tested on a 16-machine, 68-bus test system.
Model Calibration of Exciter and PSS Using Extended Kalman Filter
Kalsi, Karanjit; Du, Pengwei; Huang, Zhenyu
2012-07-26
Power system modeling and controls continue to become more complex with the advent of smart grid technologies and large-scale deployment of renewable energy resources. As demonstrated in recent studies, inaccurate system models could lead to large-scale blackouts, thereby motivating the need for model calibration. Current methods of model calibration rely on manual tuning based on engineering experience, are time consuming and could yield inaccurate parameter estimates. In this paper, the Extended Kalman Filter (EKF) is used as a tool to calibrate exciter and Power System Stabilizer (PSS) models of a particular type of machine in the Western Electricity Coordinating Council (WECC). The EKF-based parameter estimation is a recursive prediction-correction process which uses the mismatch between simulation and measurement to adjust the model parameters at every time step. Numerical simulations using actual field test data demonstrate the effectiveness of the proposed approach in calibrating the parameters.
Objects tracking with adaptive correlation filters and Kalman filtering
NASA Astrophysics Data System (ADS)
Ontiveros-Gallardo, Sergio E.; Kober, Vitaly
2015-09-01
Object tracking is commonly used for applications such as video surveillance, motion based recognition, and vehicle navigation. In this work, a tracking system using adaptive correlation filters and robust Kalman prediction of target locations is proposed. Tracking is performed by means of multiple object detections in reduced frame areas. A bank of filters is designed from multiple views of a target using synthetic discriminant functions. An adaptive approach is used to improve discrimination capability of the synthesized filters adapting them to multiple types of backgrounds. With the help of computer simulation, the performance of the proposed algorithm is evaluated in terms of detection efficiency and accuracy of object tracking.
The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation.
Gao, Siwei; Liu, Yanheng; Wang, Jian; Deng, Weiwen; Oh, Heekuck
2016-01-01
This paper proposes a multi-sensory Joint Adaptive Kalman Filter (JAKF) through extending innovation-based adaptive estimation (IAE) to estimate the motion state of the moving vehicles ahead. JAKF views Lidar and Radar data as the source of the local filters, which aims to adaptively adjust the measurement noise variance-covariance (V-C) matrix 'R' and the system noise V-C matrix 'Q'. Then, the global filter uses R to calculate the information allocation factor 'β' for data fusion. Finally, the global filter completes optimal data fusion and feeds back to the local filters to improve the measurement accuracy of the local filters. Extensive simulation and experimental results show that the JAKF has better adaptive ability and fault tolerance. JAKF enables one to bridge the gap of the accuracy difference of various sensors to improve the integral filtering effectivity. If any sensor breaks down, the filtered results of JAKF still can maintain a stable convergence rate. Moreover, the JAKF outperforms the conventional Kalman filter (CKF) and the innovation-based adaptive Kalman filter (IAKF) with respect to the accuracy of displacement, velocity, and acceleration, respectively. PMID:27438835
The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation
Gao, Siwei; Liu, Yanheng; Wang, Jian; Deng, Weiwen; Oh, Heekuck
2016-01-01
This paper proposes a multi-sensory Joint Adaptive Kalman Filter (JAKF) through extending innovation-based adaptive estimation (IAE) to estimate the motion state of the moving vehicles ahead. JAKF views Lidar and Radar data as the source of the local filters, which aims to adaptively adjust the measurement noise variance-covariance (V-C) matrix ‘R’ and the system noise V-C matrix ‘Q’. Then, the global filter uses R to calculate the information allocation factor ‘β’ for data fusion. Finally, the global filter completes optimal data fusion and feeds back to the local filters to improve the measurement accuracy of the local filters. Extensive simulation and experimental results show that the JAKF has better adaptive ability and fault tolerance. JAKF enables one to bridge the gap of the accuracy difference of various sensors to improve the integral filtering effectivity. If any sensor breaks down, the filtered results of JAKF still can maintain a stable convergence rate. Moreover, the JAKF outperforms the conventional Kalman filter (CKF) and the innovation-based adaptive Kalman filter (IAKF) with respect to the accuracy of displacement, velocity, and acceleration, respectively. PMID:27438835
Extended Kalman filter for multiwavelength differential absorption lidar
NASA Astrophysics Data System (ADS)
Warren, Russell E.; Vanderbeek, Richard G.
2001-08-01
Our earlier study described an approach for estimating the path-integrated concentration, CL, of a set of vapor materials using time series data from topographic backscatter lidar with frequency-agile lasers. That methodology assumed the availability of background data samples collected before the release of the vapors of interest to estimate statistical parameters such as the mean topographic backscatter return and the transmitter energy mean and variance as a function of wavelength. The background data were then used in an extended Kalman filter approach for estimating the CL components as a function of time. That approach worked well for data that showed negligible drift in the mean parameters over the data collection time. In practice, however, the transmitter energy and background return can drift, producing substantial bias in the estimates. In this paper we generalize the approach to a more complete state model that includes the mean transmitter energy and background return in addition to the CL vapor set. This generalization allows the algorithm to track slow drift in those parameters and provides generally improved estimates. Results of the new algorithm are compared with those of a two-wavelength classical DIAL estimator on synthetic and field test data.
Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Miller, Bard A.; Howard, Samuel A.
2008-01-01
An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.
Identifying Bearing Rotodynamic Coefficients Using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Miller, Brad A.; Howard, Samuel A.
2008-01-01
An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter's performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.
Application of Consider Covariance to the Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Lundberg, John B.
1996-01-01
The extended Kalman filter (EKF) is the basis for many applications of filtering theory to real-time problems where estimates of the state of a dynamical system are to be computed based upon some set of observations. The form of the EKF may vary somewhat from one application to another, but the fundamental principles are typically unchanged among these various applications. As is the case in many filtering applications, models of the dynamical system (differential equations describing the state variables) and models of the relationship between the observations and the state variables are created. These models typically employ a set of constants whose values are established my means of theory or experimental procedure. Since the estimates of the state are formed assuming that the models are perfect, any modeling errors will affect the accuracy of the computed estimates. Note that the modeling errors may be errors of commission (errors in terms included in the model) or omission (errors in terms excluded from the model). Consequently, it becomes imperative when evaluating the performance of real-time filters to evaluate the effect of modeling errors on the estimates of the state.
Streamflow data assimilation in SWAT model using Extended Kalman Filter
NASA Astrophysics Data System (ADS)
Sun, Leqiang; Nistor, Ioan; Seidou, Ousmane
2015-12-01
The Extended Kalman Filter (EKF) is coupled with the Soil and Water Assessment Tools (SWAT) model in the streamflow assimilation of the upstream Senegal River in West Africa. Given the large number of distributed variables in SWAT, only the average watershed scale variables are included in the state vector and the Hydrological Response Unit (HRU) scale variables are updated with the a posteriori/a priori ratio of their watershed scale counterparts. The Jacobian matrix is calculated numerically by perturbing the state variables. Both the soil moisture and CN2 are significantly updated in the wet season, yet they have opposite update patterns. A case study for a large flood forecast shows that for up to seven days, the streamflow forecast is moderately improved using the EKF-subsequent open loop scheme but significantly improved with a newly designed quasi-error update scheme. The former has better performances in the flood rising period while the latter has better performances in the recession period. For both schemes, the streamflow forecast is improved more significantly when the lead time is shorter.
An extended Kalman filter for spinning spacecraft attitude estimation
NASA Technical Reports Server (NTRS)
Baker, David F.
1991-01-01
An extended Kalman filter for real-time ground attitude estimation of a gyro-less spinning spacecraft was developed and tested. The filter state vector includes the angular momentum direction, phase angle, inertial nutation angle, and inertial and body nutation rates. The filter solves for the nutating three-axis attitude and accounts for effects due to principle axes offset from the body axes. The attitude is propagated using the kinematics of a rigid body symmetric about the principle spin axis; disturbance torques are assumed to be small. Filter updates consist only of the measured angles between celestial objects (Sun, Earth, etc.) and the nominal spin axis, and the times these angles were measured. Both simulated data and real data from the Dynamics Explorer -A (DE-A) spacecraft were used to test the filter; the results are presented. Convergence was achieved rapidly from a wide range of a priori state estimates, and sub-degree accuracy was attained. Systematic errors affecting the solution accuracy are discussed, as are the results of an attempt to solve for sensor measurement angle biases in the state vector.
Estimating short-period dynamics using an extended Kalman filter
NASA Technical Reports Server (NTRS)
Bauer, Jeffrey E.; Andrisani, Dominick
1990-01-01
An extended Kalman filter (EKF) is used to estimate the parameters of a low-order model from aircraft transient response data. The low-order model is a state space model derived from the short-period approximation of the longitudinal aircraft dynamics. The model corresponds to the pitch rate to stick force transfer function currently used in flying qualities analysis. Because of the model chosen, handling qualities information is also obtained. The parameters are estimated from flight data as well as from a six-degree-of-freedom, nonlinear simulation of the aircraft. These two estimates are then compared and the discrepancies noted. The low-order model is able to satisfactorily match both flight data and simulation data from a high-order computer simulation. The parameters obtained from the EKF analysis of flight data are compared to those obtained using frequency response analysis of the flight data. Time delays and damping ratios are compared and are in agreement. This technique demonstrates the potential to determine, in near real time, the extent of differences between computer models and the actual aircraft. Precise knowledge of these differences can help to determine the flying qualities of a test aircraft and lead to more efficient envelope expansion.
Estimating ice-affected streamflow by extended Kalman filtering
Holtschlag, D.J.; Grewal, M.S.
1998-01-01
An extended Kalman filter was developed to automate the real-time estimation of ice-affected streamflow on the basis of routine measurements of stream stage and air temperature and on the relation between stage and streamflow during open-water (ice-free) conditions. The filter accommodates three dynamic modes of ice effects: sudden formation/ablation, stable ice conditions, and eventual elimination. The utility of the filter was evaluated by applying it to historical data from two long-term streamflow-gauging stations, St. John River at Dickey, Maine and Platte River at North Bend, Nebr. Results indicate that the filter was stable and that parameters converged for both stations, producing streamflow estimates that are highly correlated with published values. For the Maine station, logarithms of estimated streamflows are within 8% of the logarithms of published values 87.2% of the time during periods of ice effects and within 15% 96.6% of the time. Similarly, for the Nebraska station, logarithms of estimated streamflows are within 8% of the logarithms of published values 90.7% of the time and within 15% 97.7% of the time. In addition, the correlation between temporal updates and published streamflows on days of direct measurements at the Maine station was 0.777 and 0.998 for ice-affected and open-water periods, respectively; for the Nebraska station, corresponding correlations were 0.864 and 0.997.
Some interesting observations regarding the initialization of unscented and extended Kalman filters
NASA Astrophysics Data System (ADS)
Noushin, A. J.; Daum, F. E.
2008-04-01
Contrary to assertions in the literature, we show that the Extended Kalman Filter (EKF) is superior to the Unscented Kalman Filter (UKF) for certain nonlinear estimation problems. In particular, for nonlinearities that are odd functions of the state vector (e.g., x 3) the Unscented Kalman Filter usually performs well, whereas for even nonlinearities (e.g., x2), the Extended Kalman Filter is sometimes much better than the Unscented Kalman Filter. This is contrary to the usual engineering folklore, and therefore we have checked our results very thoroughly. In particular, the Unscented Kalman Filter correctly approximates the conditional mean using a 4th order Gauss-Hermite quadrature, in contrast to the Extended Kalman Filter which uses a simple 0th order approximation, but the conditional mean is not the desired estimate in practical applications for strongly bimodal conditional probability densities, which are induced by even nonlinearities, owing to a sign ambiguity. On the other hand, even nonlinearities do not always induce multimodal densities that persist for a significant amount of time, and thus the Unscented Kalman Filter sometimes performs well for such problems. We study the effects of initial uncertainty of the state vector and nonlinearity in measurements.
Analysis of dynamic deformation processes with adaptive KALMAN-filtering
NASA Astrophysics Data System (ADS)
Eichhorn, Andreas
2007-05-01
In this paper the approach of a full system analysis is shown quantifying a dynamic structural ("white-box"-) model for the calculation of thermal deformations of bar-shaped machine elements. The task was motivated from mechanical engineering searching new methods for the precise prediction and computational compensation of thermal influences in the heating and cooling phases of machine tools (i.e. robot arms, etc.). The quantification of thermal deformations under variable dynamic loads requires the modelling of the non-stationary spatial temperature distribution inside the object. Based upon FOURIERS law of heat flow the high-grade non-linear temperature gradient is represented by a system of partial differential equations within the framework of a dynamic Finite Element topology. It is shown that adaptive KALMAN-filtering is suitable to quantify relevant disturbance influences and to identify thermal parameters (i.e. thermal diffusivity) with a deviation of only 0,2%. As result an identified (and verified) parametric model for the realistic prediction respectively simulation of dynamic temperature processes is presented. Classifying the thermal bend as the main deformation quantity of bar-shaped machine tools, the temperature model is extended to a temperature deformation model. In lab tests thermal load steps are applied to an aluminum column. Independent control measurements show that the identified model can be used to predict the columns bend with a mean deviation (
Extended Kalman filter based structural damage detection for MR damper controlled structures
NASA Astrophysics Data System (ADS)
Jin, Chenhao; Jang, Shinae; Sun, Xiaorong; Jiang, Zhaoshuo; Christenson, Richard
2016-04-01
The Magneto-rheological (MR) dampers have been widely used in many building and bridge structures against earthquake and wind loadings due to its advantages including mechanical simplicity, high dynamic range, low power requirements, large force capacity, and robustness. However, research about structural damage detection methods for MR damper controlled structures is limited. This paper aims to develop a real-time structural damage detection method for MR damper controlled structures. A novel state space model of MR damper controlled structure is first built by combining the structure's equation of motion and MR damper's hyperbolic tangent model. In this way, the state parameters of both the structure and MR damper are added in the state vector of the state space model. Extended Kalman filter is then used to provide prediction for state variables from measurement data. The two techniques are synergistically combined to identify parameters and track the changes of both structure and MR damper in real time. The proposed method is tested using response data of a three-floor MR damper controlled linear building structure under earthquake excitation. The testing results show that the adaptive extended Kalman filter based approach is capable to estimate not only structural parameters such as stiffness and damping of each floor, but also the parameters of MR damper, so that more insights and understanding of the damage can be obtained. The developed method also demonstrates high damage detection accuracy and light computation, as well as the potential to implement in a structural health monitoring system.
Extended Kalman filtering applied to a two-axis robotic arm with flexible links
Lertpiriyasuwat, V.; Berg, M.C.; Buffinton, K.W.
2000-03-01
An industrial robot today uses measurements of its joint positions and models of its kinematics and dynamics to estimate and control its end-effector position. Substantially better end-effector position estimation and control performance would be obtainable if direct measurements of its end-effector position were also used. The subject of this paper is extended Kalman filtering for precise estimation of the position of the end-effector of a robot using, in addition to the usual measurements of the joint positions, direct measurements of the end-effector position. The estimation performances of extended Kalman filters are compared in applications to a planar two-axis robotic arm with very flexible links. The comparisons shed new light on the dependence of extended Kalman filter estimation performance on the quality of the model of the arm dynamics that the extended Kalman filter operates with.
Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario
NASA Technical Reports Server (NTRS)
Gaebler, John; Hur-Diaz. Sun; Carpenter, Russell
2010-01-01
Sigma-point filters have received a lot of attention in recent years as a better alternative to extended Kalman filters for highly nonlinear problems. In this paper, we compare the performance of the additive divided difference sigma-point filter to the extended Kalman filter when applied to orbit determination of a realistic operational scenario based on the Interstellar Boundary Explorer mission. For the scenario studied, both filters provided equivalent results. The performance of each is discussed in detail.
NASA Technical Reports Server (NTRS)
Ledsham, W. H.; Staelin, D. H.
1978-01-01
An extended Kalman-Bucy filter has been implemented for atmospheric temperature profile retrievals from observations made using the Scanned Microwave Spectrometer (SCAMS) instrument carried on the Nimbus 6 satellite. This filter has the advantage that it requires neither stationary statistics in the underlying processes nor linear production of the observed variables from the variables to be estimated. This extended Kalman-Bucy filter has yielded significant performance improvement relative to multiple regression retrieval methods. A multi-spot extended Kalman-Bucy filter has also been developed in which the temperature profiles at a number of scan angles in a scanning instrument are retrieved simultaneously. These multi-spot retrievals are shown to outperform the single-spot Kalman retrievals.
Recursive starlight and bias estimation for high-contrast imaging with an extended Kalman filter
NASA Astrophysics Data System (ADS)
Riggs, A. J. Eldorado; Kasdin, N. Jeremy; Groff, Tyler D.
2016-01-01
For imaging faint exoplanets and disks, a coronagraph-equipped observatory needs focal plane wavefront correction to recover high contrast. The most efficient correction methods iteratively estimate the stellar electric field and suppress it with active optics. The estimation requires several images from the science camera per iteration. To maximize the science yield, it is desirable both to have fast wavefront correction and to utilize all the correction images for science target detection. Exoplanets and disks are incoherent with their stars, so a nonlinear estimator is required to estimate both the incoherent intensity and the stellar electric field. Such techniques assume a high level of stability found only on space-based observatories and possibly ground-based telescopes with extreme adaptive optics. In this paper, we implement a nonlinear estimator, the iterated extended Kalman filter (IEKF), to enable fast wavefront correction and a recursive, nearly-optimal estimate of the incoherent light. In Princeton's High Contrast Imaging Laboratory, we demonstrate that the IEKF allows wavefront correction at least as fast as with a Kalman filter and provides the most accurate detection of a faint companion. The nonlinear IEKF formalism allows us to pursue other strategies such as parameter estimation to improve wavefront correction.
Monitoring hydraulic fractures: state estimation using an extended Kalman filter
NASA Astrophysics Data System (ADS)
Alves Rochinha, Fernando; Peirce, Anthony
2010-02-01
There is considerable interest in using remote elastostatic deformations to identify the evolving geometry of underground fractures that are forced to propagate by the injection of high pressure viscous fluids. These so-called hydraulic fractures are used to increase the permeability in oil and gas reservoirs as well as to pre-fracture ore-bodies for enhanced mineral extraction. The undesirable intrusion of these hydraulic fractures into environmentally sensitive areas or into regions in mines which might pose safety hazards has stimulated the search for techniques to enable the evolving hydraulic fracture geometries to be monitored. Previous approaches to this problem have involved the inversion of the elastostatic data at isolated time steps in the time series provided by tiltmeter measurements of the displacement gradient field at selected points in the elastic medium. At each time step, parameters in simple static models of the fracture (e.g. a single displacement discontinuity) are identified. The approach adopted in this paper is not to regard the sequence of sampled elastostatic data as independent, but rather to treat the data as linked by the coupled elastic-lubrication equations that govern the propagation of the evolving hydraulic fracture. We combine the Extended Kalman Filter (EKF) with features of a recently developed implicit numerical scheme to solve the coupled free boundary problem in order to form a novel algorithm to identify the evolving fracture geometry. Numerical experiments demonstrate that, despite excluding significant physical processes in the forward numerical model, the EKF-numerical algorithm is able to compensate for the un-modeled dynamics by using the information fed back from tiltmeter data. Indeed the proposed algorithm is able to provide reasonably faithful estimates of the fracture geometry, which are shown to converge to the actual hydraulic fracture geometry as the number of tiltmeters is increased. Since the location of
Algorithme d'adaptation du filtre de Kalman aux variations soudaines de bruit
NASA Astrophysics Data System (ADS)
Canciu, Vintila
This research targets the case of Kalman filtering as applied to linear time-invariant systems having unknown process noise covariance and measurement noise covariance matrices and addresses the problem represented by the incomplete a priori knowledge of these two filter initialization parameters. The goal of this research is to determine in realtime both the process covariance matrix and the noise covariance matrix in the context of adaptive Kalman filtering. The resultant filter, called evolutionary adaptive Kalman filter, is able to adapt to sudden noise variations and constitutes a hybrid solution for adaptive Kalman filtering based on metaheuristic algorithms. MATLAB/Simulink simulation using several processes and covariance matrices plus comparison with other filters was selected as validation method. The Cramer-Rae Lower Bound (CRLB) was used as performance criterion. The thesis begins with a description of the problem under consideration (the design of a Kalman filter that is able to adapt to sudden noise variations) followed by a typical application (INS-GPS integrated navigation system) and by a statistical analysis of publications related to adaptive Kalman filtering. Next, the thesis presents the current architectures of the adaptive Kalman filtering: the innovation adaptive estimator (IAE) and the multiple model adaptive estimator (MMAE). It briefly presents their formulation, their behavior, and the limit of their performances. The thesis continues with the architectural synthesis of the evolutionary adaptive Kalman filter. The steps involved in the solution of the problem under consideration is also presented: an analysis of Kalman filtering and sub-optimal filtering methods, a comparison of current adaptive Kalman and sub-optimal filtering methods, the emergence of evolutionary adaptive Kalman filter as an enrichment of sub-optimal filtering with the help of biological-inspired computational intelligence methods, and the step-by-step architectural
Adaptive distributed Kalman filtering with wind estimation for astronomical adaptive optics.
Massioni, Paolo; Gilles, Luc; Ellerbroek, Brent
2015-12-01
In the framework of adaptive optics (AO) for astronomy, it is a common assumption to consider the atmospheric turbulent layers as "frozen flows" sliding according to the wind velocity profile. For this reason, having knowledge of such a velocity profile is beneficial in terms of AO control system performance. In this paper we show that it is possible to exploit the phase estimate from a Kalman filter running on an AO system in order to estimate wind velocity. This allows the update of the Kalman filter itself with such knowledge, making it adaptive. We have implemented such an adaptive controller based on the distributed version of the Kalman filter, for a realistic simulation of a multi-conjugate AO system with laser guide stars on a 30 m telescope. Simulation results show that this approach is effective and promising and the additional computational cost with respect to the distributed filter is negligible. Comparisons with a previously published slope detection and ranging wind profiler are made and the impact of turbulence profile quantization is assessed. One of the main findings of the paper is that all flavors of the adaptive distributed Kalman filter are impacted more significantly by turbulence profile quantization than the static minimum mean square estimator which does not incorporate wind profile information. PMID:26831389
NASA Astrophysics Data System (ADS)
Tao, Dongwang; Li, Hui; Ma, Qiang
2016-04-01
Complete structure identification of complicate nonlinear system using extend Kalman filter (EKF) or unscented Kalman filter (UKF) may have the problems of divergence, huge computation and low estimation precision due to the large dimension of the extended state space for the system. In this article, a decentralized identification method of hysteretic system based on the joint EKF and UKF is proposed. The complete structure is divided into linear substructures and nonlinear substructures. The substructures are identified from the top to the bottom. For the linear substructure, EKF is used to identify the extended space including the displacements, velocities, stiffness and damping coefficients of the substructures, using the limited absolute accelerations and the identified interface force above the substructure. Similarly, for the nonlinear substructure, UKF is used to identify the extended space including the displacements, velocities, stiffness, damping coefficients and control parameters for the hysteretic Bouc-Wen model and the force at the interface of substructures. Finally a 10-story shear-type structure with multiple inter-story hysteresis is used for numerical simulation and is identified using the decentralized approach, and the identified results are compared with those using only EKF or UKF for the complete structure identification. The results show that the decentralized approach has the advantage of more stability, relative less computation and higher estimation precision.
Kalman filtering to suppress spurious signals in Adaptive Optics control
Poyneer, L; Veran, J P
2010-03-29
In many scenarios, an Adaptive Optics (AO) control system operates in the presence of temporally non-white noise. We use a Kalman filter with a state space formulation that allows suppression of this colored noise, hence improving residual error over the case where the noise is assumed to be white. We demonstrate the effectiveness of this new filter in the case of the estimated Gemini Planet Imager tip-tilt environment, where there are both common-path and non-common path vibrations. We discuss how this same framework can also be used to suppress spatial aliasing during predictive wavefront control assuming frozen flow in a low-order AO system without a spatially filtered wavefront sensor, and present experimental measurements from Altair that clearly reveal these aliased components.
Sabatini, Angelo M
2006-07-01
In this paper, a quaternion based extended Kalman filter (EKF) is developed for determining the orientation of a rigid body from the outputs of a sensor which is configured as the integration of a tri-axis gyro and an aiding system mechanized using a tri-axis accelerometer and a tri-axis magnetometer. The suggested applications are for studies in the field of human movement. In the proposed EKF, the quaternion associated with the body rotation is included in the state vector together with the bias of the aiding system sensors. Moreover, in addition to the in-line procedure of sensor bias compensation, the measurement noise covariance matrix is adapted, to guard against the effects which body motion and temporary magnetic disturbance may have on the reliability of measurements of gravity and earth's magnetic field, respectively. By computer simulations and experimental validation with human hand orientation motion signals, improvements in the accuracy of orientation estimates are demonstrated for the proposed EKF, as compared with filter implementations where either the in-line calibration procedure, the adaptive mechanism for weighting the measurements of the aiding system sensors, or both are not implemented. PMID:16830938
NASA Technical Reports Server (NTRS)
Lisano, M. E.
2003-01-01
This paper describes the design and initial test results of an extended Kalman filter that has been developed at Jet Propulsion Laboratory (JPL) for post-flight reconstruction of the trajectory and attitude history of a spacecraft entering a planetary atmosphere and descending upon a parachute.
Model-Based Engine Control Architecture with an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Csank, Jeffrey T.; Connolly, Joseph W.
2016-01-01
This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The non-linear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.
Model-Based Engine Control Architecture with an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Csank, Jeffrey T.; Connolly, Joseph W.
2016-01-01
This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The nonlinear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.
Extended Kalman filtering for the detection of damage in linear mechanical structures
NASA Astrophysics Data System (ADS)
Liu, X.; Escamilla-Ambrosio, P. J.; Lieven, N. A. J.
2009-09-01
This paper addresses the problem of assessing the location and extent of damage in a vibrating structure by means of vibration measurements. Frequency domain identification methods (e.g. finite element model updating) have been widely used in this area while time domain methods such as the extended Kalman filter (EKF) method, are more sparsely represented. The difficulty of applying EKF in mechanical system damage identification and localisation lies in: the high computational cost, the dependence of estimation results on the initial estimation error covariance matrix P(0), the initial value of parameters to be estimated, and on the statistics of measurement noise R and process noise Q. To resolve these problems in the EKF, a multiple model adaptive estimator consisting of a bank of EKF in modal domain was designed, each filter in the bank is based on different P(0). The algorithm was iterated by using the weighted global iteration method. A fuzzy logic model was incorporated in each filter to estimate the variance of the measurement noise R. The application of the method is illustrated by simulated and real examples.
Lall, Pradeep; Wei, Junchao; Davis, J Lynn
2014-06-24
Abstract— Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. Life prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models have
Adaptive Kalman filtering for real-time mapping of the visual field
Ward, B. Douglas; Janik, John; Mazaheri, Yousef; Ma, Yan; DeYoe, Edgar A.
2013-01-01
This paper demonstrates the feasibility of real-time mapping of the visual field for clinical applications. Specifically, three aspects of this problem were considered: (1) experimental design, (2) statistical analysis, and (3) display of results. Proper experimental design is essential to achieving a successful outcome, particularly for real-time applications. A random-block experimental design was shown to have less sensitivity to measurement noise, as well as greater robustness to error in modeling of the hemodynamic impulse response function (IRF) and greater flexibility than common alternatives. In addition, random encoding of the visual field allows for the detection of voxels that are responsive to multiple, not necessarily contiguous, regions of the visual field. Due to its recursive nature, the Kalman filter is ideally suited for real-time statistical analysis of visual field mapping data. An important feature of the Kalman filter is that it can be used for nonstationary time series analysis. The capability of the Kalman filter to adapt, in real time, to abrupt changes in the baseline arising from subject motion inside the scanner and other external system disturbances is important for the success of clinical applications. The clinician needs real-time information to evaluate the success or failure of the imaging run and to decide whether to extend, modify, or terminate the run. Accordingly, the analytical software provides real-time displays of (1) brain activation maps for each stimulus segment, (2) voxel-wise spatial tuning profiles, (3) time plots of the variability of response parameters, and (4) time plots of activated volume. PMID:22100663
NASA Technical Reports Server (NTRS)
Kelly, D. A.; Fermelia, A.; Lee, G. K. F.
1990-01-01
An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.
NASA Technical Reports Server (NTRS)
Bar-Itzhack, I. Y.; Deutschmann, J.; Markley, F. L.
1991-01-01
This work introduces, examines and compares several quaternion normalization algorithms, which are shown to be an effective stage in the application of the additive extended Kalman filter to spacecraft attitude determination, which is based on vector measurements. Three new normalization schemes are introduced. They are compared with one another and with the known brute force normalization scheme, and their efficiency is examined. Simulated satellite data are used to demonstate the performance of all four schemes.
Application of extended Kalman particle filter for dynamic interference fringe processing
NASA Astrophysics Data System (ADS)
Ermolaev, Petr A.; Volynsky, Maxim A.
2016-04-01
The application of extended Kalman particle filter for dynamic estimation of interferometric signal parameters is considered. A detail description of the algorithm is given. Proposed algorithm allows obtaining satisfactory estimates of model interferometric signals even in the presence of erroneous information on model signal parameters. It provides twice as high calculation speed in comparison with conventional particle filter by reducing the number of vectors approximating probability density function of signal parameters distribution
NASA Technical Reports Server (NTRS)
Safonov, M. G.; Athans, M.
1977-01-01
Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the Linear-Quadratic-Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have 'separation-type' property.
Application of Extended Kalman Filter Techniques for Dynamic Model Parameter Calibration
Huang, Zhenyu; Du, Pengwei; Kosterev, Dmitry; Yang, Bo
2009-07-26
Abstract -Phasor measurement has previously been used for sub-system model validation, which enables rigorous comparison of model simulation and recorded dynamics and facilitates identification of problematic model components. Recent work extends the sub-system model validation approach with a focus on how model parameters may be calibrated to match recorded dynamics. In this paper, a calibration method using Extended Kalman Filter (EKF) technique is proposed. This paper presents the formulation as well as case studies to show the validity of the EKF-based parameter calibration method. The proposed calibration method is expected to be a cost-effective means complementary to traditional equipment testing for improving dynamic model quality.
A cognition-based method to ease the computational load for an extended Kalman filter.
Li, Yanpeng; Li, Xiang; Deng, Bin; Wang, Hongqiang; Qin, Yuliang
2014-01-01
The extended Kalman filter (EKF) is the nonlinear model of a Kalman filter (KF). It is a useful parameter estimation method when the observation model and/or the state transition model is not a linear function. However, the computational requirements in EKF are a difficulty for the system. With the help of cognition-based designation and the Taylor expansion method, a novel algorithm is proposed to ease the computational load for EKF in azimuth predicting and localizing under a nonlinear observation model. When there are nonlinear functions and inverse calculations for matrices, this method makes use of the major components (according to current performance and the performance requirements) in the Taylor expansion. As a result, the computational load is greatly lowered and the performance is ensured. Simulation results show that the proposed measure will deliver filtering output with a similar precision compared to the regular EKF. At the same time, the computational load is substantially lowered. PMID:25479332
Prediction of L70 lumen maintenance and chromaticity for LEDs using extended Kalman filter models
NASA Astrophysics Data System (ADS)
Lall, Pradeep; Wei, Junchao; Davis, Lynn
2013-09-01
Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures during operation or during transportation and storage. Presently, the TM-21 test standard is used to predict the L70 life of SSL Luminaires from LM-80 test data. The underlying TM-21 Arrhenius Model is based on population averages, may not capture the failure physics in presence of multiple failure mechanisms, and does not predict the chromaticity shift. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop models for 70-percent Lumen Maintenance Life Prediction and chromaticity shift for a LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development.
A Cognition-Based Method to Ease the Computational Load for an Extended Kalman Filter
Li, Yanpeng; Li, Xiang; Deng, Bin; Wang, Hongqiang; Qin, Yuliang
2014-01-01
The extended Kalman filter (EKF) is the nonlinear model of a Kalman filter (KF). It is a useful parameter estimation method when the observation model and/or the state transition model is not a linear function. However, the computational requirements in EKF are a difficulty for the system. With the help of cognition-based designation and the Taylor expansion method, a novel algorithm is proposed to ease the computational load for EKF in azimuth predicting and localizing under a nonlinear observation model. When there are nonlinear functions and inverse calculations for matrices, this method makes use of the major components (according to current performance and the performance requirements) in the Taylor expansion. As a result, the computational load is greatly lowered and the performance is ensured. Simulation results show that the proposed measure will deliver filtering output with a similar precision compared to the regular EKF. At the same time, the computational load is substantially lowered. PMID:25479332
NASA Technical Reports Server (NTRS)
Kobayashi, Takahisa; Simon, Donald L.; Litt, Jonathan S.
2005-01-01
An approach based on the Constant Gain Extended Kalman Filter (CGEKF) technique is investigated for the in-flight estimation of non-measurable performance parameters of aircraft engines. Performance parameters, such as thrust and stall margins, provide crucial information for operating an aircraft engine in a safe and efficient manner, but they cannot be directly measured during flight. A technique to accurately estimate these parameters is, therefore, essential for further enhancement of engine operation. In this paper, a CGEKF is developed by combining an on-board engine model and a single Kalman gain matrix. In order to make the on-board engine model adaptive to the real engine s performance variations due to degradation or anomalies, the CGEKF is designed with the ability to adjust its performance through the adjustment of artificial parameters called tuning parameters. With this design approach, the CGEKF can maintain accurate estimation performance when it is applied to aircraft engines at offnominal conditions. The performance of the CGEKF is evaluated in a simulation environment using numerous component degradation and fault scenarios at multiple operating conditions.
An Adaptive Kalman Filter using a Simple Residual Tuning Method
NASA Technical Reports Server (NTRS)
Harman, Richard R.
1999-01-01
One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.
An Adaptive Kalman Filter Using a Simple Residual Tuning Method
NASA Technical Reports Server (NTRS)
Harman, Richard R.
1999-01-01
One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.
Liu, Zhe; Liu, Zhigang; Deng, Zhongwen; Tao, Long
2016-04-10
Optical frequency scanning nonlinearity seriously affects interference signal phase extraction accuracy in frequency-scanning interferometry systems using external cavity diode lasers. In this paper, an interference signal frequency tracking method using an extended Kalman filter is proposed. The interferometric phase is obtained by integrating the estimated instantaneous frequency over time. The method is independent of the laser's optical frequency scanning nonlinearity. The method is validated through simulations and experiments. The experimental results demonstrate that the relative phase extraction error in the fractional part is <1.5% with the proposed method and the standard deviation of absolute distance measurement is <2.4 μm. PMID:27139864
NASA Technical Reports Server (NTRS)
Lam, Quang; Chipman, Richard; Sunkel, John
1991-01-01
Two algorithms, extended Kalman filter and neuro-filter, are formulated to perform mass property identification for the Space Station Freedom. Control moment gyros that are part of the Station's basic momentum management system are chosen to provide input excitation in the form of applied torques. These torques together with the measured angular body rate responses are supplied to the filters. From these data, both algorithms are shown to accurately identify the station mass properties when excitation levels are high and balanced between axes. The neuro-filter, however, is shown to be more robust and to perform well even with weakly persistent, unbalanced signals contaminated with noise.
NASA Technical Reports Server (NTRS)
Klein, V.; Schiess, J. R.
1977-01-01
An extended Kalman filter smoother and a fixed point smoother were used for estimation of the state variables in the six degree of freedom kinematic equations relating measured aircraft responses and for estimation of unknown constant bias and scale factor errors in measured data. The computing algorithm includes an analysis of residuals which can improve the filter performance and provide estimates of measurement noise characteristics for some aircraft output variables. The technique developed was demonstrated using simulated and real flight test data. Improved accuracy of measured data was obtained when the data were corrected for estimated bias errors.
2014-01-01
Background Extracting cardiorespiratory signals from non-invasive and non-contacting sensor arrangements, i.e. magnetic induction sensors, is a challenging task. The respiratory and cardiac signals are mixed on top of a large and time-varying offset and are likely to be disturbed by measurement noise. Basic filtering techniques fail to extract relevant information for monitoring purposes. Methods We present a real-time filtering system based on an adaptive Kalman filter approach that separates signal offsets, respiratory and heart signals from three different sensor channels. It continuously estimates respiration and heart rates, which are fed back into the system model to enhance performance. Sensor and system noise covariance matrices are automatically adapted to the aimed application, thus improving the signal separation capabilities. We apply the filtering to two different subjects with different heart rates and sensor properties and compare the results to the non-adaptive version of the same Kalman filter. Also, the performance, depending on the initialization of the filters, is analyzed using three different configurations ranging from best to worst case. Results Extracted data are compared with reference heart rates derived from a standard pulse-photoplethysmographic sensor and respiration rates from a flowmeter. In the worst case for one of the subjects the adaptive filter obtains mean errors (standard deviations) of -0.2 min −1 (0.3 min −1) and -0.7 bpm (1.7 bpm) (compared to -0.2 min −1 (0.4 min −1) and 42.0 bpm (6.1 bpm) for the non-adaptive filter) for respiration and heart rate, respectively. In bad conditions the heart rate is only correctly measurable when the Kalman matrices are adapted to the target sensor signals. Also, the reduced mean error between the extracted offset and the raw sensor signal shows that adapting the Kalman filter continuously improves the ability to separate the desired signals from the raw sensor data. The average
Dual extended Kalman filter for combined estimation of vehicle state and road friction
NASA Astrophysics Data System (ADS)
Zong, Changfu; Hu, Dan; Zheng, Hongyu
2013-03-01
Vehicle state and tire-road adhesion are of great use and importance to vehicle active safety control systems. However, it is always not easy to obtain the information with high accuracy and low expense. Recently, many estimation methods have been put forward to solve such problems, in which Kalman filter becomes one of the most popular techniques. Nevertheless, the use of complicated model always leads to poor real-time estimation while the role of road friction coefficient is often ignored. For the purpose of enhancing the real time performance of the algorithm and pursuing precise estimation of vehicle states, a model-based estimator is proposed to conduct combined estimation of vehicle states and road friction coefficients. The estimator is designed based on a three-DOF vehicle model coupled with the Highway Safety Research Institute(HSRI) tire model; the dual extended Kalman filter (DEKF) technique is employed, which can be regarded as two extended Kalman filters operating and communicating simultaneously. Effectiveness of the estimation is firstly examined by comparing the outputs of the estimator with the responses of the vehicle model in CarSim under three typical road adhesion conditions(high-friction, low-friction, and joint-friction). On this basis, driving simulator experiments are carried out to further investigate the practical application of the estimator. Numerical results from CarSim and driving simulator both demonstrate that the estimator designed is capable of estimating the vehicle states and road friction coefficient with reasonable accuracy. The DEKF-based estimator proposed provides the essential information for the vehicle active control system with low expense and decent precision, and offers the possibility of real car application in future.
Control of Thermo-Acoustics Instabilities: The Multi-Scale Extended Kalman Approach
NASA Technical Reports Server (NTRS)
Le, Dzu K.; DeLaat, John C.; Chang, Clarence T.
2003-01-01
"Multi-Scale Extended Kalman" (MSEK) is a novel model-based control approach recently found to be effective for suppressing combustion instabilities in gas turbines. A control law formulated in this approach for fuel modulation demonstrated steady suppression of a high-frequency combustion instability (less than 500Hz) in a liquid-fuel combustion test rig under engine-realistic conditions. To make-up for severe transport-delays on control effect, the MSEK controller combines a wavelet -like Multi-Scale analysis and an Extended Kalman Observer to predict the thermo-acoustic states of combustion pressure perturbations. The commanded fuel modulation is composed of a damper action based on the predicted states, and a tones suppression action based on the Multi-Scale estimation of thermal excitations and other transient disturbances. The controller performs automatic adjustments of the gain and phase of these actions to minimize the Time-Scale Averaged Variances of the pressures inside the combustion zone and upstream of the injector. The successful demonstration of Active Combustion Control with this MSEK controller completed an important NASA milestone for the current research in advanced combustion technologies.
Tracking and Data Relay Satellite (TDRS) Orbit Estimation Using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Ward, Douglas T.; Dang, Ket D.; Slojkowski, Steve; Blizzard, Mike; Jenkins, Greg
2007-01-01
Alternatives to the Tracking and Data Relay Satellite (TDRS) orbit estimation procedure were studied to develop a technique that both produces more reliable results and is more amenable to automation than the prior procedure. The Earth Observing System (EOS) Terra mission has TDRS ephemeris prediction 3(sigma) requirements of 75 meters in position and 5.5 millimeters per second in velocity over a 1.5-day prediction span. Meeting these requirements sometimes required reruns of the prior orbit determination (OD) process, with manual editing of tracking data to get an acceptable solution. After a study of the available alternatives, the Flight Dynamics Facility (FDF) began using the Real-Time Orbit Determination (RTOD(Registered TradeMark)) Kalman filter program for operational support of TDRSs in February 2007. This extended Kalman filter (EKF) is used for daily support, including within hours after most thrusting, to estimate the spacecraft position, velocity, and solar radiation coefficient of reflectivity (C(sub R)). The tracking data used are from the Bilateration Ranging Transponder System (BRTS), selected TDRS System (TDRSS) User satellite tracking data, and Telemetry, Tracking, and Command (TT&C) data. Degraded filter results right after maneuvers and some momentum unloads provided incentive for a hybrid OD technique. The results of combining EKF strengths with the Goddard Trajectory Determination System (GTDS) Differential Correction (DC) program batch-least-squares solutions, as recommended in a 2005 paper on the chain-bias technique, are also presented.
Adaptive error covariances estimation methods for ensemble Kalman filters
Zhen, Yicun; Harlim, John
2015-08-01
This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for using information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.
Extended Kalman Filter for attitude estimation of the Earth Radiation Budget Satellite
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Bar-Itzhack, I. Y.
1990-01-01
The design and testing of an Extended Kalman Filter (EKF) for ground attitude determination, misalignment estimation and sensor calibration of the Earth Radiation Budget Satellite (ERBS) are described. Attitude is represented by the quaternion of rotation and the attitude estimation error is defined as an additive error. Quaternion normalization is used for increasing the convergence rate and for minimizing the need for filter tuning. The development of the filter dynamic model, the gyro error model and the measurement models of the sun sensors, the IR horizon scanner and the magnetometers which are used to generate vector measurements are also presented. The filter is applied to real data transmitted by ERBS sensors. Results are presented and analyzed and the EKF advantages as well as sensitivities are discussed. On the whole the filter meets the expected synergism, accuracy and robustness.
Extended Kalman filter for attitude estimation of the earth radiation budget satellite
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Bar-Itzhack, Itzhack Y.
1989-01-01
The design and testing of an Extended Kalman Filter (EKF) for ground attitude determination, misalignment estimation and sensor calibration of the Earth Radiation Budget Satellite (ERBS) are described. Attitude is represented by the quaternion of rotation and the attitude estimation error is defined as an additive error. Quaternion normalization is used for increasing the convergence rate and for minimizing the need for filter tuning. The development of the filter dynamic model, the gyro error model and the measurement models of the Sun sensors, the IR horizon scanner and the magnetometers which are used to generate vector measurements are also presented. The filter is applied to real data transmitted by ERBS sensors. Results are presented and analyzed and the EKF advantages as well as sensitivities are discussed. On the whole the filter meets the expected synergism, accuracy and robustness.
LIDAR-Aided Inertial Navigation with Extended Kalman Filtering for Pinpoint Landing
NASA Technical Reports Server (NTRS)
Busnardo, David M.; Aitken, Matthew L.; Tolson, Robert H.; Pierrottet, Diego; Amzajerdian, Farzin
2011-01-01
In support of NASA s Autonomous Landing and Hazard Avoidance Technology (ALHAT) project, an extended Kalman filter routine has been developed for estimating the position, velocity, and attitude of a spacecraft during the landing phase of a planetary mission. The proposed filter combines measurements of acceleration and angular velocity from an inertial measurement unit (IMU) with range and Doppler velocity observations from an onboard light detection and ranging (LIDAR) system. These high-precision LIDAR measurements of distance to the ground and approach velocity will enable both robotic and manned vehicles to land safely and precisely at scientifically interesting sites. The filter has been extensively tested using a lunar landing simulation and shown to improve navigation over flat surfaces or rough terrain. Experimental results from a helicopter flight test performed at NASA Dryden in August 2008 demonstrate that LIDAR can be employed to significantly improve navigation based exclusively on IMU integration.
Extended Kalman filtering for joint mitigation of phase and amplitude noise in coherent QAM systems.
Pakala, Lalitha; Schmauss, Bernhard
2016-03-21
We numerically investigate our proposed carrier phase and amplitude noise estimation (CPANE) algorithm using extend Kalman filter (EKF) for joint mitigation of linear and non-linear phase noise as well as amplitude noise on 4, 16 and 64 polarization multiplexed (PM) quadrature amplitude modulation (QAM) 224 Gb/s systems. The results are compared to decision directed (DD) carrier phase estimation (CPE), DD phase locked loop (PLL) and universal CPE (U-CPE) algorithms. Besides eliminating the necessity of phase unwrapping function, EKF-CPANE shows improved performance for both back-to-back (BTB) and transmission scenarios compared to the aforementioned algorithms. We further propose a weighted innovation approach (WIA) of the EKF-CPANE which gives an improvement of 0.3 dB in the Q-factor, compared to the original algorithm. PMID:27136830
Espinosa, Felipe; Santos, Carlos; Marrón-Romera, Marta; Pizarro, Daniel; Valdés, Fernando; Dongil, Javier
2011-01-01
This paper describes a relative localization system used to achieve the navigation of a convoy of robotic units in indoor environments. This positioning system is carried out fusing two sensorial sources: (a) an odometric system and (b) a laser scanner together with artificial landmarks located on top of the units. The laser source allows one to compensate the cumulative error inherent to dead-reckoning; whereas the odometry source provides less pose uncertainty in short trajectories. A discrete Extended Kalman Filter, customized for this application, is used in order to accomplish this aim under real time constraints. Different experimental results with a convoy of Pioneer P3-DX units tracking non-linear trajectories are shown. The paper shows that a simple setup based on low cost laser range systems and robot built-in odometry sensors is able to give a high degree of robustness and accuracy to the relative localization problem of convoy units for indoor applications. PMID:22164079
Espinosa, Felipe; Santos, Carlos; Marrón-Romera, Marta; Pizarro, Daniel; Valdés, Fernando; Dongil, Javier
2011-01-01
This paper describes a relative localization system used to achieve the navigation of a convoy of robotic units in indoor environments. This positioning system is carried out fusing two sensorial sources: (a) an odometric system and (b) a laser scanner together with artificial landmarks located on top of the units. The laser source allows one to compensate the cumulative error inherent to dead-reckoning; whereas the odometry source provides less pose uncertainty in short trajectories. A discrete Extended Kalman Filter, customized for this application, is used in order to accomplish this aim under real time constraints. Different experimental results with a convoy of Pioneer P3-DX units tracking non-linear trajectories are shown. The paper shows that a simple setup based on low cost laser range systems and robot built-in odometry sensors is able to give a high degree of robustness and accuracy to the relative localization problem of convoy units for indoor applications. PMID:22164079
Calibrating Multi-machine Power System Parameters with the Extended Kalman Filter
Kalsi, Karanjit; Sun, Yannan; Huang, Zhenyu; Du, Pengwei; Diao, Ruisheng; Anderson, Kevin K.; Li, Yulan; Lee, Barry
2012-07-24
Large-scale renewable resources and novel smart-grid technologies continue to increase the complexity of power systems. As power systems continue to become more complex, accurate modeling for planning and operation becomes a necessity. Inaccurate system models would result in an unreliable assessment of system security conditions and could cause large-scale blackouts. This motivates the need for model parameter calibration, since some or all of the model parameters could be unknown or inaccurate. In this paper, the extended Kalman filter is used to calibrate the parameters of a multi-machine power system. The calibration performance is tested under varying fault locations, parameter errors and measurement noise giving an insight into how many generators and which generators could be difficult to calibrate.
Structural damage detection using extended Kalman filter combined with statistical process control
NASA Astrophysics Data System (ADS)
Jin, Chenhao; Jang, Shinae; Sun, Xiaorong
2015-04-01
Traditional modal-based methods, which identify damage based upon changes in vibration characteristics of the structure on a global basis, have received considerable attention in the past decades. However, the effectiveness of the modalbased methods is dependent on the type of damage and the accuracy of the structural model, and these methods may also have difficulties when applied to complex structures. The extended Kalman filter (EKF) algorithm which has the capability to estimate parameters and catch abrupt changes, is currently used in continuous and automatic structural damage detection to overcome disadvantages of traditional methods. Structural parameters are typically slow-changing variables under effects of operational and environmental conditions, thus it would be difficult to observe the structural damage and quantify the damage in real-time with EKF only. In this paper, a Statistical Process Control (SPC) is combined with EFK method in order to overcome this difficulty. Based on historical measurements of damage-sensitive feathers involved in the state-space dynamic models, extended Kalman filter (EKF) algorithm is used to produce real-time estimations of these features as well as standard derivations, which can then be used to form control ranges for SPC to detect any abnormality of the selected features. Moreover, confidence levels of the detection can be adjusted by choosing different times of sigma and number of adjacent out-of-range points. The proposed method is tested using simulated data of a three floors linear building in different damage scenarios, and numerical results demonstrate high damage detection accuracy and light computation of this presented method.
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Harman, Rick; Bar-Itzhack, Itzhack
1998-01-01
An innovative approach to autonomous attitude and trajectory estimation is available using only magnetic field data and rate data. The estimation is performed simultaneously using an Extended Kalman Filter, a well known algorithm used extensively in onboard applications. The magnetic field is measured on a satellite by a magnetometer, an inexpensive and reliable sensor flown on virtually all satellites in low earth orbit. Rate data is provided by a gyro, which can be costly. This system has been developed and successfully tested in a post-processing mode using magnetometer and gyro data from 4 satellites supported by the Flight Dynamics Division at Goddard. In order for this system to be truly low cost, an alternative source for rate data must be utilized. An independent system which estimate spacecraft rate has been successfully developed and tested using only magnetometer data or a combination of magnetometer data and sun sensor data, which is less costly than a gyro. This system also uses an Extended Kalman Filter. Merging the two systems will provide an extremely low cost, autonomous approach to attitude and trajectory estimation. In this work we provide the theoretical background of the combined system. The measurement matrix is developed by combining the measurement matrix of the orbit and attitude estimation EKF with the measurement matrix of the rate estimation EKF, which is composed of a pseudo-measurement which makes the effective measurement a function of the angular velocity. Associated with this is the development of the noise covariance matrix associated with the original measurement combined with the new pseudo-measurement. In addition, the combination of the dynamics from the two systems is presented along with preliminary test results.
NASA Astrophysics Data System (ADS)
Man, Jun; Li, Weixuan; Zeng, Lingzao; Wu, Laosheng
2016-06-01
The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a sufficiently large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the polynomial chaos expansion (PCE) to represent and propagate the uncertainties in parameters and states. However, PCKF suffers from the so-called "curse of dimensionality". Its computational cost increases drastically with the increasing number of parameters and system nonlinearity. Furthermore, PCKF may fail to provide accurate estimations due to the joint updating scheme for strongly nonlinear models. Motivated by recent developments in uncertainty quantification and EnKF, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problems. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected at each assimilation step; the "restart" scheme is utilized to eliminate the inconsistency between updated model parameters and states variables. The performance of RAPCKF is systematically tested with numerical cases of unsaturated flow models. It is shown that the adaptive approach and restart scheme can significantly improve the performance of PCKF. Moreover, RAPCKF has been demonstrated to be more efficient than EnKF with the same computational cost.
Li, Jing; Song, Ningfang; Yang, Gongliu; Jiang, Rui
2016-07-01
In the initial alignment process of strapdown inertial navigation system (SINS), large misalignment angles always bring nonlinear problem, which can usually be processed using the scaled unscented Kalman filter (SUKF). In this paper, the problem of large misalignment angles in SINS alignment is further investigated, and the strong tracking scaled unscented Kalman filter (STSUKF) is proposed with fixed parameters to improve convergence speed, while these parameters are artificially constructed and uncertain in real application. To further improve the alignment stability and reduce the parameters selection, this paper proposes a fuzzy adaptive strategy combined with STSUKF (FUZZY-STSUKF). As a result, initial alignment scheme of large misalignment angles based on FUZZY-STSUKF is designed and verified by simulations and turntable experiment. The results show that the scheme improves the accuracy and convergence speed of SINS initial alignment compared with those based on SUKF and STSUKF. PMID:27475606
NASA Astrophysics Data System (ADS)
Li, Jing; Song, Ningfang; Yang, Gongliu; Jiang, Rui
2016-07-01
In the initial alignment process of strapdown inertial navigation system (SINS), large misalignment angles always bring nonlinear problem, which can usually be processed using the scaled unscented Kalman filter (SUKF). In this paper, the problem of large misalignment angles in SINS alignment is further investigated, and the strong tracking scaled unscented Kalman filter (STSUKF) is proposed with fixed parameters to improve convergence speed, while these parameters are artificially constructed and uncertain in real application. To further improve the alignment stability and reduce the parameters selection, this paper proposes a fuzzy adaptive strategy combined with STSUKF (FUZZY-STSUKF). As a result, initial alignment scheme of large misalignment angles based on FUZZY-STSUKF is designed and verified by simulations and turntable experiment. The results show that the scheme improves the accuracy and convergence speed of SINS initial alignment compared with those based on SUKF and STSUKF.
NASA Astrophysics Data System (ADS)
Kiani, Maryam; Pourtakdoust, Seid H.
2014-12-01
A novel algorithm is presented in this study for estimation of spacecraft's attitudes and angular rates from vector observations. In this regard, a new cubature-quadrature particle filter (CQPF) is initially developed that uses the Square-Root Cubature-Quadrature Kalman Filter (SR-CQKF) to generate the importance proposal distribution. The developed CQPF scheme avoids the basic limitation of particle filter (PF) with regards to counting the new measurements. Subsequently, CQPF is enhanced to adjust the sample size at every time step utilizing the idea of confidence intervals, thus improving the efficiency and accuracy of the newly proposed adaptive CQPF (ACQPF). In addition, application of the q-method for filter initialization has intensified the computation burden as well. The current study also applies ACQPF to the problem of attitude estimation of a low Earth orbit (LEO) satellite. For this purpose, the undertaken satellite is equipped with a three-axis magnetometer (TAM) as well as a sun sensor pack that provide noisy geomagnetic field data and Sun direction measurements, respectively. The results and performance of the proposed filter are investigated and compared with those of the extended Kalman filter (EKF) and the standard particle filter (PF) utilizing a Monte Carlo simulation. The comparison demonstrates the viability and the accuracy of the proposed nonlinear estimator.
Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter
NASA Technical Reports Server (NTRS)
Slojkowski, Steven; Lowe, Jonathan; Woodburn, James
2015-01-01
Orbit determination (OD) analysis results are presented for the Lunar Reconnaissance Orbiter (LRO) using a commercially available Extended Kalman Filter, Analytical Graphics' Orbit Determination Tool Kit (ODTK). Process noise models for lunar gravity and solar radiation pressure (SRP) are described and OD results employing the models are presented. Definitive accuracy using ODTK meets mission requirements and is better than that achieved using the operational LRO OD tool, the Goddard Trajectory Determination System (GTDS). Results demonstrate that a Vasicek stochastic model produces better estimates of the coefficient of solar radiation pressure than a Gauss-Markov model, and prediction accuracy using a Vasicek model meets mission requirements over the analysis span. Modeling the effect of antenna motion on range-rate tracking considerably improves residuals and filter-smoother consistency. Inclusion of off-axis SRP process noise and generalized process noise improves filter performance for both definitive and predicted accuracy. Definitive accuracy from the smoother is better than achieved using GTDS and is close to that achieved by precision OD methods used to generate definitive science orbits. Use of a multi-plate dynamic spacecraft area model with ODTK's force model plugin capability provides additional improvements in predicted accuracy.
Online Estimation of Allan Variance Coefficients Based on a Neural-Extended Kalman Filter
Miao, Zhiyong; Shen, Feng; Xu, Dingjie; He, Kunpeng; Tian, Chunmiao
2015-01-01
As a noise analysis method for inertial sensors, the traditional Allan variance method requires the storage of a large amount of data and manual analysis for an Allan variance graph. Although the existing online estimation methods avoid the storage of data and the painful procedure of drawing slope lines for estimation, they require complex transformations and even cause errors during the modeling of dynamic Allan variance. To solve these problems, first, a new state-space model that directly models the stochastic errors to obtain a nonlinear state-space model was established for inertial sensors. Then, a neural-extended Kalman filter algorithm was used to estimate the Allan variance coefficients. The real noises of an ADIS16405 IMU and fiber optic gyro-sensors were analyzed by the proposed method and traditional methods. The experimental results show that the proposed method is more suitable to estimate the Allan variance coefficients than the traditional methods. Moreover, the proposed method effectively avoids the storage of data and can be easily implemented using an online processor. PMID:25625903
Pose and Motion Estimation Using Dual Quaternion-Based Extended Kalman Filtering
Goddard, J.S.; Abidi, M.A.
1998-06-01
A solution to the remote three-dimensional (3-D) measurement problem is presented for a dynamic system given a sequence of two-dimensional (2-D) intensity images of a moving object. The 3-D transformation is modeled as a nonlinear stochastic system with the state estimate providing the six-degree-of-freedom motion and position values as well as structure. The stochastic model uses the iterated extended Kalman filter (IEKF) as a nonlinear estimator and a screw representation of the 3-D transformation based on dual quaternions. Dual quaternions, whose elements are dual numbers, provide a means to represent both rotation and translation in a unified notation. Linear object features, represented as dual vectors, are transformed using the dual quaternion transformation and are then projected to linear features in the image plane. The method has been implemented and tested with both simulated and actual experimental data. Simulation results are provided, along with comparisons to a point-based IEKF method using rotation and translation, to show the relative advantages of this method. Experimental results from testing using a camera mounted on the end effector of a robot arm are also given.
Pose and motion estimation using dual quaternion-based extended Kalman filtering
NASA Astrophysics Data System (ADS)
Goddard, J. S.; Abidi, Mongi A.
1998-03-01
A solution to the remote three-dimensional (3-D) measurement problem is presented for a dynamic system given a sequence of two-dimensional (2-D) intensity images of a moving object. The 3-D transformation is modeled as a nonlinear stochastic system with the state estimate providing the six-degree-of-freedom motion and position values as well as structure. The stochastic model uses the iterated extended Kalman filter (IEKF) as a nonlinear estimator and a screw representation of the 3-D transformation based on dual quaternions. Dual quaternions, whose elements are dual numbers, provide a means to represent both rotation and translation in a unified notation. Linear object features, represented as dual vectors, are transformed using the dual quaternion transformation and are then projected to linear features in the image plane. The method has been implemented and tested with both simulated and actual experimental data. Simulation results are provided, along with comparisons to a point-based IEKF method using rotation and translation, to show the relative advantages of this method. Experimental results from testing using a camera mounted on the end effector of a robot arm are also given.
Online estimation of Allan variance coefficients based on a neural-extended Kalman filter.
Miao, Zhiyong; Shen, Feng; Xu, Dingjie; He, Kunpeng; Tian, Chunmiao
2015-01-01
As a noise analysis method for inertial sensors, the traditional Allan variance method requires the storage of a large amount of data and manual analysis for an Allan variance graph. Although the existing online estimation methods avoid the storage of data and the painful procedure of drawing slope lines for estimation, they require complex transformations and even cause errors during the modeling of dynamic Allan variance. To solve these problems, first, a new state-space model that directly models the stochastic errors to obtain a nonlinear state-space model was established for inertial sensors. Then, a neural-extended Kalman filter algorithm was used to estimate the Allan variance coefficients. The real noises of an ADIS16405 IMU and fiber optic gyro-sensors were analyzed by the proposed method and traditional methods. The experimental results show that the proposed method is more suitable to estimate the Allan variance coefficients than the traditional methods. Moreover, the proposed method effectively avoids the storage of data and can be easily implemented using an online processor. PMID:25625903
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Bar-Itzhack, Itzhack Y.; Rokni, Mohammad
1990-01-01
The testing and comparison of two Extended Kalman Filters (EKFs) developed for the Earth Radiation Budget Satellite (ERBS) is described. One EKF updates the attitude quaternion using a four component additive error quaternion. This technique is compared to that of a second EKF, which uses a multiplicative error quaternion. A brief development of the multiplicative algorithm is included. The mathematical development of the additive EKF was presented in the 1989 Flight Mechanics/Estimation Theory Symposium along with some preliminary testing results using real spacecraft data. A summary of the additive EKF algorithm is included. The convergence properties, singularity problems, and normalization techniques of the two filters are addressed. Both filters are also compared to those from the ERBS operational ground support software, which uses a batch differential correction algorithm to estimate attitude and gyro biases. Sensitivity studies are performed on the estimation of sensor calibration states. The potential application of the EKF for real time and non-real time ground attitude determination and sensor calibration for future missions such as the Gamma Ray Observatory (GRO) and the Small Explorer Mission (SMEX) is also presented.
AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal.
Yang, Gongliu; Liu, Yuanyuan; Li, Ming; Song, Shunguang
2015-01-01
An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal. PMID:26512665
AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal
Yang, Gongliu; Liu, Yuanyuan; Li, Ming; Song, Shunguang
2015-01-01
An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal. PMID:26512665
NASA Astrophysics Data System (ADS)
Kaneshige, Kenichi; Wang, Xudong; Saewong, Mark; Syrmos, Vassilis
2004-07-01
In this paper, we have proposed diagnostic techniques using a multilayered neural network where the weights in the network are updated using node-decoupled extended Kalman filter (NDEKF) training method. Sensor signals in both time domain and frequency domain are analyzed to show the effectiveness of the NDEKF algorithm in each domain. Comparisons of the NDEKF algorithm with other popular neural network training algorithms such as extended Kalman filter (EKF) and backpropagation (BP) will be discussed in the paper through a system identification problem. First, the simulation results reveal the comparison of outputs from actual system and trained neural network. Secondly, the ability of diagnosing a system with one normal condition and three known fault conditions is demonstrated. Thirdly, the robustness of the machine condition monitoring when the inputs to the system vary is shown. The proposed technique works even when there is noise in sensor signals as well.
NASA Astrophysics Data System (ADS)
Fairbairn, D.; Barbu, A. L.; Mahfouf, J.-F.; Calvet, J.-C.; Gelati, E.
2015-12-01
Two data assimilation (DA) methods are compared for their ability to produce an accurate soil moisture analysis using the Météo-France land surface model: (i) SEKF, a simplified extended Kalman filter, which uses a climatological background-error covariance, and (ii) EnSRF, the ensemble square root filter, which uses an ensemble background-error covariance and approximates random rainfall errors stochastically. In situ soil moisture observations at 5 cm depth are assimilated into the surface layer and 30 cm deep observations are used to evaluate the root-zone analysis on 12 sites in south-western France (SMOSMANIA network). These sites differ in terms of climate and soil texture. The two methods perform similarly and improve on the open loop. Both methods suffer from incorrect linear assumptions which are particularly degrading to the analysis during water-stressed conditions: the EnSRF by a dry bias and the SEKF by an over-sensitivity of the model Jacobian between the surface and the root-zone layers. These problems are less severe for the sites with wetter climates. A simple bias correction technique is tested on the EnSRF. Although this reduces the bias, it modifies the soil moisture fluxes and suppresses the ensemble spread, which degrades the analysis performance. However, the EnSRF flow-dependent background-error covariance evidently captures seasonal variability in the soil moisture errors and should exploit planned improvements in the model physics. Synthetic twin experiments demonstrate that when there is only a random component in the precipitation forcing errors, the correct stochastic representation of these errors enables the EnSRF to perform better than the SEKF. It might therefore be possible for the EnSRF to perform better than the SEKF with real data, if the rainfall uncertainty was accurately captured. However, the simple rainfall error model is not advantageous in our real experiments. More realistic rainfall error models are suggested.
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Harman, Rick; Bar-Itzhack, Itzhack
1998-01-01
An innovative approach to autonomous attitude and trajectory estimation is available using only magnetic field data and rate data. The estimation is performed simultaneously using an Extended Kalman Filter (EKF), a well known algorithm used extensively in onboard applications. The magnetic field is measured on a satellite by a magnetometer, an inexpensive and reliable sensor flown on virtually all satellites in low earth orbit. Rate data is provided by a gyro, which can be costly. This system has been developed and successfully tested in a post-processing mode using magnetometer and gyro data from 4 satellites supported by the Flight Dynamics Division at Goddard. In order for this system to be truly low cost, an alternative source for rate data must be utilized. An independent system which estimates spacecraft rate has been successfully developed and tested using only magnetometer data or a combination of magnetometer data and sun sensor data, which is less costly than a gyro. This system also uses an EKF. Merging the two systems will provide an extremely low cost, autonomous approach to attitude and trajectory estimation. In this work we provide the theoretical background of the combined system. The measurement matrix is developed by combining the measurement matrix of the orbit and attitude estimation EKF with the measurement matrix of the rate estimation EKF, which is composed of a pseudo-measurement which makes the effective measurement a function of the angular velocity. Associated with this is the development of the noise covariance matrix associated with the original measurement combined with the new pseudo-measurement. In addition, the combination of the dynamics from the two systems is presented along with preliminary test results.
Adaptive Kalman filter based state of charge estimation algorithm for lithium-ion battery
NASA Astrophysics Data System (ADS)
Zheng, Hong; Liu, Xu; Wei, Min
2015-09-01
In order to improve the accuracy of the battery state of charge (SOC) estimation, in this paper we take a lithium-ion battery as an example to study the adaptive Kalman filter based SOC estimation algorithm. Firstly, the second-order battery system model is introduced. Meanwhile, the temperature and charge rate are introduced into the model. Then, the temperature and the charge rate are adopted to estimate the battery SOC, with the help of the parameters of an adaptive Kalman filter based estimation algorithm model. Afterwards, it is verified by the numerical simulation that in the ideal case, the accuracy of SOC estimation can be enhanced by adding two elements, namely, the temperature and charge rate. Finally, the actual road conditions are simulated with ADVISOR, and the simulation results show that the proposed method improves the accuracy of battery SOC estimation under actual road conditions. Thus, its application scope in engineering is greatly expanded. Project supported by the National Natural Science Foundation of China (Grant Nos. 61004048 and 61201010).
Bearings only tracking using a set of range parameterised extended Kalman filters
NASA Astrophysics Data System (ADS)
Peach, Nigel G.
Bearings only tracking using the Extended Kalman Filter (EKF) configured in Cartesian and modified polar coordinate systems is reviewed. A new tracking approach is proposed which consists of a set of weighted EKFs each with a different initial range estimate and this is referred to as the Range Parameterised (RP) tracker. This new approach overcomes the problems exhibited with existing EKP trackers when the bearing rate is very high or near zero. In addition, it allows a more natural implementation for the prior knowledge of the target velocity, which can allow the range to be inferred even before the first observer manoeuvre. Results are presented for a typical tracking scenario, involving a manoeuvring observer and a constant velocity target. The results show that the RP tracker gives stable, consistent and unbiased estimates in all the cases considered, whereas the same is not true for the Cartesian and Modified Polar EKF trackers. The RP tracker has been extended to allow for manoeuvring targets by adding a manoeuvre detection and correction procedure based on a Generalised Likelihood Ratio (GLR) test. The GLR threshold has been set to 3.0 as this gives a good compromise between a reasonably low false alarm rate and a short detection delay for typical target manoeuvres. However, the selection of a particular threshold is not critical as the proposed procedure is robust to false alarms, since it only results in increased computation without long term loss in tracking accuracy. The tracking performance of the GLR procedure has been compared with the standard technique of adding plant noise to allow for unmodelled target dynamics. This comparison has illustrated that the GLR procedure provides better tracking performance before and after a target manoeuvre and, in particular, the track estimates for the GLR procedure are consistent with the estimated covariance matrix. The tracking performance of the RP tracker has been shown to approach the Cramer Rao Lower Bound
Adaptive UAV Attitude Estimation Employing Unscented Kalman Filter, FOAM and Low-Cost MEMS Sensors
de Marina, Héctor García; Espinosa, Felipe; Santos, Carlos
2012-01-01
Navigation employing low cost MicroElectroMechanical Systems (MEMS) sensors in Unmanned Aerial Vehicles (UAVs) is an uprising challenge. One important part of this navigation is the right estimation of the attitude angles. Most of the existent algorithms handle the sensor readings in a fixed way, leading to large errors in different mission stages like take-off aerobatic maneuvers. This paper presents an adaptive method to estimate these angles using off-the-shelf components. This paper introduces an Attitude Heading Reference System (AHRS) based on the Unscented Kalman Filter (UKF) using the Fast Optimal Attitude Matrix (FOAM) algorithm as the observation model. The performance of the method is assessed through simulations. Moreover, field experiments are presented using a real fixed-wing UAV. The proposed low cost solution, implemented in a microcontroller, shows a satisfactory real time performance. PMID:23012559
Yoon, Paul K; Zihajehzadeh, Shaghayegh; Bong-Soo Kang; Park, Edward J
2015-08-01
This paper proposes a novel indoor localization method using the Bluetooth Low Energy (BLE) and an inertial measurement unit (IMU). The multipath and non-line-of-sight errors from low-power wireless localization systems commonly result in outliers, affecting the positioning accuracy. We address this problem by adaptively weighting the estimates from the IMU and BLE in our proposed cascaded Kalman filter (KF). The positioning accuracy is further improved with the Rauch-Tung-Striebel smoother. The performance of the proposed algorithm is compared against that of the standard KF experimentally. The results show that the proposed algorithm can maintain high accuracy for position tracking the sensor in the presence of the outliers. PMID:26736389
An adaptive Kalman filter technique for context-aware heart rate monitoring.
Xu, Min; Goldfain, Albert; Dellostritto, Jim; Iyengar, Satish
2012-01-01
Traditional physiological monitoring systems convert a person's vital sign waveforms, such as heart rate, respiration rate and blood pressure, into meaningful information by comparing the instant reading with a preset threshold or a baseline without considering the contextual information of the person. It would be beneficial to incorporate the contextual data such as activity status of the person to the physiological data in order to obtain a more accurate representation of a person's physiological status. In this paper, we proposed an algorithm based on adaptive Kalman filter that describes the heart rate response with respect to different activity levels. It is towards our final goal of intelligent detection of any abnormality in the person's vital signs. Experimental results are provided to demonstrate the feasibility of the algorithm. PMID:23367423
Adaptive UAV attitude estimation employing unscented Kalman Filter, FOAM and low-cost MEMS sensors.
de Marina, Héctor García; Espinosa, Felipe; Santos, Carlos
2012-01-01
Navigation employing low cost MicroElectroMechanical Systems (MEMS) sensors in Unmanned Aerial Vehicles (UAVs) is an uprising challenge. One important part of this navigation is the right estimation of the attitude angles. Most of the existent algorithms handle the sensor readings in a fixed way, leading to large errors in different mission stages like take-off aerobatic maneuvers. This paper presents an adaptive method to estimate these angles using off-the-shelf components. This paper introduces an Attitude Heading Reference System (AHRS) based on the Unscented Kalman Filter (UKF) using the Fast Optimal Attitude Matrix (FOAM) algorithm as the observation model. The performance of the method is assessed through simulations. Moreover, field experiments are presented using a real fixed-wing UAV. The proposed low cost solution, implemented in a microcontroller, shows a satisfactory real time performance. PMID:23012559
NASA Astrophysics Data System (ADS)
Meng, Yang; Gao, Shesheng; Zhong, Yongmin; Hu, Gaoge; Subic, Aleksandar
2016-03-01
The use of the direct filtering approach for INS/GNSS integrated navigation introduces nonlinearity into the system state equation. As the unscented Kalman filter (UKF) is a promising method for nonlinear problems, an obvious solution is to incorporate the UKF concept in the direct filtering approach to address the nonlinearity involved in INS/GNSS integrated navigation. However, the performance of the standard UKF is dependent on the accurate statistical characterizations of system noise. If the noise distributions of inertial instruments and GNSS receivers are not appropriately described, the standard UKF will produce deteriorated or even divergent navigation solutions. This paper presents an adaptive UKF with noise statistic estimator to overcome the limitation of the standard UKF. According to the covariance matching technique, the innovation and residual sequences are used to determine the covariance matrices of the process and measurement noises. The proposed algorithm can estimate and adjust the system noise statistics online, and thus enhance the adaptive capability of the standard UKF. Simulation and experimental results demonstrate that the performance of the proposed algorithm is significantly superior to that of the standard UKF and adaptive-robust UKF under the condition without accurate knowledge on system noise, leading to improved navigation precision.
NASA Astrophysics Data System (ADS)
Bukhari, W.; Hong, S.-M.
2015-01-01
Motion-adaptive radiotherapy aims to deliver a conformal dose to the target tumour with minimal normal tissue exposure by compensating for tumour motion in real time. The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting and gating respiratory motion that utilizes a model-based and a model-free Bayesian framework by combining them in a cascade structure. The algorithm, named EKF-GPR+, implements a gating function without pre-specifying a particular region of the patient’s breathing cycle. The algorithm first employs an extended Kalman filter (LCM-EKF) to predict the respiratory motion and then uses a model-free Gaussian process regression (GPR) to correct the error of the LCM-EKF prediction. The GPR is a non-parametric Bayesian algorithm that yields predictive variance under Gaussian assumptions. The EKF-GPR+ algorithm utilizes the predictive variance from the GPR component to capture the uncertainty in the LCM-EKF prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification allows us to pause the treatment beam over such instances. EKF-GPR+ implements the gating function by using simple calculations based on the predictive variance with no additional detection mechanism. A sparse approximation of the GPR algorithm is employed to realize EKF-GPR+ in real time. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPR+. The experimental results show that the EKF-GPR+ algorithm effectively reduces the prediction error in a root-mean-square (RMS) sense by employing the gating function, albeit at the cost of a reduced duty cycle. As an example, EKF-GPR+ reduces the patient-wise RMS error to 37%, 39% and 42% in
NASA Astrophysics Data System (ADS)
Sun, Yong; Ma, Zilin; Tang, Gongyou; Chen, Zheng; Zhang, Nong
2016-03-01
Since the main power source of hybrid electric vehicle(HEV) is supplied by the power battery, the predicted performance of power battery, especially the state-of-charge(SOC) estimation has attracted great attention in the area of HEV. However, the value of SOC estimation could not be greatly precise so that the running performance of HEV is greatly affected. A variable structure extended kalman filter(VSEKF)-based estimation method, which could be used to analyze the SOC of lithium-ion battery in the fixed driving condition, is presented. First, the general lower-order battery equivalent circuit model(GLM), which includes column accumulation model, open circuit voltage model and the SOC output model, is established, and the off-line and online model parameters are calculated with hybrid pulse power characteristics(HPPC) test data. Next, a VSEKF estimation method of SOC, which integrates the ampere-hour(Ah) integration method and the extended Kalman filter(EKF) method, is executed with different adaptive weighting coefficients, which are determined according to the different values of open-circuit voltage obtained in the corresponding charging or discharging processes. According to the experimental analysis, the faster convergence speed and more accurate simulating results could be obtained using the VSEKF method in the running performance of HEV. The error rate of SOC estimation with the VSEKF method is focused in the range of 5% to 10% comparing with the range of 20% to 30% using the EKF method and the Ah integration method. In Summary, the accuracy of the SOC estimation in the lithium-ion battery cell and the pack of lithium-ion battery system, which is obtained utilizing the VSEKF method has been significantly improved comparing with the Ah integration method and the EKF method. The VSEKF method utilizing in the SOC estimation in the lithium-ion pack of HEV can be widely used in practical driving conditions.
Towards denoising XMCD movies of fast magnetization dynamics using extended Kalman filter.
Kopp, M; Harmeling, S; Schütz, G; Schölkopf, B; Fähnle, M
2015-01-01
The Kalman filter is a well-established approach to get information on the time-dependent state of a system from noisy observations. It was developed in the context of the Apollo project to see the deviation of the true trajectory of a rocket from the desired trajectory. Afterwards it was applied to many different systems with small numbers of components of the respective state vector (typically about 10). In all cases the equation of motion for the state vector was known exactly. The fast dissipative magnetization dynamics is often investigated by x-ray magnetic circular dichroism movies (XMCD movies), which are often very noisy. In this situation the number of components of the state vector is extremely large (about 10(5)), and the equation of motion for the dissipative magnetization dynamics (especially the values of the material parameters of this equation) is not well known. In the present paper it is shown by theoretical considerations that - nevertheless - there is no principle problem for the use of the Kalman filter to denoise XMCD movies of fast dissipative magnetization dynamics. PMID:25461588
Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan
2014-03-24
An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control. PMID:24876585
Akhbari, Mahsa; Shamsollahi, Mohammad B; Jutten, Christian; Coppa, Bertrand
2012-01-01
In this paper an efficient filtering procedure based on Extended Kalman Filter (EKF) has been proposed. The method is based on a modified nonlinear dynamic model, previously introduced for the generation of synthetic ECG signals. The proposed method considers the angular velocity of ECG signal, as one of the states of an EKF. We have considered two cases for observation equations, in one case we have assumed a corresponding observation to angular velocity state and in the other case, we have not assumed any observations for it. Quantitative evaluation of the proposed algorithm on the MIT-BIH Normal Sinus Rhythm Database (NSRDB) shows that an average SNR improvement of 8 dB is achieved for an input signal of -4 dB. PMID:23366530
NASA Astrophysics Data System (ADS)
Gray, Morgan; Petit, Cyril; Rodionov, Sergey; Bertino, Laurent; Bocquet, Marc; Fusco, Thierry
2013-12-01
We propose a new algorithm for an AO control law which allows to reduce the computation burden in the case of an Extremely Large Telescope and to deal with a non stationary behavior of the atmospheric turbulence. This approach uses Ensemble Transform Kalman Filter (ETKF) and localizations by domains decomposition: the assimilation is split into local domains on the pupil of the telescope and each of the update data assimilation for each domain is performed independently. This kind of assimilation enables parallel computation of much less data during the update stage. This is a Kalman Filter adaptation for large scale systems with a non stationary turbulence when the explicit storage and manipulation of extremely large covariance matrices are impossible. This distributed parallel environment implementation is highlighted and studied in the context of an ELT application. First simulation results are proposed to assess our theoretical analysis and to demonstrate the potentiality of this new approach for an AO control law on ELTs.
An extended Kalman-filter for regional scale inverse emission estimation
NASA Astrophysics Data System (ADS)
Brunner, D.; Henne, S.; Keller, C. A.; Reimann, S.; Vollmer, M. K.; O'Doherty, S.; Maione, M.
2012-04-01
A Kalman-filter based inverse emission estimation method for long-lived trace gases is presented for use in conjunction with a Lagrangian particle dispersion model like FLEXPART. The sequential nature of the approach allows tracing slow seasonal and interannual changes rather than estimating a single period-mean emission field. Other important features include the estimation of a slowly varying concentration background at each measurement station, the possibility to constrain the solution to non-negative emissions, the quantification of uncertainties, the consideration of temporal correlations in the residuals, and the applicability to potentially large inversion problems. The method is first demonstrated for a set of synthetic observations created from a prescribed emission field with different levels of (correlated) noise, which closely mimics true observations. It is then applied to real observations of the three halocarbons HFC-125, HFC-152a and HCFC-141b at the remote research stations Jungfraujoch and Mace Head for the quantification of emissions in Western European countries from 2006 to 2010. Estimated HFC-125 emissions are mostly consistent with national totals reported to UNFCCC in the framework of the Kyoto Protocol and show a generally increasing trend over the considered period. Results for HFC-152a are much more variable with estimated emissions being both higher and lower than reported emissions in different countries. The highest emissions of the order of 700-800 Mg yr-1 are estimated for Italy, which so far does not report HFC-152a emissions. Emissions of HCFC-141b show a continuing strong decrease as expected due to its controls in developed countries under the Montreal Protocol. Emissions from France, however, were still rather large, in the range of 700-1000 Mg yr-1 in the years 2006 and 2007 but strongly declined thereafter.
An extended Kalman-filter for regional scale inverse emission estimation
NASA Astrophysics Data System (ADS)
Brunner, D.; Henne, S.; Keller, C. A.; Reimann, S.; Vollmer, M. K.; O'Doherty, S.; Maione, M.
2011-10-01
A Kalman-filter based inverse emission estimation method for long-lived trace gases is presented for use in conjunction with a Lagrangian particle dispersion model like FLEXPART. The sequential nature of the approach allows tracing slow seasonal and interannual changes rather than estimating a single period-mean emission field. Other important features include the estimation of a slowly varying concentration background at each measurement station, the possibility to constrain the solution to non-negative emissions, the quantification of uncertainties, the consideration of temporal correlations in the residuals, and the applicability to potentially large inversion problems. The method is first demonstrated for a set of synthetic observations created from a prescribed emission field with different levels of (correlated) noise, which closely mimics true observations. It is then applied to real observations of the three halocarbons HFC-125, HFC-152a and HCFC-141b at the remote research stations Jungfraujoch and Mace Head for the quantification of emissions in Western European countries from 2006 to 2010. Estimated HFC-125 emissions are mostly consistent with national totals reported to the Kyoto protocol and show a generally increasing trend over the considered period. Results for HFC-152a are much more variable with estimated emissions being both higher and lower in different countries. The highest emissions of the order of 1000 Mg yr-1 are estimated for Italy which so far does not report HFC-152a emissions. Emissions of HCFC-141b show a continuing strong decrease as expected due to its ban under the Montreal Protocol. Emissions from France, however, were still rather large (near 1000 Mg yr-1) in the years 2006 and 2007 but strongly declined thereafter.
NASA Astrophysics Data System (ADS)
Dai, Haifeng; Zhu, Letao; Zhu, Jiangong; Wei, Xuezhe; Sun, Zechang
2015-10-01
The accurate monitoring of battery cell temperature is indispensible to the design of battery thermal management system. To obtain the internal temperature of a battery cell online, an adaptive temperature estimation method based on Kalman filtering and an equivalent time-variant electrical network thermal (EENT) model is proposed. The EENT model uses electrical components to simulate the battery thermodynamics, and the model parameters are obtained with a least square algorithm. With a discrete state-space description of the EENT model, a Kalman filtering (KF) based internal temperature estimator is developed. Moreover, considering the possible time-varying external heat exchange coefficient, a joint Kalman filtering (JKF) based estimator is designed to simultaneously estimate the internal temperature and the external thermal resistance. Several experiments using the hard-cased LiFePO4 cells with embedded temperature sensors have been conducted to validate the proposed method. Validation results show that, the EENT model expresses the battery thermodynamics well, the KF based temperature estimator tracks the real central temperature accurately even with a poor initialization, and the JKF based estimator can simultaneously estimate both central temperature and external thermal resistance precisely. The maximum estimation errors of the KF- and JKF-based estimators are less than 1.8 °C and 1 °C respectively.
Ligorio, Gabriele; Sabatini, Angelo Maria
2013-01-01
In this paper measurements from a monocular vision system are fused with inertial/magnetic measurements from an Inertial Measurement Unit (IMU) rigidly connected to the camera. Two Extended Kalman filters (EKFs) were developed to estimate the pose of the IMU/camera sensor moving relative to a rigid scene (ego-motion), based on a set of fiducials. The two filters were identical as for the state equation and the measurement equations of the inertial/magnetic sensors. The DLT-based EKF exploited visual estimates of the ego-motion using a variant of the Direct Linear Transformation (DLT) method; the error-driven EKF exploited pseudo-measurements based on the projection errors from measured two-dimensional point features to the corresponding three-dimensional fiducials. The two filters were off-line analyzed in different experimental conditions and compared to a purely IMU-based EKF used for estimating the orientation of the IMU/camera sensor. The DLT-based EKF was more accurate than the error-driven EKF, less robust against loss of visual features, and equivalent in terms of computational complexity. Orientation root mean square errors (RMSEs) of 1° (1.5°), and position RMSEs of 3.5 mm (10 mm) were achieved in our experiments by the DLT-based EKF (error-driven EKF); by contrast, orientation RMSEs of 1.6° were achieved by the purely IMU-based EKF. PMID:23385409
NASA Astrophysics Data System (ADS)
Quang Truong, Dinh; Ahn, Kyoung Kwan
2014-07-01
An ion polymer metal composite (IPMC) is an electroactive polymer that bends in response to a small applied electric field as a result of mobility of cations in the polymer network and vice versa. This paper presents an innovative and accurate nonlinear black-box model (NBBM) for estimating the bending behavior of IPMC actuators. The model is constructed via a general multilayer perceptron neural network (GMLPNN) integrated with a smart learning mechanism (SLM) that is based on an extended Kalman filter with self-decoupling ability (SDEKF). Here the GMLPNN is built with an ability to autoadjust its structure based on its characteristic vector. Furthermore, by using the SLM based on the SDEKF, the GMLPNN parameters are optimized with small computational effort, and the modeling accuracy is improved. An apparatus employing an IPMC actuator is first set up to investigate the IPMC characteristics and to generate the data for training and validating the model. The advanced NBBM model for the IPMC system is then created with the proper inputs to estimate IPMC tip displacement. Next, the model is optimized using the SLM mechanism with the training data. Finally, the optimized NBBM model is verified with the validating data. A comparison between this model and the previously developed model is also carried out to prove the effectiveness of the proposed modeling technique.
NASA Astrophysics Data System (ADS)
Zaugg, David A.; Samuel, Alphonso A.; Waagen, Donald E.; Schmitt, Harry A.
2004-07-01
Bearings-only tracking is widely used in the defense arena. Its value can be exploited in systems using optical sensors and sonar, among others. Non-linearity and non-Gaussian prior statistics are among the complications of bearings-only tracking. Several filters have been used to overcome these obstacles, including particle filters and multiple hypothesis extended Kalman filters (MHEKF). Particle filters can accommodate a wide range of distributions and do not need to be linearized. Because of this they seem ideally suited for this problem. A MHEKF can only approximate the prior distribution of a bearings-only tracking scenario and needs to be linearized. However, the likelihood distribution maintained for each MHEKF hypothesis demonstrates significant memory and lends stability to the algorithm, potentially enhancing tracking convergence. Also, the MHEKF is insensitive to outliers. For the scenarios under investigation, the sensor platform is tracking a moving and a stationary target. The sensor is allowed to maneuver in an attempt to maximize tracking performance. For these scenarios, we compare and contrast the acquisition time and mean-squared tracking error performance characteristics of particle filters and MHEKF via Monte Carlo simulation.
Rahimpour, M; Mohammadzadeh Asl, B
2016-07-01
Monitoring atrial activity via P waves, is an important feature of the arrhythmia detection procedure. The aim of this paper is to present an algorithm for P wave detection in normal and some abnormal records by improving existing methods in the field of signal processing. In contrast to the classical approaches, which are completely blind to signal dynamics, our proposed method uses the extended Kalman filter, EKF25, to estimate the state variables of the equations modeling the dynamic of an ECG signal. This method is a modified version of the nonlinear dynamical model previously introduced for a generation of synthetic ECG signals and fiducial point extraction in normal ones. It is capable of estimating the separate types of activity of the heart with reasonable accuracy and performs well in the presence of morphological variations in the waveforms and ectopic beats. The MIT-BIH Arrhythmia and QT databases have been used to evaluate the performance of the proposed method. The results show that this method has Se = 98.38% and Pr = 96.74% in the overall records (considering normal and abnormal rhythms). PMID:27321699
NASA Technical Reports Server (NTRS)
Lary, David J.; Mussa, Yussuf
2004-01-01
In this study a new extended Kalman filter (EKF) learning algorithm for feed-forward neural networks (FFN) is used. With the EKF approach, the training of the FFN can be seen as state estimation for a non-linear stationary process. The EKF method gives excellent convergence performances provided that there is enough computer core memory and that the machine precision is high. Neural networks are ideally suited to describe the spatial and temporal dependence of tracer-tracer correlations. The neural network performs well even in regions where the correlations are less compact and normally a family of correlation curves would be required. For example, the CH4-N2O correlation can be well described using a neural network trained with the latitude, pressure, time of year, and CH4 volume mixing ratio (v.m.r.). The neural network was able to reproduce the CH4-N2O correlation with a correlation coefficient between simulated and training values of 0.9997. The neural network Fortran code used is available for download.
NASA Astrophysics Data System (ADS)
Ghasemi, S.; Khorasani, K.
2015-10-01
In this paper, the problem of fault detection and isolation (FDI) of the attitude control subsystem (ACS) of spacecraft formation flying systems is considered. For developing the FDI schemes, an extended Kalman filter (EKF) is utilised which belongs to a class of nonlinear state estimation methods. Three architectures, namely centralised, decentralised, and semi-decentralised, are considered and the corresponding FDI strategies are designed and constructed. Appropriate residual generation techniques and threshold selection criteria are proposed for these architectures. The capabilities of the proposed architectures for accomplishing the FDI tasks are studied through extensive numerical simulations for a team of four satellites in formation flight. Using a confusion matrix evaluation criterion, it is shown that the centralised architecture can achieve the most reliable results relative to the semi-decentralised and decentralised architectures at the expense of availability of a centralised processing module that requires the entire team information set. On the other hand, the semi-decentralised performance is close to the centralised scheme without relying on the availability of the entire team information set. Furthermore, the results confirm that the FDI results in formations with angular velocity measurement sensors achieve higher level of accuracy, true faulty, and precision, along with lower level of false healthy misclassification as compared to the formations that utilise attitude measurement sensors.
NASA Astrophysics Data System (ADS)
Luque, Pablo; Mántaras, Daniel A.; Fidalgo, Eloy; Álvarez, Javier; Riva, Paolo; Girón, Pablo; Compadre, Diego; Ferran, Jordi
2013-12-01
The main objective of this work is to determine the limit of safe driving conditions by identifying the maximal friction coefficient in a real vehicle. The study will focus on finding a method to determine this limit before reaching the skid, which is valuable information in the context of traffic safety. Since it is not possible to measure the friction coefficient directly, it will be estimated using the appropriate tools in order to get the most accurate information. A real vehicle is instrumented to collect information of general kinematics and steering tie-rod forces. A real-time algorithm is developed to estimate forces and aligning torque in the tyres using an extended Kalman filter and neural networks techniques. The methodology is based on determining the aligning torque; this variable allows evaluation of the behaviour of the tyre. It transmits interesting information from the tyre-road contact and can be used to predict the maximal tyre grip and safety margin. The maximal grip coefficient is estimated according to a knowledge base, extracted from computer simulation of a high detailed three-dimensional model, using Adams® software. The proposed methodology is validated and applied to real driving conditions, in which maximal grip and safety margin are properly estimated.
NASA Astrophysics Data System (ADS)
Xiong, Binyu; Zhao, Jiyun; Wei, Zhongbao; Skyllas-Kazacos, Maria
2014-09-01
State of charge (SOC) estimation is a key issue for battery management since an accurate estimation method can ensure safe operation and prevent the over-charge/discharge of a battery. Traditionally, open circuit voltage (OCV) method is utilized to estimate the stack SOC and one open flow cell is needed in each battery stack [1,2]. In this paper, an alternative method, extended Kalman filter (EKF) method, is proposed for SOC estimation for VRBs. By measuring the stack terminal voltages and applied currents, SOC can be predicted with a state estimator instead of an additional open circuit flow cell. To implement EKF estimator, an electrical model is required for battery analysis. A thermal-dependent electrical circuit model is proposed to describe the charge/discharge characteristics of the VRB. Two scenarios are tested for the robustness of the EKF. For the lab testing scenarios, the filtered stack voltage tracks the experimental data despite the model errors. For the online operation, the simulated temperature rise is observed and the maximum SOC error is within 5.5%. It is concluded that EKF method is capable of accurately predicting SOC using stack terminal voltages and applied currents in the absence of an open flow cell for OCV measurement.
NASA Astrophysics Data System (ADS)
Zhang, Weige; Shi, Wei; Ma, Zeyu
2015-09-01
Accurate estimations of battery energy and available power capability are of great of importance for realizing an efficient and reliable operation of electric vehicles. To improve the estimation accuracy and reliability for battery state of energy and power capability, a novel model-based joint estimation approach has been proposed against uncertain external operating conditions and internal degradation status of battery cells. Firstly, it proposes a three-dimensional response surface open circuit voltage model to calibrate the estimation inaccuracies of battery state of energy. Secondly, the adaptive unscented Kalman filter (AUKF) is employed to develop a novel model-based joint state estimator for battery state of energy and power capability. The AUKF algorithm utilizes the well-known features of the Kalman filter but employs the method of unscented transform (UT) and adaptive error covariance matching technology to improve the state estimation accuracy. Thirdly, the proposed joint estimator has been verified by a LiFePO4 lithium-ion battery cell under different operating temperatures and aging levels. The result indicates that the estimation errors of battery voltage and state-of-energy are less than 2% even if given a large erroneous initial value, which makes the state of available power capability predict more accurate and reliable for the electric vehicles application.
NASA Astrophysics Data System (ADS)
Nenna, Vanessa; Pidlisecky, Adam; Knight, Rosemary
2011-10-01
We apply an extended Kalman filter (EKF) approach to inversion of time-lapse electrical resistivity imaging (ERI) field data. The EKF is a method of time series signal processing that incorporates both a state evolution model, describing changes in the physical system, and an observation model, incorporating the physics of the electrical resistivity measurement. We test the feasibility of using an EKF approach to inverting ERI data collected with 2-D surface array geometries. As a first test, we invert synthetic data generated using a simulated recharge event and water saturation distributions converted to electrical conductivity values using an Archie's law relationship. In the synthetic example we demonstrate the impact that the noise structure of the state evolution and the regularization weight have on EKF-estimated model parameters and errors. We then apply the method to inversion of field data collected to monitor changes in electrical conductivity beneath a recharge pond that is part of an aquifer storage and recovery project in northern California. Using lines of electrodes buried at a depth of 0.25 m when the base of the pond is dry, we monitor the wetting front associated with the diversion of stormflow runoff to the pond. Using field data, we demonstrate that by oversampling in time, we are able to apply the so-called random walk model for the state evolution and to build the model of observation noise directly from collected data. EKF-estimated values track changes in conductivity associated with both increasing water content in subsurface sediments and changes in the properties of the pore water, showing the method is a feasible approach for inversion of time-lapse ERI field data.
Akhbari, Mahsa; Shamsollahi, Mohammad B; Jutten, Christian; Armoundas, Antonis A; Sayadi, Omid
2016-02-01
In this paper we propose an efficient method for denoising and extracting fiducial point (FP) of ECG signals. The method is based on a nonlinear dynamic model which uses Gaussian functions to model ECG waveforms. For estimating the model parameters, we use an extended Kalman filter (EKF). In this framework called EKF25, all the parameters of Gaussian functions as well as the ECG waveforms (P-wave, QRS complex and T-wave) in the ECG dynamical model, are considered as state variables. In this paper, the dynamic time warping method is used to estimate the nonlinear ECG phase observation. We compare this new approach with linear phase observation models. Using linear and nonlinear EKF25 for ECG denoising and nonlinear EKF25 for fiducial point extraction and ECG interval analysis are the main contributions of this paper. Performance comparison with other EKF-based techniques shows that the proposed method results in higher output SNR with an average SNR improvement of 12 dB for an input SNR of -8 dB. To evaluate the FP extraction performance, we compare the proposed method with a method based on partially collapsed Gibbs sampler and an established EKF-based method. The mean absolute error and the root mean square error of all FPs, across all databases are 14 ms and 22 ms, respectively, for our proposed method, with an advantage when using a nonlinear phase observation. These errors are significantly smaller than errors obtained with other methods. For ECG interval analysis, with an absolute mean error and a root mean square error of about 22 ms and 29 ms, the proposed method achieves better accuracy and smaller variability with respect to other methods. PMID:26767425
Adaptive Kalman filter implementation by a neural network scheme for tracking maneuvering targets
NASA Astrophysics Data System (ADS)
Amoozegar, Farid; Sundareshan, Malur K.
1995-07-01
Conventional target tracking algorithms based on linear estimation techniques perform quite efficiently when the target motion does not involve maneuvers. Target maneuvers involving short term accelerations, however, cause a bias (e.g. jump) in the measurement sequence, which unless compensated, results in divergence of the Kalman filter that provides estimates of target position and velocity, in turn leading to a loss of track. Accurate compensation for the bias requires processing more samples of the input signals which adds to the computational complexity. The waiting time for more samples can also result in a total loss of track since the target can begin a new maneuver and if the target begins a new maneuver before the first one is compensated for, the filter would never converge. Most of the proposed algorithms in the current literature hence have the disadvantage of losing the target in short term accelerations, i.e., when the duration of acceleration is comparable to the time period between the measurements. The time lag for maneuver modelings, which have been based on Bayesian probability calculations and linear estimation shall propose a neural network scheme for the modeling of target maneuvers. The primary motivation for employing compensation. The parallel processing capability of a properly trained neural network can permit fast processing of features to yield correct acceleration estimates and hence can take the burden off the primary Kalman filter which still provides the target position and velocity estimates.
Generic Kalman Filter Software
NASA Technical Reports Server (NTRS)
Lisano, Michael E., II; Crues, Edwin Z.
2005-01-01
The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on
Gray, Morgan; Petit, Cyril; Rodionov, Sergey; Bocquet, Marc; Bertino, Laurent; Ferrari, Marc; Fusco, Thierry
2014-08-25
We propose a new algorithm for an adaptive optics system control law, based on the Linear Quadratic Gaussian approach and a Kalman Filter adaptation with localizations. It allows to handle non-stationary behaviors, to obtain performance close to the optimality defined with the residual phase variance minimization criterion, and to reduce the computational burden with an intrinsically parallel implementation on the Extremely Large Telescopes (ELTs). PMID:25321291
Feng, Yibo; Li, Xisheng; Zhang, Xiaojuan
2015-01-01
We present an adaptive algorithm for a system integrated with micro-electro-mechanical systems (MEMS) gyroscopes and a compass to eliminate the influence from the environment, compensate the temperature drift precisely, and improve the accuracy of the MEMS gyroscope. We use a simplified drift model and changing but appropriate model parameters to implement this algorithm. The model of MEMS gyroscope temperature drift is constructed mostly on the basis of the temperature sensitivity of the gyroscope. As the state variables of a strong tracking Kalman filter (STKF), the parameters of the temperature drift model can be calculated to adapt to the environment under the support of the compass. These parameters change intelligently with the environment to maintain the precision of the MEMS gyroscope in the changing temperature. The heading error is less than 0.6° in the static temperature experiment, and also is kept in the range from 5° to -2° in the dynamic outdoor experiment. This demonstrates that the proposed algorithm exhibits strong adaptability to a changing temperature, and performs significantly better than KF and MLR to compensate the temperature drift of a gyroscope and eliminate the influence of temperature variation. PMID:25985165
Feng, Yibo; Li, Xisheng; Zhang, Xiaojuan
2015-01-01
We present an adaptive algorithm for a system integrated with micro-electro-mechanical systems (MEMS) gyroscopes and a compass to eliminate the influence from the environment, compensate the temperature drift precisely, and improve the accuracy of the MEMS gyroscope. We use a simplified drift model and changing but appropriate model parameters to implement this algorithm. The model of MEMS gyroscope temperature drift is constructed mostly on the basis of the temperature sensitivity of the gyroscope. As the state variables of a strong tracking Kalman filter (STKF), the parameters of the temperature drift model can be calculated to adapt to the environment under the support of the compass. These parameters change intelligently with the environment to maintain the precision of the MEMS gyroscope in the changing temperature. The heading error is less than 0.6° in the static temperature experiment, and also is kept in the range from 5° to −2° in the dynamic outdoor experiment. This demonstrates that the proposed algorithm exhibits strong adaptability to a changing temperature, and performs significantly better than KF and MLR to compensate the temperature drift of a gyroscope and eliminate the influence of temperature variation. PMID:25985165
Extended adaptive filtering for wide-angle SAR image formation
NASA Astrophysics Data System (ADS)
Wang, Yanwei; Roberts, William; Li, Jian
2005-05-01
For two-dimensional (2-D) spectral analysis, the adaptive filtering based technologies, such as CAPON and APES (Amplitude and Phase EStimation), are developed under the implicit assumption that the data sets are rectangular. However, in real SAR applications, especially for the wide-angle cases, the collected data sets are always non-rectangular. This raises the problem of how to extend the original adaptive filtering based algorithms for such kind of scenarios. In this paper, we propose an extended adaptive filtering (EAF) approach, which includes Extended APES (E-APES) and Extended CAPON (E-CAPON), for arbitrarily shaped 2-D data. The EAF algorithms adopt a missing-data approach where the unavailable data samples close to the collected data set are assumed missing. Using a group of filter-banks with varying sizes, these algorithms are non-iterative and do not require the estimation of the unavailable samples. The improved imaging results of the proposed algorithms are demonstrated by applying them to two different SAR data sets.
Extended TA Algorithm for Adapting a Situation Ontology
NASA Astrophysics Data System (ADS)
Zweigle, Oliver; Häussermann, Kai; Käppeler, Uwe-Philipp; Levi, Paul
In this work we introduce an improved version of a learning algorithm for the automatic adaption of a situation ontology (TAA) [1] which extends the basic principle of the learning algorithm. The approach bases on the assumption of uncertain data and includes elements from the domain of Bayesian Networks and Machine Learning. It is embedded into the cluster of excellence Nexus at the University of Stuttgart which has the aim to build a distributed context aware system for sharing context data.
Tsanas, Athanasios; Zañartu, Matías; Little, Max A.; Fox, Cynthia; Ramig, Lorraine O.; Clifford, Gari D.
2014-01-01
There has been consistent interest among speech signal processing researchers in the accurate estimation of the fundamental frequency (F0) of speech signals. This study examines ten F0 estimation algorithms (some well-established and some proposed more recently) to determine which of these algorithms is, on average, better able to estimate F0 in the sustained vowel /a/. Moreover, a robust method for adaptively weighting the estimates of individual F0 estimation algorithms based on quality and performance measures is proposed, using an adaptive Kalman filter (KF) framework. The accuracy of the algorithms is validated using (a) a database of 117 synthetic realistic phonations obtained using a sophisticated physiological model of speech production and (b) a database of 65 recordings of human phonations where the glottal cycles are calculated from electroglottograph signals. On average, the sawtooth waveform inspired pitch estimator and the nearly defect-free algorithms provided the best individual F0 estimates, and the proposed KF approach resulted in a ∼16% improvement in accuracy over the best single F0 estimation algorithm. These findings may be useful in speech signal processing applications where sustained vowels are used to assess vocal quality, when very accurate F0 estimation is required. PMID:24815269
Sun, Jin; Xu, Xiaosu; Liu, Yiting; Zhang, Tao; Li, Yao
2016-01-01
In order to reduce the influence of fiber optic gyroscope (FOG) random drift error on inertial navigation systems, an improved auto regressive (AR) model is put forward in this paper. First, based on real-time observations at each restart of the gyroscope, the model of FOG random drift can be established online. In the improved AR model, the FOG measured signal is employed instead of the zero mean signals. Then, the modified Sage-Husa adaptive Kalman filter (SHAKF) is introduced, which can directly carry out real-time filtering on the FOG signals. Finally, static and dynamic experiments are done to verify the effectiveness. The filtering results are analyzed with Allan variance. The analysis results show that the improved AR model has high fitting accuracy and strong adaptability, and the minimum fitting accuracy of single noise is 93.2%. Based on the improved AR(3) model, the denoising method of SHAKF is more effective than traditional methods, and its effect is better than 30%. The random drift error of FOG is reduced effectively, and the precision of the FOG is improved. PMID:27420062
Sun, Jin; Xu, Xiaosu; Liu, Yiting; Zhang, Tao; Li, Yao
2016-01-01
In order to reduce the influence of fiber optic gyroscope (FOG) random drift error on inertial navigation systems, an improved auto regressive (AR) model is put forward in this paper. First, based on real-time observations at each restart of the gyroscope, the model of FOG random drift can be established online. In the improved AR model, the FOG measured signal is employed instead of the zero mean signals. Then, the modified Sage-Husa adaptive Kalman filter (SHAKF) is introduced, which can directly carry out real-time filtering on the FOG signals. Finally, static and dynamic experiments are done to verify the effectiveness. The filtering results are analyzed with Allan variance. The analysis results show that the improved AR model has high fitting accuracy and strong adaptability, and the minimum fitting accuracy of single noise is 93.2%. Based on the improved AR(3) model, the denoising method of SHAKF is more effective than traditional methods, and its effect is better than 30%. The random drift error of FOG is reduced effectively, and the precision of the FOG is improved. PMID:27420062
Tsanas, Athanasios; Zañartu, Matías; Little, Max A; Fox, Cynthia; Ramig, Lorraine O; Clifford, Gari D
2014-05-01
There has been consistent interest among speech signal processing researchers in the accurate estimation of the fundamental frequency (F(0)) of speech signals. This study examines ten F(0) estimation algorithms (some well-established and some proposed more recently) to determine which of these algorithms is, on average, better able to estimate F(0) in the sustained vowel /a/. Moreover, a robust method for adaptively weighting the estimates of individual F(0) estimation algorithms based on quality and performance measures is proposed, using an adaptive Kalman filter (KF) framework. The accuracy of the algorithms is validated using (a) a database of 117 synthetic realistic phonations obtained using a sophisticated physiological model of speech production and (b) a database of 65 recordings of human phonations where the glottal cycles are calculated from electroglottograph signals. On average, the sawtooth waveform inspired pitch estimator and the nearly defect-free algorithms provided the best individual F(0) estimates, and the proposed KF approach resulted in a ∼16% improvement in accuracy over the best single F(0) estimation algorithm. These findings may be useful in speech signal processing applications where sustained vowels are used to assess vocal quality, when very accurate F(0) estimation is required. PMID:24815269
Luo, Yong; Wu, Wenqi; Babu, Ravindra; Tang, Kanghua; Luo, Bing
2012-01-01
COMPASS is an indigenously developed Chinese global navigation satellite system and will share many features in common with GPS (Global Positioning System). Since the ultra-tight GPS/INS (Inertial Navigation System) integration shows its advantage over independent GPS receivers in many scenarios, the federated ultra-tight COMPASS/INS integration has been investigated in this paper, particularly, by proposing a simplified prefilter model. Compared with a traditional prefilter model, the state space of this simplified system contains only carrier phase, carrier frequency and carrier frequency rate tracking errors. A two-quadrant arctangent discriminator output is used as a measurement. Since the code tracking error related parameters were excluded from the state space of traditional prefilter models, the code/carrier divergence would destroy the carrier tracking process, and therefore an adaptive Kalman filter algorithm tuning process noise covariance matrix based on state correction sequence was incorporated to compensate for the divergence. The federated ultra-tight COMPASS/INS integration was implemented with a hardware COMPASS intermediate frequency (IF), and INS's accelerometers and gyroscopes signal sampling system. Field and simulation test results showed almost similar tracking and navigation performances for both the traditional prefilter model and the proposed system; however, the latter largely decreased the computational load. PMID:23012564
NASA Technical Reports Server (NTRS)
Deutschmann, Julie; Bar-Itzhack, Itzhack
1997-01-01
Traditionally satellite attitude and trajectory have been estimated with completely separate systems, using different measurement data. The estimation of both trajectory and attitude for low earth orbit satellites has been successfully demonstrated in ground software using magnetometer and gyroscope data. Since the earth's magnetic field is a function of time and position, and since time is known quite precisely, the differences between the computed and measured magnetic field components, as measured by the magnetometers throughout the entire spacecraft orbit, are a function of both the spacecraft trajectory and attitude errors. Therefore, these errors can be used to estimate both trajectory and attitude. This work further tests the single augmented Extended Kalman Filter (EKF) which simultaneously and autonomously estimates spacecraft trajectory and attitude with data from the Rossi X-Ray Timing Explorer (RXTE) magnetometer and gyro-measured body rates. In addition, gyro biases are added to the state and the filter's ability to estimate them is presented.
NASA Astrophysics Data System (ADS)
Le Duff, Alain; Plantier, Guy; Valière, Jean C.; Gazengel, Bruno
2016-03-01
A signal processing technique, based on the use of an Extended Kalman Filter, has been developed to measure sound fields by means of Laser Doppler Velocimetry in weak flow. This method allows for the parametric estimation of both the acoustic particle and flow velocity for a forced sine-wave excitation where the acoustic frequency is known. The measurements are performed from the in-phase and the quadrature components of the Doppler downshifted signal thanks to an analog quadrature demodulation technique. Then, the estimated performance is illustrated by means of Monte-Carlo simulations obtained from synthesized signals and compared with asymptotic and analytical forms for the Cramer-Rao Bounds. Results allow the validity domain of the method to be defined and show the availability for free-field measurements in a large range. Finally, an application based on real data obtained in free field is presented.
Stetzel, KD; Aldrich, LL; Trimboli, MS; Plett, GL
2015-03-15
This paper addresses the problem of estimating the present value of electrochemical internal variables in a lithium-ion cell in real time, using readily available measurements of cell voltage, current, and temperature. The variables that can be estimated include any desired set of reaction flux and solid and electrolyte potentials and concentrations at any set of one-dimensional spatial locations, in addition to more standard quantities such as state of charge. The method uses an extended Kalman filter along with a one-dimensional physics-based reduced-order model of cell dynamics. Simulations show excellent and robust predictions having dependable error bounds for most internal variables. (C) 2014 Elsevier B.V. All rights reserved.
Kao, Jim . E-mail: kao@lanl.gov; Flicker, Dawn; Ide, Kayo; Ghil, Michael
2006-05-20
This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from a single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.
NASA Astrophysics Data System (ADS)
Domingues, Margarete O.; Gomes, Anna Karina F.; Mendes, Odim; Schneider, Kai
2013-10-01
We present a new adaptive multiresoltion method for the numerical simulation of ideal magnetohydrodynamics. The governing equations, i.e., the compressible Euler equations coupled with the Maxwell equations are discretized using a finite volume scheme on a two-dimensional Cartesian mesh. Adaptivity in space is obtained via multiresolution analysis, which allows the reliable introduction of a locally refined mesh while controlling the error. The explicit time discretization uses a compact Runge-Kutta method for local time stepping and an embedded Runge-Kutta scheme for automatic time step control. An extended generalized Lagrangian multiplier approach with the mixed hyperbolic-parabolic correction type is used to control the incompressibility of the magnetic field. Applications to a two-dimensional problem illustrate the properties of the method. Memory savings and numerical divergences of the magnetic field are reported and the accuracy of the adaptive computations is assessed by comparing with the available exact solution. This work was supported by the contract SiCoMHD (ANR-Blanc 2011-045).
NASA Astrophysics Data System (ADS)
Xu, Zheyao; Qi, Naiming; Chen, Yukun
2015-12-01
Spacecraft simulators are widely used to study the dynamics, guidance, navigation, and control of a spacecraft on the ground. A spacecraft simulator can have three rotational degrees of freedom by using a spherical air-bearing to simulate a frictionless and micro-gravity space environment. The moment of inertia and center of mass are essential for control system design of ground-based three-axis spacecraft simulators. Unfortunately, they cannot be known precisely. This paper presents two approaches, i.e. a recursive least-squares (RLS) approach with tracking differentiator (TD) and Extended Kalman Filter (EKF) method, to estimate inertia parameters. The tracking differentiator (TD) filter the noise coupled with the measured signals and generate derivate of the measured signals. Combination of two TD filters in series obtains the angular accelerations that are required in RLS (TD-TD-RLS). Another method that does not need to estimate the angular accelerations is using the integrated form of dynamics equation. An extended TD (ETD) filter which can also generate the integration of the function of signals is presented for RLS (denoted as ETD-RLS). States and inertia parameters are estimated simultaneously using EKF. The observability is analyzed. All proposed methods are illustrated by simulations and experiments.
Han, Houzeng; Xu, Tianhe; Wang, Jian
2016-01-01
Precise Point Positioning (PPP) makes use of the undifferenced pseudorange and carrier phase measurements with ionospheric-free (IF) combinations to achieve centimeter-level positioning accuracy. Conventionally, the IF ambiguities are estimated as float values. To improve the PPP positioning accuracy and shorten the convergence time, the integer phase clock model with between-satellites single-difference (BSSD) operation is used to recover the integer property. However, the continuity and availability of stand-alone PPP is largely restricted by the observation environment. The positioning performance will be significantly degraded when GPS operates under challenging environments, if less than five satellites are present. A commonly used approach is integrating a low cost inertial sensor to improve the positioning performance and robustness. In this study, a tightly coupled (TC) algorithm is implemented by integrating PPP with inertial navigation system (INS) using an Extended Kalman filter (EKF). The navigation states, inertial sensor errors and GPS error states are estimated together. The troposphere constrained approach, which utilizes external tropospheric delay as virtual observation, is applied to further improve the ambiguity-fixed height positioning accuracy, and an improved adaptive filtering strategy is implemented to improve the covariance modelling considering the realistic noise effect. A field vehicular test with a geodetic GPS receiver and a low cost inertial sensor was conducted to validate the improvement on positioning performance with the proposed approach. The results show that the positioning accuracy has been improved with inertial aiding. Centimeter-level positioning accuracy is achievable during the test, and the PPP/INS TC integration achieves a fast re-convergence after signal outages. For troposphere constrained solutions, a significant improvement for the height component has been obtained. The overall positioning accuracies of the height
Han, Houzeng; Xu, Tianhe; Wang, Jian
2016-01-01
Precise Point Positioning (PPP) makes use of the undifferenced pseudorange and carrier phase measurements with ionospheric-free (IF) combinations to achieve centimeter-level positioning accuracy. Conventionally, the IF ambiguities are estimated as float values. To improve the PPP positioning accuracy and shorten the convergence time, the integer phase clock model with between-satellites single-difference (BSSD) operation is used to recover the integer property. However, the continuity and availability of stand-alone PPP is largely restricted by the observation environment. The positioning performance will be significantly degraded when GPS operates under challenging environments, if less than five satellites are present. A commonly used approach is integrating a low cost inertial sensor to improve the positioning performance and robustness. In this study, a tightly coupled (TC) algorithm is implemented by integrating PPP with inertial navigation system (INS) using an Extended Kalman filter (EKF). The navigation states, inertial sensor errors and GPS error states are estimated together. The troposphere constrained approach, which utilizes external tropospheric delay as virtual observation, is applied to further improve the ambiguity-fixed height positioning accuracy, and an improved adaptive filtering strategy is implemented to improve the covariance modelling considering the realistic noise effect. A field vehicular test with a geodetic GPS receiver and a low cost inertial sensor was conducted to validate the improvement on positioning performance with the proposed approach. The results show that the positioning accuracy has been improved with inertial aiding. Centimeter-level positioning accuracy is achievable during the test, and the PPP/INS TC integration achieves a fast re-convergence after signal outages. For troposphere constrained solutions, a significant improvement for the height component has been obtained. The overall positioning accuracies of the height
Cynophobic Fear Adaptively Extends Peri-Personal Space
Taffou, Marine; Viaud-Delmon, Isabelle
2014-01-01
Peri-personal space (PPS) is defined as the space immediately surrounding our bodies, which is critical in the adaptation of our social behavior. As a space of interaction with the external world, PPS is involved in the control of motor action as well as in the protection of the body. The boundaries of this PPS are known to be flexible but so far, little is known about how PPS boundaries are influenced by unreasonable fear. We hypothesized that unreasonable fear extends the neural representation of the multisensory space immediately surrounding the body in the presence of a feared object, with the aim of expanding the space of protection around the body. To test this hypothesis, we explored the impact of unreasonable fear on the size of PPS in two groups of non-clinical participants: dog-fearful and non-fearful participants. The sensitivity to cynophobia was assessed with a questionnaire. We measured participants’ PPS extent in the presence of threatening (dog growling) and non-threatening (sheep bleating) auditory stimuli. The sound stimuli were processed through binaural rendering so that the virtual sound sources were looming toward participants from their rear hemi-field. We found that, when in the presence of the auditory dog stimulus, the PPS of dog-fearful participants is larger than that of non-fearful participants. Our results demonstrate that PPS size is adaptively modulated by cynophobia and suggest that anxiety tailors PPS boundaries when exposed to fear-relevant features. Anxiety, with the exception of social phobia, has rarely been studied as a disorder of social interaction. These findings could help develop new treatment strategies for anxious disorders by involving the link between space and interpersonal interaction in the approach of the disorder. PMID:25232342
NASA Astrophysics Data System (ADS)
Zhang, Xiaojie; Zeng, Qiming; Jiao, Jian; Zhang, Jingfa
2016-01-01
Repeat-pass Interferometric Synthetic Aperture Radar (InSAR) is a technique that can be used to generate DEMs. But the accuracy of InSAR is greatly limited by geometrical distortions, atmospheric effect, and decorrelations, particularly in mountainous areas, such as western China where no high quality DEM has so far been accomplished. Since each of InSAR DEMs generated using data of different frequencies and baselines has their own advantages and disadvantages, it is therefore very potential to overcome some of the limitations of InSAR by fusing Multi-baseline and Multi-frequency Interferometric Results (MMIRs). This paper proposed a fusion method based on Extended Kalman Filter (EKF), which takes the InSAR-derived DEMs as states in prediction step and the flattened interferograms as observations in control step to generate the final fused DEM. Before the fusion, detection of layover and shadow regions, low-coherence regions and regions with large height error is carried out because MMIRs in these regions are believed to be unreliable and thereafter are excluded. The whole processing flow is tested with TerraSAR-X and Envisat ASAR datasets. Finally, the fused DEM is validated with ASTER GDEM and national standard DEM of China. The results demonstrate that the proposed method is effective even in low coherence areas.
NASA Technical Reports Server (NTRS)
Gourdeau, L.; Verron, J.; Murtugudde, R.; Busalacchi, A. J.
1997-01-01
A new implementation of the extended Kaman filter is developed for the purpose of assimilating altimetric observations into a primitive equation model of the tropical Pacific. Its specificity consists in defining the errors into a reduced basis that evolves in time with the model dynamic. Validation by twin experiments is conducted and the method is shown to be efficient in quasi real conditions. Data from the first 2 years of the Topex/Poseidon mission are assimilated into the Gent & Cane [1989] model. Assimilation results are evaluated against independent in situ data, namely TAO mooring observations.
NASA Astrophysics Data System (ADS)
Gurung, H.; Banerjee, A.
2016-02-01
This report presents the development of an extended Kalman filter (EKF) to harness the self-sensing capability of a shape memory alloy (SMA) wire, actuating a linear spring. The stress and temperature of the SMA wire, constituting the state of the system, are estimated using the EKF, from the measured change in electrical resistance (ER) of the SMA. The estimated stress is used to compute the change in length of the spring, eliminating the need for a displacement sensor. The system model used in the EKF comprises the heat balance equation and the constitutive relation of the SMA wire coupled with the force-displacement behavior of a spring. Both explicit and implicit approaches are adopted to evaluate the system model at each time-update step of the EKF. Next, in the measurement-update step, estimated states are updated based on the measured electrical resistance. It has been observed that for the same time step, the implicit approach consumes less computational time than the explicit method. To verify the implementation, EKF estimated states of the system are compared with those of an established model for different inputs to the SMA wire. An experimental setup is developed to measure the actual spring displacement and ER of the SMA, for any time-varying voltage applied to it. The process noise covariance is decided using a heuristic approach, whereas the measurement noise covariance is obtained experimentally. Finally, the EKF is used to estimate the spring displacement for a given input and the corresponding experimentally obtained ER of the SMA. The qualitative agreement between the EKF estimated displacement with that obtained experimentally reveals the true potential of this approach to harness the self-sensing capability of the SMA.
The History Of The Kalman Filter
NASA Technical Reports Server (NTRS)
Mcgee, Leonard A.; Schmidt, Stanley F.
1991-01-01
Paper presents historical view of adaptation of Kalman filtering techniques to aerospace applications and eventually to fields as diverse as exploration for oil and control of powerplants. Describes scientific breakthroughs and reformulations that transformed Kalman filtering techniques into fundamental tool for analyzing and solving broad class of estimation problems.
Dutta, Anirban; Koerding, Konrad; Perreault, Eric; Hargrove, Levi
2011-01-01
Machine learning methods for interfacing humans with machines is an emerging area. Here we propose a novel algorithm for interfacing humans with powered lower limb prostheses for restoring control of naturalistic gait following amputation. Unlike most previous neural machine interfaces, our approach fuses control information from the user with sensor information from the prosthesis to approximate the closed loop behavior of the unimpaired sensorimotor system. We present a Bayesian framework to control an artificial knee by probabilistically mixing of process state estimates from different Kalman filters, each addressing separate regimes of locomotion such as level ground walking, walking up a ramp, and walking down a ramp. We show its utility as a mode classifier that is tolerant to temporary sensor faults which are frequently experienced in practical applications. PMID:22255142
Bukhari, W; Hong, S-M
2016-03-01
The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the radiation treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting respiratory motion in 3D space and realizing a gating function without pre-specifying a particular phase of the patient's breathing cycle. The algorithm, named EKF-GPRN(+) , first employs an extended Kalman filter (EKF) independently along each coordinate to predict the respiratory motion and then uses a Gaussian process regression network (GPRN) to correct the prediction error of the EKF in 3D space. The GPRN is a nonparametric Bayesian algorithm for modeling input-dependent correlations between the output variables in multi-output regression. Inference in GPRN is intractable and we employ variational inference with mean field approximation to compute an approximate predictive mean and predictive covariance matrix. The approximate predictive mean is used to correct the prediction error of the EKF. The trace of the approximate predictive covariance matrix is utilized to capture the uncertainty in EKF-GPRN(+) prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification enables us to pause the treatment beam over such instances. EKF-GPRN(+) implements a gating function by using simple calculations based on the trace of the predictive covariance matrix. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPRN(+) . The experimental results show that the EKF-GPRN(+) algorithm reduces the patient-wise prediction error to 38%, 40% and 40% in root-mean-square, compared to no prediction, at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The EKF-GPRN(+) algorithm can further reduce the prediction error by employing the gating
NASA Astrophysics Data System (ADS)
Havazli, E.; Wdowinski, S.; Osmanoglu, B.
2014-12-01
Interferometric Synthetic Aperture Radar (InSAR) is a method that allows researchers to map elevations, analyze surface deformation and even detect ground water level changes. The InSAR phase measurements are wrapped between 0 and 2π and therefore have to be unwrapped to reveal the full scale of the observations. Even though there are algorithms for finding discrete irrotational fields among neighboring pixels in two-dimensions, a three dimensional unwrapping approach is important as it can constrain the solution of our data to a more robust and accurate state. We developed a 3-D unwrapping algorithm based on an Extended Kalman Filter (EKF) that is capable of simultaneously filtering, unwrapping and inverting multiple interferograms to obtain a DEM or deformation map. The method is based on a path-following algorithm that unwraps the dataset starting from a reference point and moves to the next-highest quality neighboring point. The EKF algorithm allows us to better resolve unwrapping problems, especially in vegetated areas, which tend to be decorrelated, and hence obtain more accurate results. In this study we apply our 3-D EKF unwrapping algorithm to North Anatolian and San Andreas fault zones in order to detect interseismic crustal movement across these two major fault systems. For the North Anatolian Fault we processed 37 Envisat scenes that covers the Ismetpasa segment of the fault, and generated 237 interferograms. The generated interferograms are used with both EKF and SBAS algorithms to estimate the deformation in the area. Our previous study of this segment based on the SBAS technique revealed that the Ismetpasa segment creeps at a rate of 8 mm/yr. For the San Andreas Fault (SAF) we processed 37 descending Envisat ASAR scenes acquired between November 2005 and October 2010. Our area of interest includes the central SAF near its intersection with the Garlock Fault. Initial results show deformation across the fault but the results have low fit to the data
NASA Astrophysics Data System (ADS)
Bukhari, W.; Hong, S.-M.
2016-03-01
The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the radiation treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting respiratory motion in 3D space and realizing a gating function without pre-specifying a particular phase of the patient’s breathing cycle. The algorithm, named EKF-GPRN+ , first employs an extended Kalman filter (EKF) independently along each coordinate to predict the respiratory motion and then uses a Gaussian process regression network (GPRN) to correct the prediction error of the EKF in 3D space. The GPRN is a nonparametric Bayesian algorithm for modeling input-dependent correlations between the output variables in multi-output regression. Inference in GPRN is intractable and we employ variational inference with mean field approximation to compute an approximate predictive mean and predictive covariance matrix. The approximate predictive mean is used to correct the prediction error of the EKF. The trace of the approximate predictive covariance matrix is utilized to capture the uncertainty in EKF-GPRN+ prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification enables us to pause the treatment beam over such instances. EKF-GPRN+ implements a gating function by using simple calculations based on the trace of the predictive covariance matrix. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPRN+ . The experimental results show that the EKF-GPRN+ algorithm reduces the patient-wise prediction error to 38%, 40% and 40% in root-mean-square, compared to no prediction, at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The EKF-GPRN+ algorithm can further reduce the prediction error by employing the gating function, albeit
Seed vigour and crop establishment: extending performance beyond adaptation.
Finch-Savage, W E; Bassel, G W
2016-02-01
Seeds are central to crop production, human nutrition, and food security. A key component of the performance of crop seeds is the complex trait of seed vigour. Crop yield and resource use efficiency depend on successful plant establishment in the field, and it is the vigour of seeds that defines their ability to germinate and establish seedlings rapidly, uniformly, and robustly across diverse environmental conditions. Improving vigour to enhance the critical and yield-defining stage of crop establishment remains a primary objective of the agricultural industry and the seed/breeding companies that support it. Our knowledge of the regulation of seed germination has developed greatly in recent times, yet understanding of the basis of variation in vigour and therefore seed performance during the establishment of crops remains limited. Here we consider seed vigour at an ecophysiological, molecular, and biomechanical level. We discuss how some seed characteristics that serve as adaptive responses to the natural environment are not suitable for agriculture. Past domestication has provided incremental improvements, but further actively directed change is required to produce seeds with the characteristics required both now and in the future. We discuss ways in which basic plant science could be applied to enhance seed performance in crop production. PMID:26585226
NASA Astrophysics Data System (ADS)
Trigo, F. C.; Martins, F. P. R.; Fleury, A. T.; Silva, H. C.
2014-02-01
Aiming at overcoming the difficulties derived from the traditional camera calibration methods to record the underwater environment of a towing tank where experiments of scaled-model risers are carried on, a computer vision method, combining traditional image processing algorithms and a self-calibration technique was implemented. This method was used to identify the coordinates of control-points viewed on a scaled-model riser submitted to a periodic force applied to its fairlead attachment point. To study the observed motion, the riser was represented as a pseudo-rigid body model (PRBM) and the hypotheses of compliant mechanisms theory were assumed in order to cope with its elastic behavior. The derived Lagrangian equations of motion were linearized and expressed as a state-space model in which the state variables include the generalized coordinates and the unknown generalized forces. The state-vector thus assembled is estimated through a Kalman Filter. The estimation procedure allows the determination of both the generalized forces and the tension along the cable, with statistically proven convergence.
Attitude Error Representations for Kalman Filtering
NASA Technical Reports Server (NTRS)
Markley, F. Landis; Bauer, Frank H. (Technical Monitor)
2002-01-01
The quaternion has the lowest dimensionality possible for a globally nonsingular attitude representation. The quaternion must obey a unit norm constraint, though, which has led to the development of an extended Kalman filter using a quaternion for the global attitude estimate and a three-component representation for attitude errors. We consider various attitude error representations for this Multiplicative Extended Kalman Filter and its second-order extension.
Attitude Representations for Kalman Filtering
NASA Technical Reports Server (NTRS)
Markley, F. Landis; Bauer, Frank H. (Technical Monitor)
2001-01-01
The four-component quaternion has the lowest dimensionality possible for a globally nonsingular attitude representation, it represents the attitude matrix as a homogeneous quadratic function, and its dynamic propagation equation is bilinear in the quaternion and the angular velocity. The quaternion is required to obey a unit norm constraint, though, so Kalman filters often employ a quaternion for the global attitude estimate and a three-component representation for small errors about the estimate. We consider these mixed attitude representations for both a first-order Extended Kalman filter and a second-order filter, as well for quaternion-norm-preserving attitude propagation.
Reduced-order Kalman filtering with incomplete observability
NASA Technical Reports Server (NTRS)
Yonezawa, K.
1980-01-01
Kalman filtering is considered with reference to linear stochastic dynamic systems without complete observability. It is shown that the canonical decomposition theorem can be extended to the stochastic case and the matrix Riccati equation of the Kalman filter is order-reducible if some states are not observable. The inclusion of unobservable states in Kalman filtering makes the unobservable states 'asymptotically' observable in the filter if these unobservable states are dynamically connected to observable states and asymptotically stable. The reduced-order Kalman filter saves computation time when compared to the conventional Kalman filter.
NASA Astrophysics Data System (ADS)
Seitz, F.; Kirschner, S.; Neubersch, D.
2012-09-01
The geophysical interpretation of observed time series of Earth rotation parameters (ERP) is commonly based on numerical models that describe and balance variations of angular momentum in various subsystems of the Earth. Naturally, models are dependent on geometrical, rheological and physical parameters. Many of these are weakly determined from other models or observations. In our study we present an adaptive Kalman filter approach for the improvement of parameters of the dynamic Earth system model DyMEG which acts as a simulator of ERP. In particular we focus on the improvement of the pole tide Love number k2. In the frame of a sensitivity analysis k2 has been identified as one of the most crucial parameters of DyMEG since it directly influences the modeled Chandler oscillation. At the same time k2 is one of the most uncertain parameters in the model. Our simulations with DyMEG cover a period of 60 years after which a steady state of k2 is reached. The estimate for k2, accounting for the anelastic response of the Earth's mantle and the ocean, is 0.3531 + 0.0030i. We demonstrate that the application of the improved parameter k2 in DyMEG leads to significantly better results for polar motion than the original value taken from the Conventions of the International Earth Rotation and Reference Systems Service (IERS).
NASA Astrophysics Data System (ADS)
Seitz, F.; Kirschner, S.; Neubersch, D.
2012-12-01
Earth rotation has been monitored using space geodetic techniques since many decades. The geophysical interpretation of observed time series of Earth rotation parameters (ERP) polar motion and length-of-day is commonly based on numerical models that describe and balance variations of angular momentum in various subsystems of the Earth. Naturally, models are dependent on geometrical, rheological and physical parameters. Many of these are weakly determined from other models or observations. In our study we present an adaptive Kalman filter approach for the improvement of parameters of the dynamic Earth system model DyMEG which acts as a simulator of ERP. In particular we focus on the improvement of the pole tide Love number k2. In the frame of a sensitivity analysis k2 has been identified as one of the most crucial parameters of DyMEG since it directly influences the modeled Chandler oscillation. At the same time k2 is one of the most uncertain parameters in the model. Our simulations with DyMEG cover a period of 60 years after which a steady state of k2 is reached. The estimate for k2, accounting for the anelastic response of the Earth's mantle and the ocean, is 0.3531 + 0.0030i. We demonstrate that the application of the improved parameter k2 in DyMEG leads to significantly better results for polar motion than the original value taken from the Conventions of the International Earth Rotation and Reference Systems Service (IERS).
Flexible Generation of Kalman Filter Code
NASA Technical Reports Server (NTRS)
Richardson, Julian; Wilson, Edward
2006-01-01
Domain-specific program synthesis can automatically generate high quality code in complex domains from succinct specifications, but the range of programs which can be generated by a given synthesis system is typically narrow. Obtaining code which falls outside this narrow scope necessitates either 1) extension of the code generator, which is usually very expensive, or 2) manual modification of the generated code, which is often difficult and which must be redone whenever changes are made to the program specification. In this paper, we describe adaptations and extensions of the AUTOFILTER Kalman filter synthesis system which greatly extend the range of programs which can be generated. Users augment the input specification with a specification of code fragments and how those fragments should interleave with or replace parts of the synthesized filter. This allows users to generate a much wider range of programs without their needing to modify the synthesis system or edit generated code. We demonstrate the usefulness of the approach by applying it to the synthesis of a complex state estimator which combines code from several Kalman filters with user-specified code. The work described in this paper allows the complex design decisions necessary for real-world applications to be reflected in the synthesized code. When executed on simulated input data, the generated state estimator was found to produce comparable estimates to those produced by a handcoded estimator
Atypicalities in Perceptual Adaptation in Autism Do Not Extend to Perceptual Causality
Karaminis, Themelis; Turi, Marco; Neil, Louise; Badcock, Nicholas A.; Burr, David; Pellicano, Elizabeth
2015-01-01
A recent study showed that adaptation to causal events (collisions) in adults caused subsequent events to be less likely perceived as causal. In this study, we examined if a similar negative adaptation effect for perceptual causality occurs in children, both typically developing and with autism. Previous studies have reported diminished adaptation for face identity, facial configuration and gaze direction in children with autism. To test whether diminished adaptive coding extends beyond high-level social stimuli (such as faces) and could be a general property of autistic perception, we developed a child-friendly paradigm for adaptation of perceptual causality. We compared the performance of 22 children with autism with 22 typically developing children, individually matched on age and ability (IQ scores). We found significant and equally robust adaptation aftereffects for perceptual causality in both groups. There were also no differences between the two groups in their attention, as revealed by reaction times and accuracy in a change-detection task. These findings suggest that adaptation to perceptual causality in autism is largely similar to typical development and, further, that diminished adaptive coding might not be a general characteristic of autism at low levels of the perceptual hierarchy, constraining existing theories of adaptation in autism. PMID:25774507
The life of a dead ant: the expression of an adaptive extended phenotype.
Andersen, Sandra B; Gerritsma, Sylvia; Yusah, Kalsum M; Mayntz, David; Hywel-Jones, Nigel L; Billen, Johan; Boomsma, Jacobus J; Hughes, David P
2009-09-01
Specialized parasites are expected to express complex adaptations to their hosts. Manipulation of host behavior is such an adaptation. We studied the fungus Ophiocordyceps unilateralis, a locally specialized parasite of arboreal Camponotus leonardi ants. Ant-infecting Ophiocordyceps are known to make hosts bite onto vegetation before killing them. We show that this represents a fine-tuned fungal adaptation: an extended phenotype. Dead ants were found under leaves, attached by their mandibles, on the northern side of saplings approximately 25 cm above the soil, where temperature and humidity conditions were optimal for fungal growth. Experimental relocation confirmed that parasite fitness was lower outside this manipulative zone. Host resources were rapidly colonized and further secured by extensive internal structuring. Nutritional composition analysis indicated that such structuring allows the parasite to produce a large fruiting body for spore production. Our findings suggest that the osmotrophic lifestyle of fungi may have facilitated novel exploitation strategies. PMID:19627240
Dependence of Adaptive Cross-correlation Algorithm Performance on the Extended Scene Image Quality
NASA Technical Reports Server (NTRS)
Sidick, Erkin
2008-01-01
Recently, we reported an adaptive cross-correlation (ACC) algorithm to estimate with high accuracy the shift as large as several pixels between two extended-scene sub-images captured by a Shack-Hartmann wavefront sensor. It determines the positions of all extended-scene image cells relative to a reference cell in the same frame using an FFT-based iterative image-shifting algorithm. It works with both point-source spot images as well as extended scene images. We have demonstrated previously based on some measured images that the ACC algorithm can determine image shifts with as high an accuracy as 0.01 pixel for shifts as large 3 pixels, and yield similar results for both point source spot images and extended scene images. The shift estimate accuracy of the ACC algorithm depends on illumination level, background, and scene content in addition to the amount of the shift between two image cells. In this paper we investigate how the performance of the ACC algorithm depends on the quality and the frequency content of extended scene images captured by a Shack-Hatmann camera. We also compare the performance of the ACC algorithm with those of several other approaches, and introduce a failsafe criterion for the ACC algorithm-based extended scene Shack-Hatmann sensors.
Dependence of adaptive cross-correlation algorithm performance on the extended scene image quality
NASA Astrophysics Data System (ADS)
Sidick, Erkin
2008-08-01
Recently, we reported an adaptive cross-correlation (ACC) algorithm to estimate with high accuracy the shift as large as several pixels between two extended-scene sub-images captured by a Shack-Hartmann wavefront sensor. It determines the positions of all extended-scene image cells relative to a reference cell in the same frame using an FFT-based iterative image-shifting algorithm. It works with both point-source spot images as well as extended scene images. We have demonstrated previously based on some measured images that the ACC algorithm can determine image shifts with as high an accuracy as 0.01 pixel for shifts as large 3 pixels, and yield similar results for both point source spot images and extended scene images. The shift estimate accuracy of the ACC algorithm depends on illumination level, background, and scene content in addition to the amount of the shift between two image cells. In this paper we investigate how the performance of the ACC algorithm depends on the quality and the frequency content of extended scene images captured by a Shack-Hatmann camera. We also compare the performance of the ACC algorithm with those of several other approaches, and introduce a failsafe criterion for the ACC algorithm-based extended scene Shack-Hatmann sensors.
Multirate and event-driven Kalman filters for helicopter flight
NASA Technical Reports Server (NTRS)
Sridhar, Banavar; Smith, Phillip; Suorsa, Raymond E.; Hussien, Bassam
1993-01-01
A vision-based obstacle detection system that provides information about objects as a function of azimuth and elevation is discussed. The range map is computed using a sequence of images from a passive sensor, and an extended Kalman filter is used to estimate range to obstacles. The magnitude of the optical flow that provides measurements for each Kalman filter varies significantly over the image depending on the helicopter motion and object location. In a standard Kalman filter, the measurement update takes place at fixed intervals. It may be necessary to use a different measurement update rate in different parts of the image in order to maintain the same signal to noise ratio in the optical flow calculations. A range estimation scheme that accepts the measurement only under certain conditions is presented. The estimation results from the standard Kalman filter are compared with results from a multirate Kalman filter and an event-driven Kalman filter for a sequence of helicopter flight images.
Effects of extended lay-off periods on performance and operator trust under adaptable automation.
Chavaillaz, Alain; Wastell, David; Sauer, Jürgen
2016-03-01
Little is known about the long-term effects of system reliability when operators do not use a system during an extended lay-off period. To examine threats to skill maintenance, 28 participants operated twice a simulation of a complex process control system for 2.5 h, with an 8-month retention interval between sessions. Operators were provided with an adaptable support system, which operated at one of the following reliability levels: 60%, 80% or 100%. Results showed that performance, workload, and trust remained stable at the second testing session, but operators lost self-confidence in their system management abilities. Finally, the effects of system reliability observed at the first testing session were largely found again at the second session. The findings overall suggest that adaptable automation may be a promising means to support operators in maintaining their performance at the second testing session. PMID:26603139
Toward a systems-oriented approach to the role of the extended amygdala in adaptive responding.
Waraczynski, Meg
2016-09-01
Research into the structure and function of the basal forebrain macrostructure called the extended amygdala (EA) has recently seen considerable growth. This paper reviews that work, with the objectives of identifying underlying themes and developing a common goal towards which investigators of EA function might work. The paper begins with a brief review of the structure and the ontological and phylogenetic origins of the EA. It continues with a review of research into the role of the EA in both aversive and appetitive states, noting that these two seemingly disparate avenues of research converge on the concept of reinforcement - either negative or positive - of adaptive responding. These reviews lead to a proposal as to where the EA may fit in the organization of the basal forebrain, and an invitation to investigators to place their findings in a unifying conceptual framework of the EA as a collection of neural ensembles that mediate adaptive responding. PMID:27216212
Extended depth of focus adaptive optics spectral domain optical coherence tomography
Sasaki, Kazuhiro; Kurokawa, Kazuhiro; Makita, Shuichi; Yasuno, Yoshiaki
2012-01-01
We present an adaptive optics spectral domain optical coherence tomography (AO-SDOCT) with a long focal range by active phase modulation of the pupil. A long focal range is achieved by introducing AO-controlled third-order spherical aberration (SA). The property of SA and its effects on focal range are investigated in detail using the Huygens-Fresnel principle, beam profile measurement and OCT imaging of a phantom. The results indicate that the focal range is extended by applying SA, and the direction of extension can be controlled by the sign of applied SA. Finally, we demonstrated in vivo human retinal imaging by altering the applied SA. PMID:23082278
Adaptive subspace detection of extended target in white Gaussian noise using sinc basis
NASA Astrophysics Data System (ADS)
Zhang, Xiao-Wei; Li, Ming; Qu, Jian-She; Yang, Hui
2016-01-01
For the high resolution radar (HRR), the problem of detecting the extended target is considered in this paper. Based on a single observation, a new two-step detection based on sparse representation (TSDSR) method is proposed to detect the extended target in the presence of Gaussian noise with unknown covariance. In the new method, the Sinc dictionary is introduced to sparsely represent the high resolution range profile (HRRP). Meanwhile, adaptive subspace pursuit (ASP) is presented to recover the HRRP embedded in the Gaussian noise and estimate the noise covariance matrix. Based on the Sinc dictionary and the estimated noise covariance matrix, one step subspace detector (OSSD) for the first-order Gaussian (FOG) model without secondary data is adopted to realise the extended target detection. Finally, the proposed TSDSR method is applied to raw HRR data. Experimental results demonstrate that HRRPs of different targets can be sparsely represented very well with the Sinc dictionary. Moreover, the new method can estimate the noise power with tiny errors and have a good detection performance.
Kawano, Yoshihiro; Higgins, Christopher; Yamamoto, Yasuhito; Nyhus, Julie; Bernard, Amy; Dong, Hong-Wei; Karten, Harvey J; Schilling, Tobias
2013-01-01
We present a new method for whole slide darkfield imaging. Whole Slide Imaging (WSI), also sometimes called virtual slide or virtual microscopy technology, produces images that simultaneously provide high resolution and a wide field of observation that can encompass the entire section, extending far beyond any single field of view. For example, a brain slice can be imaged so that both overall morphology and individual neuronal detail can be seen. We extended the capabilities of traditional whole slide systems and developed a prototype system for darkfield internal reflection illumination (DIRI). Our darkfield system uses an ultra-thin light-emitting diode (LED) light source to illuminate slide specimens from the edge of the slide. We used a new type of side illumination, a variation on the internal reflection method, to illuminate the specimen and create a darkfield image. This system has four main advantages over traditional darkfield: (1) no oil condenser is required for high resolution imaging (2) there is less scatter from dust and dirt on the slide specimen (3) there is less halo, providing a more natural darkfield contrast image, and (4) the motorized system produces darkfield, brightfield and fluorescence images. The WSI method sometimes allows us to image using fewer stains. For instance, diaminobenzidine (DAB) and fluorescent staining are helpful tools for observing protein localization and volume in tissues. However, these methods usually require counter-staining in order to visualize tissue structure, limiting the accuracy of localization of labeled cells within the complex multiple regions of typical neurohistological preparations. Darkfield imaging works on the basis of light scattering from refractive index mismatches in the sample. It is a label-free method of producing contrast in a sample. We propose that adapting darkfield imaging to WSI is very useful, particularly when researchers require additional structural information without the use of
Optical Kalman filtering for missile guidance
NASA Technical Reports Server (NTRS)
Casasent, D.; Neuman, C. P.; Lycas, J.
1984-01-01
Optical systolic array processors constitute a powerful and general-purpose set of optical architectures with high computational rates. In this paper, Kalman filtering, a novel application for these architectures, is investigated. All required operations are detailed; their realization by optical and special-purpose analog electronics are specified; and the processing time of the system is quantified. The specific Kalman filter application chosen is for an air-to-air missile guidance controller. The architecture realized in this paper meets the design goal of a fully adaptive Kalman filter which processes a measurement every 1 msec. The vital issue of flow and pipelining of data and operations in a systolic array processor is addressed. The approach is sufficiently general and can be realized on an optical or digital systolic array processor.
A class of quaternion Kalman filters.
Jahanchahi, Cyrus; Mandic, Danilo P
2014-03-01
The existing Kalman filters for quaternion-valued signals do not operate fully in the quaternion domain, and are combined with the real Kalman filter to enable the tracking in 3-D spaces. Using the recently introduced HR-calculus, we develop the fully quaternion-valued Kalman filter (QKF) and quaternion-extended Kalman filter (QEKF), allowing for the tracking of 3-D and 4-D signals directly in the quaternion domain. To consider the second-order noncircularity of signals, we employ the recently developed augmented quaternion statistics to derive the widely linear QKF (WL-QKF) and widely linear QEKF (WL-QEKF). To reduce computational requirements of the widely linear algorithms, their efficient implementation are proposed and it is shown that the quaternion widely linear model can be simplified when processing 3-D data, further reducing the computational requirements. Simulations using both synthetic and real-world circular and noncircular signals illustrate the advantages offered by widely linear over strictly linear quaternion Kalman filters. PMID:24807449
NASA Astrophysics Data System (ADS)
Singh, Ravinder; Price, Stanton R.; Anderson, Derek T.
2015-05-01
A big challenge with forward looking (FL), versus downward looking, sensors mounted on a ground vehicle for explosive hazard detection (EHD) is they "see everything", on and off road. Even if a technology such as road detection is used, we still have to find and subsequently discriminate targets versus clutter on the road and often road side. When designing an automatic detection system for FL-EHD, we typically make use of a prescreener to identify regions of interest (ROI) instead of searching for targets in an inefficient brute force fashion by extracting complicated features and running expensive classifiers at every possible translation, rotation and scale. In this article, we explore the role of genetic algorithms (GAs), specifically with respect to a new adaptive mutation operator, for learning the parameters of a FL-EHD prescreener in FL infrared (FLIR) imagery. The proposed extended adaptive mutation (eAM) algorithm is driven by fitness similarities in the chromosome population. Currently, our prescreener consists of many free parameters that are empirically chosen by a researcher. The parameters are learned herein using the proposed optimization technique and the performance of the system is measured using receiver operating characteristic (ROC) curves on data obtained from a U.S. Army test site that includes a variety of target types buried at varying depths and from different times of day. The proposed technique is also applied to numerous synthetic fitness landscapes to further assess the effectiveness of the eAM algorithm. Results show that the new adaptive mutation technique converges faster to a better solution than a GA with fixed mutation.
VLBI real-time analysis by Kalman Filtering
NASA Astrophysics Data System (ADS)
Karbon, Maria; Soja, Benedikt; Nilson, Tobias; Heinkelmann, Robert; Liu, Li; Lu, Ciuxian; Xu, Minghui; Raposo-Pulido, Virginia; Mora-Diaz, Julian; Schuh, Harald
2014-05-01
Geodetic Very Long Baseline Interferometry (VLBI) is one of the primary space geodetic techniques. It provides the full set of Earth Orientation Parameter (EOP) and is unique for observing long term Universal Time (UT1) and precession/nutation. Currently the VLBI products are delivered with a delay of about two weeks from the moment of the observation. However, the need for near-real time estimates of the parameters is increasing, e.g. for satellite based navigation and positioning or for enabling precise tracking of interplanetary spacecraft. The goal is thus to reduce the time span between observation and the final result to less than one day. This can be archived by replacing the classical least squares method with an adaptive Kalman filter. We have developed a Kalman filter for VLBI data analysis. This method has the advantage that it is simultaneously possible to estimate stationary parameters, e.g. station positions, and to model the highly variable stochastic behavior of non-stationary parameters like clocks or atmospheric parameters. The filter is able to perform without any human interaction, making it a completely autonomous tool. In this work we describe the filter and discuss its application for EOP determination and prediction. We discuss the implementation of the stochastic models to statistically account for unpredictable changes in EOP. Furthermore, additional data like results from other techniques can be included to improve the performance. For example, atmospheric angular momentum calculated from numerical weather models can be introduced to supplement the short-term prediction of UT1 and polar motion. This Kalman filter will be extended and embedded in the newly developed Vienna VLBI Software (VieVS) as a completely autonomous tool enabling the VLBI analysis in near real-time and providing all the parameters of interest with the highest possible accuracy.
McKay, James R.; Van Horn, Deborah; Lynch, Kevin G.; Ivey, Megan; Cary, Mark S.; Drapkin, Michelle; Coviello, Donna M.; Plebani, Jennifer G.
2014-01-01
Objective Study tested whether cocaine dependent patients using cocaine or alcohol at intake or in the first few weeks of intensive outpatient treatment would benefit more from extended continuing care than patients abstinent during this period. The effect of incentives for continuing care attendance was also examined. Methods Participants (N=321) were randomized to: treatment as usual (TAU), TAU and Telephone Monitoring and Counseling (TMC), or TAU and TMC plus incentives (TMC+). The primary outcomes were: (1) abstinence from all drugs and heavy alcohol use, and (2) cocaine urine toxicology. Follow-ups were at 3, 6, 9, 12, 18, and 24 months. Results Cocaine and alcohol use at intake or early in treatment predicted worse outcomes on both measures (ps≤ .0002). Significant effects favoring TMC over TAU on the abstinence composite were obtained in participants who used cocaine (OR=1.95 [1.02, 3.73]) or alcohol (OR=2.47 [1.28, 4.78]) at intake or early in treatment. A significant effect favoring TMC+ over TAU on cocaine urine toxicology was obtained in those using cocaine during that period (OR= 0.55 [0.31, 0.95]). Conversely, there were no treatment effects in participants abstinent at baseline, and no overall treatment main effects. Incentives almost doubled the number of continuing care sessions received, but did not further improve outcomes. Conclusion An adaptive approach for cocaine dependence in which extended continuing care is provided only to patients who are using cocaine or alcohol at intake or early in treatment improves outcomes in this group while reducing burden and costs in lower risk patients. PMID:24041231
NASA Technical Reports Server (NTRS)
Brown, R. G.
1984-01-01
The formulation of appropriate state-space models for Kalman filtering applications is studied. The so-called model is completely specified by four matrix parameters and the initial conditions of the recursive equations. Once these are determined, the die is cast, and the way in which the measurements are weighted is determined foreverafter. Thus, finding a model that fits the physical situation at hand is all important. Also, it is often the most difficult aspect of designing a Kalman filter. Formulation of discrete state models from the spectral density and ARMA random process descriptions is discussed. Finally, it is pointed out that many common processes encountered in applied work (such as band-limited white noise) simply do not lend themselves very well to Kalman filter modeling.
NASA Technical Reports Server (NTRS)
Skliar, M.; Ramirez, W. F.
1997-01-01
For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.
Chen, Ying-ping; Chen, Chao-Hong
2010-01-01
An adaptive discretization method, called split-on-demand (SoD), enables estimation of distribution algorithms (EDAs) for discrete variables to solve continuous optimization problems. SoD randomly splits a continuous interval if the number of search points within the interval exceeds a threshold, which is decreased at every iteration. After the split operation, the nonempty intervals are assigned integer codes, and the search points are discretized accordingly. As an example of using SoD with EDAs, the integration of SoD and the extended compact genetic algorithm (ECGA) is presented and numerically examined. In this integration, we adopt a local search mechanism as an optional component of our back end optimization engine. As a result, the proposed framework can be considered as a memetic algorithm, and SoD can potentially be applied to other memetic algorithms. The numerical experiments consist of two parts: (1) a set of benchmark functions on which ECGA with SoD and ECGA with two well-known discretization methods: the fixed-height histogram (FHH) and the fixed-width histogram (FWH) are compared; (2) a real-world application, the economic dispatch problem, on which ECGA with SoD is compared to other methods. The experimental results indicate that SoD is a better discretization method to work with ECGA. Moreover, ECGA with SoD works quite well on the economic dispatch problem and delivers solutions better than the best known results obtained by other methods in existence. PMID:20210600
Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter
Zhou, Ning; Huang, Zhenyu; Welch, Greg; Zhang, J.
2012-05-24
To reduce the computational load of the ensemble Kalman filter while maintaining its efficacy, an optimization algorithm based on the generalized eigenvalue decomposition method is proposed for identifying the most informative measurement subspace. When the number of measurements is large, the proposed algorithm can be used to make an effective tradeoff between computational complexity and estimation accuracy. This algorithm also can be extended to other Kalman filters for measurement subspace selection.
NASA Technical Reports Server (NTRS)
Sonnabend, David
1995-01-01
In a paper here last year, an idea was put forward that much greater performance could be obtained from an observer, relative to a Kalman filter if more general performance indices were adopted, and the full power spectra of all the noises were employed. The considerable progress since then is reported here. Included are an extension of the theory to regulators, direct calculation of the theory's fundamental quantities - the noise effect integrals - for several theoretical spectra, and direct derivations of the Riccati equations of LQG (Linear-Quadratic-Gaussian) and Kalman theory yielding new insights.
A Two-Stage Kalman Filter Approach for Robust and Real-Time Power System State Estimation
Zhang, Jinghe; Welch, Greg; Bishop, Gary; Huang, Zhenyu
2014-04-01
As electricity demand continues to grow and renewable energy increases its penetration in the power grid, realtime state estimation becomes essential for system monitoring and control. Recent development in phasor technology makes it possible with high-speed time-synchronized data provided by Phasor Measurement Units (PMU). In this paper we present a two-stage Kalman filter approach to estimate the static state of voltage magnitudes and phase angles, as well as the dynamic state of generator rotor angles and speeds. Kalman filters achieve optimal performance only when the system noise characteristics have known statistical properties (zero-mean, Gaussian, and spectrally white). However in practice the process and measurement noise models are usually difficult to obtain. Thus we have developed the Adaptive Kalman Filter with Inflatable Noise Variances (AKF with InNoVa), an algorithm that can efficiently identify and reduce the impact of incorrect system modeling and/or erroneous measurements. In stage one, we estimate the static state from raw PMU measurements using the AKF with InNoVa; then in stage two, the estimated static state is fed into an extended Kalman filter to estimate the dynamic state. Simulations demonstrate its robustness to sudden changes of system dynamics and erroneous measurements.
Initial flight results of the TRMM Kalman filter
NASA Technical Reports Server (NTRS)
Andrews, Stephen F.; Morgenstern, Wendy M.
1998-01-01
The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.
Initial Flight Results of the TRMM Kalman Filter
NASA Technical Reports Server (NTRS)
Andrews, Stephen F.; Morgenstern, Wendy M.
1998-01-01
The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.
Fast SIMDized Kalman filter based track fit
NASA Astrophysics Data System (ADS)
Gorbunov, S.; Kebschull, U.; Kisel, I.; Lindenstruth, V.; Müller, W. F. J.
2008-03-01
Modern high energy physics experiments have to process terabytes of input data produced in particle collisions. The core of many data reconstruction algorithms in high energy physics is the Kalman filter. Therefore, the speed of Kalman filter based algorithms is of crucial importance in on-line data processing. This is especially true for the combinatorial track finding stage where the Kalman filter based track fit is used very intensively. Therefore, developing fast reconstruction algorithms, which use maximum available power of processors, is important, in particular for the initial selection of events which carry signals of interesting physics. One of such powerful feature supported by almost all up-to-date PC processors is a SIMD instruction set, which allows packing several data items in one register and to operate on all of them, thus achieving more operations per clock cycle. The novel Cell processor extends the parallelization further by combining a general-purpose PowerPC processor core with eight streamlined coprocessing elements which greatly accelerate vector processing applications. In the investigation described here, after a significant memory optimization and a comprehensive numerical analysis, the Kalman filter based track fitting algorithm of the CBM experiment has been vectorized using inline operator overloading. Thus the algorithm continues to be flexible with respect to any CPU family used for data reconstruction. Because of all these changes the SIMDized Kalman filter based track fitting algorithm takes 1 μs per track that is 10000 times faster than the initial version. Porting the algorithm to a Cell Blade computer gives another factor of 10 of the speedup. Finally, we compare performance of the tracking algorithm running on three different CPU architectures: Intel Xeon, AMD Opteron and Cell Broadband Engine.
NASA Astrophysics Data System (ADS)
Börger, Klaus; Schmidt, Michael; Dettmering, Denise; Limberger, Marco; Erdogan, Eren; Seitz, Florian; Brandert, Sylvia; Görres, Barbara; Kersten, Wilhelm; Bothmer, Volker; Hinrichs, Johannes; Venzmer, Malte; Mrotzek, Niclas
2016-04-01
Today, the observations of space geodetic techniques are usually available with a rather low latency which applies to space missions observing the solar terrestrial environment, too. Therefore, we can use all these measurements in near real-time to compute and to provide ionosphere information, e.g. the vertical total electron content (VTEC). GSSAC and BGIC support a project aiming at a service for providing ionosphere information. This project is called OPTIMAP, meaning "Operational Tool for Ionosphere Mapping and Prediction"; the scientific work is mainly done by the German Geodetic Research Institute of the Technical University Munich (DGFI-TUM) and the Institute for Astrophysics of the University of Goettingen (IAG). The OPTIMAP strategy for providing ionosphere target quantities of high quality, such as VTEC or the electron density, includes mathematical approaches and tools allowing for the model adaptation to the real observational scenario as a significant improvement w.r.t. the traditional well-established methods. For example, OPTIMAP combines different observation types such as GNSS (GPS, GLONASS), Satellite Altimetry (Jason-2), DORIS as well as radio-occultation measurements (FORMOSAT#3/COSMIC). All these observations run into a Kalman-filter to compute global ionosphere maps, i.e. VTEC, for the current instant of time and as a forecast for a couple of subsequent days. Mathematically, the global VTEC is set up as a series expansion in terms of two-dimensional basis functions defined as tensor products of trigonometric B-splines for longitude and polynomial B-splines for latitude. Compared to the classical spherical harmonics, B-splines have a localizing character and, therefore, can handle an inhomogeneous data distribution properly. Finally, B-splines enable a so-called multi-resolution-representation (MRR) enabling the combination of global and regional modelling approaches. In addition to the geodetic measurements, Sun observations are pre
A new class of nonlinear Rauch-Tung-Striebel cubature Kalman smoothers.
Jia, Bin; Xin, Ming
2015-03-01
In this paper, a new Rauch-Tung-Striebel type of nonlinear smoothing method is proposed based on a class of high-degree cubature integration rules. This new class of cubature Kalman smoothers generalizes the conventional third-degree cubature Kalman smoother using the combination of Genz׳s or Mysovskikh׳s high-degree spherical rule with the moment matching based arbitrary-degree radial rule, which considerably improves the estimation accuracy. A target tracking problem is utilized to demonstrate the performance of this new smoother and to compare it with other Gaussian approximation smoothers. It will be shown that this new cubature Kalman smoother enhances the filtering accuracy and outperforms the extended Kalman smoother, the unscented Kalman smoother, and the conventional third-degree cubature Kalman smoother. It also maintains close performance to the Gauss-Hermite quadrature smoother with much less computational cost. PMID:25440949
From Dinosaurs to Modern Bird Diversity: Extending the Time Scale of Adaptive Radiation
Moen, Daniel; Morlon, Hélène
2014-01-01
What explains why some groups of organisms, like birds, are so species rich? And what explains their extraordinary ecological diversity, ranging from large, flightless birds to small migratory species that fly thousand of kilometers every year? These and similar questions have spurred great interest in adaptive radiation, the diversification of ecological traits in a rapidly speciating group of organisms. Although the initial formulation of modern concepts of adaptive radiation arose from consideration of the fossil record, rigorous attempts to identify adaptive radiation in the fossil record are still uncommon. Moreover, most studies of adaptive radiation concern groups that are less than 50 million years old. Thus, it is unclear how important adaptive radiation is over temporal scales that span much larger portions of the history of life. In this issue, Benson et al. test the idea of a “deep-time” adaptive radiation in dinosaurs, compiling and using one of the most comprehensive phylogenetic and body-size datasets for fossils. Using recent phylogenetic statistical methods, they find that in most clades of dinosaurs there is a strong signal of an “early burst” in body-size evolution, a predicted pattern of adaptive radiation in which rapid trait evolution happens early in a group's history and then slows down. They also find that body-size evolution did not slow down in the lineage leading to birds, hinting at why birds survived to the present day and diversified. This paper represents one of the most convincing attempts at understanding deep-time adaptive radiations. PMID:24802950
Absar, Syeda Mariya; Preston, Benjamin L.
2015-05-25
The exploration of alternative socioeconomic futures is an important aspect of understanding the potential consequences of climate change. While socioeconomic scenarios are common and, at times essential, tools for the impact, adaptation and vulnerability and integrated assessment modeling research communities, their approaches to scenario development have historically been quite distinct. However, increasing convergence of impact, adaptation and vulnerability and integrated assessment modeling research in terms of scales of analysis suggests there may be value in the development of a common framework for socioeconomic scenarios. The Shared Socioeconomic Pathways represents an opportunity for the development of such a common framework. However, the scales at which these global storylines have been developed are largely incommensurate with the sub-national scales at which impact, adaptation and vulnerability, and increasingly integrated assessment modeling, studies are conducted. Our objective for this study was to develop sub-national and sectoral extensions of the global SSP storylines in order to identify future socioeconomic challenges for adaptation for the U.S. Southeast. A set of nested qualitative socioeconomic storyline elements, integrated storylines, and accompanying quantitative indicators were developed through an application of the Factor-Actor-Sector framework. Finally, in addition to revealing challenges and opportunities associated with the use of the SSPs as a basis for more refined scenario development, this study generated sub-national storyline elements and storylines that can subsequently be used to explore the implications of alternative subnational socioeconomic futures for the assessment of climate change impacts and adaptation.
Hirschhausen, Nina; Block, Desiree; Bianconi, Irene; Bragonzi, Alessandra; Birtel, Johannes; Lee, Jean C; Dübbers, Angelika; Küster, Peter; Kahl, Janina; Peters, Georg; Kahl, Barbara C
2013-12-01
Staphylococcus aureus often persists in the airways of cystic fibrosis (CF) patients. There is only limited knowledge about bacterial persistence in and adaptation to this new ecological environment. Therefore, we used S. aureus isolates from a unique strain collection, in which all S. aureus isolates recovered from CF patients from two CF centers were stored from more than 150 CF patients for more than a decade. S. aureus early and late isolates from 71 CF patients with long-term staphylococcal colonization of the airways (≥ 5 years) were preselected by genotyping of agr and cap. Identical pairs were subjected to spa-typing and MLST. S. aureus strain pairs of individual patients with the same or closely related spa-type and identical MLST were compared for adaptive changes in important phenotypic and virulence traits. The virulence of three S. aureus strain pairs (early and late isolates) was analyzed in a murine chronic pneumonia model. Strain pairs of 29 individual patients belonged to the same MLST and same or closely related spa-types. The mean persistence of the same clone of S. aureus in 29 CF patients was 8.25 years. Late compared to early isolates were altered in production of capsule (48%), hemolysis (45%), biofilm formation (41%), as well as antibiotic susceptibility (41%), cytotoxicity (34%), colony size (28%), and spa-type (17%). Adaptive changes positively correlated with the length of S. aureus persistence. For seven patients from whom the initial colonizing isolate was recovered, staphylococcal adaptation was most apparent, with capsule production being reduced in five of seven late isolates. In a mouse chronic pneumonia model, all tested isolates strongly induced chronic pneumonia with severe lesions in bronchi and pulmonary parenchyma. Adaptive changes in S. aureus accumulated with the length of persistence in the CF airways, but differed in patients infected with the same S. aureus clonal lineage indicating that individual host factors have an
Generating code adapted for interlinking legacy scalar code and extended vector code
Gschwind, Michael K
2013-06-04
Mechanisms for intermixing code are provided. Source code is received for compilation using an extended Application Binary Interface (ABI) that extends a legacy ABI and uses a different register configuration than the legacy ABI. First compiled code is generated based on the source code, the first compiled code comprising code for accommodating the difference in register configurations used by the extended ABI and the legacy ABI. The first compiled code and second compiled code are intermixed to generate intermixed code, the second compiled code being compiled code that uses the legacy ABI. The intermixed code comprises at least one call instruction that is one of a call from the first compiled code to the second compiled code or a call from the second compiled code to the first compiled code. The code for accommodating the difference in register configurations is associated with the at least one call instruction.
Robust Kriged Kalman Filtering
Baingana, Brian; Dall'Anese, Emiliano; Mateos, Gonzalo; Giannakis, Georgios B.
2015-11-11
Although the kriged Kalman filter (KKF) has well-documented merits for prediction of spatial-temporal processes, its performance degrades in the presence of outliers due to anomalous events, or measurement equipment failures. This paper proposes a robust KKF model that explicitly accounts for presence of measurement outliers. Exploiting outlier sparsity, a novel l1-regularized estimator that jointly predicts the spatial-temporal process at unmonitored locations, while identifying measurement outliers is put forth. Numerical tests are conducted on a synthetic Internet protocol (IP) network, and real transformer load data. Test results corroborate the effectiveness of the novel estimator in joint spatial prediction and outlier identification.
Multilevel ensemble Kalman filtering
Hoel, Hakon; Law, Kody J. H.; Tempone, Raul
2016-06-14
This study embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. Finally, the resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.
Absar, Syeda Mariya; Preston, Benjamin L.
2015-05-25
The exploration of alternative socioeconomic futures is an important aspect of understanding the potential consequences of climate change. While socioeconomic scenarios are common and, at times essential, tools for the impact, adaptation and vulnerability and integrated assessment modeling research communities, their approaches to scenario development have historically been quite distinct. However, increasing convergence of impact, adaptation and vulnerability and integrated assessment modeling research in terms of scales of analysis suggests there may be value in the development of a common framework for socioeconomic scenarios. The Shared Socioeconomic Pathways represents an opportunity for the development of such a common framework. However,more » the scales at which these global storylines have been developed are largely incommensurate with the sub-national scales at which impact, adaptation and vulnerability, and increasingly integrated assessment modeling, studies are conducted. Our objective for this study was to develop sub-national and sectoral extensions of the global SSP storylines in order to identify future socioeconomic challenges for adaptation for the U.S. Southeast. A set of nested qualitative socioeconomic storyline elements, integrated storylines, and accompanying quantitative indicators were developed through an application of the Factor-Actor-Sector framework. Finally, in addition to revealing challenges and opportunities associated with the use of the SSPs as a basis for more refined scenario development, this study generated sub-national storyline elements and storylines that can subsequently be used to explore the implications of alternative subnational socioeconomic futures for the assessment of climate change impacts and adaptation.« less
NASA Astrophysics Data System (ADS)
Luo, Shaohua; Sun, Quanping; Cheng, Wei
2016-04-01
This paper addresses chaos control of the micro-electro- mechanical resonator by using adaptive dynamic surface technology with extended state observer. To reveal the mechanism of the micro- electro-mechanical resonator, the phase diagrams and corresponding time histories are given to research the nonlinear dynamics and chaotic behavior, and Homoclinic and heteroclinic chaos which relate closely with the appearance of chaos are presented based on the potential function. To eliminate the effect of chaos, an adaptive dynamic surface control scheme with extended state observer is designed to convert random motion into regular motion without precise system model parameters and measured variables. Putting tracking differentiator into chaos controller solves the `explosion of complexity' of backstepping and poor precision of the first-order filters. Meanwhile, to obtain high performance, a neural network with adaptive law is employed to approximate unknown nonlinear function in the process of controller design. The boundedness of all the signals of the closed-loop system is proved in theoretical analysis. Finally, numerical simulations are executed and extensive results illustrate effectiveness and robustness of the proposed scheme.
Li, Borui; Mu, Chundi; Han, Shuli; Bai, Tianming
2014-01-01
Traditional object tracking technology usually regards the target as a point source object. However, this approximation is no longer appropriate for tracking extended objects such as large targets and closely spaced group objects. Bayesian extended object tracking (EOT) using a random symmetrical positive definite (SPD) matrix is a very effective method to jointly estimate the kinematic state and physical extension of the target. The key issue in the application of this random matrix-based EOT approach is to model the physical extension and measurement noise accurately. Model parameter adaptive approaches for both extension dynamic and measurement noise are proposed in this study based on the properties of the SPD matrix to improve the performance of extension estimation. An interacting multi-model algorithm based on model parameter adaptive filter using random matrix is also presented. Simulation results demonstrate the effectiveness of the proposed adaptive approaches and multi-model algorithm. The estimation performance of physical extension is better than the other algorithms, especially when the target maneuvers. The kinematic state estimation error is lower than the others as well. PMID:24763252
Discovery of the Kalman filter as a practical tool for aerospace and industry
NASA Technical Reports Server (NTRS)
Mcgee, L. A.; Schmidt, S. F.
1985-01-01
The sequence of events which led the researchers at Ames Research Center to the early discovery of the Kalman filter shortly after its introduction into the literature is recounted. The scientific breakthroughs and reformulations that were necessary to transform Kalman's work into a useful tool for a specific aerospace application are described. The resulting extended Kalman filter, as it is now known, is often still referred to simply as the Kalman filter. As the filter's use gained in popularity in the scientific community, the problems of implementation on small spaceborne and airborne computers led to a square-root formulation of the filter to overcome numerical difficulties associated with computer word length. The work that led to this new formulation is also discussed, including the first airborne computer implementation and flight test. Since then the applications of the extended and square-root formulations of the Kalman filter have grown rapidly throughout the aerospace industry.
Adaptation or biased gene conversion? Extending the null hypothesis of molecular evolution.
Galtier, Nicolas; Duret, Laurent
2007-06-01
The analysis of evolutionary rates is a popular approach to characterizing the effect of natural selection at the molecular level. Sequences contributing to species adaptation are expected to evolve faster than nonfunctional sequences because favourable mutations have a higher fixation probability than neutral ones. Such an accelerated rate of evolution might be due to factors other than natural selection, in particular GC-biased gene conversion. This is true of neutral sequences, but also of constrained sequences, which can be illustrated using the mouse Fxy gene. Several criteria can discriminate between the natural selection and biased gene conversion models. These criteria suggest that the recently reported human accelerated regions are most likely the result of biased gene conversion. We argue that these regions, far from contributing to human adaptation, might represent the Achilles' heel of our genome. PMID:17418442
Human physiological adaptation to extended Space Flight and its implications for Space Station
NASA Technical Reports Server (NTRS)
Kutyna, F. A.; Shumate, W. H.
1985-01-01
Current work evaluating short-term space flight physiological data on the homeostatic changes due to weightlessness is presented as a means of anticipating Space Station long-term effects. An integrated systems analysis of current data shows a vestibulo-sensory adaptation within days; a loss of body mass, fluids, and electrolytes, stabilizing in a month; and a loss in red cell mass over a month. But bone demineralization which did not level off is seen as the biggest concern. Computer algorithms have been developed to simulate the human adaptation to weightlessness. So far these paradigms have been backed up by flight data and it is hoped that they will provide valuable information for future Space Station design. A series of explanatory schematics is attached.
Kalman estimation for SEDS measurements
NASA Technical Reports Server (NTRS)
Carrington, Connie K.
1989-01-01
The first on-orbit experiment of the Small Expendable Deployer System (SEDS) for tethered satellites will collect telemetry data for tethered length, rate of deployment, and tether tension. The post-flight analysis will use this data to reconstruct the deployment history and determine payload position and tether shape. Two Kalman estimator algorithms were written, and output using simulated measurement data was compared. Both estimators exhibited the same estimated state histories, indicating that numerical instability in the traditional algorithm was not the cause of filter divergence. Estimation of acceleration biases was added, which reduced the error but did not correct the divergence. An add-a-bead estimator that adds lumped masses as the tether is deployed was written, which provides a state model that matches the BEADSIM simulation providing the true measurements and states. This twenty-one bead estimator produced state histories similar to those of the two-bead estimator, indicating that the filter divergence was not caused by a reduced-order model. The noise models used to date are relatively simple and may be the source of estimator divergence. The investigation of colored noise models, cross-correlated measurement and process covariances, and noise-adaptive filter techniques is recommended.
Deterministic Mean-Field Ensemble Kalman Filtering
Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul
2016-05-03
The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d
Adaptive decision systems with extended learning for deployment in partially exposed environments
NASA Astrophysics Data System (ADS)
Dasarathy, Belur V.
1995-05-01
The design and development of decision systems capable of adaptively learning in the operational environment is presented. Innovative adaptive learning concepts and methodologies are offered that are designed for enhancing the performance of decision systems, such as automatic target recognition systems, wherein robustness of performance is a significant issue. The fundamental concept underlying this design is that of learning in partially exposed environments, wherein, at the start, the system is not necessarily aware of all the pattern classes that may be encountered in the future phase of operations. The decision system is based on a variant to the widely popular nearest-neighbor concept. Several stages of sophistication of the system design are presented. The potential problem of increase in computational loads is addressed in detail by exploring the benefits of employing the recently proposed concept of minimal consistent set. The effectiveness of the system design is experimentally illustrated using two data sets, the now classical IRIS data and some real-world TV image data.
Systolic VLSI for Kalman filters
NASA Technical Reports Server (NTRS)
Yeh, H.-G.; Chang, J. J.
1986-01-01
A novel two-dimensional parallel computing method for real-time Kalman filtering is presented. The mathematical formulation of a Kalman filter algorithm is rearranged to be the type of Faddeev algorithm for generalizing signal processing. The data flow mapping from the Faddeev algorithm to a two-dimensional concurrent computing structure is developed. The architecture of the resulting processor cells is regular, simple, expandable, and therefore naturally suitable for VLSI chip implementation. The computing methodology and the two-dimensional systolic arrays are useful for Kalman filter applications as well as other matrix/vector based algebraic computations.
A robust and self-tuning Kalman filter for autonomous spacecraft navigation
NASA Astrophysics Data System (ADS)
Truong, Son Hong
Most navigation systems currently operated by the National Aeronautics and Space Administration (NASA) and other major space agencies (e.g., European Space Agency (ESA)) are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman filter and the Global Positioning System (GPS) or GPS-like data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for spacecraft navigation. Current techniques of Kalman filtering, however, still rely on manual tuning from analysts, and cannot help in optimizing navigation autonomy without compromising accuracy and performance. The re-tuning process is more complex when dealing with geosynchronous and high-eccentricity orbits. This dissertation presents an approach to produce a high accuracy onboard navigation system that can recover from estimation errors in real time. It proposes a sophisticated application of neuro-fuzzy techniques to perform the self-tuning capability. It also demonstrates the feasibility and efficiency of a self-tuning component built from this concept to augment to a Kalman filter, which performs the state estimation. The core requirement is a method of state estimation that handles uncertainties robustly, is capable of identifying estimation problems, flexible enough to make decisions and adjustments to recover from these problems, and compact enough to run on flight software. The scope of the dissertation research has both theoretical and experimental dimensions. In the direction of theory, performance limits of Kalman filter and related major adaptive techniques, and new technologies popular in the areas of system identification and automatic controls are studied, with special emphasis on mathematical issues leading to the optimization of spacecraft navigation autonomy. In the experimental direction, a prototype self-tuning system is designed, developed, and tested. Filtered data from
Circadian adaptation of airline pilots during extended duration operations between the USA and Asia.
Gander, Philippa; van den Berg, Margo; Mulrine, Hannah; Signal, Leigh; Mangie, Jim
2013-10-01
This study tracked circadian adaptation among airline pilots before, during, and after trips where they flew from Seattle (SEA) or Los Angeles (LAX) to Asia (7--9 time zones westward), spent 7--12 d in Asia, and then flew back to the USA. In Asia, pilots' exposures to local time cues and sleep opportunities were constrained by duty (short-haul flights crossing ≤ 1 time zone/24 h). Fourteen captains and 16 first officers participated (median age = 56 versus 48 yrs, p.U) < 0.001). Their sleep was monitored (actigraphy, duty/sleep diaries) from 3 d pre-trip to 5 d post-trip. For every flight, Karolinska Sleepiness and Samn-Perelli Fatigue scales and 5-min psychomotor vigilance task (PVT) tests were completed pre-flight and at top of descent (TOD). Participants had ≥ 3 d free of duty prior to outbound flight(s). From 72--24 h prior to departure (baseline sleep), mean total sleep/24 h (TST) = 7.00 h (SD = 1.18 h) and mean sleep efficiency = 87% (SD = 4.9%). Most pilots (23/30) flew direct to and from Asia, but 7 LAX-based pilots flew via a 1-d layover in Honolulu (HNL). On flights with ≥ 2 pilots, mean total in-flight sleep varied from 0.40 to 2.09 h outbound and from 0.74 to 1.88 h inbound. Duty patterns in Asia were variable, with ≤ 2 flights/d (mean flight duration = 3.53 h, SD = 0.53 h). TST on days 17 in Asia did not differ from baseline (p.F) = 0.2031). However, mean sleep efficiency was significantly lower than baseline on days 5--7 (p.F) = 0.0041). More pilots were on duty between 20:00 and 24:00 h on days 57 (mean = 21%) than on days 24 (mean = 14%). Sleep propensity distribution phase markers and chi-square periodogram analyses suggest that adaptation to local time was complete by day 4 in Asia. On pre-flight PVT tests in Asia, the slowest 10% of responses improved for flights departing 14:00--19:59 h (p.F) = 0.0484). At TOD, the slowest 10% of responses improved across days for flights arriving 14:00--19:59 h (p.F) = 0.0349) and 20:00--01:59 h (p
Amirkavei, Mooud; Kinnunen, Paavo K J
2016-02-01
In order to obtain molecular level insight into the biophysics of the apoptosis promoting phospholipid 1-palmitoyl-2-azelaoyl-sn-glycero-3-phosphocholine (PazePC) we studied its partitioning into different lipid phases by isothermal titration calorimetry (ITC). To aid the interpretation of these data for PazePC, we additionally characterized by both ITC and fluorescence spectroscopy the fluorescent phospholipid analog 1-palmitoyl-2-{6-[(7-nitro-2-1,3-benzoxadiazol-4-yl)amino]hexanoyl}-sn-glycero-3-phosphocholine (NBD-C6-PC), which similarly to PazePC can adopt extended conformation in lipid bilayers. With the NBD-hexanoyl chain reversing its direction and extending into the aqueous space out of the bilayer, 7-nitro-2,1,3-benzoxadiazol-4-yl (NBD) becomes accessible to the water soluble dithionite, which reduces to non-fluorescent product. Our results suggest that these phospholipid derivatives first partition and penetrate into the outer bilayer leaflet of liquid disordered phase liposomes composed of unsaturated 1-palmitoyl-2-oleoyl-sn-glycero-3-phosphocholine (POPC). Upon increase up to 2 mol% PazePC and NBD-C6-PC of the overall content, flip-flop from the outer into the inner bilayer leaflet commences. Interestingly, the presence of 40 mol% cholesterol in POPC liposomes did not abrogate the partitioning of PazePC into the liquid ordered phase. In contrast, only insignificant partitioning of PazePC and NBD-C6-PC into sphingomyelin/cholesterol liposomes was evident, highlighting a specific membrane permeability barrier function of this particular lipid composition against oxidatively truncated PazePC, thus emphasizing the importance of detailed characterization of the biophysical properties of membranes found in different cellular organelles, in terms of providing barriers for lipid-mediated cellular signals in processes such as apoptosis. Our data suggest NBD-C6-PC to represent useful fluorescent probe to study the cellular dynamics of oxidized phospholipid
NASA Astrophysics Data System (ADS)
Kim, Kil Joong; Mantiuk, Rafal; Lee, Kyoung Ho
2013-03-01
Inspired by the ModelFest and ColorFest data sets, a contrast sensitivity function was measured for a wide range of adapting luminance levels. The measurements were motivated by the need to collect visual performance data for natural viewing of static images at a broad range of luminance levels, such as can be found in the case of high dynamic range displays. The detection of sine-gratings with Gaussian envelope was measured for achromatic color axis (black to white), two chromatic axes (green to red and yellow-green to violet) and two mixed chromatic and achromatic axes (dark-green to light-pink, and dark yellow to light-blue). The background luminance varied from 0.02 to 200 cd/m2. The spatial frequency of the gratings varied from 0.125 to 16 cycles per degree. More than four observers participated in the experiments and they individually determined the detection threshold for each stimulus using at least 20 trials of the QUEST method. As compared to the popular CSF models, we observed higher sensitivity drop for higher frequencies and significant differences in sensitivities in the luminance range between 0.02 and 2 cd/m2. Our measurements for chromatic CSF show a significant drop in sensitivity with luminance, but little change in the shape of the CSF. The drop of sensitivity at high frequencies is significantly weaker than reported in other studies and assumed in most chromatic CSF models.
NASA Astrophysics Data System (ADS)
Colburn, Christopher; Bewley, Thomas
2010-11-01
The Kalman Filter (KF) is celebrated as the optimal estimator for systems with linear dynamics and gaussian uncertainty. Although most systems of interest do not have linear dynamics and are not forced by gaussian noise, the KF is used ubiquitously within industry. Thus, we present a novel estimation algorithm, the Game-theoretic Kalman Filter (GKF), which intelligently hedges between competing sequential filters and does not require the assumption of gaussian statistics to provide a "best" estimate.
NASA Astrophysics Data System (ADS)
Rigatos, Gerasimos
2016-07-01
The Derivative-free nonlinear Kalman Filter is used for developing a communication system that is based on a chaotic modulator such as the Duffing system. In the transmitter's side, the source of information undergoes modulation (encryption) in which a chaotic signal generated by the Duffing system is the carrier. The modulated signal is transmitted through a communication channel and at the receiver's side demodulation takes place, after exploiting the estimation provided about the state vector of the chaotic oscillator by the Derivative-free nonlinear Kalman Filter. Evaluation tests confirm that the proposed filtering method has improved performance over the Extended Kalman Filter and reduces significantly the rate of transmission errors. Moreover, it is shown that the proposed Derivative-free nonlinear Kalman Filter can work within a dual Kalman Filtering scheme, for performing simultaneously transmitter-receiver synchronisation and estimation of unknown coefficients of the communication channel.
Ijaz, Umer Zeeshan; Khambampati, Anil Kumar; Lee, Jeong Seong; Kim, Sin; Kim, Kyung Youn
2008-07-20
In this paper, an effective nonstationary phase boundary estimation scheme in electrical impedance tomography is presented based on the unscented Kalman filter. The inverse problem is treated as a stochastic nonlinear state estimation problem with the nonstationary phase boundary (state) being estimated online with the aid of unscented Kalman filter. This research targets the industrial applications, such as imaging of stirrer vessel for detection of air distribution or detecting large air bubbles in pipelines. Within the domains, there exist 'voids' having zero conductivity. The design variables for phase boundary estimation are truncated Fourier coefficients. Computer simulations and experimental results are provided to evaluate the performance of unscented Kalman filter in comparison with extended Kalman filter to show a better performance of the unscented Kalman filter approach.
The discrete-time compensated Kalman filter
NASA Technical Reports Server (NTRS)
Lee, W. H.; Athans, M.
1978-01-01
A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete time Kalman filter was derived. The resultant compensated Kalman Filter has the property that steady state bias estimation errors, resulting from modelling errors, were eliminated.
Two-Dimensional Systolic Array For Kalman-Filter Computing
NASA Technical Reports Server (NTRS)
Chang, Jaw John; Yeh, Hen-Geul
1988-01-01
Two-dimensional, systolic-array, parallel data processor performs Kalman filtering in real time. Algorithm rearranged to be Faddeev algorithm for generalized signal processing. Algorithm mapped onto very-large-scale integrated-circuit (VLSI) chip in two-dimensional, regular, simple, expandable array of concurrent processing cells. Processor does matrix/vector-based algebraic computations. Applications include adaptive control of robots, remote manipulators and flexible structures and processing radar signals to track targets.
Recent Flight Results of the TRMM Kalman Filter
NASA Technical Reports Server (NTRS)
Andrews, Stephen F.; Bilanow, Stephen; Bauer, Frank (Technical Monitor)
2002-01-01
The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls the roll and pitch attitude based on the Earth Sensor Assembly (ESA) output. TRMM's nominal orbit altitude was 350 km, until raised to 402 km to prolong mission life. During the boost, the ESA experienced a decreasing signal to noise ratio, until sun interference at 393 km altitude made the ESA data unreliable for attitude determination. At that point, the backup attitude determination algorithm, an extended Kalman filter, was enabled. After the boost finished, TRMM reacquired its nadir-pointing attitude, and continued its mission. This paper will briefly discuss the boost and the decision to turn on the backup attitude determination algorithm. A description of the extended Kalman filter algorithm will be given. In addition, flight results from analyzing attitude data and the results of software changes made onboard TRMM will be discussed. Some lessons learned are presented.
Choi, Young Joon; Jorshari, Razzi Movassaghi; Djilali, Ned
2015-03-10
Direct numerical simulations of the flow-nanoparticle interaction in a colloidal suspension are presented using an extended finite element method (XFEM) in which the dynamics of the nanoparticles is solved in a fully-coupled manner with the flow. The method is capable of accurately describing solid-fluid interfaces without the need of boundary-fitted meshes to investigate the dynamics of particles in complex flows. In order to accurately compute the high interparticle shear stresses and pressures while minimizing computing costs, an adaptive meshing technique is incorporated with the fluid-structure interaction algorithm. The particle-particle interaction at the microscopic level is modeled using the Lennard-Jones (LJ) potential and the corresponding potential parameters are determined by a scaling procedure. The study is relevant to the preparation of inks used in the fabrication of catalyst layers for fuel cells. In this paper, we are particularly interested in investigating agglomeration of the nanoparticles under external shear flow in a sliding bi-periodic Lees-Edwards frame. The results indicate that the external shear has a crucial impact on the structure formation of colloidal particles in a suspension.
An effective automatic tracking algorithm based on Camshift and Kalman filter
NASA Astrophysics Data System (ADS)
Liang, Juan; Hou, Jianhua; Xiang, Jun; Da, Bangyou; Chen, Shaobo
2011-11-01
An automatic tracking algorithm based on Camshift and Kalman filter is proposed in this paper to deal with the problems in traditional Camshift algorithm, such as artificial orientation and increasing possibility of tracking failure under occlusion. The inter-frame difference and canny edge detection are combined to segment perfect moving object region accurately, and the center point of the region is obtained as the initial position of the object. With regard to tracking under occlusion, Kalman filter is used to predict the position and velocity of the target. Specifically, the initial iterative position of Camshift algorithm is obtained by Kalman filter in every frame, and then Camshift algorithm is utilized to track the target position. Finally, the parameters of adaptive Kalman filter are updated by the optimal position. However, when severe occlusion appears, the optimal position calculated by Camshift algorithm is inaccurate, and the Kalman filter fails to estimate the coming state effectively. In this situation, the Kalman filter is updated by the Kalman predictive value instead of the value calculated by the Camshift algorithm. The experiment results demonstrate that the proposed algorithm can detect and track the target object accurately and has better robustness to occlusion.
Real-time shipboard orbit determination using Kalman filtering techniques
NASA Technical Reports Server (NTRS)
Brammer, R. F.
1974-01-01
The real-time tracking and orbit determination program used on board the NASA tracking ship, the USNS Vanguard, is described in this paper. The computer program uses a variety of filtering algorithms, including an extended Kalman filter, to derive real-time orbit determinations (position-velocity state vectors) from shipboard tracking and navigation data. Results from Apollo missions are given to show that orbital parameters can be estimated quickly and accurately using these methods.
Optimizing aircraft performance with adaptive, integrated flight/propulsion control
NASA Technical Reports Server (NTRS)
Smith, R. H.; Chisholm, J. D.; Stewart, J. F.
1991-01-01
The Performance-Seeking Control (PSC) integrated flight/propulsion adaptive control algorithm presented was developed in order to optimize total aircraft performance during steady-state engine operation. The PSC multimode algorithm minimizes fuel consumption at cruise conditions, while maximizing excess thrust during aircraft accelerations, climbs, and dashes, and simultaneously extending engine service life through reduction of fan-driving turbine inlet temperature upon engagement of the extended-life mode. The engine models incorporated by the PSC are continually upgraded, using a Kalman filter to detect anomalous operations. The PSC algorithm will be flight-demonstrated by an F-15 at NASA-Dryden.
VLBI TRF determination via Kalman filtering
NASA Astrophysics Data System (ADS)
Soja, Benedikt; Karbon, Maria; Nilsson, Tobias; Glaser, Susanne; Balidakis, Kyriakos; Heinkelmann, Robert; Schuh, Harald
2015-04-01
The determination of station positions is one of the primary tasks for space geodetic techniques. Station coordinate offsets are usually determined with respect to a linear coordinate model after removing elastic displacements caused by mass redistributions within the Earth's system. In operational VLBI analysis, the coordinate offsets are estimated in a least-squares adjustment as a constant over the duration of a 24-hour VLBI experiment. Terrestrial reference frames (TRF) are usually derived by adjusting the normal equations that contain the 24-hour constant offsets in order to estimate a linear model, possibly including breaks, for the station positions. We have created a VLBI TRF solution without the assumption of negligible subdaily motion and of linear behavior on longer time scales by applying a Kalman filter. As a preparation for the upcoming VLBI Global Observing System (VGOS), which aims for continuous observations that are available in real-time, a Kalman filter has been implemented into the VLBI software VieVS@GFZ. In addition to the real-time capability, the filter offers the possibility of stochastically modeling the parameters of interest. For station coordinates, changes in a subdaily time frame occur, for instance, from un- or mismodeled geophysical effects. The models for tidal and non-tidal ocean, atmosphere, and hydrology loading are known to have deficiencies and inconsistencies which propagate into the estimated station coordinates. The stochastic model of the Kalman filter can be adapted to take these subdaily effects into account. Comparing the resulting station coordinate time series with daily values from a least squares fit, we have investigated to what extent and in which regions the loading models currently have deficiencies. Due to the high correlation between station height and tropospheric delays, it is possible that errors in one group of parameters are partly absorbed by the other group. To detect problems with correlations and to
NASA Astrophysics Data System (ADS)
Culp, Robert D.; Mackison, Don; Fu, Ho-Ling
This paper deals with an advanced Kalman filter application to orbit determination from satellite tracking data. Modern control theory is used to set up an optimal Kalman gain for the estimation problem and to estimate its errors out of the system outputs. The classical orbit determination techniques have been used over the years for the evaluation of data analysis. A recent study was conducted to find the initial state values by modern orbit determination with Kalman gain. An original algorithm introduced by Born et al. (1986) has been applied to the spacecraft and earth satellite orbit determination for several years. The determination of the desired process and special Kalman gain for the best estimator include three kinds of computational algorithms: Batch, Sequential, and Extended Sequential processors. The model is based on a minimum variance using estimation and prediction techniques. Moreover, the estimation and computational algorithms have been modified in the UNIX system simulating to the TOPEX satellite orbit data process.
Adaptive Filtering Using Recurrent Neural Networks
NASA Technical Reports Server (NTRS)
Parlos, Alexander G.; Menon, Sunil K.; Atiya, Amir F.
2005-01-01
A method for adaptive (or, optionally, nonadaptive) filtering has been developed for estimating the states of complex process systems (e.g., chemical plants, factories, or manufacturing processes at some level of abstraction) from time series of measurements of system inputs and outputs. The method is based partly on the fundamental principles of the Kalman filter and partly on the use of recurrent neural networks. The standard Kalman filter involves an assumption of linearity of the mathematical model used to describe a process system. The extended Kalman filter accommodates a nonlinear process model but still requires linearization about the state estimate. Both the standard and extended Kalman filters involve the often unrealistic assumption that process and measurement noise are zero-mean, Gaussian, and white. In contrast, the present method does not involve any assumptions of linearity of process models or of the nature of process noise; on the contrary, few (if any) assumptions are made about process models, noise models, or the parameters of such models. In this regard, the method can be characterized as one of nonlinear, nonparametric filtering. The method exploits the unique ability of neural networks to approximate nonlinear functions. In a given case, the process model is limited mainly by limitations of the approximation ability of the neural networks chosen for that case. Moreover, despite the lack of assumptions regarding process noise, the method yields minimum- variance filters. In that they do not require statistical models of noise, the neural- network-based state filters of this method are comparable to conventional nonlinear least-squares estimators.
NASA Astrophysics Data System (ADS)
Kocaoglu, Omer P.; Lee, Sangyeol; Jonnal, Ravi S.; Wang, Qiang; Herde, Ashley E.; Besecker, Jason; Gao, Weihua; Miller, Donald T.
2011-03-01
Optical coherence tomography with adaptive optics (AO-OCT) is a highly sensitive, noninvasive method for 3D imaging of the microscopic retina. The purpose of this study is to advance AO-OCT technology by enabling repeated imaging of cone photoreceptors over extended periods of time (days). This sort of longitudinal imaging permits monitoring of 3D cone dynamics in both normal and diseased eyes, in particular the physiological processes of disc renewal and phagocytosis, which are disrupted by retinal diseases such as age related macular degeneration and retinitis pigmentosa. For this study, the existing AO-OCT system at Indiana underwent several major hardware and software improvements to optimize system performance for 4D cone imaging. First, ultrahigh speed imaging was realized using a Basler Sprint camera. Second, a light source with adjustable spectrum was realized by integration of an Integral laser (Femto Lasers, λc=800nm, ▵λ=160nm) and spectral filters in the source arm. For cone imaging, we used a bandpass filter with λc=809nm and ▵λ=81nm (2.6 μm nominal axial resolution in tissue, and 167 KHz A-line rate using 1,408 px), which reduced the impact of eye motion compared to previous AO-OCT implementations. Third, eye motion artifacts were further reduced by custom ImageJ plugins that registered (axially and laterally) the volume videos. In two subjects, cone photoreceptors were imaged and tracked over a ten day period and their reflectance and outer segment (OS) lengths measured. High-speed imaging and image registration/dewarping were found to reduce eye motion to a fraction of a cone width (1 μm root mean square). The pattern of reflections in the cones was found to change dramatically and occurred on a spatial scale well below the resolution of clinical instruments. Normalized reflectance of connecting cilia (CC) and OS posterior tip (PT) of an exemplary cone was 54+/-4, 47+/-4, 48+/-6, 50+/-5, 56+/-1% and 46+/-4, 53+/-4, 52+/-6, 50+/-5, 44
Fu, Haohao; Shao, Xueguang; Chipot, Christophe; Cai, Wensheng
2016-08-01
Proper use of the adaptive biasing force (ABF) algorithm in free-energy calculations needs certain prerequisites to be met, namely, that the Jacobian for the metric transformation and its first derivative be available and the coarse variables be independent and fully decoupled from any holonomic constraint or geometric restraint, thereby limiting singularly the field of application of the approach. The extended ABF (eABF) algorithm circumvents these intrinsic limitations by applying the time-dependent bias onto a fictitious particle coupled to the coarse variable of interest by means of a stiff spring. However, with the current implementation of eABF in the popular molecular dynamics engine NAMD, a trajectory-based post-treatment is necessary to derive the underlying free-energy change. Usually, such a posthoc analysis leads to a decrease in the reliability of the free-energy estimates due to the inevitable loss of information, as well as to a drop in efficiency, which stems from substantial read-write accesses to file systems. We have developed a user-friendly, on-the-fly code for performing eABF simulations within NAMD. In the present contribution, this code is probed in eight illustrative examples. The performance of the algorithm is compared with traditional ABF, on the one hand, and the original eABF implementation combined with a posthoc analysis, on the other hand. Our results indicate that the on-the-fly eABF algorithm (i) supplies the correct free-energy landscape in those critical cases where the coarse variables at play are coupled to either each other or to geometric restraints or holonomic constraints, (ii) greatly improves the reliability of the free-energy change, compared to the outcome of a posthoc analysis, and (iii) represents a negligible additional computational effort compared to regular ABF. Moreover, in the proposed implementation, guidelines for choosing two parameters of the eABF algorithm, namely the stiffness of the spring and the mass
Kalman filter design for the long range intercept function of the F-4E/G fire control system
NASA Astrophysics Data System (ADS)
Halbert, R. C.
1985-12-01
This study examines reduced-order Kalman filters designed to improve performance of the F-4E/G long range air-to-air missile capability (LRI function). Operational requirements dictate a high degree of accuracy and constraints imposed by existing hardware mandate minimal complexity. Two linear dynamics models are proposed, one based on constant target velocity, and the other based on time-correlated target acceleration. Both are defined in inertial Cartesian coordinates aligned with north, east, and down. A nonlinear model is developed for measurements available in the existing F-4E/G hardware, including range, range rate, radar antenna gimbal angles, and radar antenna rates. The models are implemented in extended Kalman filter formulations employing linear propagation equations to avoid on-line numerical integration. Performance evaluations are performed on three test trajectories using Monte Carlo analysis. Filter tuning, error budgets, adaptive techniques, and observability issues are addressed during filter evaluation. Results of the evaluation indicate the filter designs can meet the requirements of the F-4E/G fire control system. Recommendations are made for continued testing and for operational implementation.
Broom, Donald M
2006-01-01
The term adaptation is used in biology in three different ways. It may refer to changes which occur at the cell and organ level, or at the individual level, or at the level of gene action and evolutionary processes. Adaptation by cells, especially nerve cells helps in: communication within the body, the distinguishing of stimuli, the avoidance of overload and the conservation of energy. The time course and complexity of these mechanisms varies. Adaptive characters of organisms, including adaptive behaviours, increase fitness so this adaptation is evolutionary. The major part of this paper concerns adaptation by individuals and its relationships to welfare. In complex animals, feed forward control is widely used. Individuals predict problems and adapt by acting before the environmental effect is substantial. Much of adaptation involves brain control and animals have a set of needs, located in the brain and acting largely via motivational mechanisms, to regulate life. Needs may be for resources but are also for actions and stimuli which are part of the mechanism which has evolved to obtain the resources. Hence pigs do not just need food but need to be able to carry out actions like rooting in earth or manipulating materials which are part of foraging behaviour. The welfare of an individual is its state as regards its attempts to cope with its environment. This state includes various adaptive mechanisms including feelings and those which cope with disease. The part of welfare which is concerned with coping with pathology is health. Disease, which implies some significant effect of pathology, always results in poor welfare. Welfare varies over a range from very good, when adaptation is effective and there are feelings of pleasure or contentment, to very poor. A key point concerning the concept of individual adaptation in relation to welfare is that welfare may be good or poor while adaptation is occurring. Some adaptation is very easy and energetically cheap and
Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks
Sun, Z.; Sen, A.K.; Longman, R.W.
2006-01-15
An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least-square method with exponential forgetting factor and covariance resetting is used to identify (experimentally determine) the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time-dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.
Kalman plus weights: a time scale algorithm
NASA Technical Reports Server (NTRS)
Greenhall, C. A.
2001-01-01
KPW is a time scale algorithm that combines Kalman filtering with the basic time scale equation (BTSE). A single Kalman filter that estimates all clocks simultaneously is used to generate the BTSE frequency estimates, while the BTSE weights are inversely proportional to the white FM variances of the clocks. Results from simulated clock ensembles are compared to previous simulation results from other algorithms.
Application of Kalman filters to robot calibration
NASA Technical Reports Server (NTRS)
Whitney, D. E.; Junkel, E. F.
1983-01-01
This report explores new uses of Kalman filter theory in manufacturing systems (robots in particular). The Kalman filter allows the robot to read its sensors plus external sensors and learn from its experience. In effect, the robot is given primitive intelligence. The study, which is applicable to any type of powered kinematic linkage, focuses on the calibration of a manipulator.
A Localized Ensemble Kalman Smoother
NASA Technical Reports Server (NTRS)
Butala, Mark D.
2012-01-01
Numerous geophysical inverse problems prove difficult because the available measurements are indirectly related to the underlying unknown dynamic state and the physics governing the system may involve imperfect models or unobserved parameters. Data assimilation addresses these difficulties by combining the measurements and physical knowledge. The main challenge in such problems usually involves their high dimensionality and the standard statistical methods prove computationally intractable. This paper develops and addresses the theoretical convergence of a new high-dimensional Monte-Carlo approach called the localized ensemble Kalman smoother.
NASA Astrophysics Data System (ADS)
Hasegawa, Takemitsu; Hibino, Susumu; Hosoda, Yohsuke; Ninomiya, Ichizo
2007-08-01
An improvement is made to an automatic quadrature due to Ninomiya (J. Inf. Process. 3:162?170, 1980) of adaptive type based on the Newton?Cotes rule by incorporating a doubly-adaptive algorithm due to Favati, Lotti and Romani (ACM Trans. Math. Softw. 17:207?217, 1991; ACM Trans. Math. Softw. 17:218?232, 1991). We compare the present method in performance with some others by using various test problems including Kahaner?s ones (Computation of numerical quadrature formulas. In: Rice, J.R. (ed.) Mathematical Software, 229?259. Academic, Orlando, FL, 1971).
Extended Kalman Filter framework for forecasting shoreline evolution
Long, Joseph; Plant, Nathaniel G.
2012-01-01
A shoreline change model incorporating both long- and short-term evolution is integrated into a data assimilation framework that uses sparse observations to generate an updated forecast of shoreline position and to estimate unobserved geophysical variables and model parameters. Application of the assimilation algorithm provides quantitative statistical estimates of combined model-data forecast uncertainty which is crucial for developing hazard vulnerability assessments, evaluation of prediction skill, and identifying future data collection needs. Significant attention is given to the estimation of four non-observable parameter values and separating two scales of shoreline evolution using only one observable morphological quantity (i.e. shoreline position).
NASA Astrophysics Data System (ADS)
Bargatze, L. F.
2015-12-01
Active Data Archive Product Tracking (ADAPT) is a collection of software routines that permits one to generate XML metadata files to describe and register data products in support of the NASA Heliophysics Virtual Observatory VxO effort. ADAPT is also a philosophy. The ADAPT concept is to use any and all available metadata associated with scientific data to produce XML metadata descriptions in a consistent, uniform, and organized fashion to provide blanket access to the full complement of data stored on a targeted data server. In this poster, we present an application of ADAPT to describe all of the data products that are stored by using the Common Data File (CDF) format served out by the CDAWEB and SPDF data servers hosted at the NASA Goddard Space Flight Center. These data servers are the primary repositories for NASA Heliophysics data. For this purpose, the ADAPT routines have been used to generate data resource descriptions by using an XML schema named Space Physics Archive, Search, and Extract (SPASE). SPASE is the designated standard for documenting Heliophysics data products, as adopted by the Heliophysics Data and Model Consortium. The set of SPASE XML resource descriptions produced by ADAPT includes high-level descriptions of numerical data products, display data products, or catalogs and also includes low-level "Granule" descriptions. A SPASE Granule is effectively a universal access metadata resource; a Granule associates an individual data file (e.g. a CDF file) with a "parent" high-level data resource description, assigns a resource identifier to the file, and lists the corresponding assess URL(s). The CDAWEB and SPDF file systems were queried to provide the input required by the ADAPT software to create an initial set of SPASE metadata resource descriptions. Then, the CDAWEB and SPDF data repositories were queried subsequently on a nightly basis and the CDF file lists were checked for any changes such as the occurrence of new, modified, or deleted
Lei, Xusheng; Li, Jingjing
2012-01-01
This paper presents an adaptive information fusion method to improve the accuracy and reliability of the altitude measurement information for small unmanned aerial rotorcraft during the landing process. Focusing on the low measurement performance of sensors mounted on small unmanned aerial rotorcraft, a wavelet filter is applied as a pre-filter to attenuate the high frequency noises in the sensor output. Furthermore, to improve altitude information, an adaptive extended Kalman filter based on a maximum a posteriori criterion is proposed to estimate measurement noise covariance matrix in real time. Finally, the effectiveness of the proposed method is proved by static tests, hovering flight and autonomous landing flight tests. PMID:23201993
An Extension to the Kalman Filter for an Improved Detection of Unknown Behavior
NASA Technical Reports Server (NTRS)
Benazera, Emmanuel; Narasimhan, Sriram
2005-01-01
The use of Kalman filter (KF) interferes with fault detection algorithms based on the residual between estimated and measured variables, since the measured values are used to update the estimates. This feedback results in the estimates being pulled closer to the measured values, influencing the residuals in the process. Here we present a fault detection scheme for systems that are being tracked by a KF. Our approach combines an open-loop prediction over an adaptive window and an information-based measure of the deviation of the Kalman estimate from the prediction to improve fault detection.
PID Control Simulation and Kalman Filter State Estimation of HIT-SI Injector Flux Circuit
NASA Astrophysics Data System (ADS)
Kraske, Matthew
In order to implement an optimal modern control system on the HIT-SI injector voltage and flux circuits, it is first necessary to apply state estimation techniques, allowing the physical system to be observed by the controller. To test these estimation methods prior to implementation on the experiment, a simulation must be developed which accurately represents the dynamics and behavior of the experiment. Kalman filter state estimation is implemented using a circuit dynamics model which yields observable state tracking with very low error. Extended Kalman filter estimation is implemented for circuit parameter estimation and for sine wave fitting but requires additional development.
The Role of Scale and Model Bias in ADAPT's Photospheric Eatimation
Godinez Vazquez, Humberto C.; Hickmann, Kyle Scott; Arge, Charles Nicholas; Henney, Carl
2015-05-20
The Air Force Assimilative Photospheric flux Transport model (ADAPT), is a magnetic flux propagation based on Worden-Harvey (WH) model. ADAPT would be used to provide a global photospheric map of the Earth. A data assimilation method based on the Ensemble Kalman Filter (EnKF), a method of Monte Carlo approximation tied with Kalman filtering, is used in calculating the ADAPT models.
Approach to in-process tool wear monitoring in drilling: Application of Kalman filter theory
NASA Astrophysics Data System (ADS)
He, Ning; Zhang, Youzhen; Pan, Liangxian
1993-05-01
The two parameters often used in adaptive control, tool wear and wear rate, are the important factors affecting machinability. In this paper, it is attempted to use the modern cybernetics to solve the in-process tool wear monitoring problem by applying the Kalman filter theory to monitor drill wear quantitatively. Based on the experimental results, a dynamic model, a measuring model and a measurement conversion model suitable for Kalman filter are established. It is proved that the monitoring system possesses complete observability but does not possess complete controllability. A discriminant for selecting the characteristic parameters is put forward. The thrust force Fz is selected as the characteristic parameter in monitoring the tool wear by this discriminant. The in-process Kalman filter drill wear monitoring system composed of force sensor microphotography and microcomputer is well established. The results obtained by the Kalman filter, the common indirect measuring method and the real drill wear measured by the aid of microphotography are compared. The result shows that the Kalman filter has high precision of measurement and the real time requirement can be satisfied.
A Self-Tuning Kalman Filter for Autonomous Spacecraft Navigation
NASA Technical Reports Server (NTRS)
Truong, Son H.
1998-01-01
Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman Filter and Global Positioning System (GPS) data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. Current techniques of Kalman filtering, however, still rely on manual tuning from analysts, and cannot help in optimizing autonomy without compromising accuracy and performance. This paper presents an approach to produce a high accuracy autonomous navigation system fully integrated with the flight system. The resulting system performs real-time state estimation by using an Extended Kalman Filter (EKF) implemented with high-fidelity state dynamics model, as does the GPS Enhanced Orbit Determination Experiment (GEODE) system developed by the NASA Goddard Space Flight Center. Augmented to the EKF is a sophisticated neural-fuzzy system, which combines the explicit knowledge representation of fuzzy logic with the learning power of neural networks. The fuzzy-neural system performs most of the self-tuning capability and helps the navigation system recover from estimation errors. The core requirement is a method of state estimation that handles uncertainties robustly, capable of identifying estimation problems, flexible enough to make decisions and adjustments to recover from these problems, and compact enough to run on flight hardware. The resulting system can be extended to support geosynchronous spacecraft and high-eccentricity orbits. Mathematical methodology, systems and operations concepts, and implementation of a system prototype are presented in this paper. Results from the use of the prototype to evaluate optimal control algorithms implemented are discussed. Test data and major control issues (e.g., how to define specific roles for fuzzy logic to support the self-learning capability) are also
Gauterin, Eckhard; Kammerer, Philipp; Kühn, Martin; Schulte, Horst
2016-05-01
Advanced model-based control of wind turbines requires knowledge of the states and the wind speed. This paper benchmarks a nonlinear Takagi-Sugeno observer for wind speed estimation with enhanced Kalman Filter techniques: The performance and robustness towards model-structure uncertainties of the Takagi-Sugeno observer, a Linear, Extended and Unscented Kalman Filter are assessed. Hence the Takagi-Sugeno observer and enhanced Kalman Filter techniques are compared based on reduced-order models of a reference wind turbine with different modelling details. The objective is the systematic comparison with different design assumptions and requirements and the numerical evaluation of the reconstruction quality of the wind speed. Exemplified by a feedforward loop employing the reconstructed wind speed, the benefit of wind speed estimation within wind turbine control is illustrated. PMID:26725505
Theory and application of Kalman filtering
NASA Technical Reports Server (NTRS)
Teng, L.
1970-01-01
As a unified extension of a group of related mathematical procedures, Kalman filtering is of assistance in the design of aircraft- and ground-based guidance and navigation data reduction and display systems.
Elling, R.A.; Fucini, R.V.; Hanan, E.J.; Barr, K.J.; Zhu, J.; Paulvannan, K.; Yang, W.; Romanowski, M.J.
2009-05-18
Polo-like kinase 1 (Plk1) is a member of the Polo-like kinase family of serine/threonine kinases involved in the regulation of cell-cycle progression and cytokinesis and is an attractive target for the development of anticancer therapeutics. The catalytic domain of this enzyme shares significant primary amino-acid homology and structural similarity with another mitotic kinase, Aurora A. While screening an Aurora A library of ATP-competitive compounds, a urea-containing inhibitor with low affinity for mouse Aurora A but with submicromolar potency for human and zebrafish Plk1 (hPlk1 and zPlk1, respectively) was identified. A crystal structure of the zebrafish Plk1 kinase domain-inhibitor complex reveals that the small molecule occupies the purine pocket and extends past the catalytic lysine into the adaptive region of the active site. Analysis of the structures of this protein-inhibitor complex and of similar small molecules cocrystallized with other kinases facilitates understanding of the specificity of the inhibitor for Plk1 and documents for the first time that Plk1 can accommodate extended ATP-competitive compounds that project toward the adaptive pocket and help the enzyme order its activation segment.
Reduced Kalman Filters for Clock Ensembles
NASA Technical Reports Server (NTRS)
Greenhall, Charles A.
2011-01-01
This paper summarizes the author's work ontimescales based on Kalman filters that act upon the clock comparisons. The natural Kalman timescale algorithm tends to optimize long-term timescale stability at the expense of short-term stability. By subjecting each post-measurement error covariance matrix to a non-transparent reduction operation, one obtains corrected clocks with improved short-term stability and little sacrifice of long-term stability.
Owolabi, Kolade M; Patidar, Kailash C
2016-01-01
In this paper, we consider the numerical simulations of an extended nonlinear form of Kierstead-Slobodkin reaction-transport system in one and two dimensions. We employ the popular fourth-order exponential time differencing Runge-Kutta (ETDRK4) schemes proposed by Cox and Matthew (J Comput Phys 176:430-455, 2002), that was modified by Kassam and Trefethen (SIAM J Sci Comput 26:1214-1233, 2005), for the time integration of spatially discretized partial differential equations. We demonstrate the supremacy of ETDRK4 over the existing exponential time differencing integrators that are of standard approaches and provide timings and error comparison. Numerical results obtained in this paper have granted further insight to the question 'What is the minimal size of the spatial domain so that the population persists?' posed by Kierstead and Slobodkin (J Mar Res 12:141-147, 1953), with a conclusive remark that the population size increases with the size of the domain. In attempt to examine the biological wave phenomena of the solutions, we present the numerical results in both one- and two-dimensional space, which have interesting ecological implications. Initial data and parameter values were chosen to mimic some existing patterns. PMID:27064984
NASA Astrophysics Data System (ADS)
Hashemi, H.; Uvo, C. B.; Berndtsson, R.
2014-10-01
The impact of future climate scenarios on surface and groundwater resources was simulated using a modeling approach for an artificial recharge area in arid southern Iran. Future climate data for the periods of 2010-2030 and 2030-2050 were acquired from the Canadian Global Coupled Model (CGCM 3.1) for scenarios A1B, A2, and B1. These scenarios were adapted to the studied region using the delta-change method. The modified version of the HBV model (Qbox) was used to simulate runoff in a flash flood prone catchment. The model was calibrated and validated for the period 2002-2011 using daily discharge data. The projected climate variables were used to simulate future runoff. The rainfall-runoff model was then coupled to a calibrated groundwater flow and recharge model (MODFLOW) to simulate future recharge and groundwater hydraulic head. The results of the rainfall-runoff modeling showed that under the B1 scenario the number of floods might increase in the area. This in turn calls for a proper management, as this is the only source of fresh water supply in the studied region. The results of the groundwater recharge modeling showed no significant difference between present and future recharge for all scenarios. Owing to that, four abstraction and recharge scenarios were assumed to simulate the groundwater level and recharged water in the studied aquifer. The results showed that the abstraction scenarios have the most substantial effect on the groundwater level and the continuation of current pumping rate would lead to a groundwater decline by 18 m up to 2050.
Fast Kalman Filter for Random Walk Forecast model
NASA Astrophysics Data System (ADS)
Saibaba, A.; Kitanidis, P. K.
2013-12-01
Kalman filtering is a fundamental tool in statistical time series analysis to understand the dynamics of large systems for which limited, noisy observations are available. However, standard implementations of the Kalman filter are prohibitive because they require O(N^2) in memory and O(N^3) in computational cost, where N is the dimension of the state variable. In this work, we focus our attention on the Random walk forecast model which assumes the state transition matrix to be the identity matrix. This model is frequently adopted when the data is acquired at a timescale that is faster than the dynamics of the state variables and there is considerable uncertainty as to the physics governing the state evolution. We derive an efficient representation for the a priori and a posteriori estimate covariance matrices as a weighted sum of two contributions - the process noise covariance matrix and a low rank term which contains eigenvectors from a generalized eigenvalue problem, which combines information from the noise covariance matrix and the data. We describe an efficient algorithm to update the weights of the above terms and the computation of eigenmodes of the generalized eigenvalue problem (GEP). The resulting algorithm for the Kalman filter with Random walk forecast model scales as O(N) or O(N log N), both in memory and computational cost. This opens up the possibility of real-time adaptive experimental design and optimal control in systems of much larger dimension than was previously feasible. For a small number of measurements (~ 300 - 400), this procedure can be made numerically exact. However, as the number of measurements increase, for several choices of measurement operators and noise covariance matrices, the spectrum of the (GEP) decays rapidly and we are justified in only retaining the dominant eigenmodes. We discuss tradeoffs between accuracy and computational cost. The resulting algorithms are applied to an example application from ray-based travel time
Likelihood Methods for Adaptive Filtering and Smoothing. Technical Report #455.
ERIC Educational Resources Information Center
Butler, Ronald W.
The dynamic linear model or Kalman filtering model provides a useful methodology for predicting the past, present, and future states of a dynamic system, such as an object in motion or an economic or social indicator that is changing systematically with time. Recursive likelihood methods for adaptive Kalman filtering and smoothing are developed.…
Tractography from HARDI using an Intrinsic Unscented Kalman Filter
Cheng, Guang; Salehian, Hesamoddin; Forder, John R.; Vemuri, Baba C.
2014-01-01
A novel adaptation of the unscented Kalman filter (UKF) was recently introduced in literature for simultaneous multi-tensor estimation and fiber tractography from diffusion MRI. This technique has the advantage over other tractography methods in terms of computational efficiency, due to the fact that the UKF simultaneously estimates the diffusion tensors and propagates the most consistent direction to track along. This UKF and its variants reported later in literature however are not intrinsic to the space of diffusion tensors. Lack of this key property can possibly lead to inaccuracies in the multi-tensor estimation as well as in the tractography. In this paper, we propose a novel intrinsic unscented Kalman filter (IUKF) in the space of diffusion tensors which are symmetric positive definite matrices, that can be used for simultaneous recursive estimation of multi-tensors and propagation of directional information for use in fiber tractography from diffusion weighted MR data. In addition to being more accurate, IUKF retains all the advantages of UKF mentioned above. We demonstrate the accuracy and effectiveness of the proposed method via experiments publicly available phantom data from the fiber cup-challenge (MICCAI 2009) and diffusion weighted MR scans acquired from human brains and rat spinal cords. PMID:25203986
Tractography from HARDI using an intrinsic unscented Kalman filter.
Cheng, Guang; Salehian, Hesamoddin; Forder, John R; Vemuri, Baba C
2015-01-01
A novel adaptation of the unscented Kalman filter (UKF) was recently introduced in literature for simultaneous multitensor estimation and fiber tractography from diffusion MRI. This technique has the advantage over other tractography methods in terms of computational efficiency, due to the fact that the UKF simultaneously estimates the diffusion tensors and propagates the most consistent direction to track along. This UKF and its variants reported later in literature however are not intrinsic to the space of diffusion tensors. Lack of this key property can possibly lead to inaccuracies in the multitensor estimation as well as in the tractography. In this paper, we propose a novel intrinsic unscented Kalman filter (IUKF) in the space of diffusion tensors which are symmetric positive definite matrices, that can be used for simultaneous recursive estimation of multitensors and propagation of directional information for use in fiber tractography from diffusion weighted MR data. In addition to being more accurate, IUKF retains all the advantages of UKF mentioned above. We demonstrate the accuracy and effectiveness of the proposed method via experiments publicly available phantom data from the fiber cup-challenge (MICCAI 2009) and diffusion weighted MR scans acquired from human brains and rat spinal cords. PMID:25203986