Science.gov

Sample records for adaptive extended kalman

  1. Adaptive Iterated Extended Kalman Filter and Its Application to Autonomous Integrated Navigation for Indoor Robot

    PubMed Central

    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

  2. Adaptive iterated extended Kalman filter and its application to autonomous integrated navigation for indoor robot.

    PubMed

    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

  3. Performance Enhancement for a GPS Vector-Tracking Loop Utilizing an Adaptive Iterated Extended Kalman Filter

    PubMed Central

    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

  4. 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.

  5. Autonomous robotic capture of non-cooperative target by adaptive extended Kalman filter based visual servo

    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.

  6. Design of adaptive reconfigurable control systems using extended-Kalman-filter-based system identification and eigenstructure assignments

    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.

  7. Performance Enhancement of Pharmacokinetic Diffuse Fluorescence Tomography by Use of Adaptive Extended Kalman Filtering.

    PubMed

    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

  8. 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.

  9. A robust state-of-charge estimator for multiple types of lithium-ion batteries using adaptive extended Kalman filter

    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%.

  10. An adaptive extended Kalman filter for fluorescence diffuse optical tomography of tumor pharmacokinetics

    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.

  11. Study of the algorithm of backtracking decoupling and adaptive extended Kalman filter based on the quaternion expanded to the state variable for underwater glider navigation.

    PubMed

    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

  12. Study of the Algorithm of Backtracking Decoupling and Adaptive Extended Kalman Filter Based on the Quaternion Expanded to the State Variable for Underwater Glider Navigation

    PubMed Central

    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

  13. 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.

  14. Damage localization for multi-story buildings focusing on shift in the center of rigidity using an adaptive extended Kalman filter

    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.

  15. 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.

  16. Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.

    PubMed

    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

  17. 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.

  18. 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

  19. 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.

  20. Extended Kalman Filter Based Neural Networks Controller For Hot Strip Rolling mill

    SciTech Connect

    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.

  1. Comparison of the Extended Kalman Filter and the Unscented Kalman Filter for Magnetocardiography activation time imaging

    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.

  2. Extended Kalman filter sensor failure detection method for pressurizer monitoring

    SciTech Connect

    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.

  3. Estimating Power System Dynamic States Using Extended Kalman Filter

    SciTech Connect

    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.

  4. 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.

  5. 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.

  6. Distributed Dynamic State Estimation with Extended Kalman Filter

    SciTech Connect

    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.

  7. Model Calibration of Exciter and PSS Using Extended Kalman Filter

    SciTech Connect

    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.

  8. 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.

  9. The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation.

    PubMed

    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

  10. The Joint Adaptive Kalman Filter (JAKF) for Vehicle Motion State Estimation

    PubMed Central

    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

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. Estimating ice-affected streamflow by extended Kalman filtering

    USGS Publications Warehouse

    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.

  19. 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.

  20. 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 (r.m.s.) smaller than 10 mgon. These results show that the deformation model is a precise predictor and suitable for realistic simulations of thermal deformations. Experiments with modified heat sources will be necessary to verify the model in further frequency spectra of dynamic thermal loads.

  1. 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.

  2. Extended Kalman filtering applied to a two-axis robotic arm with flexible links

    SciTech Connect

    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.

  3. 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.

  4. An extended Kalman-Bucy filter for atmospheric temperature profile retrieval with a passive microwave sounder

    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.

  5. 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.

  6. 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

  7. 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

  8. Adaptive distributed Kalman filtering with wind estimation for astronomical adaptive optics.

    PubMed

    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

  9. Decentralized identification of nonlinear structure under strong ground motion using the extended Kalman filter and unscented Kalman filter

    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.

  10. Kalman filtering to suppress spurious signals in Adaptive Optics control

    SciTech Connect

    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.

  11. Quaternion-based extended Kalman filter for determining orientation by inertial and magnetic sensing.

    PubMed

    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

  12. An Extended Kalman filter (EKF) for Mars Exploration Rover (MER) entry, descent, and landing reconstruction

    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.

  13. 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.

  14. 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.

  15. 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.

  16. Prediction of Lumen Output and Chromaticity Shift in LEDs Using Kalman Filter and Extended Kalman Filter Based Models

    SciTech Connect

    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

  17. Adaptive Kalman filtering for real-time mapping of the visual field

    PubMed Central

    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

  18. Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

    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.

  19. Quaternion normalization in additive EKF for spacecraft attitude determination. [Extended Kalman Filters

    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.

  20. 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

  1. Robustness and computational aspects of nonlinear stochastic estimators and regulators. [extended Kalman filters in control

    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.

  2. Application of Extended Kalman Filter Techniques for Dynamic Model Parameter Calibration

    SciTech Connect

    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.

  3. A cognition-based method to ease the computational load for an extended Kalman filter.

    PubMed

    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

  4. 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.

  5. A Cognition-Based Method to Ease the Computational Load for an Extended Kalman Filter

    PubMed Central

    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

  6. Application of a Constant Gain Extended Kalman Filter for In-Flight Estimation of Aircraft Engine Performance Parameters

    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.

  7. 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.

  8. 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.

  9. Interference signal frequency tracking for extracting phase in frequency scanning interferometry using an extended Kalman filter.

    PubMed

    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

  10. Mass property identification - A comparison study between extended Kalman filter and neuro-filter approaches

    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.

  11. Compatibility check of measured aircraft responses using kinematic equations and extended Kalman filter

    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.

  12. An adaptive Kalman filter approach for cardiorespiratory signal extraction and fusion of non-contacting sensors

    PubMed Central

    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

  13. 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.

  14. 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.

  15. 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.

  16. Adaptive error covariances estimation methods for ensemble Kalman filters

    SciTech Connect

    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.

  17. 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.

  18. 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.

  19. 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.

  20. Extended Kalman filtering for joint mitigation of phase and amplitude noise in coherent QAM systems.

    PubMed

    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

  1. Odometry and laser scanner fusion based on a discrete extended Kalman Filter for robotic platooning guidance.

    PubMed

    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

  2. Odometry and Laser Scanner Fusion Based on a Discrete Extended Kalman Filter for Robotic Platooning Guidance

    PubMed Central

    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

  3. Calibrating Multi-machine Power System Parameters with the Extended Kalman Filter

    SciTech Connect

    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.

  4. 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.

  5. A Low Cost Approach to Simultaneous Orbit, Attitude, and Rate Estimation Using an Extended Kalman Filter

    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.

  6. Data assimilation for unsaturated flow models with restart adaptive probabilistic collocation based Kalman filter

    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.

  7. Fuzzy adaptive strong tracking scaled unscented Kalman filter for initial alignment of large misalignment angles.

    PubMed

    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

  8. Fuzzy adaptive strong tracking scaled unscented Kalman filter for initial alignment of large misalignment angles

    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.

  9. Adaptive Square-Root Cubature-Quadrature Kalman Particle Filter for satellite attitude determination using vector observations

    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.

  10. 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.

  11. Online Estimation of Allan Variance Coefficients Based on a Neural-Extended Kalman Filter

    PubMed Central

    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

  12. Pose and Motion Estimation Using Dual Quaternion-Based Extended Kalman Filtering

    SciTech Connect

    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.

  13. 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.

  14. Online estimation of Allan variance coefficients based on a neural-extended Kalman filter.

    PubMed

    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

  15. Comparison and testing of extended Kalman filters for attitude estimation of the Earth radiation budget satellite

    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.

  16. AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal.

    PubMed

    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

  17. AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal

    PubMed Central

    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

  18. Development of node-decoupled extended Kalman filter (NDEKF) training method to design neural network diagnostic/prognostic reasoners

    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.

  19. Comparing the ensemble and extended Kalman filters for in situ soil moisture assimilation with contrasting conditions

    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.

  20. A low cost approach to simultaneous orbit, attitude, and rate estimation using an extended Kalman filter

    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.

  1. 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).

  2. 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

  3. Adaptive UAV Attitude Estimation Employing Unscented Kalman Filter, FOAM and Low-Cost MEMS Sensors

    PubMed Central

    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

  4. Adaptive Kalman filter for indoor localization using Bluetooth Low Energy and inertial measurement unit.

    PubMed

    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

  5. An adaptive Kalman filter technique for context-aware heart rate monitoring.

    PubMed

    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

  6. Adaptive UAV attitude estimation employing unscented Kalman Filter, FOAM and low-cost MEMS sensors.

    PubMed

    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

  7. Covariance matching based adaptive unscented Kalman filter for direct filtering in INS/GNSS integration

    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.

  8. Real-time prediction and gating of respiratory motion using an extended Kalman filter and Gaussian process regression

    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

  9. Estimation method of state-of-charge for lithium-ion battery used in hybrid electric vehicles based on variable structure extended kalman filter

    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.

  10. Towards denoising XMCD movies of fast magnetization dynamics using extended Kalman filter.

    PubMed

    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

  11. Personalized State-space Modeling of Glucose Dynamics for Type 1 Diabetes Using Continuously Monitored Glucose, Insulin Dose, and Meal Intake: An Extended Kalman Filter Approach.

    PubMed

    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

  12. ECG denoising using angular velocity as a state and an observation in an Extended Kalman Filter framework.

    PubMed

    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

  13. Local Ensemble Transform Kalman Filter: a non stationary control law for complex adaptive optics systems on ELTs

    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.

  14. 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.

  15. 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.

  16. Adaptive Kalman filtering based internal temperature estimation with an equivalent electrical network thermal model for hard-cased batteries

    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.

  17. Extended Kalman Filter-Based Methods for Pose Estimation Using Visual, Inertial and Magnetic Sensors: Comparative Analysis and Performance Evaluation

    PubMed Central

    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

  18. Modeling of an ionic polymer metal composite actuator based on an extended Kalman filter trained neural network

    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.

  19. A comparison of particle filters and multiple-hypothesis extended Kalman filters for bearings-only tracking

    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.

  20. P wave detection in ECG signals using an extended Kalman filter: an evaluation in different arrhythmia contexts.

    PubMed

    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

  1. Using an Extended Kalman Filter Learning Algorithm for Feed-Forward Neural Networks to Describe Tracer Correlations

    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.

  2. Fault detection and isolation of the attitude control subsystem of spacecraft formation flying using extended Kalman filters

    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.

  3. Tyre-road grip coefficient assessment - Part II: online estimation using instrumented vehicle, extended Kalman filter, and neural network

    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.

  4. Extended Kalman filter method for state of charge estimation of vanadium redox flow battery using thermal-dependent electrical model

    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.

  5. Adaptive unscented Kalman filter based state of energy and power capability estimation approach for lithium-ion battery

    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.

  6. Application of an extended Kalman filter approach to inversion of time-lapse electrical resistivity imaging data for monitoring recharge

    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.

  7. ECG denoising and fiducial point extraction using an extended Kalman filtering framework with linear and nonlinear phase observations.

    PubMed

    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

  8. 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.

  9. 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

  10. Local ensemble transform Kalman filter, a fast non-stationary control law for adaptive optics on ELTs: theoretical aspects and first simulation results.

    PubMed

    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

  11. An adaptive compensation algorithm for temperature drift of micro-electro-mechanical systems gyroscopes using a strong tracking Kalman filter.

    PubMed

    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

  12. An Adaptive Compensation Algorithm for Temperature Drift of Micro-Electro-Mechanical Systems Gyroscopes Using a Strong Tracking Kalman Filter

    PubMed Central

    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

  13. 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.

  14. 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.

  15. Robust fundamental frequency estimation in sustained vowels: Detailed algorithmic comparisons and information fusion with adaptive Kalman filtering

    PubMed Central

    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

  16. FOG Random Drift Signal Denoising Based on the Improved AR Model and Modified Sage-Husa Adaptive Kalman Filter.

    PubMed

    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

  17. FOG Random Drift Signal Denoising Based on the Improved AR Model and Modified Sage-Husa Adaptive Kalman Filter

    PubMed Central

    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

  18. Robust fundamental frequency estimation in sustained vowels: detailed algorithmic comparisons and information fusion with adaptive Kalman filtering.

    PubMed

    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

  19. A Simplified Baseband Prefilter Model with Adaptive Kalman Filter for Ultra-Tight COMPASS/INS Integration

    PubMed Central

    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

  20. Estimating Attitude, Trajectory, and Gyro Biases in an Extended Kalman Filter using Earth Magnetic Field Data from the Rossi X-Ray Timing Explorer

    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.

  1. Acoustic velocity measurement by means of Laser Doppler Velocimetry: Development of an Extended Kalman Filter and validation in free-field measurement

    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.

  2. Electrochemical state and internal variables estimation using a reduced-order physics-based model of a lithium-ion cell and an extended Kalman filter

    SciTech Connect

    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.

  3. Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter

    SciTech Connect

    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.

  4. Extended generalized Lagrangian multipliers for magnetohydrodynamics using adaptive multiresolution methods

    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).

  5. Parameter estimation of a three-axis spacecraft simulator using recursive least-squares approach with tracking differentiator and Extended Kalman Filter

    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.

  6. Tightly Coupled Integration of GPS Ambiguity Fixed Precise Point Positioning and MEMS-INS through a Troposphere-Constrained Adaptive Kalman Filter

    PubMed Central

    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

  7. Tightly Coupled Integration of GPS Ambiguity Fixed Precise Point Positioning and MEMS-INS through a Troposphere-Constrained Adaptive Kalman Filter.

    PubMed

    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

  8. Cynophobic Fear Adaptively Extends Peri-Personal Space

    PubMed Central

    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

  9. Fusion of space-borne multi-baseline and multi-frequency interferometric results based on extended Kalman filter to generate high quality DEMs

    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.

  10. An Extended Kalman Filter to Assimilate Altimetric Data into a Non-Linear Model of the Tropical Pacific

    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.

  11. Development of an extended Kalman filter for the self-sensing application of a spring-biased shape memory alloy wire actuator

    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.

  12. 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.

  13. Sensor-fault tolerant control of a powered lower limb prosthesis by mixing mode-specific adaptive Kalman filters.

    PubMed

    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

  14. Real-time prediction and gating of respiratory motion in 3D space using extended Kalman filters and Gaussian process regression network.

    PubMed

    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

  15. 3-D InSAR Phase Unwrapping with Extended Kalman Filter: Applications to interseismic deformation detection across the North Anatolian and San Andreas Fault zones

    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

  16. Real-time prediction and gating of respiratory motion in 3D space using extended Kalman filters and Gaussian process regression network

    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

  17. Seed vigour and crop establishment: extending performance beyond adaptation.

    PubMed

    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

  18. Identification of a scaled-model riser dynamics through a combined computer vision and adaptive Kalman filter approach

    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.

  19. 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.

  20. 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.

  1. 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.

  2. Determination of the Earth's pole tide Love number k2 from observations of polar motion using an adaptive Kalman filter approach

    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).

  3. Polar motion as boundary condition in an adaptive Kalman filter approach for the determination of period and damping of the Chandler oscillation

    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).

  4. 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

  5. Atypicalities in Perceptual Adaptation in Autism Do Not Extend to Perceptual Causality

    PubMed Central

    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

  6. The life of a dead ant: the expression of an adaptive extended phenotype.

    PubMed

    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

  7. 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.

  8. 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.

  9. 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.

  10. Effects of extended lay-off periods on performance and operator trust under adaptable automation.

    PubMed

    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

  11. Toward a systems-oriented approach to the role of the extended amygdala in adaptive responding.

    PubMed

    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

  12. Extended depth of focus adaptive optics spectral domain optical coherence tomography

    PubMed Central

    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

  13. 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.

  14. Darkfield adapter for whole slide imaging: adapting a darkfield internal reflection illumination system to extend WSI applications.

    PubMed

    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

  15. 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.

  16. A class of quaternion Kalman filters.

    PubMed

    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

  17. Extended adaptive mutation operator for training an explosive hazard detection prescreener in forward looking infrared imagery

    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.

  18. 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.

  19. An Adaptive Approach for Identifying Cocaine Dependent Patients Who Benefit from Extended Continuing Care

    PubMed Central

    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

  20. Kalman filter modeling

    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.

  1. Implicit Kalman filtering

    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.

  2. Enabling the extended compact genetic algorithm for real-parameter optimization by using adaptive discretization.

    PubMed

    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

  3. Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter

    SciTech Connect

    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.

  4. Post Kalman progress

    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.

  5. A Two-Stage Kalman Filter Approach for Robust and Real-Time Power System State Estimation

    SciTech Connect

    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.

  6. 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.

  7. 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.

  8. 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.

  9. Global VTEC-modelling in near real-time based on space geodetic techniques, adapted B-spline expansions and Kalman-filtering including observations of the Sun's radiation

    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

  10. A new class of nonlinear Rauch-Tung-Striebel cubature Kalman smoothers.

    PubMed

    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

  11. From Dinosaurs to Modern Bird Diversity: Extending the Time Scale of Adaptive Radiation

    PubMed Central

    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

  12. Extending the Shared Socioeconomic Pathways for sub-national impacts, adaptation, and vulnerability studies

    SciTech Connect

    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.

  13. Extended Staphylococcus aureus persistence in cystic fibrosis is associated with bacterial adaptation.

    PubMed

    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

  14. Generating code adapted for interlinking legacy scalar code and extended vector code

    DOEpatents

    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.

  15. Robust Kriged Kalman Filtering

    SciTech Connect

    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.

  16. Multilevel ensemble Kalman filtering

    DOE PAGESBeta

    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.

  17. Extending the Shared Socioeconomic Pathways for sub-national impacts, adaptation, and vulnerability studies

    DOE PAGESBeta

    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

  18. Chaos control of the micro-electro-mechanical resonator by using adaptive dynamic surface technology with extended state observer

    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.

  19. Model parameter adaption-based multi-model algorithm for extended object tracking using a random matrix.

    PubMed

    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

  20. 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.

  1. Adaptation or biased gene conversion? Extending the null hypothesis of molecular evolution.

    PubMed

    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

  2. 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.

  3. 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.

  4. Deterministic Mean-Field Ensemble Kalman Filtering

    DOE PAGESBeta

    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 extend the theory.« less

  5. 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.

  6. 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.

  7. 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

  8. Circadian adaptation of airline pilots during extended duration operations between the USA and Asia.

    PubMed

    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

  9. Interactions and dynamics of two extended conformation adapting phosphatidylcholines in model biomembranes.

    PubMed

    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

  10. Measurements of achromatic and chromatic contrast sensitivity functions for an extended range of adaptation luminance

    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.

  11. Game-theoretic Kalman Filter

    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.

  12. A chaotic communication system of improved performance based on the Derivative-free nonlinear Kalman filter

    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.

  13. Nonstationary phase boundary estimation in electrical impedance tomography using unscented Kalman filter

    SciTech Connect

    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.

  14. 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.

  15. 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.

  16. 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.

  17. An adaptive extended finite element method for the analysis of agglomeration of colloidal particles in a flowing fluid

    SciTech Connect

    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.

  18. 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.

  19. 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.

  20. 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.

  1. 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

  2. Satellite orbit determination by tracking data from ground station with statistical Kalman filter algorithm

    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.

  3. 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.

  4. 3D imaging of cone photoreceptors over extended time periods using optical coherence tomography with adaptive optics

    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

  5. Extended Adaptive Biasing Force Algorithm. An On-the-Fly Implementation for Accurate Free-Energy Calculations.

    PubMed

    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

  6. 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.

  7. Adaptation.

    PubMed

    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

  8. Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks

    SciTech Connect

    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.

  9. 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.

  10. 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.

  11. 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.

  12. An extended doubly-adaptive quadrature method based on the combination of the Ninomiya and the FLR schemes

    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).

  13. Extended Kalman Filter framework for forecasting shoreline evolution

    USGS Publications Warehouse

    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).

  14. Adapt

    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

  15. An Adaptive Altitude Information Fusion Method for Autonomous Landing Processes of Small Unmanned Aerial Rotorcraft

    PubMed Central

    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

  16. 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.

  17. 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.

  18. The Role of Scale and Model Bias in ADAPT's Photospheric Eatimation

    SciTech Connect

    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.

  19. 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.

  20. 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

  1. Effective wind speed estimation: Comparison between Kalman Filter and Takagi-Sugeno observer techniques.

    PubMed

    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

  2. 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.

  3. Structure of the Brachydanio Rerio Polo-Like Kinase 1 (Plk1) Catalytic Domain in Complex With An Extended Inhibitor Targeting the Adaptive Pocket of the Enzyme

    SciTech Connect

    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.

  4. 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.

  5. Effect of spatial configuration of an extended nonlinear Kierstead-Slobodkin reaction-transport model with adaptive numerical scheme.

    PubMed

    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

  6. An extended modeling approach to assess climate change impacts on groundwater recharge and adaptation in arid areas

    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.

  7. 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

  8. 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.…

  9. Tractography from HARDI using an Intrinsic Unscented Kalman Filter

    PubMed Central

    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

  10. Tractography from HARDI using an intrinsic unscented Kalman filter.

    PubMed

    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

  11. Kalman Orbit Optimized Loop Tracking

    NASA Technical Reports Server (NTRS)

    Young, Lawrence E.; Meehan, Thomas K.

    2011-01-01

    Under certain conditions of low signal power and/or high noise, there is insufficient signal to noise ratio (SNR) to close tracking loops with individual signals on orbiting Global Navigation Satellite System (GNSS) receivers. In addition, the processing power available from flight computers is not great enough to implement a conventional ultra-tight coupling tracking loop. This work provides a method to track GNSS signals at very low SNR without the penalty of requiring very high processor throughput to calculate the loop parameters. The Kalman Orbit-Optimized Loop (KOOL) tracking approach constitutes a filter with a dynamic model and using the aggregate of information from all tracked GNSS signals to close the tracking loop for each signal. For applications where there is not a good dynamic model, such as very low orbits where atmospheric drag models may not be adequate to achieve the required accuracy, aiding from an IMU (inertial measurement unit) or other sensor will be added. The KOOL approach is based on research JPL has done to allow signal recovery from weak and scintillating signals observed during the use of GPS signals for limb sounding of the Earth s atmosphere. That approach uses the onboard PVT (position, velocity, time) solution to generate predictions for the range, range rate, and acceleration of the low-SNR signal. The low- SNR signal data are captured by a directed open loop. KOOL builds on the previous open loop tracking by including feedback and observable generation from the weak-signal channels so that the MSR receiver will continue to track and provide PVT, range, and Doppler data, even when all channels have low SNR.

  12. Applying Kalman filtering to investigate tropospheric effects in VLBI

    NASA Astrophysics Data System (ADS)

    Soja, Benedikt; Nilsson, Tobias; Karbon, Maria; Heinkelmann, Robert; Liu, Li; Lu, Cuixian; Andres Mora-Diaz, Julian; Raposo-Pulido, Virginia; Xu, Minghui; Schuh, Harald

    2014-05-01

    Very Long Baseline Interferometry (VLBI) currently provides results, e.g., estimates of the tropospheric delays, with a delay of more than two weeks. In the future, with the coming VLBI2010 Global Observing System (VGOS) and increased usage of electronic data transfer, it is planned that the time between observations and results is decreased. This may, for instance, allow the integration of VLBI-derived tropospheric delays into numerical weather prediction models. Therefore, future VLBI analysis software packages need to be able to process the observational data autonomously in near real-time. For this purpose, we have extended the Vienna VLBI Software (VieVS) by a Kalman filter module. This presentation describes the filter and discusses its application for tropospheric studies. Instead of estimating zenith wet delays as piece-wise linear functions in a least-squares adjustment, the Kalman filter allows for more sophisticated stochastic modeling. We start with a random walk process to model the time-dependent behavior of the zenith wet delays. Other possible approaches include the stochastic model described by turbulence theory, e.g. the model by Treuhaft and Lanyi (1987). Different variance-covariance matrices of the prediction error, depending on the time of the year and the geographic latitude, have been tested. In winter and closer to the poles, lower variances and covariances are appropriate. The horizontal variations in tropospheric delays have been investigated by comparing three different strategies: assumption of a horizontally stratified troposphere, using north and south gradients modeled, e.g., as Gauss-Markov processes, and applying a turbulence model assuming correlations between observations in different azimuths. By conducting Monte-Carlo simulations of current standard VLBI networks and of future VGOS networks, the different tropospheric modeling strategies are investigated. For this purpose, we use the simulator module of VieVS which takes into

  13. Ensemble Kalman filtering with residual nudging: some recent progress

    NASA Astrophysics Data System (ADS)

    Luo, Xiaodong; Hoteit, Ibrahim

    2014-05-01

    The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies (Luo and Hoteit, 2012, 2013b,a), the authors proposed an observation-space based strategy, called residual nudging, in order to improve the stability of the EnKF when dealing with linear observation operators. The main idea behind residual nudging is to monitor, and if necessary, adjust the distances (misfits) between the real observations and the simulated ones of the state estimates, in the hope that by doing so one may be able to obtain better estimation accuracy. In a more present study (Luo and Hoteit, 2014), residual nudging is extended and modified in order to handle nonlinear observation operators. Such extension and modification result in an iterative filtering framework that is able to achieve the objective of residual nudging in the presence of nonlinear observation operators, under suitable conditions. The 40 dimensional Lorenz 96 model is used to illustrate the performance of the iterative filter. Numerical results show that, while a normal EnKF may diverge in the presence of nonlinear observation operators, the proposed iterative filter performs very stably and leads to reasonable estimation accuracies under various experiment settings. REFERENCES Luo, X. and H. Hoteit, 2014: Ensemble kalman filtering with residual nudging: an extension to the state estimation problems with nonlinear observation operators. Submitted. Luo, X. and I. Hoteit, 2012: Ensemble Kalman filtering with residual nudging. Tellus A, 64, 17130, open access, doi:10.3402/tellusa.v64i0.17130. Luo, X. and I. Hoteit, 2013a: Covariance inflation in the ensemble Kalman filter: a residual nudging perspective and some implications. Mon. Wea. Rev., 141, 3360-3368, doi:10.1175/MWR-D-13-00067.1. Luo, X. and I. Hoteit, 2013b: Efficient particle filtering through residual nudging. Quart. J. Roy. Meteor

  14. Ensemble Kalman Filtering without a Model

    NASA Astrophysics Data System (ADS)

    Hamilton, Franz; Berry, Tyrus; Sauer, Timothy

    2016-01-01

    Methods of data assimilation are established in physical sciences and engineering for the merging of observed data with dynamical models. When the model is nonlinear, methods such as the ensemble Kalman filter have been developed for this purpose. At the other end of the spectrum, when a model is not known, the delay coordinate method introduced by Takens has been used to reconstruct nonlinear dynamics. In this article, we merge these two important lines of research. A model-free filter is introduced based on the filtering equations of Kalman and the data-driven modeling of Takens. This procedure replaces the model with dynamics reconstructed from delay coordinates, while using the Kalman update formulation to reconcile new observations. We find that this combination of approaches results in comparable efficiency to parametric methods in identifying underlying dynamics, and may actually be superior in cases of model error.

  15. Kalman Filtering USNO's GPS Observations for Improved Time Transfer Predictions

    NASA Technical Reports Server (NTRS)

    Hutsell, Steven T.

    1996-01-01

    The Global Positioning System (GPS) Master Control Station (MCS) performs the Coordinated Universal Time (UTC) time transfer mission by uploading and broadcasting predictions of the GPS-UTC offset in subframe 4 of the GS navigation message. These predictions are based on only two successive daily data points obtained from the US Naval Observatory (USNO). USNO produces these daily smoothed data points by performing a least-squares fit on roughly 38 hours worth of data from roughly 160 successive 13-minute tracks of GPS satellites. Though sufficient for helping to maintain a time transfer error specification of 28 ns (1 Sigma), the MCS's prediction algorithm does not make the best use of the available data from from USNO, and produces data that can degrade quickly over extended prediction spans. This paper investigates how, by applying Kalman filtering to the same available tracking data, the MCS could improve its estimate of GPS-UTC, and in particular, the GPS-UTC A(sub 1) term. By refining the A(sub 1) (frequency) estimate for GPS-UTC predictions, error in GPS time transfer could drop significantly. Additional, the risk of future spikes in GPS's time transfer error could similarly be minimized, by employing robust Kalman filtering for GPS-UTC predictions.

  16. Adaptive tracking of maneuvering targets based on IR image data

    NASA Astrophysics Data System (ADS)

    Maybeck, Peter S.

    1989-06-01

    The capability of tracking dynamic targets from forward looking infrared (FLIR) measurements was improved substantially by replacing standard correlation trackers with adaptive extended Kalman filters or enhanced correlator/Kalman filter combinations. A tracker able to handle multiple hot-spot targets, in which digital and/or optical signal processing is employed on the FLIR data to identify the underlying target shape is investigated. Furthermore, multiple model adaptive filtering is investigated as a means of changing the field-of-view as well as the tracker bandwidth when target acceleration can vary over a wide range. Enhancements are developed and analyzed: (1) allowing some of the elemental filters within the adaptive algorithm to have rectangular fields-of-view and to be tuned for target dynamics that are harsher in one direction than others; (2) considering both Gauss-Markov acceleration models and constant turn-rate models for target dynamics; and (3) devising an initial target acquisition algorithm to remove important biases in the estimated target template to be used within the tracker. The performance potential of such a tracking algorithm is shown to be substantial.

  17. Adaptive Filtering for Large Space Structures: A Closed-Form Solution

    NASA Technical Reports Server (NTRS)

    Rauch, H. E.; Schaechter, D. B.

    1985-01-01

    In a previous paper Schaechter proposes using an extended Kalman filter to estimate adaptively the (slowly varying) frequencies and damping ratios of a large space structure. The time varying gains for estimating the frequencies and damping ratios can be determined in closed form so it is not necessary to integrate the matrix Riccati equations. After certain approximations, the time varying adaptive gain can be written as the product of a constant matrix times a matrix derived from the components of the estimated state vector. This is an important savings of computer resources and allows the adaptive filter to be implemented with approximately the same effort as the nonadaptive filter. The success of this new approach for adaptive filtering was demonstrated using synthetic data from a two mode system.

  18. The use of the Kalman filter in the automated segmentation of EIT lung images.

    PubMed

    Zifan, A; Liatsis, P; Chapman, B E

    2013-06-01

    In this paper, we present a new pipeline for the fast and accurate segmentation of impedance images of the lungs using electrical impedance tomography (EIT). EIT is an emerging, promising, non-invasive imaging modality that produces real-time, low spatial but high temporal resolution images of impedance inside a body. Recovering impedance itself constitutes a nonlinear ill-posed inverse problem, therefore the problem is usually linearized, which produces impedance-change images, rather than static impedance ones. Such images are highly blurry and fuzzy along object boundaries. We provide a mathematical reasoning behind the high suitability of the Kalman filter when it comes to segmenting and tracking conductivity changes in EIT lung images. Next, we use a two-fold approach to tackle the segmentation problem. First, we construct a global lung shape to restrict the search region of the Kalman filter. Next, we proceed with augmenting the Kalman filter by incorporating an adaptive foreground detection system to provide the boundary contours for the Kalman filter to carry out the tracking of the conductivity changes as the lungs undergo deformation in a respiratory cycle. The proposed method has been validated by using performance statistics such as misclassified area, and false positive rate, and compared to previous approaches. The results show that the proposed automated method can be a fast and reliable segmentation tool for EIT imaging. PMID:23719169

  19. Nonlinear Kalman Filtering for acoustic emission source localization in anisotropic panels.

    PubMed

    Dehghan Niri, E; Farhidzadeh, A; Salamone, S

    2014-02-01

    Nonlinear Kalman Filtering is an established field in applied probability and control systems, which plays an important role in many practical applications from target tracking to weather and climate prediction. However, its application for acoustic emission (AE) source localization has been very limited. In this paper, two well-known nonlinear Kalman Filtering algorithms are presented to estimate the location of AE sources in anisotropic panels: the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF). These algorithms are applied to two cases: velocity profile known (CASE I) and velocity profile unknown (CASE II). The algorithms are compared with a more traditional nonlinear least squares method. Experimental tests are carried out on a carbon-fiber reinforced polymer (CFRP) composite panel instrumented with a sparse array of piezoelectric transducers to validate the proposed approaches. AE sources are simulated using an instrumented miniature impulse hammer. In order to evaluate the performance of the algorithms, two metrics are used: (1) accuracy of the AE source localization and (2) computational cost. Furthermore, it is shown that both EKF and UKF can provide a confidence interval of the estimated AE source location and can account for uncertainty in time of flight measurements. PMID:23972569

  20. A Kalman filter for feedback control of rotating external kink instabilities in the presence of noise

    SciTech Connect

    Hanson, Jeremy M.; De Bono, Bryan; Levesque, Jeffrey P.; Mauel, Michael E.; Maurer, David A.; Navratil, Gerald A.; Pedersen, Thomas Sunn; Shiraki, Daisuke; James, Royce W.

    2009-05-15

    The simulation and experimental optimization of a Kalman filter feedback control algorithm for n=1 tokamak external kink modes are reported. In order to achieve the highest plasma pressure limits in ITER, resistive wall mode stabilization is required [T. C. Hender et al., Nucl. Fusion 47, S128 (2007)] and feedback algorithms will need to distinguish the mode from noise due to other magnetohydrodynamic activity. The Kalman filter contains an internal model that captures the dynamics of a rotating, growing n=1 mode. This model is actively compared with real-time measurements to produce an optimal estimate for the mode's amplitude and phase. On the High Beta Tokamak-Extended Pulse experiment [T. H. Ivers et al., Phys. Plasmas 3, 1926 (1996)], the Kalman filter algorithm is implemented using a set of digital, field-programmable gate array controllers with 10 {mu}s latencies. Signals from an array of 20 poloidal sensor coils are used to measure the n=1 mode, and the feedback control is applied using 40 poloidally and toroidally localized control coils. The feedback system with the Kalman filter is able to suppress the external kink mode over a broad range of phase angles between the sensed mode and applied control field. Scans of filter parameters show good agreement between simulation and experiment, and feedback suppression and excitation of the kink mode are enhanced in experiments when a filter made using optimal parameters from the scans is used.

  1. Kalman Filter for Mass Property and Thrust Identification (MMS)

    NASA Technical Reports Server (NTRS)

    Queen, Steven

    2015-01-01

    The Magnetospheric Multiscale (MMS) mission consists of four identically instrumented, spin-stabilized observatories, elliptically orbiting the Earth in a tetrahedron formation. For the operational success of the mission, on-board systems must be able to deliver high-precision orbital adjustment maneuvers. On MMS, this is accomplished using feedback from on-board star sensors in tandem with accelerometers whose measurements are dynamically corrected for errors associated with a spinning platform. In order to determine the required corrections to the measured acceleration, precise estimates of attitude, rate, and mass-properties is necessary. To this end, both an on-board and ground-based Multiplicative Extended Kalman Filter (MEKF) were formulated and implemented in order to estimate the dynamic and quasi-static properties of the spacecraft.

  2. Robust car tracking using Kalman filtering and Bayesian templates

    NASA Astrophysics Data System (ADS)

    Dellaert, Frank; Thorpe, Chuck E.

    1998-01-01

    We present a real-time model-based vision approach for detecting and tracking vehicles from a moving platform. It was developed in the context of the CMU Navlab project and is intended to provide the Navlabs with situational awareness in mixed traffic. Tracking is done by combining a simple image processing techniques with a 3D extended Kalman filter and a measurement equation that projects from the 3D model to image space. No ground plane assumption is made. The resulting system runs at frame rate or higher, and produces excellent estimates of road curvature, distance to and relative speed of a tracked vehicle. We have complemented the tracker with a novel machine learning based algorithm for car detection, the CANSS algorithm, which serves to initialize tracking.

  3. Adaptive control of Space Station with control moment gyros

    NASA Technical Reports Server (NTRS)

    Bishop, Robert H.; Paynter, Scott J.; Sunkel, John W.

    1992-01-01

    An adaptive approach to Space Station attitude control is investigated. The main components of the controller are the parameter identification scheme, the control gain calculation, and the control law. The control law is a full-state feedback space station baseline control law. The control gain calculation is based on linear-quadratic regulator theory with eigenvalues placement in a vertical strip. The parameter identification scheme is a recursive extended Kalman filter that estimates the inertias and also provides an estimate of the unmodeled disturbances due to the aerodynamic torques and to the nonlinear effects. An analysis of the inertia estimation problem suggests that it is possible to estimate Space Station inertias accurately during nominal control moment gyro operations. The closed-loop adaptive control law is shown to be capable of stabilizing the Space Station after large inertia changes. Results are presented for the pitch axis.

  4. Adaptive Wavefront Calibration and Control for the Gemini Planet Imager

    SciTech Connect

    Poyneer, L A; Veran, J

    2007-02-02

    Quasi-static errors in the science leg and internal AO flexure will be corrected. Wavefront control will adapt to current atmospheric conditions through Fourier modal gain optimization, or the prediction of atmospheric layers with Kalman filtering.

  5. AESOP- INTERACTIVE DESIGN OF LINEAR QUADRATIC REGULATORS AND KALMAN FILTERS

    NASA Technical Reports Server (NTRS)

    Lehtinen, B.

    1994-01-01

    AESOP was developed to solve a number of problems associated with the design of controls and state estimators for linear time-invariant systems. The systems considered are modeled in state-variable form by a set of linear differential and algebraic equations with constant coefficients. Two key problems solved by AESOP are the linear quadratic regulator (LQR) design problem and the steady-state Kalman filter design problem. AESOP is designed to be used in an interactive manner. The user can solve design problems and analyze the solutions in a single interactive session. Both numerical and graphical information are available to the user during the session. The AESOP program is structured around a list of predefined functions. Each function performs a single computation associated with control, estimation, or system response determination. AESOP contains over sixty functions and permits the easy inclusion of user defined functions. The user accesses these functions either by inputting a list of desired functions in the order they are to be performed, or by specifying a single function to be performed. The latter case is used when the choice of function and function order depends on the results of previous functions. The available AESOP functions are divided into several general areas including: 1) program control, 2) matrix input and revision, 3) matrix formation, 4) open-loop system analysis, 5) frequency response, 6) transient response, 7) transient function zeros, 8) LQR and Kalman filter design, 9) eigenvalues and eigenvectors, 10) covariances, and 11) user-defined functions. The most important functions are those that design linear quadratic regulators and Kalman filters. The user interacts with AESOP when using these functions by inputting design weighting parameters and by viewing displays of designed system response. Support functions obtain system transient and frequency responses, transfer functions, and covariance matrices. AESOP can also provide the user

  6. Advances in adaptive control theory: Gradient- and derivative-free approaches

    NASA Astrophysics Data System (ADS)

    Yucelen, Tansel

    In this dissertation, we present new approaches to improve standard designs in adaptive control theory, and novel adaptive control architectures. We first present a novel Kalman filter based approach for approximately enforcing a linear constraint in standard adaptive control design. One application is that this leads to alternative forms for well known modification terms such as e-modification. In addition, it leads to smaller tracking errors without incurring significant oscillations in the system response and without requiring high modification gain. We derive alternative forms of e- and adaptive loop recovery (ALR-) modifications. Next, we show how to use Kalman filter optimization to derive a novel adaptation law. This results in an optimization-based time-varying adaptation gain that reduces the need for adaptation gain tuning. A second major contribution of this dissertation is the development of a novel derivative-free, delayed weight update law for adaptive control. The assumption of constant unknown ideal weights is relaxed to the existence of time-varying weights, such that fast and possibly discontinuous variation in weights are allowed. This approach is particulary advantageous for applications to systems that can undergo a sudden change in dynamics, such as might be due to reconfiguration, deployment of a payload, docking, or structural damage, and for rejection of external disturbance processes. As a third and final contribution, we develop a novel approach for extending all the methods developed in this dissertation to the case of output feedback. The approach is developed only for the case of derivative-free adaptive control, and the extension of the other approaches developed previously for the state feedback case to output feedback is left as a future research topic. The proposed approaches of this dissertation are illustrated in both simulation and flight test.

  7. Kalman filtering for spacecraft attitude estimation

    NASA Technical Reports Server (NTRS)

    Lefferts, E. J.; Markley, F. L.; Shuster, M. D.

    1982-01-01

    Several schemes in current use for sequential estimation of spacecraft attitude using Kalman filters are examined. These differ according to their treatment of the attitude error, namely: using the complete four-component quaternion; using a truncated quaternion in which one of the components has been eliminated; or using a quaternion referred to approximate body-fixed axes. These schemes are examined for the case of a spacecraft carrying line-of-sight attitude sensors and three-axis gyros whose measurements are corrupted by noise on both the drift rate and the drift-rate ramp. The analysis of the covariance is carried out in detail. The historical development of Kalman filtering of attitude is reviewed.

  8. Applications of Kalman filtering to real-time trace gas concentration measurements

    NASA Technical Reports Server (NTRS)

    Leleux, D. P.; Claps, R.; Chen, W.; Tittel, F. K.; Harman, T. L.

    2002-01-01

    A Kalman filtering technique is applied to the simultaneous detection of NH3 and CO2 with a diode-laser-based sensor operating at 1.53 micrometers. This technique is developed for improving the sensitivity and precision of trace gas concentration levels based on direct overtone laser absorption spectroscopy in the presence of various sensor noise sources. Filter performance is demonstrated to be adaptive to real-time noise and data statistics. Additionally, filter operation is successfully performed with dynamic ranges differing by three orders of magnitude. Details of Kalman filter theory applied to the acquired spectroscopic data are discussed. The effectiveness of this technique is evaluated by performing NH3 and CO2 concentration measurements and utilizing it to monitor varying ammonia and carbon dioxide levels in a bioreactor for water reprocessing, located at the NASA-Johnson Space Center. Results indicate a sensitivity enhancement of six times, in terms of improved minimum detectable absorption by the gas sensor.

  9. Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering

    NASA Technical Reports Server (NTRS)

    Simon, Dan; Simon, Donald L.

    2003-01-01

    Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results obtained from application to a turbofan engine model. This model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.

  10. Computational requirements for a discrete Kalman filter.

    NASA Technical Reports Server (NTRS)

    Mendel, J. M.

    1971-01-01

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

  11. A modified ensemble Kalman particle filter for non-Gaussian systems with nonlinear measurement functions

    NASA Astrophysics Data System (ADS)

    Shen, Zheqi; Tang, Youmin

    2016-04-01

    The ensemble Kalman particle filter (EnKPF) is a combination of two Bayesian-based algorithms, namely, the ensemble Kalman filter (EnKF) and the sequential importance resampling particle filter(SIR-PF). It was recently introduced to address non-Gaussian features in data assimilation for highly nonlinear systems, by providing a continuous interpolation between the EnKF and SIR-PF analysis schemes. In this paper, we first extend the EnKPF algorithm by modifying the formula for the computation of the covariancematrix, making it suitable for nonlinear measurement functions (we will call this extended algorithm nEnKPF). Further, a general form of the Kalman gain is introduced to the EnKPF to improve the performance of the nEnKPF when the measurement function is highly nonlinear (this improved algorithm is called mEnKPF). The Lorenz '63 model and Lorenz '96 model are used to test the two modified EnKPF algorithms. The experiments show that the mEnKPF and nEnKPF, given an affordable ensemble size, can perform better than the EnKF for the nonlinear systems with nonlinear observations. These results suggest a promising opportunity to develop a non-Gaussian scheme for realistic numerical models.

  12. Neurocontrol of nonlinear dynamical systems with Kalman filter trained recurrent networks.

    PubMed

    Puskorius, G V; Feldkamp, L A

    1994-01-01

    Although the potential of the powerful mapping and representational capabilities of recurrent network architectures is generally recognized by the neural network research community, recurrent neural networks have not been widely used for the control of nonlinear dynamical systems, possibly due to the relative ineffectiveness of simple gradient descent training algorithms. Developments in the use of parameter-based extended Kalman filter algorithms for training recurrent networks may provide a mechanism by which these architectures will prove to be of practical value. This paper presents a decoupled extended Kalman filter (DEKF) algorithm for training of recurrent networks with special emphasis on application to control problems. We demonstrate in simulation the application of the DEKF algorithm to a series of example control problems ranging from the well-known cart-pole and bioreactor benchmark problems to an automotive subsystem, engine idle speed control. These simulations suggest that recurrent controller networks trained by Kalman filter methods can combine the traditional features of state-space controllers and observers in a homogeneous architecture for nonlinear dynamical systems, while simultaneously exhibiting less sensitivity than do purely feedforward controller networks to changes in plant parameters and measurement noise. PMID:18267797

  13. An adaptive ensemble Kalman filter for soil moisture data assimilation

    Technology Transfer Automated Retrieval System (TEKTRAN)

    In a 19-year twin experiment for the Red-Arkansas river basin we assimilate synthetic surface soil moisture retrievals into the NASA Catchment land surface model. We demonstrate how poorly specified model and observation error parameters affect the quality of the assimilation products. In particul...

  14. An adaptive additive inflation scheme for Ensemble Kalman Filters

    NASA Astrophysics Data System (ADS)

    Sommer, Matthias; Janjic, Tijana

    2016-04-01

    Data assimilation for atmospheric dynamics requires an accurate estimate for the uncertainty of the forecast in order to obtain an optimal combination with available observations. This uncertainty has two components, firstly the uncertainty which originates in the the initial condition of that forecast itself and secondly the error of the numerical model used. While the former can be approximated quite successfully with an ensemble of forecasts (an additional sampling error will occur), little is known about the latter. For ensemble data assimilation, ad-hoc methods to address model error include multiplicative and additive inflation schemes, possibly also flow-dependent. The additive schemes rely on samples for the model error e.g. from short-term forecast tendencies or differences of forecasts with varying resolutions. However since these methods work in ensemble space (i.e. act directly on the ensemble perturbations) the sampling error is fixed and can be expected to affect the skill substiantially. In this contribution we show how inflation can be generalized to take into account more degrees of freedom and what improvements for future operational ensemble data assimilation can be expected from this, also in comparison with other inflation schemes.

  15. Adaptive control of Space Station during nominal operations with CMGs. [Control Moment Gyroscopes

    NASA Technical Reports Server (NTRS)

    Bishop, R. H.; Paynter, S. J.; Sunkel, J. W.

    1991-01-01

    An adaptive control approach is investigated for the Space Station. The main components of the adaptive controller are the parameter identification scheme, the control gain calculation, and the control law. The control law is the Space Station baseline control law. The control gain calculation is based on linear quadratic regulator theory with eigenvalue placement in a vertical strip. The parameter identification scheme is a real-time recursive extended Kalman filter which estimates the inertias and also provides an estimate of the unmodeled disturbances due to the aerodynamic torques and to the nonlinear effects. An analysis of the inertia estimation problem suggests that it is possible to compute accurate estimates of the Space Station inertias during nominal CMG (control moment gyro) operations. The closed-loop adaptive control law is shown to be capable of stabilizing the Space Station after large inertia changes. Results are presented for the pitch axis.

  16. Improvement of the multilayer perceptron for air quality modelling through an adaptive learning scheme

    NASA Astrophysics Data System (ADS)

    Hoi, K. I.; Yuen, K. V.; Mok, K. M.

    2013-09-01

    Multilayer perceptron (MLP), normally trained by the offline backpropagation algorithm, could not adapt to the changing air quality system and subsequently underperforms. To improve this, the extended Kalman filter is adopted into the learning algorithm to build a time-varying multilayer perceptron (TVMLP) in this study. Application of the TVMLP to model the daily averaged concentration of the respirable suspended particulates with aerodynamic diameter of not more than 10 µm (PM10) in Macau shows statistically significant improvement on the performance indicators over the MLP counterpart. In addition, the adaptive learning algorithm could also address explicitly the uncertainty of the prediction so that confidence intervals can be provided. More importantly, the adaptiveness of the TVMLP gives prediction improvement on the region of higher particulate concentrations that the public concerns.

  17. On convergence of the unscented Kalman-Bucy filter using contraction theory

    NASA Astrophysics Data System (ADS)

    Maree, J. P.; Imsland, L.; Jouffroy, J.

    2016-06-01

    Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilising stochastic contraction theory to conclude on exponential convergence of the unscented Kalman-Bucy filter. The underlying process and measurement models of interest are Itô-type stochastic differential equations. In particular, statistical linearisation techniques are employed in a virtual-actual systems framework to establish deterministic contraction of the estimated expected mean of process values. Under mild conditions of bounded process noise, we extend the results on deterministic contraction to stochastic contraction of the estimated expected mean of the process state. It follows that for the regions of contraction, a result on convergence, and thereby incremental stability, is concluded for the unscented Kalman-Bucy filter. The theoretical concepts are illustrated in two case studies.

  18. A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

    NASA Technical Reports Server (NTRS)

    Womble, M. E.; Potter, J. E.

    1975-01-01

    A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.

  19. Three-axis attitude determination via Kalman filtering of magnetometer data

    NASA Technical Reports Server (NTRS)

    Martel, Francois; Pal, Parimal K.; Psiaki, Mark L.

    1988-01-01

    A three-axis Magnetometer/Kalman Filter attitude determination system for a spacecraft in low-altitude Earth orbit is developed, analyzed, and simulation tested. The motivation for developing this system is to achieve light weight and low cost for an attitude determination system. The extended Kalman filter estimates the attitude, attitude rates, and constant disturbance torques. Accuracy near that of the International Geomagnetic Reference Field model is achieved. Covariance computation and simulation testing demonstrate the filter's accuracy. One test case, a gravity-gradient stabilized spacecraft with a pitch momentum wheel and a magnetically-anchored damper, is a real satellite on which this attitude determination system will be used. The application to a nadir pointing satellite and the estimation of disturbance torques represent the significant extensions contributed by this paper. Beyond its usefulness purely for attitude determination, this system could be used as part of a low-cost three-axis attitude stabilization system.

  20. Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor.

    PubMed

    Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun

    2016-01-01

    The direction of arrival (DOA) tracking problem based on an angle sensor is an important topic in many fields. In this paper, a nonlinear filter named the feedback M-estimation based robust cubature Kalman filter (FMR-CKF) is proposed to deal with measurement outliers from the angle sensor. The filter designs a new equivalent weight function with the Mahalanobis distance to combine the cubature Kalman filter (CKF) with the M-estimation method. Moreover, by embedding a feedback strategy which consists of a splitting and merging procedure, the proper sub-filter (the standard CKF or the robust CKF) can be chosen in each time index. Hence, the probability of the outliers' misjudgment can be reduced. Numerical experiments show that the FMR-CKF performs better than the CKF and conventional robust filters in terms of accuracy and robustness with good computational efficiency. Additionally, the filter can be extended to the nonlinear applications using other types of sensors. PMID:27171081

  1. Feedback Robust Cubature Kalman Filter for Target Tracking Using an Angle Sensor

    PubMed Central

    Wu, Hao; Chen, Shuxin; Yang, Binfeng; Chen, Kun

    2016-01-01

    The direction of arrival (DOA) tracking problem based on an angle sensor is an important topic in many fields. In this paper, a nonlinear filter named the feedback M-estimation based robust cubature Kalman filter (FMR-CKF) is proposed to deal with measurement outliers from the angle sensor. The filter designs a new equivalent weight function with the Mahalanobis distance to combine the cubature Kalman filter (CKF) with the M-estimation method. Moreover, by embedding a feedback strategy which consists of a splitting and merging procedure, the proper sub-filter (the standard CKF or the robust CKF) can be chosen in each time index. Hence, the probability of the outliers’ misjudgment can be reduced. Numerical experiments show that the FMR-CKF performs better than the CKF and conventional robust filters in terms of accuracy and robustness with good computational efficiency. Additionally, the filter can be extended to the nonlinear applications using other types of sensors. PMID:27171081

  2. Spectral abundance fraction estimation of materials using Kalman filters

    NASA Astrophysics Data System (ADS)

    Wang, Su; Chang, Chein; Jensen, Janet L.; Jensen, James O.

    2004-12-01

    Kalman filter has been widely used in statistical signal processing for parameter estimation. Although a Kalman filter approach has been recently developed for spectral unmixing, referred to as Kalman filter-based linear unmixing (KFLU), its applicability to spectral characterization within a single pixel vector has not been explored. This paper presents a new application of Kalman filtering in spectral estimation and quantification. It develops a Kalman filter-based spectral signature esimator (KFSSE) which is different from the KFLU in the sense that the former performs a Kalman filter wavelength by wavelength across a spectral signature as opposed to the latter which implements a Kalman filter pixel vector by pixel vector in an image cube. The idea of the KFSSE is to implement the state equation to characterize the true spectral signature, while the measurement equation is being used to describe the spectral signature to be processed. Additionally, since a Kalman filter can accurately estimate spectral abundance fraction of a signature, our proposed KFSSE can further used for spectral quantification for subpixel targets and mixed pixel vectors, called Kalman filter-based spectral quantifier (KFSQ). Such spectral quantification is particularly important for chemical/biological defense which requires quantification of detected agents for damage control assessment. Several different types of hyperspectral data are used for experiments to demonstrate the ability of the KFSSE in estimation of spectral signature and the utility of the KFSQ in spectral quantification.

  3. Kalman filter based range estimation for autonomous navigation using imaging sensors

    NASA Technical Reports Server (NTRS)

    Sridhar, Banavar

    1990-01-01

    Rotorcraft operating in high-threat environments fly close to the surface of the earth to utilize surrounding terrain, vegetation, or man-made objects to minimize the risk of being detected by the enemy. Two basic requirements for obstacle avoidance are detection and range estimation of the object from the current rotorcraft position. There are many approaches to the estimation of range using a sequence of images. The approach used in this analysis differes from previous methods in two significant ways: an attempt is not made to estimate the rotorcraft's motion from the images; and the interest lies in recursive algorithms. The rotorcraft parameters are assumed to be computed using an onboard inertial navigation system. Given a sequence of images, using image-object differential equations, a Kalman filter (Sridhar and Phatak, 1988) can be used to estimate both the relative coordinates and the earth coordinates of the objects on the ground. The Kalman filter can also be used in a predictive mode to track features in the images, leading to a significant reduction of search effort in the feature extraction step of the algorithm. The purpose is to summarize early results obtained in extending the Kalman filter for use with actual image sequences. The experience gained from the application of this algorithm to real images is very valuable and is a necessary step before proceeding to the estimation of range during low-altitude curvilinear flight. A simple recursive method is presented to estimate range to objects using a sequence of images. The method produces good range estimates using real images in a laboratory set up and needs to be evaluated further using several different image sequences to test its robustness. The feature generation part of the algorithm requires further refinement on the strategies to limit the number of features (Sridhar and Phatak, 1989). The extension of the work reported here to curvilinear flight may require the use of the extended Kalman

  4. Internal Models in Sensorimotor Integration: Perspectives from Adaptive Control Theory

    PubMed Central

    Tin, Chung; Poon, Chi-Sang

    2007-01-01

    Internal model and adaptive control are empirical and mathematical paradigms that have evolved separately to describe learning control processes in brain systems and engineering systems, respectively. This paper presents a comprehensive appraisal of the correlation between these paradigms with a view to forging a unified theoretical framework that may benefit both disciplines. It is suggested that the classic equilibrium-point theory of impedance control of arm movement is analogous to continuous gain-scheduling or high-gain adaptive control within or across movement trials, respectively, and that the recently proposed inverse internal model is akin to adaptive sliding control originally for robotic manipulator applications. Modular internal models architecture for multiple motor tasks is a form of multi-model adaptive control. Stochastic methods such as generalized predictive control, reinforcement learning, Bayesian learning and Hebbian feedback covariance learning are reviewed and their possible relevance to motor control is discussed. Possible applicability of Luenberger observer and extended Kalman filter to state estimation problems such as sensorimotor prediction or the resolution of vestibular sensory ambiguity is also discussed. The important role played by vestibular system identification in postural control suggests an indirect adaptive control scheme whereby system states or parameters are explicitly estimated prior to the implementation of control. This interdisciplinary framework should facilitate the experimental elucidation of the mechanisms of internal model in sensorimotor systems and the reverse engineering of such neural mechanisms into novel brain-inspired adaptive control paradigms in future. PMID:16135881

  5. Extended Decentralized Linear-Quadratic-Gaussian Control

    NASA Technical Reports Server (NTRS)

    Carpenter, J. Russell

    2000-01-01

    A straightforward extension of a solution to the decentralized linear-Quadratic-Gaussian problem is proposed that allows its use for commonly encountered classes of problems that are currently solved with the extended Kalman filter. This extension allows the system to be partitioned in such a way as to exclude the nonlinearities from the essential algebraic relationships that allow the estimation and control to be optimally decentralized.

  6. Determination of a terrestrial reference frame via Kalman filtering of very long baseline interferometry data

    NASA Astrophysics Data System (ADS)

    Soja, Benedikt; Nilsson, Tobias; Balidakis, Kyriakos; Glaser, Susanne; Heinkelmann, Robert; Schuh, Harald

    2016-06-01

    Terrestrial reference frames (TRF), such as the ITRF2008, are primary products of geodesy. In this paper, we present TRF solutions based on Kalman filtering of very long baseline interferometry (VLBI) data, for which we estimate steady station coordinates over more than 30 years that are updated for every single VLBI session. By applying different levels of process noise, non-linear signals, such as seasonal and seismic effects, are taken into account. The corresponding stochastic model is derived site-dependent from geophysical loading deformation time series and is adapted during periods of post-seismic deformations. Our results demonstrate that the choice of stochastic process has a much smaller impact on the coordinate time series and velocities than the overall noise level. If process noise is applied, tests with and without additionally estimating seasonal signals indicate no difference between the resulting coordinate time series for periods when observational data are available. In a comparison with epoch reference frames, the Kalman filter solutions provide better short-term stability. Furthermore, we find out that the Kalman filter solutions are of similar quality when compared to a consistent least-squares solution, however, with the enhanced attribute of being easier to update as, for instance, in a post-earthquake period.

  7. Longitudinal Factor Score Estimation Using the Kalman Filter.

    ERIC Educational Resources Information Center

    Oud, Johan H.; And Others

    1990-01-01

    How longitudinal factor score estimation--the estimation of the evolution of factor scores for individual examinees over time--can profit from the Kalman filter technique is described. The Kalman estimates change more cautiously over time, have lower estimation error variances, and reproduce the LISREL program latent state correlations more…

  8. The compressed state Kalman filter for nonlinear state estimation: Application to large-scale reservoir monitoring

    NASA Astrophysics Data System (ADS)

    Li, Judith Yue; Kokkinaki, Amalia; Ghorbanidehno, Hojat; Darve, Eric F.; Kitanidis, Peter K.

    2015-12-01

    Reservoir monitoring aims to provide snapshots of reservoir conditions and their uncertainties to assist operation management and risk analysis. These snapshots may contain millions of state variables, e.g., pressures and saturations, which can be estimated by assimilating data in real time using the Kalman filter (KF). However, the KF has a computational cost that scales quadratically with the number of unknowns, m, due to the cost of computing and storing the covariance and Jacobian matrices, along with their products. The compressed state Kalman filter (CSKF) adapts the KF for solving large-scale monitoring problems. The CSKF uses N preselected orthogonal bases to compute an accurate rank-N approximation of the covariance that is close to the optimal spectral approximation given by SVD. The CSKF has a computational cost that scales linearly in m and uses an efficient matrix-free approach that propagates uncertainties using N + 1 forward model evaluations, where N≪m. Here we present a generalized CSKF algorithm for nonlinear state estimation problems such as CO2 monitoring. For simultaneous estimation of multiple types of state variables, the algorithm allows selecting bases that represent the variability of each state type. Through synthetic numerical experiments of CO2 monitoring, we show that the CSKF can reproduce the Kalman gain accurately even for large compression ratios (m/N). For a given computational cost, the CSKF uses a robust and flexible compression scheme that gives more reliable uncertainty estimates than the ensemble Kalman filter, which may display loss of ensemble variability leading to suboptimal uncertainty estimates.

  9. Kalman Filter Tracking on Parallel Architectures

    NASA Astrophysics Data System (ADS)

    Cerati, Giuseppe; Elmer, Peter; Lantz, Steven; McDermott, Kevin; Riley, Dan; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

    2015-12-01

    Power density constraints are limiting the performance improvements of modern CPUs. To address this we have seen the introduction of lower-power, multi-core processors, but the future will be even more exciting. In order to stay within the power density limits but still obtain Moore's Law performance/price gains, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Example technologies today include Intel's Xeon Phi and GPGPUs. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High Luminosity LHC, for example, this will be by far the dominant problem. The need for greater parallelism has driven investigations of very different track finding techniques including Cellular Automata or returning to Hough Transform. The most common track finding techniques in use today are however those based on the Kalman Filter [2]. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. They are known to provide high physics performance, are robust and are exactly those being used today for the design of the tracking system for HL-LHC. Our previous investigations showed that, using optimized data structures, track fitting with Kalman Filter can achieve large speedup both with Intel Xeon and Xeon Phi. We report here our further progress towards an end-to-end track reconstruction algorithm fully exploiting vectorization and parallelization techniques in a realistic simulation setup.

  10. Kalman-predictive-proportional-integral-derivative (KPPID)

    SciTech Connect

    Fluerasu, A.; Sutton, M.

    2004-12-17

    With third generation synchrotron X-ray sources, it is possible to acquire detailed structural information about the system under study with time resolution orders of magnitude faster than was possible a few years ago. These advances have generated many new challenges for changing and controlling the state of the system on very short time scales, in a uniform and controlled manner. For our particular X-ray experiments on crystallization or order-disorder phase transitions in metallic alloys, we need to change the sample temperature by hundreds of degrees as fast as possible while avoiding over or under shooting. To achieve this, we designed and implemented a computer-controlled temperature tracking system which combines standard Proportional-Integral-Derivative (PID) feedback, thermal modeling and finite difference thermal calculations (feedforward), and Kalman filtering of the temperature readings in order to reduce the noise. The resulting Kalman-Predictive-Proportional-Integral-Derivative (KPPID) algorithm allows us to obtain accurate control, to minimize the response time and to avoid over/under shooting, even in systems with inherently noisy temperature readings and time delays. The KPPID temperature controller was successfully implemented at the Advanced Photon Source at Argonne National Laboratories and was used to perform coherent and time-resolved X-ray diffraction experiments.

  11. Fixed-point single-precision estimation. [Kalman filtering for NASA Standard Spacecraft Computer orbit determination algorithm

    NASA Technical Reports Server (NTRS)

    Thompson, E. H.; Farrell, J. L.

    1976-01-01

    Monte Carlo simulation of autonomous orbit determination has validated the use of an 18-bit NASA Standard Spacecraft Computer (NSSC) for the extended Kalman filter. Dimensionally consistent scales are chosen for all variables in the algorithm, such that nearly all of the onboard computation can be performed in single precision without matrix square root formulations. Allowable simplifications in algorithm implementation and practical means of ensuring convergence are verified for accuracies of a few km provided by star/vertical observations

  12. A Kalman Approach to Lunar Surface Navigation using Radiometric and Inertial Measurements

    NASA Technical Reports Server (NTRS)

    Chelmins, David T.; Welch, Bryan W.; Sands, O. Scott; Nguyen, Binh V.

    2009-01-01

    Future lunar missions supporting the NASA Vision for Space Exploration will rely on a surface navigation system to determine astronaut position, guide exploration, and return safely to the lunar habitat. In this report, we investigate one potential architecture for surface navigation, using an extended Kalman filter to integrate radiometric and inertial measurements. We present a possible infrastructure to support this technique, and we examine an approach to simulating navigational accuracy based on several different system configurations. The results show that position error can be reduced to 1 m after 5 min of processing, given two satellites, one surface communication terminal, and knowledge of the starting position to within 100 m.

  13. Updating multipoint simulations using the ensemble Kalman filter

    NASA Astrophysics Data System (ADS)

    Hu, L. Y.; Zhao, Y.; Liu, Y.; Scheepens, C.; Bouchard, A.

    2013-02-01

    In the last two decades, the multipoint simulation (MPS) method has been developed and increasingly used for building complex geological facies models that are conditioned to geological and geophysical data. In the meantime, the ensemble Kalman filter (EnKF) approach has been developed and recognized as a promising way for assimilating dynamic production data into reservoir models. So far, the EnKF approach is proven efficient for updating continuous model parameters that have a linear statistical relation with the flow responses. It remains challenging to extend the EnKF approach to updating complex geological facies models generated by MPS, while preserving their geological and statistical consistency. In this paper, we introduce a new method for parameterizing geostatistical reservoir models generated by MPS. It is mathematically proven that updating these parameters during a history matching process does not compromise the hard data conditioning and the geological and statistical consistency of the reservoir model defined by the training image and other information including global facies proportions, trend maps etc. This method is an alternative to the gradual deformation method but has an enlarged search space for covering possible solutions. Based on the above parameterization, we present two algorithms of using EnKF approach to update multipoint simulations to dynamic data. We also present results of using the above methodology to condition a sector model of a fluvial reservoir to dynamic data.

  14. Is the hippocampus a Kalman filter?

    PubMed

    Bousquet, O; Balakrishnan, K; Honavar, V

    1998-01-01

    Based on a large body of neurophysiological, neuroanatomical, and behavioral data, it has been suggested that the hippocampal formation serves as a spatial learning and localization system. This spatial representation is metric in nature and arises as a result of associations between sensory inputs and dead-reckoning information generated by the animal. However, despite the fact that these two information streams provide uncertain information (e.g., recognition errors, dead-reckoning drifts, etc.), the hippocampal computational models suggested to date have not explicitly addressed information fusion from erroneous sources. In this paper we develop a computational model of hippocampal spatial learning and relate its functioning to a probabilistic tool used for uncertain sensory fusion in robots: the Kalman filter. This parallel allows us to derive statistically optimal update expressions for the localization performed by our computational model. PMID:9697220

  15. Developing a Fundamental Model for an Integrated GPS/INS State Estimation System with Kalman Filtering

    NASA Technical Reports Server (NTRS)

    Canfield, Stephen

    1999-01-01

    This work will demonstrate the integration of sensor and system dynamic data and their appropriate models using an optimal filter to create a robust, adaptable, easily reconfigurable state (motion) estimation system. This state estimation system will clearly show the application of fundamental modeling and filtering techniques. These techniques are presented at a general, first principles level, that can easily be adapted to specific applications. An example of such an application is demonstrated through the development of an integrated GPS/INS navigation system. This system acquires both global position data and inertial body data, to provide optimal estimates of current position and attitude states. The optimal states are estimated using a Kalman filter. The state estimation system will include appropriate error models for the measurement hardware. The results of this work will lead to the development of a "black-box" state estimation system that supplies current motion information (position and attitude states) that can be used to carry out guidance and control strategies. This black-box state estimation system is developed independent of the vehicle dynamics and therefore is directly applicable to a variety of vehicles. Issues in system modeling and application of Kalman filtering techniques are investigated and presented. These issues include linearized models of equations of state, models of the measurement sensors, and appropriate application and parameter setting (tuning) of the Kalman filter. The general model and subsequent algorithm is developed in Matlab for numerical testing. The results of this system are demonstrated through application to data from the X-33 Michael's 9A8 mission and are presented in plots and simple animations.

  16. Towards Extended Vantage Theory

    ERIC Educational Resources Information Center

    Glaz, Adam

    2010-01-01

    The applicability of Vantage Theory (VT), a model of (colour) categorization, to linguistic data largely depends on the modifications and adaptations of the model for the purpose. An attempt to do so proposed here, called Extended Vantage Theory (EVT), slightly reformulates the VT conception of vantage by capitalizing on some of the entailments of…

  17. Weighted measurement fusion Kalman estimator for multisensor descriptor system

    NASA Astrophysics Data System (ADS)

    Dou, Yinfeng; Ran, Chenjian; Gao, Yuan

    2016-08-01

    For the multisensor linear stochastic descriptor system with correlated measurement noises, the fused measurement can be obtained based on the weighted least square (WLS) method, and the reduced-order state components are obtained applying singular value decomposition method. Then, the multisensor descriptor system is transformed to a fused reduced-order non-descriptor system with correlated noise. And the weighted measurement fusion (WMF) Kalman estimator of this reduced-order subsystem is presented. According to the relationship of the presented non-descriptor system and the original descriptor system, the WMF Kalman estimator and its estimation error variance matrix of the original multisensor descriptor system are presented. The presented WMF Kalman estimator has global optimality, and can avoid computing these cross-variances of the local Kalman estimator, compared with the state fusion method. A simulation example about three-sensors stochastic dynamic input and output systems in economy verifies the effectiveness.

  18. Kalman filter data assimilation: Targeting observations and parameter estimation

    SciTech Connect

    Bellsky, Thomas Kostelich, Eric J.; Mahalov, Alex

    2014-06-15

    This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

  19. Estimation of FBMC/OQAM fading channels using dual Kalman filters.

    PubMed

    Aldababseh, Mahmoud; Jamoos, Ali

    2014-01-01

    We address the problem of estimating time-varying fading channels in filter bank multicarrier (FBMC/OQAM) wireless systems based on pilot symbols. The standard solution to this problem is the least square (LS) estimator or the minimum mean square error (MMSE) estimator with possible adaptive implementation using recursive least square (RLS) algorithm or least mean square (LMS) algorithm. However, these adaptive filters cannot well-exploit fading channel statistics. To take advantage of fading channel statistics, the time evolution of the fading channel is modeled by an autoregressive process and tracked by Kalman filter. Nevertheless, this requires the autoregressive parameters which are usually unknown. Thus, we propose to jointly estimate the FBMC/OQAM fading channels and their autoregressive parameters based on dual optimal Kalman filters. Once the fading channel coefficients at pilot symbol positions are estimated by the proposed method, the fading channel coefficients at data symbol positions are then estimated by using some interpolation methods such as linear, spline, or low-pass interpolation. The comparative simulation study we carried out with existing techniques confirms the effectiveness of the proposed method. PMID:24701181

  20. Estimation of FBMC/OQAM Fading Channels Using Dual Kalman Filters

    PubMed Central

    Aldababseh, Mahmoud

    2014-01-01

    We address the problem of estimating time-varying fading channels in filter bank multicarrier (FBMC/OQAM) wireless systems based on pilot symbols. The standard solution to this problem is the least square (LS) estimator or the minimum mean square error (MMSE) estimator with possible adaptive implementation using recursive least square (RLS) algorithm or least mean square (LMS) algorithm. However, these adaptive filters cannot well-exploit fading channel statistics. To take advantage of fading channel statistics, the time evolution of the fading channel is modeled by an autoregressive process and tracked by Kalman filter. Nevertheless, this requires the autoregressive parameters which are usually unknown. Thus, we propose to jointly estimate the FBMC/OQAM fading channels and their autoregressive parameters based on dual optimal Kalman filters. Once the fading channel coefficients at pilot symbol positions are estimated by the proposed method, the fading channel coefficients at data symbol positions are then estimated by using some interpolation methods such as linear, spline, or low-pass interpolation. The comparative simulation study we carried out with existing techniques confirms the effectiveness of the proposed method. PMID:24701181

  1. Heart motion uncertainty compensation prediction method for robot assisted beating heart surgery - Master-slave Kalman Filters approach.

    PubMed

    Liang, Fan; Yu, Yang; Cui, Shigang; Zhao, Li; Wu, Xingli

    2014-05-01

    Robot Assisted Coronary Artery Bypass Graft (CABG) allows the heart keep beating in the surgery by actively eliminating the relative motion between point of interest (POI) on the heart surface and surgical tool. The inherited nonlinear and diverse nature of beating heart motion gives a huge obstacle for the robot to meet the demanding tracking control requirements. In this paper, we novelty propose a Master-slave Kalman Filter based on beating heart motion Nonlinear Adaptive Prediction (NAP) algorithm. In the study, we describe the beating heart motion as the combination of nonlinearity relating mathematics part and uncertainty relating non-mathematics part. Specifically, first, we model the nonlinearity of the heart motion via quadratic modulated sinusoids and estimate it by a Master Kalman Filter. Second, we involve the uncertainty heart motion by adaptively change the covariance of the process noise through the slave Kalman Filter. We conduct comparative experiments to evaluate the proposed approach with four distinguished datasets. The results indicate that the new approach reduces prediction errors by at least 30 μm. Moreover, the new approach performs well in robustness test, in which two kinds of arrhythmia datasets from MIT-BIH arrhythmia database are assessed. PMID:24788450

  2. Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation

    NASA Technical Reports Server (NTRS)

    Simon, Dan; Simon, Donald L.

    2003-01-01

    Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops two analytic methods of incorporating state variable inequality constraints in the Kalman filter. The first method is a general technique of using hard constraints to enforce inequalities on the state variable estimates. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The second method uses soft constraints to estimate state variables that are known to vary slowly with time. (Soft constraints are constraints that are required to be approximately satisfied rather than exactly satisfied.) The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results. The use of the algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate health parameters. The turbofan engine model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.

  3. Simple adaptations to extend the range of flow cytometry five orders of magnitude for the DNA analysis of uni- and multicellular systems

    SciTech Connect

    Hecht, R.M.; Schomer, D.F.; Oro, J.A.; Bartel, A.H.; Hungerford, E.V. III

    1981-01-01

    Procedures and instrumentation are described to extend the capability of a cytometry system to record samples that exhibit a wide range of fluorescence such as multicellular systems. The method employs a log amplifier in combination with a set of neutral density filters that reduces the incident light reaching the photomultiplier tube. With any given filter, signals within an intensity range of 200-fold can be measured; different filters can be used to obtain an extended overall range. Polystyrene fluorescent microspheres and a variety of mithramycin stained biological samples ranging from yeast cells to Paramecium were processed by the system. The relative DNA content of individual multicellular embryos was determined for a heterogeneous population of embryonic stages isolated from the nematoda, Caenorhahditis elegans. As part of the evaluation of the procedure, the practical upper limit of range extension was determined. The most intense fluorescent signal was produced when untreated pecan pollen stained with ethidium bromide fluoresced with a factor (8.4 +- 1.3) x 10/sup 4/ more than ethidium bromide stained E. coli cells.

  4. Fast reconstruction and prediction of frozen flow turbulence based on structured Kalman filtering.

    PubMed

    Fraanje, Rufus; Rice, Justin; Verhaegen, Michel; Doelman, Niek

    2010-11-01

    Efficient and optimal prediction of frozen flow turbulence using the complete observation history of the wavefront sensor is an important issue in adaptive optics for large ground-based telescopes. At least for the sake of error budgeting and algorithm performance, the evaluation of an accurate estimate of the optimal performance of a particular adaptive optics configuration is important. However, due to the large number of grid points, high sampling rates, and the non-rationality of the turbulence power spectral density, the computational complexity of the optimal predictor is huge. This paper shows how a structure in the frozen flow propagation can be exploited to obtain a state-space innovation model with a particular sparsity structure. This sparsity structure enables one to efficiently compute a structured Kalman filter. By simulation it is shown that the performance can be improved and the computational complexity can be reduced in comparison with auto-regressive predictors of low order. PMID:21045884

  5. Integration of a Multi-Camera Vision System and Strapdown Inertial Navigation System (SDINS) with a Modified Kalman Filter

    PubMed Central

    Parnian, Neda; Golnaraghi, Farid

    2010-01-01

    This paper describes the development of a modified Kalman filter to integrate a multi-camera vision system and strapdown inertial navigation system (SDINS) for tracking a hand-held moving device for slow or nearly static applications over extended periods of time. In this algorithm, the magnitude of the changes in position and velocity are estimated and then added to the previous estimation of the position and velocity, respectively. The experimental results of the hybrid vision/SDINS design show that the position error of the tool tip in all directions is about one millimeter RMS. The proposed Kalman filter removes the effect of the gravitational force in the state-space model. As a result, the resulting error is eliminated and the resulting position is smoother and ripple-free. PMID:22219667

  6. Integration of a multi-camera vision system and strapdown inertial navigation system (SDINS) with a modified Kalman filter.

    PubMed

    Parnian, Neda; Golnaraghi, Farid

    2010-01-01

    This paper describes the development of a modified Kalman filter to integrate a multi-camera vision system and strapdown inertial navigation system (SDINS) for tracking a hand-held moving device for slow or nearly static applications over extended periods of time. In this algorithm, the magnitude of the changes in position and velocity are estimated and then added to the previous estimation of the position and velocity, respectively. The experimental results of the hybrid vision/SDINS design show that the position error of the tool tip in all directions is about one millimeter RMS. The proposed Kalman filter removes the effect of the gravitational force in the state-space model. As a result, the resulting error is eliminated and the resulting position is smoother and ripple-free. PMID:22219667

  7. Synergistic innate and adaptive immune response to combination immunotherapy with anti-tumor antigen antibodies and extended serum half-life IL-2.

    PubMed

    Zhu, Eric F; Gai, Shuning A; Opel, Cary F; Kwan, Byron H; Surana, Rishi; Mihm, Martin C; Kauke, Monique J; Moynihan, Kelly D; Angelini, Alessandro; Williams, Robert T; Stephan, Matthias T; Kim, Jacob S; Yaffe, Michael B; Irvine, Darrell J; Weiner, Louis M; Dranoff, Glenn; Wittrup, K Dane

    2015-04-13

    Cancer immunotherapies under development have generally focused on either stimulating T cell immunity or driving antibody-directed effector functions of the innate immune system such as antibody-dependent cell-mediated cytotoxicity (ADCC). We find that a combination of an anti-tumor antigen antibody and an untargeted IL-2 fusion protein with delayed systemic clearance induces significant tumor control in aggressive isogenic tumor models via a concerted innate and adaptive response involving neutrophils, NK cells, macrophages, and CD8(+) T cells. This combination therapy induces an intratumoral "cytokine storm" and extensive lymphocyte infiltration. Adoptive transfer of anti-tumor T cells together with this combination therapy leads to robust cures of established tumors and development of immunological memory. PMID:25873172

  8. Synergistic innate and adaptive immune response to combination immunotherapy with anti-tumor antigen antibodies and extended serum half-life IL-2

    PubMed Central

    Zhu, Eric F.; Gai, Shuning A.; Opel, Cary F.; Kwan, Byron H.; Surana, Rishi; Mihm, Martin C.; Kauke, Monique J.; Moynihan, Kelly D.; Angelini, Alessandro; Williams, Robert T.; Stephan, Matthias T.; Kim, Jacob S.; Yaffe, Michael B.; Irvine, Darrell J.; Weiner, Louis M.; Dranoff, Glenn

    2015-01-01

    Summary Cancer immunotherapies under development have generally focused on either stimulating T-cell immunity or driving antibody-directed effector functions of the innate immune system such as antibody-dependent cell-mediated cytotoxicity (ADCC). We find that a combination of an anti-tumor antigen antibody and an untargeted IL-2 fusion protein with delayed systemic clearance induces significant tumor control in aggressive isogenic tumor models via a concerted innate and adaptive response involving neutrophils, NK cells, macrophages, and CD8+ T-cells. This combination therapy induces an intratumoral “cytokine storm” and extensive lymphocyte infiltration. Adoptive transfer of anti-tumor T-cells together with this combination therapy leads to robust cures of established tumors and establishment of immunological memory. PMID:25873172

  9. REVIEW: Internal models in sensorimotor integration: perspectives from adaptive control theory

    NASA Astrophysics Data System (ADS)

    Tin, Chung; Poon, Chi-Sang

    2005-09-01

    Internal models and adaptive controls are empirical and mathematical paradigms that have evolved separately to describe learning control processes in brain systems and engineering systems, respectively. This paper presents a comprehensive appraisal of the correlation between these paradigms with a view to forging a unified theoretical framework that may benefit both disciplines. It is suggested that the classic equilibrium-point theory of impedance control of arm movement is analogous to continuous gain-scheduling or high-gain adaptive control within or across movement trials, respectively, and that the recently proposed inverse internal model is akin to adaptive sliding control originally for robotic manipulator applications. Modular internal models' architecture for multiple motor tasks is a form of multi-model adaptive control. Stochastic methods, such as generalized predictive control, reinforcement learning, Bayesian learning and Hebbian feedback covariance learning, are reviewed and their possible relevance to motor control is discussed. Possible applicability of a Luenberger observer and an extended Kalman filter to state estimation problems—such as sensorimotor prediction or the resolution of vestibular sensory ambiguity—is also discussed. The important role played by vestibular system identification in postural control suggests an indirect adaptive control scheme whereby system states or parameters are explicitly estimated prior to the implementation of control. This interdisciplinary framework should facilitate the experimental elucidation of the mechanisms of internal models in sensorimotor systems and the reverse engineering of such neural mechanisms into novel brain-inspired adaptive control paradigms in future.

  10. Adaptive mobile tracking in unknown non-line-of-sight conditions with application to digital TV networks

    NASA Astrophysics Data System (ADS)

    Chen, Liang; Piché, Robert; Kuusniemi, Heidi; Chen, Ruizhi

    2014-12-01

    This paper studies the problem of tracking a mobile device in mixed line-of-sight (LOS) and non-line-of-sight (NLOS) conditions. NLOS error is assumed to be Gaussian with unknown mean and variance. An adaptive Rao-Blackwellized particle filter (RBPF) is proposed for mobile tracking in such scenarios. An extended Kalman filter is used to approximately estimate the mobile state, and the particle filter is applied to estimate the posterior distribution of sight conditions and the unknown static parameters, the distribution of which is updated by sufficient statistics. To improve the efficiency of the particle filtering, we use the approximate optimal proposal distribution for particle inference. Algorithm performance is investigated in the scenario of mobile tracking using signals of opportunity from digital TV (DTV) network. Simulation results show that the adaptive RBPF method is effective to infer the unknown NLOS parameter and can achieve good tracking accuracy using a small number of particles.

  11. Reduced-Order Kalman Filtering for Processing Relative Measurements

    NASA Technical Reports Server (NTRS)

    Bayard, David S.

    2008-01-01

    A study in Kalman-filter theory has led to a method of processing relative measurements to estimate the current state of a physical system, using less computation than has previously been thought necessary. As used here, relative measurements signifies measurements that yield information on the relationship between a later and an earlier state of the system. An important example of relative measurements arises in computer vision: Information on relative motion is extracted by comparing images taken at two different times. Relative measurements do not directly fit into standard Kalman filter theory, in which measurements are restricted to those indicative of only the current state of the system. One approach heretofore followed in utilizing relative measurements in Kalman filtering, denoted state augmentation, involves augmenting the state of the system at the earlier of two time instants and then propagating the state to the later time instant.While state augmentation is conceptually simple, it can also be computationally prohibitive because it doubles the number of states in the Kalman filter. When processing a relative measurement, if one were to follow the state-augmentation approach as practiced heretofore, one would find it necessary to propagate the full augmented state Kalman filter from the earlier time to the later time and then select out the reduced-order components. The main result of the study reported here is proof of a property called reduced-order equivalence (ROE). The main consequence of ROE is that it is not necessary to augment with the full state, but, rather, only the portion of the state that is explicitly used in the partial relative measurement. In other words, it suffices to select the reduced-order components first and then propagate the partial augmented state Kalman filter from the earlier time to the later time; the amount of computation needed to do this can be substantially less than that needed for propagating the full augmented

  12. Kalman Filter for Spinning Spacecraft Attitude Estimation

    NASA Technical Reports Server (NTRS)

    Markley, F. Landis; Sedlak, Joseph E.

    2008-01-01

    This paper presents a Kalman filter using a seven-component attitude state vector comprising the angular momentum components in an inertial reference frame, the angular momentum components in the body frame, and a rotation angle. The relatively slow variation of these parameters makes this parameterization advantageous for spinning spacecraft attitude estimation. The filter accounts for the constraint that the magnitude of the angular momentum vector is the same in the inertial and body frames by employing a reduced six-component error state. Four variants of the filter, defined by different choices for the reduced error state, are tested against a quaternion-based filter using simulated data for the THEMIS mission. Three of these variants choose three of the components of the error state to be the infinitesimal attitude error angles, facilitating the computation of measurement sensitivity matrices and causing the usual 3x3 attitude covariance matrix to be a submatrix of the 6x6 covariance of the error state. These variants differ in their choice for the other three components of the error state. The variant employing the infinitesimal attitude error angles and the angular momentum components in an inertial reference frame as the error state shows the best combination of robustness and efficiency in the simulations. Attitude estimation results using THEMIS flight data are also presented.

  13. Compressed state Kalman filter for large systems

    NASA Astrophysics Data System (ADS)

    Kitanidis, Peter K.

    2015-02-01

    The Kalman filter (KF) is a recursive filter that allows the assimilation of data in real time and has found numerous applications. In earth sciences, the method is applied to systems with very large state vectors obtained from the discretization of functions such as pressure, velocity, solute concentration, and voltage. With state dimension running in the millions, the implementation of the standard or textbook version of KF is very expensive and low-rank approximations have been devised such as EnKF and SEEK. Although widely applied, the error behavior of these methods is not adequately understood. This article focuses on very large linear systems and presents a complete computational method that scales roughly linearly with the dimension of the state vector. The method is suited for problems for which the effective rank of the state covariance matrix is much smaller than its dimension. This method is closest to SEEK but uses a fixed basis that should be selected in accordance with the characteristics of the problem, mainly the transition matrix and the system noise covariance. The method is matrix free, i.e., does not require computation of Jacobian matrices and uses the forward model as a black box. Computational results demonstrate the ability of the method to solve very large, say 106 , state vectors.

  14. On the rejection of vibrations in adaptive optics systems

    NASA Astrophysics Data System (ADS)

    Muradore, Riccardo; Pettazzi, Lorenzo; Fedrigo, Enrico; Clare, Richard

    2012-07-01

    In modern adaptive optics systems, lightly damped sinusoidal oscillations resulting from telescope structural vibrations have a significant deleterious impact on the quality of the image collected at the detector plane. Such oscillations are often at frequencies beyond the bandwidth of the wave-front controller that therefore is either incapable of rejecting them or might even amplify their detrimental impact on the overall AO performance. A technique for the rejection of periodic disturbances acting at the output of unknown plants, which has been recently presented in literature, has been adapted to the problem of rejecting vibrations in AO loops. The proposed methodology aims at estimating phase and amplitude of the harmonic disturbance together with the response of the unknown plant at the frequency of vibration. On the basis of such estimates, a control signal is generated to cancel out the periodic perturbation. Additionally, the algorithm can be easily extended to cope with unexpected time variations of the vibrations frequency by adding a frequency tracking module based either on a simple PLL architecture or on a classical extended Kalman filter. Oversampling can be also easily introduced to efficiently correct for vibrations approaching the sampling frequency. The approach presented in this contribution is compared against a different algorithm for vibration rejection available in literature, in order to identify drawbacks and advantages. Finally, the performance of the proposed vibration cancellation technique has been tested in realistic scenarios defined exploiting tip/tilt measurements from MACAO and NACO

  15. Stable Kalman filters for processing clock measurement data

    NASA Technical Reports Server (NTRS)

    Clements, P. A.; Gibbs, B. P.; Vandergraft, J. S.

    1989-01-01

    Kalman filters have been used for some time to process clock measurement data. Due to instabilities in the standard Kalman filter algorithms, the results have been unreliable and difficult to obtain. During the past several years, stable forms of the Kalman filter have been developed, implemented, and used in many diverse applications. These algorithms, while algebraically equivalent to the standard Kalman filter, exhibit excellent numerical properties. Two of these stable algorithms, the Upper triangular-Diagonal (UD) filter and the Square Root Information Filter (SRIF), have been implemented to replace the standard Kalman filter used to process data from the Deep Space Network (DSN) hydrogen maser clocks. The data are time offsets between the clocks in the DSN, the timescale at the National Institute of Standards and Technology (NIST), and two geographically intermediate clocks. The measurements are made by using the GPS navigation satellites in mutual view between clocks. The filter programs allow the user to easily modify the clock models, the GPS satellite dependent biases, and the random noise levels in order to compare different modeling assumptions. The results of this study show the usefulness of such software for processing clock data. The UD filter is indeed a stable, efficient, and flexible method for obtaining optimal estimates of clock offsets, offset rates, and drift rates. A brief overview of the UD filter is also given.

  16. Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation

    NASA Technical Reports Server (NTRS)

    Simon, Dan; Simon, Donald L.

    2005-01-01

    Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints are often neglected because they do not fit easily into the structure of the Kalman filter. Recently published work has shown a new method for incorporating state variable inequality constraints in the Kalman filter, which has been shown to generally improve the filter s estimation accuracy. However, the incorporation of inequality constraints poses some risk to the estimation accuracy as the Kalman filter is theoretically optimal. This paper proposes a way to tune the filter constraints so that the state estimates follow the unconstrained (theoretically optimal) filter when the confidence in the unconstrained filter is high. When confidence in the unconstrained filter is not so high, then we use our heuristic knowledge to constrain the state estimates. The confidence measure is based on the agreement of measurement residuals with their theoretical values. The algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate engine health.

  17. Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

    NASA Astrophysics Data System (ADS)

    Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

    2014-10-01

    A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

  18. Switching Kalman filter for failure prognostic

    NASA Astrophysics Data System (ADS)

    Lim, Chi Keong Reuben; Mba, David

    2015-02-01

    The use of condition monitoring (CM) data to predict remaining useful life have been growing with increasing use of health and usage monitoring systems on aircraft. There are many data-driven methodologies available for the prediction and popular ones include artificial intelligence and statistical based approach. The drawback of such approaches is that they require a lot of failure data for training which can be scarce in practice. In lieu of this, methods using state-space and regression-based models that extract information from the data history itself have been explored. However, such methods have their own limitations as they utilize a single time-invariant model which does not represent changing degradation path well. This causes most degradation modeling studies to focus only on segments of their CM data that behaves close to the assumed model. In this paper, a state-space based method; the Switching Kalman Filter (SKF), is adopted for model estimation and life prediction. The SKF approach however, uses multiple models from which the most probable model is inferred from the CM data using Bayesian estimation before it is applied for prediction. At the same time, the inference of the degradation model itself can provide maintainers with more information for their planning. This SKF approach is demonstrated with a case study on gearbox bearings that were found defective from the Republic of Singapore Air Force AH64D helicopter. The use of in-service CM data allows the approach to be applied in a practical scenario and results showed that the developed SKF approach is a promising tool to support maintenance decision-making.

  19. State estimation Kalman filter using optical processings Noise statistics known

    NASA Technical Reports Server (NTRS)

    Jackson, J.; Casasent, D.

    1984-01-01

    Reference is made to a study by Casasent et al. (1983), which gave a description of a frequency-multiplexed acoustooptic processor and showed how it was capable of performing all the individual operations required in Kalman filtering. The data flow and organization of all required operations however, were not detailed in that study. Consideration is given here to a simpler Kalman filter state estimation problem. Equally spaced time-sampled intervals (k times T sub s, with k the iterative time index) are assumed. It is further assumed that the system noise vector w and the measurement noise vector v are uncorrelated and Gaussian distributed and that the noise statistics (Q and R) and the system model (Phi, Gamma, H) are known. The error covariance matrix P and the extrapolated error covariance matrix M can thus be precomputed and the Kalman gain matrix K sub k can be precomputed and stored for each input time sample.

  20. UDU/T/ covariance factorization for Kalman filtering

    NASA Technical Reports Server (NTRS)

    Thornton, C. L.; Bierman, G. J.

    1980-01-01

    There has been strong motivation to produce numerically stable formulations of the Kalman filter algorithms because it has long been known that the original discrete-time Kalman formulas are numerically unreliable. Numerical instability can be avoided by propagating certain factors of the estimate error covariance matrix rather than the covariance matrix itself. This paper documents filter algorithms that correspond to the covariance factorization P = UDU(T), where U is a unit upper triangular matrix and D is diagonal. Emphasis is on computational efficiency and numerical stability, since these properties are of key importance in real-time filter applications. The history of square-root and U-D covariance filters is reviewed. Simple examples are given to illustrate the numerical inadequacy of the Kalman covariance filter algorithms; these examples show how factorization techniques can give improved computational reliability.

  1. Kriged Kalman filtering for predicting the wildfire temperature evolution

    NASA Astrophysics Data System (ADS)

    Phan, Connie N. K. K.

    Existing wildfire evolution models have been mostly developed in a deterministic modelling framework. As a complementary alternative, this thesis presents a stochastic framework based on the Kriged Kalman filter to obtain global temperature predictions given local temperature measurements. By solving the heat transfer partial differential equation driving the wildfire evolution, it is shown that the spatio-temporal mean temperature process associated with a wildfire evolving in a finite spatial domain under certain prescribed conditions can be approximated by a Fourier series. The potential of the proposed Kriged Kalman filtering framework in predicting the wildfire temperature evolution is demonstrated in simulations on temperature data generated by a simplified physical wildfire propagation model. The performance of the Kriged Kalman filter in predicting the wildfire temperature evolution is compared to that of standard Gaussian process regression.

  2. The discrete Kalman filtering approach for seismic signals deconvolution

    SciTech Connect

    Kurniadi, Rizal; Nurhandoko, Bagus Endar B.

    2012-06-20

    Seismic signals are a convolution of reflectivity and seismic wavelet. One of the most important stages in seismic data processing is deconvolution process; the process of deconvolution is inverse filters based on Wiener filter theory. This theory is limited by certain modelling assumptions, which may not always valid. The discrete form of the Kalman filter is then used to generate an estimate of the reflectivity function. The main advantage of Kalman filtering is capability of technique to handling continually time varying models and has high resolution capabilities. In this work, we use discrete Kalman filter that it was combined with primitive deconvolution. Filtering process works on reflectivity function, hence the work flow of filtering is started with primitive deconvolution using inverse of wavelet. The seismic signals then are obtained by convoluting of filtered reflectivity function with energy waveform which is referred to as the seismic wavelet. The higher frequency of wavelet gives smaller wave length, the graphs of these results are presented.

  3. Wavefront correction with Kalman filtering for the WFIRST-AFTA coronagraph instrument

    NASA Astrophysics Data System (ADS)

    Riggs, A. J. Eldorado; Kasdin, N. Jeremy; Groff, Tyler D.

    2015-09-01

    The only way to characterize most exoplanets spectrally is via direct imaging. For example, the Coronagraph Instrument (CGI) on the proposed Wide-Field Infrared Survey Telescope-Astrophysics Focused Telescope Assets (WFIRST-AFTA) mission plans to image and characterize several cool gas giants around nearby stars. The integration time on these faint exoplanets will be many hours to days. A crucial assumption for mission planning is that the time required to dig a dark hole (a region of high star-to-planet contrast) with deformable mirrors is small compared to science integration time. The science camera must be used as the wavefront sensor to avoid non-common path aberrations, but this approach can be quite time intensive. Several estimation images are required to build an estimate of the starlight electric field before it can be partially corrected, and this process is repeated iteratively until high contrast is reached. Here we present simulated results of batch process and recursive wavefront estimation schemes. In particular, we test a Kalman filter and an iterative extended Kalman filter (IEKF) to reduce the total exposure time and improve the robustness of wavefront correction for the WFIRST-AFTA CGI. An IEKF or other nonlinear filter also allows recursive, real-time estimation of sources incoherent with the star, such as exoplanets and disks, and may therefore reduce detection uncertainty.

  4. Expanding the validity of the ensemble Kalman filter without the intrinsic need for inflation

    NASA Astrophysics Data System (ADS)

    Bocquet, M.; Raanes, P. N.; Hannart, A.

    2015-07-01

    The ensemble Kalman filter (EnKF) is a powerful data assimilation method meant for high-dimensional nonlinear systems. But its implementation requires fixes such as localization and inflation. The recently developed finite-size ensemble Kalman filter (EnKF-N) does not require multiplicative inflation meant to counteract sampling errors. Aside from the practical interest of avoiding the tuning of inflation in perfect model data assimilation experiments, it also offers theoretical insights and a unique perspective on the EnKF. Here, we revisit, clarify and correct several key points of the EnKF-N derivation. This simplifies the use of the method, and expands its validity. The EnKF is shown to not only rely on the observations and the forecast ensemble but also on an implicit prior assumption, termed hyperprior, that fills in the gap of missing information. In the EnKF-N framework, this assumption is made explicit through a Bayesian hierarchy. This hyperprior has been so far chosen to be the uninformative Jeffreys' prior. Here, this choice is revisited to improve the performance of the EnKF-N in the regime where the analysis strongly relaxes to the prior. Moreover, it is shown that the EnKF-N can be extended with a normal-inverse-Wishart informative hyperprior that additionally introduces climatological error statistics. This can be identified as a hybrid 3D-Var/EnKF counterpart to the EnKF-N.

  5. Expanding the validity of the ensemble Kalman filter without the intrinsic need for inflation

    NASA Astrophysics Data System (ADS)

    Bocquet, M.; Raanes, P. N.; Hannart, A.

    2015-11-01

    The ensemble Kalman filter (EnKF) is a powerful data assimilation method meant for high-dimensional nonlinear systems. But its implementation requires somewhat ad hoc procedures such as localization and inflation. The recently developed finite-size ensemble Kalman filter (EnKF-N) does not require multiplicative inflation meant to counteract sampling errors. Aside from the practical interest in avoiding the tuning of inflation in perfect model data assimilation experiments, it also offers theoretical insights and a unique perspective on the EnKF. Here, we revisit, clarify and correct several key points of the EnKF-N derivation. This simplifies the use of the method, and expands its validity. The EnKF is shown to not only rely on the observations and the forecast ensemble, but also on an implicit prior assumption, termed hyperprior, that fills in the gap of missing information. In the EnKF-N framework, this assumption is made explicit through a Bayesian hierarchy. This hyperprior has so far been chosen to be the uninformative Jeffreys prior. Here, this choice is revisited to improve the performance of the EnKF-N in the regime where the analysis is strongly dominated by the prior. Moreover, it is shown that the EnKF-N can be extended with a normal-inverse Wishart informative hyperprior that introduces additional information on error statistics. This can be identified as a hybrid EnKF-3D-Var counterpart to the EnKF-N.

  6. An O(N(2)) square root unscented Kalman Filter for visual simultaneous localization and mapping.

    PubMed

    Holmes, Steven A; Klein, Georg; Murray, David W

    2009-07-01

    This paper develops a Square Root Unscented Kalman Filter (SRUKF) for performing video-rate visual simultaneous localization and mapping (SLAM) using a single camera. The conventional UKF has been proposed previously for SLAM, improving the handling of nonlinearities compared with the more widely used Extended Kalman Filter (EKF). However, no account was taken of the comparative complexity of the algorithms: In SLAM, the UKF scales as O(N;{3}) in the state length, compared to the EKF's O(N;{2}), making it unsuitable for video-rate applications with other than unrealistically few scene points. Here, it is shown that the SRUKF provides the same results as the UKF to within machine accuracy and that it can be reposed with complexity O(N;{2}) for state estimation in visual SLAM. This paper presents results from video-rate experiments on live imagery. Trials using synthesized data show that the consistency of the SRUKF is routinely better than that of the EKF, but that its overall cost settles at an order of magnitude greater than the EKF for large scenes. PMID:19443923

  7. Parallelized unscented Kalman filters for carrier recovery in coherent optical communication.

    PubMed

    Jignesh, Jokhakar; Corcoran, Bill; Lowery, Arthur

    2016-07-15

    We show that unscented Kalman filters can be used to mitigate local oscillator phase noise and to compensate carrier frequency offset in coherent single-carrier optical communication systems. A parallel processing architecture implementing the unscented Kalman filter is proposed, improving upon a previous parallelized linear Kalman filter (LKF) implementation. PMID:27420508

  8. Tropospheric delay determination by Kalman filtering VLBI data

    NASA Astrophysics Data System (ADS)

    Soja, Benedikt; Nilsson, Tobias; Karbon, Maria; Zus, Florian; Dick, Galina; Deng, Zhiguo; Wickert, Jens; Heinkelmann, Robert; Schuh, Harald

    2015-09-01

    The troposphere is one of the most important error sources for space geodetic techniques relying on radio signals. Since it is not possible to model the wet part of the tropospheric delay with sufficient accuracy, it needs to be estimated from the observational data. In the analysis of very long baseline interferometry (VLBI) data, the parameter estimation is routinely performed using a least squares adjustment. In this paper, we investigate the application of a Kalman filter for parameter estimation, specifically focusing on the tropospheric delays. The main advantages of a Kalman filter are its real-time capability and stochastic approach. We focused on the latter and derived stochastic models for VLBI zenith wet delays, taking into account temporal and location-based differences. Compared to a static noise model, the quality of station coordinates, also estimated in the Kalman filter, increased as a result. In terms of baseline length and station coordinate repeatabilities, this improvement amounted to 2.3 %. Additionally, we compared the Kalman filter and least squares results for VLBI with zenith wet delays derived from GPS (Global Positioning System), water vapor radiometers, and ray tracing in numerical weather models. The agreement of the Kalman filter VLBI solution with respect to water vapor radiometer data was larger than that of the least squares solution by 6-15 %. Our investigations are based on selected VLBI data (CONT campaigns) that are closest to how future VLBI infrastructure is designed to operate. With the aim for continuous and near real-time parameter estimation and the promising results which we have achieved in this study, we expect Kalman filtering to grow in importance in VLBI analysis.

  9. Detection of atomic clock frequency jumps with the Kalman filter.

    PubMed

    Galleani, Lorenzo; Tavella, Patrizia

    2012-03-01

    Frequency jumps are common anomalies in atomic clocks aboard navigation system satellites. These anomalous behaviors must be detected quickly and accurately to minimize the impact on user positioning. We develop a detector for frequency jumps based on the Kalman filter. Numerical simulations show that the detector is fast, with high probability of detection and low probability of false alarms. It also has a low computational cost because it takes advantage of the recursive nature of the Kalman filter. Therefore, it can be used in applications in which little computational power is available, such as aboard navigation system satellites. PMID:22481785

  10. Recursive least squares estimation and Kalman filtering by systolic arrays

    NASA Technical Reports Server (NTRS)

    Chen, M. J.; Yao, K.

    1988-01-01

    One of the most promising new directions for high-throughput-rate problems is that based on systolic arrays. In this paper, using the matrix-decomposition approach, a systolic Kalman filter is formulated as a modified square-root information filter consisting of a whitening filter followed by a simple least-squares operation based on the systolic QR algorithm. By proper skewing of the input data, a fully pipelined time and measurement update systolic Kalman filter can be achieved with O(n squared) processing cells, resulting in a system throughput rate of O (n).

  11. Mobile indoor localization using Kalman filter and trilateration technique

    NASA Astrophysics Data System (ADS)

    Wahid, Abdul; Kim, Su Mi; Choi, Jaeho

    2015-12-01

    In this paper, an indoor localization method based on Kalman filtered RSSI is presented. The indoor communications environment however is rather harsh to the mobiles since there is a substantial number of objects distorting the RSSI signals; fading and interference are main sources of the distortion. In this paper, a Kalman filter is adopted to filter the RSSI signals and the trilateration method is applied to obtain the robust and accurate coordinates of the mobile station. From the indoor experiments using the WiFi stations, we have found that the proposed algorithm can provide a higher accuracy with relatively lower power consumption in comparison to a conventional method.

  12. Fast adaptive schemes for tracking voltage phasor and local frequency in power transmission and distribution systems

    SciTech Connect

    Kamwa, I.; Grondin, R. )

    1992-04-01

    Real-time measurements of voltage phasor and local frequency deviation find applications in computer-based relaying, static state estimation, disturbance monitoring and control. This paper proposes two learning schemes for fast estimation of these basic quantities. We attacked the problem from a system identification perspective, in opposition to the well-established Extended Kalman Filtering (EKF) technique. It is shown that, from a simple non-linear model of the system voltage which involves only two parameters, the Recursive Least Squares (RLS) and the Least Means Squares (LMS) algorithms can each provide dynamic estimates of the voltage phasor. The finite derivative of the phase deviation, followed by a moving-average filter, then leads to the local frequency deviation. A constant forgetting factor included in these algorithms provides both fast adaptation in time-varying situations and good smoothing of the estimates when necessary.

  13. Time scale algorithm: Definition of ensemble time and possible uses of the Kalman filter

    NASA Technical Reports Server (NTRS)

    Tavella, Patrizia; Thomas, Claudine

    1990-01-01

    The comparative study of two time scale algorithms, devised to satisfy different but related requirements, is presented. They are ALGOS(BIPM), producing the international reference TAI at the Bureau International des Poids et Mesures, and AT1(NIST), generating the real-time time scale AT1 at the National Institute of Standards and Technology. In each case, the time scale is a weighted average of clock readings, but the weight determination and the frequency prediction are different because they are adapted to different purposes. The possibility of using a mathematical tool, such as the Kalman filter, together with the definition of the time scale as a weighted average, is also analyzed. Results obtained by simulation are presented.

  14. Nonlinear Kalman filters for calibration in radio interferometry

    NASA Astrophysics Data System (ADS)

    Tasse, C.

    2014-06-01

    The data produced by the new generation of interferometers are affected by a wide variety of partially unknown complex effects such as pointing errors, phased array beams, ionosphere, troposphere, Faraday rotation, or clock drifts. Most algorithms addressing direction-dependent calibration solve for the effective Jones matrices, and cannot constrain the underlying physical quantities of the radio interferometry measurement equation (RIME). A related difficulty is that they lack robustness in the presence of low signal-to-noise ratios, and when solving for moderate to large numbers of parameters they can be subject to ill-conditioning. These effects can have dramatic consequences in the image plane such as source or even thermal noise suppression. The advantage of solvers directly estimating the physical terms appearing in the RIME is that they can potentially reduce the number of free parameters by orders of magnitudes while dramatically increasing the size of usable data, thereby improving conditioning. We present here a new calibration scheme based on a nonlinear version of the Kalman filter that aims at estimating the physical terms appearing in the RIME. We enrich the filter's structure with a tunable data representation model, together with an augmented measurement model for regularization. Using simulations we show that it can properly estimate the physical effects appearing in the RIME. We found that this approach is particularly useful in the most extreme cases such as when ionospheric and clock effects are simultaneously present. Combined with the ability to provide prior knowledge on the expected structure of the physical instrumental effects (expected physical state and dynamics), we obtain a fairly computationally cheap algorithm that we believe to be robust, especially in low signal-to-noise regimes. Potentially, the use of filters and other similar methods can represent an improvement for calibration in radio interferometry, under the condition that

  15. Performance enhancement for GPS positioning using constrained Kalman filtering

    NASA Astrophysics Data System (ADS)

    Guo, Fei; Zhang, Xiaohong; Wang, Fuhong

    2015-08-01

    Over the past decades Kalman filtering (KF) algorithms have been extensively investigated and applied in the area of kinematic positioning. In the application of KF in kinematic precise point positioning (PPP), it is often the case where some known functional or theoretical relations exist among the unknown state parameters, which can be and should be made use of to enhance the performance of kinematic PPP, especially in an urban and forest environment. The central task of this paper is to effectively blend the commonly used GNSS data and internal/external additional constrained information to generate an optimal PPP solution. This paper first investigates the basic algorithm of constrained Kalman filtering. Then two types of PPP model with speed constraints and trajectory constraints, respectively, are proposed. Further validation tests based on a variety of situations show that the positioning performances (positioning accuracy, reliability and continuity) from the constrained Kalman filter are significantly superior to those from the conventional Kalman filter, particularly under extremely poor observation conditions.

  16. An optimal modification of a Kalman filter for time scales

    NASA Technical Reports Server (NTRS)

    Greenhall, C. A.

    2003-01-01

    The Kalman filter in question, which was implemented in the time scale algorithm TA(NIST), produces time scales with poor short-term stability. A simple modification of the error covariance matrix allows the filter to produce time scales with good stability at all averaging times, as verified by simulations of clock ensembles.

  17. Combining Earth Orientation Measurements Using a Kalman Filter

    NASA Technical Reports Server (NTRS)

    Gross, R.

    2000-01-01

    A Kalman filter has many properties that make it an attractive choice as a technique for combining Earth orientation measurements. It allows the full accuracy of the measurements to be used, whether the measurements are degenerate or are of full rank, are irregularly or regularly spaced in time, or are corrupted by systematic or other errors that can be described by stochastic models.

  18. Iterated unscented Kalman filter for phase unwrapping of interferometric fringes.

    PubMed

    Xie, Xianming

    2016-08-22

    A fresh phase unwrapping algorithm based on iterated unscented Kalman filter is proposed to estimate unambiguous unwrapped phase of interferometric fringes. This method is the result of combining an iterated unscented Kalman filter with a robust phase gradient estimator based on amended matrix pencil model, and an efficient quality-guided strategy based on heap sort. The iterated unscented Kalman filter that is one of the most robust methods under the Bayesian theorem frame in non-linear signal processing so far, is applied to perform simultaneously noise suppression and phase unwrapping of interferometric fringes for the first time, which can simplify the complexity and the difficulty of pre-filtering procedure followed by phase unwrapping procedure, and even can remove the pre-filtering procedure. The robust phase gradient estimator is used to efficiently and accurately obtain phase gradient information from interferometric fringes, which is needed for the iterated unscented Kalman filtering phase unwrapping model. The efficient quality-guided strategy is able to ensure that the proposed method fast unwraps wrapped pixels along the path from the high-quality area to the low-quality area of wrapped phase images, which can greatly improve the efficiency of phase unwrapping. Results obtained from synthetic data and real data show that the proposed method can obtain better solutions with an acceptable time consumption, with respect to some of the most used algorithms. PMID:27557170

  19. Application of Kalman filtering in VLBI data analysis

    NASA Astrophysics Data System (ADS)

    Nilsson, Tobias; Soja, Benedikt; Karbon, Maria; Heinkelmann, Robert; Schuh, Harald

    2015-08-01

    In this paper, we demonstrate the advantage of applying a Kalman filter for the parameter estimation in very-long-baseline interferometry (VLBI) data analysis. We present the implementation of a Kalman filter in the VLBI software VieVS@GFZ. The performance is then investigated by looking at the accuracy obtained for various parameters, like baseline lengths, Earth Orientation Parameters, radio source coordinates, and tropospheric delays. The results are compared to those obtained when the classical least squares method (LSM) is applied for the parameter estimation, where clocks and zenith wet delays are estimated with 30-min intervals and gradients with 120-min intervals. We show that the accuracy generally is better for the Kalman filter solution, for example, the baseline length repeatabilities are on average about 10 % better compared to the LSM solution. We also discuss the possibilities to use the Kalman filter to estimate sub-diurnal station position variations and show that the variations caused by solid Earth tides can be retrieved with an accuracy of about 2 cm.

  20. Quantization Effects and Stabilization of the Fast-Kalman Algorithm

    NASA Astrophysics Data System (ADS)

    Papaodysseus, Constantin; Alexiou, Constantin; Roussopoulos, George; Panagopoulos, Athanasios

    2001-12-01

    The exact and actual cause of the failure of the fast-Kalman algorithm due to the generation and propagation of finite-precision or quantization error is presented. It is demonstrated that out of all the formulas that constitute this fast Recursive Least Squares (RLS) scheme only three generate an amount of finite-precision error that consistently propagates in the subsequent iterations and eventually makes the algorithm fail after a certain number of recursions. Moreover, it is shown that there is a very limited number of specific formulas that transmit the generated finite-precision error, while there is another class of formulas that lift or "relax" this error. In addition, a number of general propositions is presented that allow for the calculation of the exact number of erroneous digits with which the various quantities of the fast-Kalman scheme are computed, including the filter coefficients. On the basis of the previous analysis a method of stabilization of the fast-Kalman algorithm is developed and is presented here, a method that allows for the fast-Kalman algorithm to follow very difficult signals such as music, speech, environmental noise, and other nonstationary ones. Finally, a general methodology is pointed out, that allows for the development of new algorithms which, intrinsically, suffer far less of finite-precision problems.

  1. Attitude and orbit estimation using stars and landmarks. [Kalman filter processing of line-of-sight measurements

    NASA Technical Reports Server (NTRS)

    White, R. L.; Adams, M. B.; Grant, F. D.; Geisler, E. G.

    1975-01-01

    An extended Kalman filter is used to process line-of-sight measurements to stars and known landmarks providing a statistical indication of performance in estimating spacecraft attitude, orbital ephemeris, and the bias drift of a set of three strapdown gyros. The landmark measurements were assumed to have been taken from the imagery of an Earth-observing multispectral scanner. It is shown that filtering of these noisy measurements results in highly accurate estimates of the above parameters. Results are given showing the sensitivity of performance to various system parameters such as star tracker accuracy, errors in the knowledge of landmark position, and number of stars and landmarks processed.

  2. Automated alignment of a reconfigurable optical system using focal-plane sensing and Kalman filtering.

    PubMed

    Fang, Joyce; Savransky, Dmitry

    2016-08-01

    Automation of alignment tasks can provide improved efficiency and greatly increase the flexibility of an optical system. Current optical systems with automated alignment capabilities are typically designed to include a dedicated wavefront sensor. Here, we demonstrate a self-aligning method for a reconfigurable system using only focal plane images. We define a two lens optical system with 8 degrees of freedom. Images are simulated given misalignment parameters using ZEMAX software. We perform a principal component analysis on the simulated data set to obtain Karhunen-Loève modes, which form the basis set whose weights are the system measurements. A model function, which maps the state to the measurement, is learned using nonlinear least-squares fitting and serves as the measurement function for the nonlinear estimator (extended and unscented Kalman filters) used to calculate control inputs to align the system. We present and discuss simulated and experimental results of the full system in operation. PMID:27505378

  3. Automated alignment of a reconfigurable optical system using focal-plane sensing and Kalman filtering

    NASA Astrophysics Data System (ADS)

    Fang, Joyce; Savransky, Dmitry

    2016-08-01

    Automation of alignment tasks can provide improved efficiency and greatly increase the flexibility of an optical system. Current optical systems with automated alignment capabilities are typically designed to include a dedicated wavefront sensor. Here, we demonstrate a self-aligning method for a reconfigurable system using only focal plane images. We define a two lens optical system with eight degrees of freedom. Images are simulated given misalignment parameters using ZEMAX software. We perform a principal component analysis (PCA) on the simulated dataset to obtain Karhunen-Lo\\`eve (KL) modes, which form the basis set whose weights are the system measurements. A model function which maps the state to the measurement is learned using nonlinear least squares fitting and serves as the measurement function for the nonlinear estimator (Extended and Unscented Kalman filters) used to calculate control inputs to align the system. We present and discuss both simulated and experimental results of the full system in operation.

  4. Development and validation of a Kalman filter-based model for vehicle slip angle estimation

    NASA Astrophysics Data System (ADS)

    Gadola, M.; Chindamo, D.; Romano, M.; Padula, F.

    2014-01-01

    It is well known that vehicle slip angle is one of the most difficult parameters to measure on a vehicle during testing or racing activities. Moreover, the appropriate sensor is very expensive and it is often difficult to fit to a car, especially on race cars. We propose here a strategy to eliminate the need for this sensor by using a mathematical tool which gives a good estimation of the vehicle slip angle. A single-track car model, coupled with an extended Kalman filter, was used in order to achieve the result. Moreover, a tuning procedure is proposed that takes into consideration both nonlinear and saturation characteristics typical of vehicle lateral dynamics. The effectiveness of the proposed algorithm has been proven by both simulation results and real-world data.

  5. Kalman filter estimation of attitude and gyro bias with the QUEST observation model

    NASA Technical Reports Server (NTRS)

    Sedlak, J.; Chu, D.

    1993-01-01

    The loss function for the Wahba attitude estimation problem employs unit vector observations with scalar weights. It is usually associated with the QUEST observation model, where the actual sensor noise is assumed the same for all components of the observed vector, regardless of the position in the field of view. The QUEST model has the great advantage of being sensor-independent except for the scalar parameter that characterizes the sensor errors. Although efficient algorithms for solving the Wahba problem exist, extending these algorithms to estimate gyro biases or sensor alignments has had mixed success. However, it is straightforward to estimate bias and alignment parameters with a Kalman filter. This paper investigates the use of an extended Kalman filter for the attitude and gyro bias that incorporates the QUEST observation model, to be referred to as the Unit Vector Filter (UVF). The UVF results are compared with those from a more conventional filter, the Real-Time Sequential Filter (RTSF), for which the residual is the two-dimensional projection of the unit vector onto the plane perpendicular to the sensor boresight. The RTSF is similar in design to that used by Multimission Modular Spacecraft for onboard attitude determination. An apparent obstacle to the use of unit vectors as measurements is their singular noise covariance matrix. Shuster has shown that this problem should not affect filter performance. The UVF and RTSF are tested using actual flight data from the Extreme Ultraviolet Explorer (EUVE). It is found that these filters generate nearly identical attitude and gyro bias estimates, thus validating the use of unit vectors and the QUEST noise model.

  6. Localization of Mobile Robots Using an Extended Kalman Filter in a LEGO NXT

    ERIC Educational Resources Information Center

    Pinto, M.; Moreira, A. P.; Matos, A.

    2012-01-01

    The inspiration for this paper comes from a successful experiment conducted with students in the "Mobile Robots" course in the fifth year of the integrated Master's program in the Department of Electrical and Computer Engineering, Faculty of Engineering, University of Porto (FEUP), Porto, Portugal. One of the topics in this Mobile Robots course is…

  7. 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

    Since launch, the FDF has performed daily OD for LRO using the Goddard Trajectory Determination System (GTDS). GTDS is a batch least-squares (BLS) estimator. The tracking data arc for OD is 36 hours. Current operational OD uses 200 x 200 lunar gravity, solid lunar tides, solar radiation pressure (SRP) using a spherical spacecraft area model, and point mass gravity for the Earth, Sun, and Jupiter. LRO tracking data consists of range and range-rate measurements from: Universal Space Network (USN) stations in Sweden, Germany, Australia, and Hawaii. A NASA antenna at White Sands, New Mexico (WS1S). NASA Deep Space Network (DSN) stations. DSN data was sparse and not included in this study. Tracking is predominantly (50) from WS1S. The OD accuracy requirements are: Definitive ephemeris accuracy of 500 meters total position root-mean-squared (RMS) and18 meters radial RMS. Predicted orbit accuracy less than 800 meters root sum squared (RSS) over an 84-hour prediction span.

  8. Optimal control law for classical and multiconjugate adaptive optics

    NASA Astrophysics Data System (ADS)

    Le Roux, Brice; Conan, Jean-Marc; Kulcsár, Caroline; Raynaud, Henri-François; Mugnier, Laurent M.; Fusco, Thierry

    2004-07-01

    Classical adaptive optics (AO) is now a widespread technique for high-resolution imaging with astronomical ground-based telescopes. It generally uses simple and efficient control algorithms. Multiconjugate adaptive optics (MCAO) is a more recent and very promising technique that should extend the corrected field of view. This technique has not yet been experimentally validated, but simulations already show its high potential. The importance for MCAO of an optimal reconstruction using turbulence spatial statistics has already been demonstrated through open-loop simulations. We propose an optimal closed-loop control law that accounts for both spatial and temporal statistics. The prior information on the turbulence, as well as on the wave-front sensing noise, is expressed in a state-space model. The optimal phase estimation is then given by a Kalman filter. The equations describing the system are given and the underlying assumptions explained. The control law is then derived. The gain brought by this approach is demonstrated through MCAO numerical simulations representative of astronomical observation on a 8-m-class telescope in the near infrared. We also discuss the application of this control approach to classical AO. Even in classical AO, the technique could be relevant especially for future extreme AO systems.

  9. Optimal control law for classical and multiconjugate adaptive optics.

    PubMed

    Le Roux, Brice; Conan, Jean-Marc; Kulcsár, Caroline; Raynaud, Henri-François; Mugnier, Laurent M; Fusco, Thierry

    2004-07-01

    Classical adaptive optics (AO) is now a widespread technique for high-resolution imaging with astronomical ground-based telescopes. It generally uses simple and efficient control algorithms. Multiconjugate adaptive optics (MCAO) is a more recent and very promising technique that should extend the corrected field of view. This technique has not yet been experimentally validated, but simulations already show its high potential. The importance for MCAO of an optimal reconstruction using turbulence spatial statistics has already been demonstrated through open-loop simulations. We propose an optimal closed-loop control law that accounts for both spatial and temporal statistics. The prior information on the turbulence, as well as on the wave-front sensing noise, is expressed in a state-space model. The optimal phase estimation is then given by a Kalman filter. The equations describing the system are given and the underlying assumptions explained. The control law is then derived. The gain brought by this approach is demonstrated through MCAO numerical simulations representative of astronomical observation on a 8-m-class telescope in the near infrared. We also discuss the application of this control approach to classical AO. Even in classical AO, the technique could be relevant especially for future extreme AO systems. PMID:15260258

  10. RESEARCH NOTE FROM COLLABORATION: Adaptive vertex fitting

    NASA Astrophysics Data System (ADS)

    Waltenberger, Wolfgang; Frühwirth, Rudolf; Vanlaer, Pascal

    2007-12-01

    Vertex fitting frequently has to deal with both mis-associated tracks and mis-measured track errors. A robust, adaptive method is presented that is able to cope with contaminated data. The method is formulated as an iterative re-weighted Kalman filter. Annealing is introduced to avoid local minima in the optimization. For the initialization of the adaptive filter a robust algorithm is presented that turns out to perform well in a wide range of applications. The tuning of the annealing schedule and of the cut-off parameter is described using simulated data from the CMS experiment. Finally, the adaptive property of the method is illustrated in two examples.

  11. Estimation of the Dynamic States of Synchronous Machines Using an Extended Particle Filter

    SciTech Connect

    Zhou, Ning; Meng, Da; Lu, Shuai

    2013-11-11

    In this paper, an extended particle filter (PF) is proposed to estimate the dynamic states of a synchronous machine using phasor measurement unit (PMU) data. A PF propagates the mean and covariance of states via Monte Carlo simulation, is easy to implement, and can be directly applied to a non-linear system with non-Gaussian noise. The extended PF modifies a basic PF to improve robustness. Using Monte Carlo simulations with practical noise and model uncertainty considerations, the extended PF’s performance is evaluated and compared with the basic PF and an extended Kalman filter (EKF). The extended PF results showed high accuracy and robustness against measurement and model noise.

  12. Robust tracking with spatio-velocity snakes: Kalman filtering approach

    SciTech Connect

    Peterfreund, N.

    1997-06-01

    Using results from robust Kalman filtering, the author presents a new Kalman filter-based snake model for tracking of nonrigid objects in combined spatio-velocity space. The proposed model is the stochastic version of the velocity snake, an active contour model for combined tracking of position and velocity of nonrigid boundaries. The proposed model uses image gradient and optical flow measurements along the contour as system measurements. An optical-flow based measurement error is used to detect and reject image measurements which correspond to image clutter or to other objects. The method was applied to object tracking of both rigid and nonrigid objects, resulting in good tracking results and robustness to image clutter, occlusions and numerical noise.

  13. Robust tracking with spatio-velocity snakes: Kalman filtering approach

    SciTech Connect

    Peterfreund, N.

    1998-12-31

    Using results from robust Kalman filtering, we present a new Kalman filter-based snake model for tracking of nonrigid objects in combined spatio-velocity space. The proposed model is the stochastic version of the velocity snake, an active contour model for combined tracking of position and velocity of nonrigid boundaries. The proposed model uses image gradient and optical flow measurements along the contour as system measurements. An optical-flow based measurement error is used to detect and reject image measurements which correspond to image clutter or to other objects. The method was applied to object tracking of both rigid and nonrigid objects, resulting in good tracking results and robustness to image clutter, occlusions and numerical noise. 19 refs., 3 figs.

  14. Spacecraft Dynamics Should be Considered in Kalman Filter Attitude Estimation

    NASA Technical Reports Server (NTRS)

    Yang, Yaguang; Zhou, Zhiqiang

    2016-01-01

    Kalman filter based spacecraft attitude estimation has been used in some high-profile missions and has been widely discussed in literature. While some models in spacecraft attitude estimation include spacecraft dynamics, most do not. To our best knowledge, there is no comparison on which model is a better choice. In this paper, we discuss the reasons why spacecraft dynamics should be considered in the Kalman filter based spacecraft attitude estimation problem. We also propose a reduced quaternion spacecraft dynamics model which admits additive noise. Geometry of the reduced quaternion model and the additive noise are discussed. This treatment is more elegant in mathematics and easier in computation. We use some simulation example to verify our claims.

  15. Deconvolution Kalman filtering for force measurements of revolving wings

    NASA Astrophysics Data System (ADS)

    Vester, R.; Percin, M.; van Oudheusden, B.

    2016-09-01

    The applicability of a deconvolution Kalman filtering approach is assessed for the force measurements on a flat plate undergoing a revolving motion, as an alternative procedure to correct for test setup vibrations. The system identification process required for the correct implementation of the deconvolution Kalman filter is explained in detail. It is found that in the presence of a relatively complex forcing history, the DK filter is better suited to filter out structural test rig vibrations than conventional filtering techniques that are based on, for example, low-pass or moving-average filtering. The improvement is especially found in the characterization of the generated force peaks. Consequently, more reliable force data is obtained, which is vital to validate semi-empirical estimation models, but is also relevant to correlate identified flow phenomena to the force production.

  16. Simplification of the Kalman filter for meteorological data assimilation

    NASA Technical Reports Server (NTRS)

    Dee, Dick P.

    1991-01-01

    The paper proposes a new statistical method of data assimilation that is based on a simplification of the Kalman filter equations. The forecast error covariance evolution is approximated simply by advecting the mass-error covariance field, deriving the remaining covariances geostrophically, and accounting for external model-error forcing only at the end of each forecast cycle. This greatly reduces the cost of computation of the forecast error covariance. In simulations with a linear, one-dimensional shallow-water model and data generated artificially, the performance of the simplified filter is compared with that of the Kalman filter and the optimal interpolation (OI) method. The simplified filter produces analyses that are nearly optimal, and represents a significant improvement over OI.

  17. Real time estimation of ship motions using Kalman filtering techniques

    NASA Technical Reports Server (NTRS)

    Triantafyllou, M. S.; Bodson, M.; Athans, M.

    1983-01-01

    The estimation of the heave, pitch, roll, sway, and yaw motions of a DD-963 destroyer is studied, using Kalman filtering techniques, for application in VTOL aircraft landing. The governing equations are obtained from hydrodynamic considerations in the form of linear differential equations with frequency dependent coefficients. In addition, nonminimum phase characteristics are obtained due to the spatial integration of the water wave forces. The resulting transfer matrix function is irrational and nonminimum phase. The conditions for a finite-dimensional approximation are considered and the impact of the various parameters is assessed. A detailed numerical application for a DD-963 destroyer is presented and simulations of the estimations obtained from Kalman filters are discussed.

  18. Star spot location estimation using Kalman filter for star tracker.

    PubMed

    Liu, Hai-bo; Yang, Jian-kun; Wang, Jiong-qi; Tan, Ji-chun; Li, Xiu-jian

    2011-04-20

    Star pattern recognition and attitude determination accuracy is highly dependent on star spot location accuracy for the star tracker. A star spot location estimation approach with the Kalman filter for a star tracker has been proposed, which consists of three steps. In the proposed approach, the approximate locations of the star spots in successive frames are predicted first; then the measurement star spot locations are achieved by defining a series of small windows around each predictive star spot location. Finally, the star spot locations are updated by the designed Kalman filter. To confirm the proposed star spot location estimation approach, the simulations based on the orbit data of the CHAMP satellite and the real guide star catalog are performed. The simulation results indicate that the proposed approach can filter out noises from the measurements remarkably if the sampling frequency is sufficient. PMID:21509065

  19. A Reduced Dimension Static, Linearized Kalman Filter and Smoother

    NASA Technical Reports Server (NTRS)

    Fukumori, I.

    1995-01-01

    An approximate Kalman filter and smoother, based on approximations of the state estimation error covariance matrix, is described. Approximations include a reduction of the effective state dimension, use of a static asymptotic error limit, and a time-invariant linearization of the dynamic model for error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. Examples of use come from TOPEX/POSEIDON.

  20. Application of Kalman filtering to spacecraft range residual prediction

    NASA Technical Reports Server (NTRS)

    Madrid, G. A.; Bierman, G. J.

    1977-01-01

    One function of the Deep Space Network is validation of the range data that they receive. In this paper we present an automated online sequential range predictor which shows promise of significantly reducing computational and manpower expenditures. The proposed algorithm, a U-D covariance factored Kalman filter, is demonstrated by processing a four-month record of Viking spacecraft data taken enroute to Mars.

  1. Design of Linear Quadratic Regulators and Kalman Filters

    NASA Technical Reports Server (NTRS)

    Lehtinen, B.; Geyser, L.

    1986-01-01

    AESOP solves problems associated with design of controls and state estimators for linear time-invariant systems. Systems considered are modeled in state-variable form by set of linear differential and algebraic equations with constant coefficients. Two key problems solved by AESOP are linear quadratic regulator (LQR) design problem and steady-state Kalman filter design problem. AESOP is interactive. User solves design problems and analyzes solutions in single interactive session. Both numerical and graphical information available to user during the session.

  2. Statistical Process Control of a Kalman Filter Model

    PubMed Central

    Gamse, Sonja; Nobakht-Ersi, Fereydoun; Sharifi, Mohammad A.

    2014-01-01

    For the evaluation of measurement data, different functional and stochastic models can be used. In the case of time series, a Kalman filtering (KF) algorithm can be implemented. In this case, a very well-known stochastic model, which includes statistical tests in the domain of measurements and in the system state domain, is used. Because the output results depend strongly on input model parameters and the normal distribution of residuals is not always fulfilled, it is very important to perform all possible tests on output results. In this contribution, we give a detailed description of the evaluation of the Kalman filter model. We describe indicators of inner confidence, such as controllability and observability, the determinant of state transition matrix and observing the properties of the a posteriori system state covariance matrix and the properties of the Kalman gain matrix. The statistical tests include the convergence of standard deviations of the system state components and normal distribution beside standard tests. Especially, computing controllability and observability matrices and controlling the normal distribution of residuals are not the standard procedures in the implementation of KF. Practical implementation is done on geodetic kinematic observations. PMID:25264959

  3. Spitzer Instrument Pointing Frame (IPF) Kalman Filter Algorithm

    NASA Technical Reports Server (NTRS)

    Bayard, David S.; Kang, Bryan H.

    2004-01-01

    This paper discusses the Spitzer Instrument Pointing Frame (IPF) Kalman Filter algorithm. The IPF Kalman filter is a high-order square-root iterated linearized Kalman filter, which is parametrized for calibrating the Spitzer Space Telescope focal plane and aligning the science instrument arrays with respect to the telescope boresight. The most stringent calibration requirement specifies knowledge of certain instrument pointing frames to an accuracy of 0.1 arcseconds, per-axis, 1-sigma relative to the Telescope Pointing Frame. In order to achieve this level of accuracy, the filter carries 37 states to estimate desired parameters while also correcting for expected systematic errors due to: (1) optical distortions, (2) scanning mirror scale-factor and misalignment, (3) frame alignment variations due to thermomechanical distortion, and (4) gyro bias and bias-drift in all axes. The resulting estimated pointing frames and calibration parameters are essential for supporting on-board precision pointing capability, in addition to end-to-end 'pixels on the sky' ground pointing reconstruction efforts.

  4. Statistical process control of a Kalman filter model.

    PubMed

    Gamse, Sonja; Nobakht-Ersi, Fereydoun; Sharifi, Mohammad A

    2014-01-01

    For the evaluation of measurement data, different functional and stochastic models can be used. In the case of time series, a Kalman filtering (KF) algorithm can be implemented. In this case, a very well-known stochastic model, which includes statistical tests in the domain of measurements and in the system state domain, is used. Because the output results depend strongly on input model parameters and the normal distribution of residuals is not always fulfilled, it is very important to perform all possible tests on output results. In this contribution, we give a detailed description of the evaluation of the Kalman filter model. We describe indicators of inner confidence, such as controllability and observability, the determinant of state transition matrix and observing the properties of the a posteriori system state covariance matrix and the properties of the Kalman gain matrix. The statistical tests include the convergence of standard deviations of the system state components and normal distribution beside standard tests. Especially, computing controllability and observability matrices and controlling the normal distribution of residuals are not the standard procedures in the implementation of KF. Practical implementation is done on geodetic kinematic observations. PMID:25264959

  5. A robust Kalman framework with resampling and optimal smoothing.

    PubMed

    Kautz, Thomas; Eskofier, Bjoern M

    2015-01-01

    The Kalman filter (KF) is an extremely powerful and versatile tool for signal processing that has been applied extensively in various fields. We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate. These features have been mostly treated independently, so that not all of their benefits could be exploited at the same time. Here, we present a coherent analysis procedure that combines the aforementioned features and their benefits. To facilitate utilization of the proposed methodology and to ensure optimal performance, we also introduce a procedure to calculate all necessary parameters. Thereby, we substantially expand the versatility of one of the most widely-used filtering approaches, taking full advantage of its most prevalent extensions. The applicability and superior performance of the proposed methods are demonstrated using simulated and real data. The possible areas of applications for the presented analysis procedure range from movement analysis over medical imaging, brain-computer interfaces to robot navigation or meteorological studies. PMID:25734647

  6. The Navstar GPS master control station's Kalman filter experience

    NASA Technical Reports Server (NTRS)

    Scardera, Michael P.

    1990-01-01

    The Navstar Global Positioning System (GPS) is a highly accurate space based navigation system providing all weather, 24 hour a day service to both military and civilian users. The system provides a Gaussian position solution with four satellites, each providing its ephemeris and clock offset with respect to GPS time. The GPS Master Clock Station (MCS) is charged with tracking each Navstar spacecraft and precisely defining the ephemeris and clock parameters for upload into the vehicle's navigation message. Briefly described here are the Navstar system and the Kalman filter estimation process used by MCS to determine, predict, and ensure quality control for each of the satellite's ephemeris and clock states. Routine performance is shown. Kalman filter reaction and response is discussed for anomalous clock behavior and trajectory perturbations. Particular attention is given to MCS efforts to improve orbital adjust modeling. The satellite out of service time due to orbital maneuvering has been reduced in the past year from four days to under twelve hours. The planning, reference trajectory model, and Kalman filter management improvements are explained.

  7. Relationship between Allan variances and Kalman Filter parameters

    NASA Technical Reports Server (NTRS)

    Vandierendonck, A. J.; Mcgraw, J. B.; Brown, R. G.

    1984-01-01

    A relationship was constructed between the Allan variance parameters (H sub z, H sub 1, H sub 0, H sub -1 and H sub -2) and a Kalman Filter model that would be used to estimate and predict clock phase, frequency and frequency drift. To start with the meaning of those Allan Variance parameters and how they are arrived at for a given frequency source is reviewed. Although a subset of these parameters is arrived at by measuring phase as a function of time rather than as a spectral density, they all represent phase noise spectral density coefficients, though not necessarily that of a rational spectral density. The phase noise spectral density is then transformed into a time domain covariance model which can then be used to derive the Kalman Filter model parameters. Simulation results of that covariance model are presented and compared to clock uncertainties predicted by Allan variance parameters. A two state Kalman Filter model is then derived and the significance of each state is explained.

  8. Probability fields revisited in the context of ensemble Kalman filtering

    NASA Astrophysics Data System (ADS)

    Xu, Teng; Gómez-Hernández, J. Jaime

    2015-12-01

    Hu et al. (2013) proposed an approach to update complex geological facies models generated by multiple-point geostatistical simulation while keeping geological and statistical consistency. Their approach is based on mapping the facies realization onto the spatially uncorrelated uniform random numbers used by the sequential multiple-point simulation to generate the facies realization itself. The ensemble Kalman filter was then used to update the uniform random number realizations, which were then used to generate a new facies realization by multiple-point simulation. This approach has not a good performance that we attribute to the fact that, being the probabilities random and spatially uncorrelated, their correlation with the state variable (piezometric heads) is very weak, and the Kalman gain is always small. The approach is reminiscent of the probability field simulation, which also maps the conductivity realizations onto a field of uniform random numbers; although the mapping now is done using the local conditional distribution functions built based on a prior statistical model and the conditioning data. Contrary to Hu et al. (2013) approach, this field of uniform random numbers, termed a probability field, displays spatial patterns related to the conductivity spatial patterns, and, therefore, the correlation between probabilities and state variable is as strong as the correlation between conductivities and state variable could be. Similarly to Hu et al. (2013), we propose to use the ensemble Kalman filter to update the probability fields, and show that the existence of this correlation between probability values and state variables provides better results.

  9. A Robust Kalman Framework with Resampling and Optimal Smoothing

    PubMed Central

    Kautz, Thomas; Eskofier, Bjoern M.

    2015-01-01

    The Kalman filter (KF) is an extremely powerful and versatile tool for signal processing that has been applied extensively in various fields. We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate. These features have been mostly treated independently, so that not all of their benefits could be exploited at the same time. Here, we present a coherent analysis procedure that combines the aforementioned features and their benefits. To facilitate utilization of the proposed methodology and to ensure optimal performance, we also introduce a procedure to calculate all necessary parameters. Thereby, we substantially expand the versatility of one of the most widely-used filtering approaches, taking full advantage of its most prevalent extensions. The applicability and superior performance of the proposed methods are demonstrated using simulated and real data. The possible areas of applications for the presented analysis procedure range from movement analysis over medical imaging, brain-computer interfaces to robot navigation or meteorological studies. PMID:25734647

  10. Acoustic cardiac signals analysis: a Kalman filter–based approach

    PubMed Central

    Salleh, Sheik Hussain; Hussain, Hadrina Sheik; Swee, Tan Tian; Ting, Chee-Ming; Noor, Alias Mohd; Pipatsart, Surasak; Ali, Jalil; Yupapin, Preecha P

    2012-01-01

    Auscultation of the heart is accompanied by both electrical activity and sound. Heart auscultation provides clues to diagnose many cardiac abnormalities. Unfortunately, detection of relevant symptoms and diagnosis based on heart sound through a stethoscope is difficult. The reason GPs find this difficult is that the heart sounds are of short duration and separated from one another by less than 30 ms. In addition, the cost of false positives constitutes wasted time and emotional anxiety for both patient and GP. Many heart diseases cause changes in heart sound, waveform, and additional murmurs before other signs and symptoms appear. Heart-sound auscultation is the primary test conducted by GPs. These sounds are generated primarily by turbulent flow of blood in the heart. Analysis of heart sounds requires a quiet environment with minimum ambient noise. In order to address such issues, the technique of denoising and estimating the biomedical heart signal is proposed in this investigation. Normally, the performance of the filter naturally depends on prior information related to the statistical properties of the signal and the background noise. This paper proposes Kalman filtering for denoising statistical heart sound. The cycles of heart sounds are certain to follow first-order Gauss–Markov process. These cycles are observed with additional noise for the given measurement. The model is formulated into state-space form to enable use of a Kalman filter to estimate the clean cycles of heart sounds. The estimates obtained by Kalman filtering are optimal in mean squared sense. PMID:22745550

  11. Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter

    NASA Technical Reports Server (NTRS)

    Verhaegen, M. H.

    1987-01-01

    This paper corrects an unclear treatment of the conventional Kalman filter implementation as presented by M. H. Verhaegen and P. van Dooren in Numerical aspects of different Kalman filter implementations, IEEE Trans. Automat. Contr., v. AC-31, no. 10, pp. 907-917, 1986. It is shown that habitual, incorrect implementation of the Kalman filter has been the major cause of its sensitivity to the so-called loss-of-symmetry phenomenon.

  12. Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter

    NASA Technical Reports Server (NTRS)

    Verhaegen, M. H.

    1989-01-01

    This paper corrects an unclear statement of the conventional Kalman filter implementation as presented by M. H. Verhaegen and P. van Dooren in Numerical aspects of different Kalman filter implementations, IEEE Trans. Automat. Contr., v. AC-31, no. 10, pp. 907-917, 1986. It is shown that the habitual, incorrect implementation of the Kalman filter has been the major cause of its insensitivity to the so-called loss-of-symmetry phenomenon.

  13. State of charge estimation for LiMn2O4 power battery based on strong tracking sigma point Kalman filter

    NASA Astrophysics Data System (ADS)

    Li, Di; Ouyang, Jian; Li, Huiqi; Wan, Jiafu

    2015-04-01

    The State of Charge (SOC) estimation is important since it has a crucial role in the operation of Electrical Vehicle (EV) power battery. This paper built an Equivalent Circuit Model (ECM) of the LiMn2O4 power battery, and vast characteristics experiments were undertaken to make the model identification and thus the battery SOC estimation was realized. The SOC estimation was based on the Strong Tracking Sigma Point Kalman Filter (STSPKF) algorithm. The comparison of experimental and simulated results indicates that the STSPKF algorithm performs well in estimating the battery SOC, which has the advantages of tracking the variables in real-time and adjusting the error covariance by taking the Strong Tracking Factor (STF) into account. The results also show that the STSPKF algorithm estimated the SOC more accurately than the Extended Kalman Filter (EKF) algorithm.

  14. Enhancement of Spanish Oesophageal Speech vowels using coherent subband modulator Kalman filtering.

    PubMed

    Ishaq, Rizwan; Zapirain, Begoña García

    2016-01-01

    This paper proposes an Oesophageal Speech (OES) enhancement method, based on Kalman filtering. The Kalman filter is applied to modulators of OES frequency subbands instead of the fullband signal. The OES frequency subbands are decomposed into modulators and carriers components using coherent demodulation. In comparison with fullband Kalman filtering and pole stabilization, the proposed technique shows better results. The system performance is evaluated objectively and subjectively using the Harmonic to Noise Ratio (HNR) and Mean Opinion Score (MOS) respectively. Results have shown that Kalman filter in subband modulators processing is robust and efficient, improving the HNR by 4 to 5 dB for all Spanish vowels. PMID:26835722

  15. Kalman filter-based microphone array signal processing using the equivalent source model

    NASA Astrophysics Data System (ADS)

    Bai, Mingsian R.; Chen, Ching-Cheng

    2012-10-01

    This paper demonstrates that microphone array signal processing can be implemented by using adaptive model-based filtering approaches. Nearfield and farfield sound propagation models are formulated into state-space forms in light of the Equivalent Source Method (ESM). In the model, the unknown source amplitudes of the virtual sources are adaptively estimated by using Kalman filters (KFs). The nearfield array aimed at noise source identification is based on a Multiple-Input-Multiple-Output (MIMO) state-space model with minimal realization, whereas the farfield array technique aimed at speech quality enhancement is based on a Single-Input-Multiple-Output (SIMO) state-space model. Performance of the nearfield array is evaluated in terms of relative error of the velocity reconstructed on the actual source surface. Numerical simulations for the nearfield array were conducted with a baffled planar piston source. From the error metric, the proposed KF algorithm proved effective in identifying noise sources. Objective simulations and subjective experiments are undertaken to validate the proposed farfield arrays in comparison with two conventional methods. The results of objective tests indicated that the farfield arrays significantly enhanced the speech quality and word recognition rate. The results of subjective tests post-processed with the analysis of variance (ANOVA) and a post-hoc Fisher's least significant difference (LSD) test have shown great promise in the KF-based microphone array signal processing techniques.

  16. Filter accuracy for the Lorenz 96 model: Fixed versus adaptive observation operators

    NASA Astrophysics Data System (ADS)

    Law, K. J. H.; Sanz-Alonso, D.; Shukla, A.; Stuart, A. M.

    2016-06-01

    In the context of filtering chaotic dynamical systems it is well-known that partial observations, if sufficiently informative, can be used to control the inherent uncertainty due to chaos. The purpose of this paper is to investigate, both theoretically and numerically, conditions on the observations of chaotic systems under which they can be accurately filtered. In particular, we highlight the advantage of adaptive observation operators over fixed ones. The Lorenz '96 model is used to exemplify our findings. We consider discrete-time and continuous-time observations in our theoretical developments. We prove that, for fixed observation operator, the 3DVAR filter can recover the system state within a neighbourhood determined by the size of the observational noise. It is required that a sufficiently large proportion of the state vector is observed, and an explicit form for such sufficient fixed observation operator is given. Numerical experiments, where the data is incorporated by use of the 3DVAR and extended Kalman filters, suggest that less informative fixed operators than given by our theory can still lead to accurate signal reconstruction. Adaptive observation operators are then studied numerically; we show that, for carefully chosen adaptive observation operators, the proportion of the state vector that needs to be observed is drastically smaller than with a fixed observation operator. Indeed, we show that the number of state coordinates that need to be observed may even be significantly smaller than the total number of positive Lyapunov exponents of the underlying system.

  17. An adaptive human response mechanism controlling the V/STOL aircraft. Appendix 3: The adaptive control model of a pilot in V/STOL aircraft control loops. M.S. Thesis. Final Report

    NASA Technical Reports Server (NTRS)

    Kucuk, Senol

    1988-01-01

    Importance of the role of human operator in control systems has led to the particular area of manual control theory. Human describing functions were developed to model human behavior for manual control studies to take advantage of the successful and safe human operations. A single variable approach is presented that can be extended for multi-variable tasks where a low order human response model is used together with its rules, to adapt the model on-line, being capable of responding to the changes in the controlled element dynamics. Basic control theory concepts are used to combine the model, constrained with the physical observations, particularly, for the case of aircraft control. Pilot experience is represented as the initial model parameters. An adaptive root-locus method is presented as the adaptation law of the model where the closed loop bandwidth of the system is to be preserved in a stable manner with the adjustments of the pilot handling qualities which relate the latter to the closed loop bandwidth and damping of the closed loop pilot aircraft combination. A Kalman filter parameter estimator is presented as the controlled element identifier of the adaptive model where any discrepancies of the open loop dynamics from the presented one, are sensed to be compensated.

  18. Connector adapter

    NASA Technical Reports Server (NTRS)

    Hacker, Scott C. (Inventor); Dean, Richard J. (Inventor); Burge, Scott W. (Inventor); Dartez, Toby W. (Inventor)

    2007-01-01

    An adapter for installing a connector to a terminal post, wherein the connector is attached to a cable, is presented. In an embodiment, the adapter is comprised of an elongated collet member having a longitudinal axis comprised of a first collet member end, a second collet member end, an outer collet member surface, and an inner collet member surface. The inner collet member surface at the first collet member end is used to engage the connector. The outer collet member surface at the first collet member end is tapered for a predetermined first length at a predetermined taper angle. The collet includes a longitudinal slot that extends along the longitudinal axis initiating at the first collet member end for a predetermined second length. The first collet member end is formed of a predetermined number of sections segregated by a predetermined number of channels and the longitudinal slot.

  19. Adaptive homeostasis.

    PubMed

    Davies, Kelvin J A

    2016-06-01

    Homeostasis is a central pillar of modern Physiology. The term homeostasis was invented by Walter Bradford Cannon in an attempt to extend and codify the principle of 'milieu intérieur,' or a constant interior bodily environment, that had previously been postulated by Claude Bernard. Clearly, 'milieu intérieur' and homeostasis have served us well for over a century. Nevertheless, research on signal transduction systems that regulate gene expression, or that cause biochemical alterations to existing enzymes, in response to external and internal stimuli, makes it clear that biological systems are continuously making short-term adaptations both to set-points, and to the range of 'normal' capacity. These transient adaptations typically occur in response to relatively mild changes in conditions, to programs of exercise training, or to sub-toxic, non-damaging levels of chemical agents; thus, the terms hormesis, heterostasis, and allostasis are not accurate descriptors. Therefore, an operational adjustment to our understanding of homeostasis suggests that the modified term, Adaptive Homeostasis, may be useful especially in studies of stress, toxicology, disease, and aging. Adaptive Homeostasis may be defined as follows: 'The transient expansion or contraction of the homeostatic range in response to exposure to sub-toxic, non-damaging, signaling molecules or events, or the removal or cessation of such molecules or events.' PMID:27112802

  20. Tropospheric delays derived from Kalman-filtered VLBI observations

    NASA Astrophysics Data System (ADS)

    Soja, Benedikt; Nilsson, Tobias; Karbon, Maria; Balidakis, Kyriakos; Lu, Cuixian; Anderson, James; Glaser, Susanne; Liu, Li; Mora-Diaz, Julian A.; Raposo-Pulido, Virginia; Xu, Minghui; Heinkelmann, Robert; Schuh, Harald

    2015-04-01

    One of the most important error sources in the products of space geodetic techniques is the troposphere. Currently, it is not possible to model the rapid variations in the path delay caused by water vapor with sufficient accuracy, thus it is necessary to estimate these delays in the data analysis. Very long baseline interferometry (VLBI) is well suited to determine wet delays with high accuracy and precision. Compared to GNSS, the analysis does not need to deal with effects related to code biases, multipath, satellite orbit mismodeling, or antenna phase center variations that are inherent in GNSS processing. VLBI data are usually analyzed by estimating geodetic parameters in a least squares adjustment. However, once the VLBI Global Observing System (VGOS) will have become operational, algorithms providing real-time capability, for instance a Kalman filter, should be preferable for data analysis. Even today, certain advantages of such a filter, for example, allowing stochastic modeling of geodetic parameters, warrant its application. The estimation of tropospheric wet delays, in particular, greatly benefits from the stochastic approach of the filter. In this work we have investigated the benefits of applying a Kalman filter in the VLBI data analysis for the determination of tropospheric parameters. The VLBI datasets considered are the CONT campaigns, which demonstrate state-of-the-art capabilities of the VLBI system. They are unique in following a continuous observation schedule over 15 days and in having data recorded at higher bandwidth than usual. The large amount of observations leads to a very high quality of geodetic products. CONT campaigns are held every three years; we have analyzed all CONT campaigns between 2002 and 2014 for this study. In our implementation of a Kalman filter in the VLBI software VieVS@GFZ, the zenith wet delays (ZWD) are modeled as random walk processes. We have compared the resulting time series to corresponding ones obtained from

  1. Improved Kalman Filter Method for Measurement Noise Reduction in Multi Sensor RFID Systems

    PubMed Central

    Eom, Ki Hwan; Lee, Seung Joon; Kyung, Yeo Sun; Lee, Chang Won; Kim, Min Chul; Jung, Kyung Kwon

    2011-01-01

    Recently, the range of available Radio Frequency Identification (RFID) tags has been widened to include smart RFID tags which can monitor their varying surroundings. One of the most important factors for better performance of smart RFID system is accurate measurement from various sensors. In the multi-sensing environment, some noisy signals are obtained because of the changing surroundings. We propose in this paper an improved Kalman filter method to reduce noise and obtain correct data. Performance of Kalman filter is determined by a measurement and system noise covariance which are usually called the R and Q variables in the Kalman filter algorithm. Choosing a correct R and Q variable is one of the most important design factors for better performance of the Kalman filter. For this reason, we proposed an improved Kalman filter to advance an ability of noise reduction of the Kalman filter. The measurement noise covariance was only considered because the system architecture is simple and can be adjusted by the neural network. With this method, more accurate data can be obtained with smart RFID tags. In a simulation the proposed improved Kalman filter has 40.1%, 60.4% and 87.5% less Mean Squared Error (MSE) than the conventional Kalman filter method for a temperature sensor, humidity sensor and oxygen sensor, respectively. The performance of the proposed method was also verified with some experiments. PMID:22346641

  2. An extended Lagrangian method

    NASA Technical Reports Server (NTRS)

    Liou, Meng-Sing

    1992-01-01

    A unique formulation of describing fluid motion is presented. The method, referred to as 'extended Lagrangian method', is interesting from both theoretical and numerical points of view. The formulation offers accuracy in numerical solution by avoiding numerical diffusion resulting from mixing of fluxes in the Eulerian description. Meanwhile, it also avoids the inaccuracy incurred due to geometry and variable interpolations used by the previous Lagrangian methods. Unlike the Lagrangian method previously imposed which is valid only for supersonic flows, the present method is general and capable of treating subsonic flows as well as supersonic flows. The method proposed in this paper is robust and stable. It automatically adapts to flow features without resorting to clustering, thereby maintaining rather uniform grid spacing throughout and large time step. Moreover, the method is shown to resolve multi-dimensional discontinuities with a high level of accuracy, similar to that found in one-dimensional problems.

  3. An extended Lagrangian method

    NASA Technical Reports Server (NTRS)

    Liou, Meng-Sing

    1993-01-01

    A unique formulation of describing fluid motion is presented. The method, referred to as 'extended Lagrangian method', is interesting from both theoretical and numerical points of view. The formulation offers accuracy in numerical solution by avoiding numerical diffusion resulting from mixing of fluxes in the Eulerian description. Meanwhile, it also avoids the inaccuracy incurred due to geometry and variable interpolations used by the previous Lagrangian methods. The present method is general and capable of treating subsonic flows as well as supersonic flows. The method proposed in this paper is robust and stable. It automatically adapts to flow features without resorting to clustering, thereby maintaining rather uniform grid spacing throughout and large time step. Moreover, the method is shown to resolve multidimensional discontinuities with a high level of accuracy, similar to that found in 1D problems.

  4. Four-dimensional Localization and the Iterative Ensemble Kalman Smoother

    NASA Astrophysics Data System (ADS)

    Bocquet, M.

    2015-12-01

    The iterative ensemble Kalman smoother (IEnKS) is a data assimilation method meant for efficiently tracking the state ofnonlinear geophysical models. It combines an ensemble of model states to estimate the errors similarly to the ensemblesquare root Kalman filter, with a 4D-variational analysis performed within the ensemble space. As such it belongs tothe class of ensemble variational methods. Recently introduced 4DEnVar or the 4D-LETKF can be seen as particular casesof the scheme. The IEnKS was shown to outperform 4D-Var, the ensemble Kalman filter (EnKF) and smoother, with low-ordermodels in all investigated dynamical regimes. Like any ensemble method, it could require the use of localization of theanalysis when the state space dimension is high. However, localization for the IEnKS is not as straightforward as forthe EnKF. Indeed, localization needs to be defined across time, and it needs to be as much as possible consistent withthe dynamical flow within the data assimilation variational window. We show that a Liouville equation governs the timeevolution of the localization operator, which is linked to the evolution of the error correlations. It is argued thatits time integration strongly depends on the forecast dynamics. Using either covariance localization or domainlocalization, we propose and test several localization strategies meant to address the issue: (i) a constant and uniformlocalization, (ii) the propagation through the window of a restricted set of dominant modes of the error covariancematrix, (iii) the approximate propagation of the localization operator using model covariant local domains. Theseschemes are illustrated on the one-dimensional Lorenz 40-variable model.

  5. A Physics-Based Kalman Filter for the Ionosphere

    NASA Astrophysics Data System (ADS)

    Scherliess, L.; Schunk, R.; Sojka, J.; Thompson, D.

    A physics-based data assimilation model of the ionosphere is under development as the central part of a DoD MURI funded program called GAIM (Global Assimilation of Ionospheric Measurements). With the significant increase in the number of ionospheric observations that will become available over the next decade, this model will provide a powerful tool towards an improved specification and forecasting of the global ionosphere, with an unprecedented accuracy and reliability. The goal of this effort will be the development of an operational ionospheric assimilation model that will provide specifications and forecasts on spatial grids that can be global, regional, or local (50 km x 50 km). The specification/forecast will be in the form of 3-dimensional electron density distributions from 90 km to geosynchronous altitudes (35,000 km). In this paper we report on the development of a Kalman filter for GAIM using a new physics-based ionosphere/plasmasphere model (IPM). The model solves the continuity and momentum equations for 5 ion species (O+ , N+ , NO+ , O+ , and H+ ) and 2 2 covers the low and mid latitudes from 90 km to about 30,000 km altitude. The Kalman filter used in GAIM is based on approximations of the state error covariance matrix, employing a reduction of the model dimension and a linearization of the physical model for the propagation of the error covariance matrix. These approximations lead to a dramatic reduction in the computational requirements. In this paper, we will give an update on the status of the Kalman filter development and present initial results from a global assimilation run.

  6. A vehicle ABS adaptive sliding-mode control algorithm based on the vehicle velocity estimation and tyre/road friction coefficient estimations

    NASA Astrophysics Data System (ADS)

    Zhang, Xiangwen; Xu, Yong; Pan, Ming; Ren, Fenghua

    2014-04-01

    A sliding-mode observer is designed to estimate the vehicle velocity with the measured vehicle acceleration, the wheel speeds and the braking torques. Based on the Burckhardt tyre model, the extended Kalman filter is designed to estimate the parameters of the Burckhardt model with the estimated vehicle velocity, the measured wheel speeds and the vehicle acceleration. According to the estimated parameters of the Burckhardt tyre model, the tyre/road friction coefficients and the optimal slip ratios are calculated. A vehicle adaptive sliding-mode control (SMC) algorithm is presented with the estimated vehicle velocity, the tyre/road friction coefficients and the optimal slip ratios. And the adjustment method of the sliding-mode gain factors is discussed. Based on the adaptive SMC algorithm, a vehicle's antilock braking system (ABS) control system model is built with the Simulink Toolbox. Under the single-road condition as well as the different road conditions, the performance of the vehicle ABS system is simulated with the vehicle velocity observer, the tyre/road friction coefficient estimator and the adaptive SMC algorithm. The results indicate that the estimated errors of the vehicle velocity and the tyre/road friction coefficients are acceptable and the vehicle ABS adaptive SMC algorithm is effective. So the proposed adaptive SMC algorithm can be used to control the vehicle ABS without the information of the vehicle velocity and the road conditions.

  7. Telescope Multi-Field Wavefront Control with a Kalman Filter

    NASA Technical Reports Server (NTRS)

    Lou, John Z.; Redding, David; Sigrist, Norbert; Basinger, Scott

    2008-01-01

    An effective multi-field wavefront control (WFC) approach is demonstrated for an actuated, segmented space telescope using wavefront measurements at the exit pupil, and the optical and computational implications of this approach are discussed. The integration of a Kalman Filter as an optical state estimator into the wavefront control process to further improve the robustness of the optical alignment of the telescope will also be discussed. Through a comparison of WFC performances between on-orbit and ground-test optical system configurations, the connection (and a possible disconnection) between WFC and optical system alignment under these circumstances are analyzed. Our MACOS-based computer simulation results will be presented and discussed.

  8. Automatic Certification of Kalman Filters for Reliable Code Generation

    NASA Technical Reports Server (NTRS)

    Denney, Ewen; Fischer, Bernd; Schumann, Johann; Richardson, Julian

    2005-01-01

    AUTOFILTER is a tool for automatically deriving Kalman filter code from high-level declarative specifications of state estimation problems. It can generate code with a range of algorithmic characteristics and for several target platforms. The tool has been designed with reliability of the generated code in mind and is able to automatically certify that the code it generates is free from various error classes. Since documentation is an important part of software assurance, AUTOFILTER can also automatically generate various human-readable documents, containing both design and safety related information. We discuss how these features address software assurance standards such as DO-178B.

  9. Weighted Average Consensus-Based Unscented Kalman Filtering.

    PubMed

    Li, Wangyan; Wei, Guoliang; Han, Fei; Liu, Yurong

    2016-02-01

    In this paper, we are devoted to investigate the consensus-based distributed state estimation problems for a class of sensor networks within the unscented Kalman filter (UKF) framework. The communication status among sensors is represented by a connected undirected graph. Moreover, a weighted average consensus-based UKF algorithm is developed for the purpose of estimating the true state of interest, and its estimation error is bounded in mean square which has been proven in the following section. Finally, the effectiveness of the proposed consensus-based UKF algorithm is validated through a simulation example. PMID:26168453

  10. Adaptive state estimation for control of flexible structures

    NASA Technical Reports Server (NTRS)

    Chen, Chung-Wen; Huang, Jen-Kuang

    1990-01-01

    This paper proposes a new approach of obtaining adaptive state estimation of a system in the presence of unknown system disturbances and measurement noise. In the beginning, a non-optimal Kalman filter with arbitrary initial guess for the process and measurement noises is implemented. At the same time, an adaptive transversal predictor (ATP) based on the recursive least-squares (RLS) algorithm is used to yield optimal one- to p- step-ahead output predictions using the previous input/output data. Referring to these optimal predictions the Kalman filter gain is updated and the performance of the state estimation is thus improved. If forgetting factor is implemented in the recursive least-squares algorithm, this method is also capable of dealing with the situation when the noise statistics are slowly time-varying. This feature makes this new approach especially suitable for the control of flexible structures. A numerical example demonstrates the feasibility of this real time adaptive state estimation method.

  11. Data Assimilation in the ADAPT Photospheric Flux Transport Model

    SciTech Connect

    Hickmann, Kyle S.; Godinez, Humberto C.; Henney, Carl J.; Arge, C. Nick

    2015-03-17

    Global maps of the solar photospheric magnetic flux are fundamental drivers for simulations of the corona and solar wind and therefore are important predictors of geoeffective events. However, observations of the solar photosphere are only made intermittently over approximately half of the solar surface. The Air Force Data Assimilative Photospheric Flux Transport (ADAPT) model uses localized ensemble Kalman filtering techniques to adjust a set of photospheric simulations to agree with the available observations. At the same time, this information is propagated to areas of the simulation that have not been observed. ADAPT implements a local ensemble transform Kalman filter (LETKF) to accomplish data assimilation, allowing the covariance structure of the flux-transport model to influence assimilation of photosphere observations while eliminating spurious correlations between ensemble members arising from a limited ensemble size. We give a detailed account of the implementation of the LETKF into ADAPT. Advantages of the LETKF scheme over previously implemented assimilation methods are highlighted.

  12. [Application of kalman filtering based on wavelet transform in ICP-AES].

    PubMed

    Qin, Xia; Shen, Lan-sun

    2002-12-01

    Kalman filtering is a recursive algorithm, which has been proposed as an attractive alternative to correct overlapping interferences in ICP-AES. However, the noise in ICP-AES contaminates the signal arising from the analyte and hence limits the accuracy of kalman filtering. Wavelet transform is a powerful technique in signal denoising due to its multi-resolution characteristics. In this paper, first, the effect of noise on kalman filtering is discussed. Then we apply the wavelet-transform-based soft-thresholding as the pre-processing of kalman filtering. The simulation results show that the kalman filtering based on wavelet transform can effectively reduce the noise and increase the accuracy of the analysis. PMID:12914186

  13. An analysis of the Kalman filter in the Gamma Ray Observatory (GRO) onboard attitude determination subsystem

    NASA Technical Reports Server (NTRS)

    Snow, Frank; Harman, Richard; Garrick, Joseph

    1988-01-01

    The Gamma Ray Observatory (GRO) spacecraft needs a highly accurate attitude knowledge to achieve its mission objectives. Utilizing the fixed-head star trackers (FHSTs) for observations and gyroscopes for attitude propagation, the discrete Kalman Filter processes the attitude data to obtain an onboard accuracy of 86 arc seconds (3 sigma). A combination of linear analysis and simulations using the GRO Software Simulator (GROSS) are employed to investigate the Kalman filter for stability and the effects of corrupted observations (misalignment, noise), incomplete dynamic modeling, and nonlinear errors on Kalman filter. In the simulations, on-board attitude is compared with true attitude, the sensitivity of attitude error to model errors is graphed, and a statistical analysis is performed on the residuals of the Kalman Filter. In this paper, the modeling and sensor errors that degrade the Kalman filter solution beyond mission requirements are studied, and methods are offered to identify the source of these errors.

  14. System identification, adaptive control and formation driving of farm tractors

    NASA Astrophysics Data System (ADS)

    Rekow, Andrew Karl Wilhelm

    Great increases in agricultural productivity and profitability can be gained by increasing the navigational control accuracy of a farm tractor. To maximize accuracy in the presence of environmental uncertainties, a novel technique for on-line parameter identification has been developed. This method combines the Extended Kalman Filter (EKF) and the Least Mean Square (LMS) algorithms and is used to identify key parameters which describe the dynamics of a farm tractor. This algorithm provides a 15:1 improvement in computational efficiency over the traditional EKF, while offering comparable convergence rates and noise rejection properties. Experimental data on a full-sized John Deere tractor shows a 25 percent improvement in lateral accuracy when using then adaptive controller versus a fixed controller over identical trajectories. In addition to parameter identification, farmers require formation driving capability for routine operations. Multiple farm vehicles work cooperatively together to accomplish a common goal. Several formation driving algorithms were developed for these varying requirements. An experimental implementation of a fully autonomous farm vehicle following a human operated lead vehicle demonstrated an accuracy of 10 centimeters in the in-track direction and 10 centimeters in the cross track direction.

  15. Application of a Reduced Order Kalman Filter to Initialize a Coupled Atmosphere-Ocean Model: Impact on the Prediction of El Nino

    NASA Technical Reports Server (NTRS)

    Ballabrera-Poy, J.; Busalacchi, A.; Murtugudde, R.

    2000-01-01

    A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model of Zebiak and Cane. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.

  16. Application of a Reduced Order Kalman Filter to Initialize a Coupled Atmosphere-Ocean Model: Impact on the Prediction of El Nino

    NASA Technical Reports Server (NTRS)

    Ballabrera-Poy, Joaquim; Busalacchi, Antonio J.; Murtugudde, Ragu

    2000-01-01

    A reduced order Kalman Filter, based on a simplification of the Singular Evolutive Extended Kalman (SEEK) filter equations, is used to assimilate observed fields of the surface wind stress, sea surface temperature and sea level into the nonlinear coupled ocean-atmosphere model. The SEEK filter projects the Kalman Filter equations onto a subspace defined by the eigenvalue decomposition of the error forecast matrix, allowing its application to high dimensional systems. The Zebiak and Cane model couples a linear reduced gravity ocean model with a single vertical mode atmospheric model of Zebiak. The compatibility between the simplified physics of the model and each observed variable is studied separately and together. The results show the ability of the model to represent the simultaneous value of the wind stress, SST and sea level, when the fields are limited to the latitude band 10 deg S - 10 deg N. In this first application of the Kalman Filter to a coupled ocean-atmosphere prediction model, the sea level fields are assimilated in terms of the Kelvin and Rossby modes of the thermocline depth anomaly. An estimation of the error of these modes is derived from the projection of an estimation of the sea level error over such modes. This method gives a value of 12 for the error of the Kelvin amplitude, and 6 m of error for the Rossby component of the thermocline depth. The ability of the method to reconstruct the state of the equatorial Pacific and predict its time evolution is demonstrated. The method is shown to be quite robust for predictions I up to six months, and able to predict the onset of the 1997 warm event fifteen months before its occurrence.

  17. Robust Brain-Machine Interface Design Using Optimal Feedback Control Modeling and Adaptive Point Process Filtering

    PubMed Central

    Carmena, Jose M.

    2016-01-01

    Much progress has been made in brain-machine interfaces (BMI) using decoders such as Kalman filters and finding their parameters with closed-loop decoder adaptation (CLDA). However, current decoders do not model the spikes directly, and hence may limit the processing time-scale of BMI control and adaptation. Moreover, while specialized CLDA techniques for intention estimation and assisted training exist, a unified and systematic CLDA framework that generalizes across different setups is lacking. Here we develop a novel closed-loop BMI training architecture that allows for processing, control, and adaptation using spike events, enables robust control and extends to various tasks. Moreover, we develop a unified control-theoretic CLDA framework within which intention estimation, assisted training, and adaptation are performed. The architecture incorporates an infinite-horizon optimal feedback-control (OFC) model of the brain’s behavior in closed-loop BMI control, and a point process model of spikes. The OFC model infers the user’s motor intention during CLDA—a process termed intention estimation. OFC is also used to design an autonomous and dynamic assisted training technique. The point process model allows for neural processing, control and decoder adaptation with every spike event and at a faster time-scale than current decoders; it also enables dynamic spike-event-based parameter adaptation unlike current CLDA methods that use batch-based adaptation on much slower adaptation time-scales. We conducted closed-loop experiments in a non-human primate over tens of days to dissociate the effects of these novel CLDA components. The OFC intention estimation improved BMI performance compared with current intention estimation techniques. OFC assisted training allowed the subject to consistently achieve proficient control. Spike-event-based adaptation resulted in faster and more consistent performance convergence compared with batch-based methods, and was robust to

  18. Robust Brain-Machine Interface Design Using Optimal Feedback Control Modeling and Adaptive Point Process Filtering.

    PubMed

    Shanechi, Maryam M; Orsborn, Amy L; Carmena, Jose M

    2016-04-01

    Much progress has been made in brain-machine interfaces (BMI) using decoders such as Kalman filters and finding their parameters with closed-loop decoder adaptation (CLDA). However, current decoders do not model the spikes directly, and hence may limit the processing time-scale of BMI control and adaptation. Moreover, while specialized CLDA techniques for intention estimation and assisted training exist, a unified and systematic CLDA framework that generalizes across different setups is lacking. Here we develop a novel closed-loop BMI training architecture that allows for processing, control, and adaptation using spike events, enables robust control and extends to various tasks. Moreover, we develop a unified control-theoretic CLDA framework within which intention estimation, assisted training, and adaptation are performed. The architecture incorporates an infinite-horizon optimal feedback-control (OFC) model of the brain's behavior in closed-loop BMI control, and a point process model of spikes. The OFC model infers the user's motor intention during CLDA-a process termed intention estimation. OFC is also used to design an autonomous and dynamic assisted training technique. The point process model allows for neural processing, control and decoder adaptation with every spike event and at a faster time-scale than current decoders; it also enables dynamic spike-event-based parameter adaptation unlike current CLDA methods that use batch-based adaptation on much slower adaptation time-scales. We conducted closed-loop experiments in a non-human primate over tens of days to dissociate the effects of these novel CLDA components. The OFC intention estimation improved BMI performance compared with current intention estimation techniques. OFC assisted training allowed the subject to consistently achieve proficient control. Spike-event-based adaptation resulted in faster and more consistent performance convergence compared with batch-based methods, and was robust to parameter

  19. Stochastic stability of the derivative unscented Kalman filter

    NASA Astrophysics Data System (ADS)

    Hu, Gao-Ge; Gao, She-Sheng; Zhong, Yong-Min; Gao, Bing-Bing

    2015-07-01

    This is the second of two consecutive papers focusing on the filtering algorithm for a nonlinear stochastic discrete-time system with linear system state equation. The first paper established a derivative unscented Kalman filter (DUKF) to eliminate the redundant computational load of the unscented Kalman filter (UKF) due to the use of unscented transformation (UT) in the prediction process. The present paper studies the error behavior of the DUKF using the boundedness property of stochastic processes. It is proved that the estimation error of the DUKF remains bounded if the system satisfies certain conditions. Furthermore, it is shown that the design of the measurement noise covariance matrix plays an important role in improvement of the algorithm stability. The DUKF can be significantly stabilized by adding small quantities to the measurement noise covariance matrix in the presence of large initial error. Simulation results demonstrate the effectiveness of the proposed technique. Project supported by the National Natural Science Foundation of China (Grant No. 61174193) and the Doctorate Foundation of Northwestern Polytechnical University, China (Grant No. CX201409).

  20. Ensemble Kalman filter data assimilation for the MPAS system

    NASA Astrophysics Data System (ADS)

    Ha, Soyoung; Snyder, Chris

    2015-04-01

    The Model for Prediction Across Scales (MPAS; http://mpas-dev.github.io/) is a global non-hydrostatic numerical atmospheric model based on unstructured centroidal Voronoi meshes that allow both uniform and variable resolutions. The variable resolution allows locally high-resolution meshes that transition smoothly to coarser resolution over the rest of the globe, avoiding the need to drive a limited-area model with lateral boundary conditions from a separate global model. The nonhydrostatic MPAS solver (for both atmospheric and oceanic components) is now coupled to the Data Assimilation Research Testbed (DART; http://www.image.ucar.edu/ DAReS/DART) system with a full capability of ensemble Kalman filter data assimilation. The analysis/forecast cycling experiments using MPAS/DART is successfully tested with real observations for different retrospective cases. Assimilated observations are all conventional data as well as satellite winds and GPS radio occultation refractivity data. Testing on different grid mesh, we examine issues specific to the MPAS grid, such as smoothing in the interpolation and the update of horizontal wind fields, and show their impact on the Ensemble Kalman Filter (EnKF) analysis and the following short-range forecast. Up to 5-day forecasts for a month-long cycle period are verified against observations and compared to the NCEP GFS (Global Forecast System) forecasts.

  1. The Arctic Ocean ice balance - A Kalman smoother estimate

    NASA Technical Reports Server (NTRS)

    Thomas, D. R.; Rothrock, D. A.

    1993-01-01

    The methodology of Kalman filtering and smoothing is used to integrate a 7-year time series of buoy-derived ice motion fields and satellite passive microwave observations. The result is a record of the concentrations of open water, first-year ice, and multiyear ice that we believe is better than the estimates based on the microwave data alone. The Kalman procedure interprets the evolution of the ice cover in terms of advection, melt, growth, ridging, and aging of first-year into multiyear ice. Generally, the regions along the coasts of Alaska and Siberia and the area just north of Fram Strait are sources of first-year ice, with the rest of the Arctic Ocean acting as a sink for first-year ice via ridging and aging. All the Arctic Ocean except for the Beaufort and Chukchi seas is a source of multiyear ice, with the Chukchi being the only internal multiyear ice sink. Export through Fram Strait is a major ice sink, but we find only about two-thirds the export and greater interannual variation than found in previous studies. There is no discernible trend in the area of multiyear ice in the Arctic Ocean during the 7 years.

  2. Radar interference blanking in radio astronomy using a Kalman tracker

    NASA Astrophysics Data System (ADS)

    Dong, W.; Jeffs, B. D.; Fisher, J. R.

    2005-06-01

    Radio astronomical observations of highly Doppler shifted spectral lines of neutral hydrogen and the hydroxyl molecule must often be made at frequencies allocated to pulsed air surveillance radar in the 1215-1350 MHz frequency range. The Green Bank telescope (GBT) and many other observatories must deal with these terrestrial signals. Even when strong radar fixed clutter echoes are removed, there are still weaker aircraft echoes present which can corrupt the data. We present an algorithm which improves aircraft echo blanking using a Kalman filter tracker to follow the path of a sequence of echoes observed on successive radar antenna sweeps. Aircraft tracks can be used to predict regions (in bearing and range) for the next expected echoes, even before they are detected. These data can then be blanked in real time without waiting for the pulse peak to arrive. Additionally, we briefly suggest an approach for a new Bayesian algorithm which combines tracker and pulse detector operations to enable more sensitive weak pulse detection. Examples are presented for Kalman tracking and radar transmission blanking using real observations at the GBT.

  3. Skew redundant MEMS IMU calibration using a Kalman filter

    NASA Astrophysics Data System (ADS)

    Jafari, M.; Sahebjameyan, M.; Moshiri, B.; Najafabadi, T. A.

    2015-10-01

    In this paper, a novel calibration procedure for skew redundant inertial measurement units (SRIMUs) based on micro-electro mechanical systems (MEMS) is proposed. A general model of the SRIMU measurements is derived which contains the effects of bias, scale factor error and misalignments. For more accuracy, the effect of lever arms of the accelerometers to the center of the table are modeled and compensated in the calibration procedure. Two separate Kalman filters (KFs) are proposed to perform the estimation of error parameters for gyroscopes and accelerometers. The predictive error minimization (PEM) stochastic modeling method is used to simultaneously model the effect of bias instability and random walk noise on the calibration Kalman filters to diminish the biased estimations. The proposed procedure is simulated numerically and has expected experimental results. The calibration maneuvers are applied using a two-axis angle turntable in a way that the persistency of excitation (PE) condition for parameter estimation is met. For this purpose, a trapezoidal calibration profile is utilized to excite different deterministic error parameters of the accelerometers and a pulse profile is used for the gyroscopes. Furthermore, to evaluate the performance of the proposed KF calibration method, a conventional least squares (LS) calibration procedure is derived for the SRIMUs and the simulation and experimental results compare the functionality of the two proposed methods with each other.

  4. 3D hand tracking using Kalman filter in depth space

    NASA Astrophysics Data System (ADS)

    Park, Sangheon; Yu, Sunjin; Kim, Joongrock; Kim, Sungjin; Lee, Sangyoun

    2012-12-01

    Hand gestures are an important type of natural language used in many research areas such as human-computer interaction and computer vision. Hand gestures recognition requires the prior determination of the hand position through detection and tracking. One of the most efficient strategies for hand tracking is to use 2D visual information such as color and shape. However, visual-sensor-based hand tracking methods are very sensitive when tracking is performed under variable light conditions. Also, as hand movements are made in 3D space, the recognition performance of hand gestures using 2D information is inherently limited. In this article, we propose a novel real-time 3D hand tracking method in depth space using a 3D depth sensor and employing Kalman filter. We detect hand candidates using motion clusters and predefined wave motion, and track hand locations using Kalman filter. To verify the effectiveness of the proposed method, we compare the performance of the proposed method with the visual-based method. Experimental results show that the performance of the proposed method out performs visual-based method.

  5. Reconstruction of spacecraft rotational motion using a Kalman filter

    NASA Astrophysics Data System (ADS)

    Pankratov, V. A.; Sazonov, V. V.

    2016-05-01

    Quasi-static microaccelerations of four satellites of the Foton series (nos. 11, 12, M-2, M-3) were monitored as follows. First, according to measurements of onboard sensors obtained in a certain time interval, spacecraft rotational motion was reconstructed in this interval. Then, along the found motion, microacceleration at a given onboard point was calculated according to the known formula as a function of time. The motion was reconstructed by the least squares method using the solutions to the equations of satellite rotational motion. The time intervals in which these equations make reconstruction possible were from one to five orbital revolutions. This length is increased with the modulus of the satellite angular velocity. To get an idea on microaccelerations and satellite motion during an entire flight, the motion was reconstructed in several tens of such intervals. This paper proposes a method for motion reconstruction suitable for an interval of arbitrary length. The method is based on the Kalman filter. We preliminary describe a new version of the method for reconstructing uncontrolled satellite rotational motion from magnetic measurements using the least squares method, which is essentially used to construct the Kalman filter. The results of comparison of both methods are presented using the data obtained on a flight of the Foton M-3.

  6. Multi-channel Kalman filters for active noise control.

    PubMed

    van Ophem, S; Berkhoff, A P

    2013-04-01

    By formulating the feed-forward broadband active noise control problem as a state estimation problem it is possible to achieve a faster rate of convergence than the filtered reference least mean squares algorithm and possibly also a better tracking performance. A multiple input/multiple output Kalman algorithm is derived to perform this state estimation. To make the algorithm more suitable for real-time applications, the Kalman filter is written in a fast array form and the secondary path state matrices are implemented in output normal form. The resulting filter implementation is tested in simulations and in real-time experiments. It was found that for a constant primary path the filter has a fast rate of convergence and is able to track changes in the frequency spectrum. For a forgetting factor equal to unity the system is robust but the filter is unable to track rapid changes in the primary path. A forgetting factor lower than 1 gives a significantly improved tracking performance but leads to a numerical instability for the fast array form of the algorithm. PMID:23556580

  7. Direct Adaptive Control Methodologies for Flexible-Joint Space Manipulators with Uncertainties and Modeling Errors

    NASA Astrophysics Data System (ADS)

    Ulrich, Steve

    This work addresses the direct adaptive trajectory tracking control problem associated with lightweight space robotic manipulators that exhibit elastic vibrations in their joints, and which are subject to parametric uncertainties and modeling errors. Unlike existing adaptive control methodologies, the proposed flexible-joint control techniques do not require identification of unknown parameters, or mathematical models of the system to be controlled. The direct adaptive controllers developed in this work are based on the model reference adaptive control approach, and manage modeling errors and parametric uncertainties by time-varying the controller gains using new adaptation mechanisms, thereby reducing the errors between an ideal model and the actual robot system. More specifically, new decentralized adaptation mechanisms derived from the simple adaptive control technique and fuzzy logic control theory are considered in this work. Numerical simulations compare the performance of the adaptive controllers with a nonadaptive and a conventional model-based controller, in the context of 12.6 m xx 12.6 m square trajectory tracking. To validate the robustness of the controllers to modeling errors, a new dynamics formulation that includes several nonlinear effects usually neglected in flexible-joint dynamics models is proposed. Results obtained with the adaptive methodologies demonstrate an increased robustness to both uncertainties in joint stiffness coefficients and dynamics modeling errors, as well as highly improved tracking performance compared with the nonadaptive and model-based strategies. Finally, this work considers the partial state feedback problem related to flexible-joint space robotic manipulators equipped only with sensors that provide noisy measurements of motor positions and velocities. An extended Kalman filter-based estimation strategy is developed to estimate all state variables in real-time. The state estimation filter is combined with an adaptive

  8. Bearings-only tracking with iterated extended risk sensitive filter

    NASA Astrophysics Data System (ADS)

    Srinivasan, Munisamy

    2011-06-01

    This paper concerns the application of an iterated extended risk sensitive filter (IERSF) to target tracking problems. The relative merits of IERSF vis-à-vis the extended risk sensitive filter (ERSF) for a bearings-only tracking problem using root mean square error (RMSE) and robustness with uncertainty in initial condition are explored. An ERSF weakness, specifically an accumulation error in the computation of innovation steps due to approximating nonlinear functions at a recently available prior estimate, is presented. By using the IERSF with proper tuning of risk factor and local iteration, the filtering divergence may be overcome, and a stable, robust, and unbiased estimation is satisfactorily obtained. With numerical simulation results, the tracking performance of IERSF is compared with the performance of ERSF and extended Kalman filter. The IERSF results in reduced estimation error without much of an increase in burden of the associated computational algorithm.

  9. Comparison of Unscented Kalman Filter and Unscented Schmidt Kalman Filter in Estimating Attitude and Associated Uncertainty of Geosynchronous Satellite

    NASA Astrophysics Data System (ADS)

    Wetterer, C.; Hunt, B.; Kervin, P.; Jah, M.

    2014-09-01

    Forward modeling will never be perfect. The shape model will never be able to account for every wrinkle in the MLI coating, and similarly, the surface model as represented by the bidirectional reflectance distribution function (BRDF) will never be identical to that found on actual space objects due to space weathering and inherent differences in the same material from lot to lot. The key to making estimation filters work is thus to continually improve the shape and surface models of the space object, and to intelligently and completely account for all remaining error sources in the models and how these manifest in the observations. This paper uses a multiple hypothesis filtering scheme to determine the attitude of a model geosynchronous satellite with possible surface modeling errors to compare the estimates made when each hypothesis is either propagated by an unscented Kalman filter (UKF) or an unscented Schmidt Kalman filter (USKF). It is shown that the USKF, which incorporates the influence of the known modeling errors in so-called consider terms, provides a better estimate and a more realistic uncertainty on the final attitude estimate.

  10. Real-time data processing and magnetic field pitch angle estimation of the JET motional Stark effect diagnostic based on Kalman filtering

    SciTech Connect

    Coelho, R.; Alves, D. [Instituto de Plasmas e Fusao Nuclear, Associacao Euratom Hawkes, N.; Brix, M. [Euratom Collaboration: JET EFDA Contributors

    2009-06-15

    A novel technique for the real-time measurement of the magnetic field pitch angle in JET discharges using the motional Stark effect diagnostic is presented. Kalman filtering techniques are adopted to estimate the amplitude of the avalanche photodiode signals' harmonics that are relevant for the pitch angle calculation. The proposed technique {l_brace}for extended technical details of the generic algorithm see [R. Coelho and D. Alves, IEEE Trans. Plasma Sci. 37, 164 (2009)]{r_brace} is shown to be much more robust and provides less noisy estimates than an equivalent lock-in amplifier scheme, in particular when dealing with edge localized modes.

  11. A Kalman Filter for Mass Property and Thrust Identification of the Spin-Stabilized Magnetospheric Multiscale Formation

    NASA Technical Reports Server (NTRS)

    Queen, Steven Z.

    2015-01-01

    The Magnetospheric Multiscale (MMS) mission consists of four identically instrumented, spin-stabilized observatories, elliptically orbiting the Earth in a tetrahedron formation. For the operational success of the mission, on-board systems must be able to deliver high-precision orbital adjustment maneuvers. On MMS, this is accomplished using feedback from on-board star sensors in tandem with accelerometers whose measurements are dynamically corrected for errors associated with a spinning platform. In order to determine the required corrections to the measured acceleration, precise estimates of attitude, rate, and mass-properties are necessary. To this end, both an on-board and ground-based Multiplicative Extended Kalman Filter (MEKF) were formulated and implemented in order to estimate the dynamic and quasi-static properties of the spacecraft.

  12. Kalman filter based data fusion for neutral axis tracking in wind turbine towers

    NASA Astrophysics Data System (ADS)

    Soman, Rohan; Malinowski, Pawel; Ostachowicz, Wieslaw; Paulsen, Uwe S.

    2015-03-01

    Wind energy is seen as one of the most promising solutions to man's ever increasing demands of a clean source of energy. In particular to reduce the cost of energy (COE) generated, there are efforts to increase the life-time of the wind turbines, to reduce maintenance costs and to ensure high availability. Maintenance costs may be lowered and the high availability and low repair costs ensured through the use of condition monitoring (CM) and structural health monitoring (SHM). SHM allows early detection of damage and allows maintenance planning. Furthermore, it can allow us to avoid unnecessary downtime, hence increasing the availability of the system. The present work is based on the use of neutral axis (NA) for SHM of the structure. The NA is tracked by data fusion of measured yaw angle and strain through the use of Extended Kalman Filter (EKF). The EKF allows accurate tracking even in the presence of changing ambient conditions. NA is defined as the line or plane in the section of the beam which does not experience any tensile or compressive forces when loaded. The NA is the property of the cross section of the tower and is independent of the applied loads and ambient conditions. Any change in the NA position may be used for detecting and locating the damage. The wind turbine tower has been modelled with FE software ABAQUS and validated on data from load measurements carried out on the 34m high tower of the Nordtank, NTK 500/41 wind turbine.

  13. Damage Detection in Flexible Plates through Reduced-Order Modeling and Hybrid Particle-Kalman Filtering

    PubMed Central

    Capellari, Giovanni; Eftekhar Azam, Saeed; Mariani, Stefano

    2015-01-01

    Health monitoring of lightweight structures, like thin flexible plates, is of interest in several engineering fields. In this paper, a recursive Bayesian procedure is proposed to monitor the health of such structures through data collected by a network of optimally placed inertial sensors. As a main drawback of standard monitoring procedures is linked to the computational costs, two remedies are jointly considered: first, an order-reduction of the numerical model used to track the structural dynamics, enforced with proper orthogonal decomposition; and, second, an improved particle filter, which features an extended Kalman updating of each evolving particle before the resampling stage. The former remedy can reduce the number of effective degrees-of-freedom of the structural model to a few only (depending on the excitation), whereas the latter one allows to track the evolution of damage and to locate it thanks to an intricate formulation. To assess the effectiveness of the proposed procedure, the case of a plate subject to bending is investigated; it is shown that, when the procedure is appropriately fed by measurements, damage is efficiently and accurately estimated. PMID:26703615

  14. Kalman-based autoregressive moving average modeling and inference for formant and antiformant tracking.

    PubMed

    Mehta, Daryush D; Rudoy, Daniel; Wolfe, Patrick J

    2012-09-01

    Vocal tract resonance characteristics in acoustic speech signals are classically tracked using frame-by-frame point estimates of formant frequencies followed by candidate selection and smoothing using dynamic programming methods that minimize ad hoc cost functions. The goal of the current work is to provide both point estimates and associated uncertainties of center frequencies and bandwidths in a statistically principled state-space framework. Extended Kalman (K) algorithms take advantage of a linearized mapping to infer formant and antiformant parameters from frame-based estimates of autoregressive moving average (ARMA) cepstral coefficients. Error analysis of KARMA, wavesurfer, and praat is accomplished in the all-pole case using a manually marked formant database and synthesized speech waveforms. KARMA formant tracks exhibit lower overall root-mean-square error relative to the two benchmark algorithms with the ability to modify parameters in a controlled manner to trade off bias and variance. Antiformant tracking performance of KARMA is illustrated using synthesized and spoken nasal phonemes. The simultaneous tracking of uncertainty levels enables practitioners to recognize time-varying confidence in parameters of interest and adjust algorithmic settings accordingly. PMID:22978900

  15. Time-series prediction using Ensemble Kalman Filter without dynamic model

    NASA Astrophysics Data System (ADS)

    Ide, Kayo

    2016-04-01

    Ensemble data assimilation techniques have been successfully used to improve predictive skill in cases where a numerical model for forecasting has been developed. It is desirable to extend this utility to systems for which no model exists and observations of the complete state of the system may not be possible. For many natural systems, equations governing the evolution are unknown and only a partial observation of the high dimensional state vector is possible. For dissipative systems in which variables are coupled nonlinearly, the dimensionality of the phase space can be greatly reduced as the dynamics contracts onto a strange attractor. In these cases, it is possible to reconstruct the details of the phase space from a single scalar time series of observations using time-embedding. The Ensemble Transform Kalman (ETKF) can be applied to ensemble forecast and analyze the observations in the time-embedded space constructed from long time series of the data and the future evolution. We apply the method to a long historical time series of measurements of the Earth's magnetic field is recorded by ground based magnetometers The prediction skill improves with respect to persistence by incorporating information from observations and the behavior of nearby trajectories.

  16. A Wavelet based Suboptimal Kalman Filter for Assimilation of Stratospheric Chemical Tracer Observations

    NASA Technical Reports Server (NTRS)

    Tangborn, Andrew; Auger, Ludovic

    2003-01-01

    A suboptimal Kalman filter system which evolves error covariances in terms of a truncated set of wavelet coefficients has been developed for the assimilation of chemical tracer observations of CH4. This scheme projects the discretized covariance propagation equations and covariance matrix onto an orthogonal set of compactly supported wavelets. Wavelet representation is localized in both location and scale, which allows for efficient representation of the inherently anisotropic structure of the error covariances. The truncation is carried out in such a way that the resolution of the error covariance is reduced only in the zonal direction, where gradients are smaller. Assimilation experiments which last 24 days, and used different degrees of truncation were carried out. These reduced the covariance size by 90, 97 and 99 % and the computational cost of covariance propagation by 80, 93 and 96 % respectively. The difference in both error covariance and the tracer field between the truncated and full systems over this period were found to be not growing in the first case, and growing relatively slowly in the later two cases. The largest errors in the tracer fields were found to occur in regions of largest zonal gradients in the constituent field. This results indicate that propagation of error covariances for a global two-dimensional data assimilation system are currently feasible. Recommendations for further reduction in computational cost are made with the goal of extending this technique to three-dimensional global assimilation systems.

  17. Variable-State-Dimension Kalman-based Filter for orientation determination using inertial and magnetic sensors.

    PubMed

    Sabatini, Angelo Maria

    2012-01-01

    In this paper a quaternion-based Variable-State-Dimension Extended Kalman Filter (VSD-EKF) is developed for estimating the three-dimensional orientation of a rigid body using the measurements from an Inertial Measurement Unit (IMU) integrated with a triaxial magnetic sensor. Gyro bias and magnetic disturbances are modeled and compensated by including them in the filter state vector. The VSD-EKF switches between a quiescent EKF, where the magnetic disturbance is modeled as a first-order Gauss-Markov stochastic process (GM-1), and a higher-order EKF where extra state components are introduced to model the time-rate of change of the magnetic field as a GM-1 stochastic process, namely the magnetic disturbance is modeled as a second-order Gauss-Markov stochastic process (GM-2). Experimental validation tests show the effectiveness of the VSD-EKF, as compared to either the quiescent EKF or the higher-order EKF when they run separately. PMID:23012502

  18. Automated Segmentation of the Right Ventricle in 3D Echocardiography: A Kalman Filter State Estimation Approach.

    PubMed

    Bersvendsen, Jorn; Orderud, Fredrik; Massey, Richard John; Fosså, Kristian; Gerard, Olivier; Urheim, Stig; Samset, Eigil

    2016-01-01

    As the right ventricle's (RV) role in cardiovascular diseases is being more widely recognized, interest in RV imaging, function and quantification is growing. However, there are currently few RV quantification methods for 3D echocardiography presented in the literature or commercially available. In this paper we propose an automated RV segmentation method for 3D echocardiographic images. We represent the RV geometry by a Doo-Sabin subdivision surface with deformation modes derived from a training set of manual segmentations. The segmentation is then represented as a state estimation problem and solved with an extended Kalman filter by combining the RV geometry with a motion model and edge detection. Validation was performed by comparing surface-surface distances, volumes and ejection fractions in 17 patients with aortic insufficiency between the proposed method, magnetic resonance imaging (MRI), and a manual echocardiographic reference. The algorithm was efficient with a mean computation time of 2.0 s. The mean absolute distances between the proposed and manual segmentations were 3.6 ± 0.7 mm. Good agreements of end diastolic volume, end systolic volume and ejection fraction with respect to MRI ( -26±24 mL , -16±26 mL and 0 ± 10%, respectively) and a manual echocardiographic reference (7 ± 30 mL, 13 ± 17 mL and -5±7% , respectively) were observed. PMID:26168434

  19. Kalman-Filter-Based Orientation Determination Using Inertial/Magnetic Sensors: Observability Analysis and Performance Evaluation

    PubMed Central

    Sabatini, Angelo Maria

    2011-01-01

    In this paper we present a quaternion-based Extended Kalman Filter (EKF) for estimating the three-dimensional orientation of a rigid body. The EKF exploits the measurements from an Inertial Measurement Unit (IMU) that is integrated with a tri-axial magnetic sensor. Magnetic disturbances and gyro bias errors are modeled and compensated by including them in the filter state vector. We employ the observability rank criterion based on Lie derivatives to verify the conditions under which the nonlinear system that describes the process of motion tracking by the IMU is observable, namely it may provide sufficient information for performing the estimation task with bounded estimation errors. The observability conditions are that the magnetic field, perturbed by first-order Gauss-Markov magnetic variations, and the gravity vector are not collinear and that the IMU is subject to some angular motions. Computer simulations and experimental testing are presented to evaluate the algorithm performance, including when the observability conditions are critical. PMID:22163689

  20. Damage Detection in Flexible Plates through Reduced-Order Modeling and Hybrid Particle-Kalman Filtering.

    PubMed

    Capellari, Giovanni; Azam, Saeed Eftekhar; Mariani, Stefano

    2015-01-01

    Health monitoring of lightweight structures, like thin flexible plates, is of interest in several engineering fields. In this paper, a recursive Bayesian procedure is proposed to monitor the health of such structures through data collected by a network of optimally placed inertial sensors. As a main drawback of standard monitoring procedures is linked to the computational costs, two remedies are jointly considered: first, an order-reduction of the numerical model used to track the structural dynamics, enforced with proper orthogonal decomposition; and, second, an improved particle filter, which features an extended Kalman updating of each evolving particle before the resampling stage. The former remedy can reduce the number of effective degrees-of-freedom of the structural model to a few only (depending on the excitation), whereas the latter one allows to track the evolution of damage and to locate it thanks to an intricate formulation. To assess the effectiveness of the proposed procedure, the case of a plate subject to bending is investigated; it is shown that, when the procedure is appropriately fed by measurements, damage is efficiently and accurately estimated. PMID:26703615

  1. Mobile Location with NLOS Identification and Mitigation Based on Modified Kalman Filtering

    PubMed Central

    Ke, Wei; Wu, Lenan

    2011-01-01

    In order to enhance accuracy and reliability of wireless location in the mixed line-of-sight (LOS) and non-line-of-sight (NLOS) environments, a robust mobile location algorithm is presented to track the position of a mobile node (MN). An extended Kalman filter (EKF) modified in the updating phase is utilized to reduce the NLOS error in rough wireless environments, in which the NLOS bias contained in each measurement range is estimated directly by the constrained optimization method. To identify the change of channel situation between NLOS and LOS, a low complexity identification method based on innovation vectors is proposed. Numerical results illustrate that the location errors of the proposed algorithm are all significantly smaller than those of the iterated NLOS EKF algorithm and the conventional EKF algorithm in different LOS/NLOS conditions. Moreover, this location method does not require any statistical distribution knowledge of the NLOS error. In addition, complexity experiments suggest that this algorithm supports real-time applications. PMID:22319373

  2. Mobile location with NLOS identification and mitigation based on modified Kalman filtering.

    PubMed

    Ke, Wei; Wu, Lenan

    2011-01-01

    In order to enhance accuracy and reliability of wireless location in the mixed line-of-sight (LOS) and non-line-of-sight (NLOS) environments, a robust mobile location algorithm is presented to track the position of a mobile node (MN). An extended Kalman filter (EKF) modified in the updating phase is utilized to reduce the NLOS error in rough wireless environments, in which the NLOS bias contained in each measurement range is estimated directly by the constrained optimization method. To identify the change of channel situation between NLOS and LOS, a low complexity identification method based on innovation vectors is proposed. Numerical results illustrate that the location errors of the proposed algorithm are all significantly smaller than those of the iterated NLOS EKF algorithm and the conventional EKF algorithm in different LOS/NLOS conditions. Moreover, this location method does not require any statistical distribution knowledge of the NLOS error. In addition, complexity experiments suggest that this algorithm supports real-time applications. PMID:22319373

  3. A hybrid feedback linearizing-Kalman filtering control algorithm for a distillation column.

    PubMed

    Jana, Amiya Kumar; Samanta, Amar Nath

    2006-01-01

    This paper studies the design of a discrete-time multivariable feedback linearizing control (FLC) structure. The control scheme included (i) a transformer [also called the input/output (I/O) linearizing state feedback law] that transformed the nonlinear u-y to a linearized v-y system, (ii) a closed-loop observer [extended Kalman filter (EKF)], which estimated the unmeasured states, and (iii) a conventional proportional integral (PI) controller that was employed around the v-y system as an external controller. To avoid the estimator design complexity, the design of EKF for a binary distillation column has been performed based on a reduced-order compartmental distillation model. Consequently, there is a significant process/predictor mismatch, and despite this discrepancy, the EKF estimated the required states of the simulated distillation column precisely. The FLC in conjunction with EKF (FLC-EKF) and that coupled with a measured composition-based reduced-order open-loop observer (FLC-MCROOLO) have been synthesized. The FLC structures showed better performance than the traditional proportional integral derivative controller. In practice, the presence of uncertainties and unknown disturbances are common, and in such situations, the proposed FLC-EKF control scheme ensured the superiority over the FLC-MCROOLO law. PMID:16480113

  4. Developments in non-linear Kalman Ensemble and Particle Filtering techniques for hydrological data assimilation

    NASA Astrophysics Data System (ADS)

    Khaki, Mehdi; Forootan, Ehsan; Kuhn, Michael; Awange, Joseph; Pattiaratchi, Charitha

    2016-04-01

    Quantifying large-scale (basin/global) water storage changes is essential to understand the Earth's hydrological water cycle. Hydrological models have usually been used to simulate variations in storage compartments resulting from changes in water fluxes (i.e., precipitation, evapotranspiration and runoff) considering physical or conceptual frameworks. Models however represent limited skills in accurately simulating the storage compartments that could be the result of e.g., the uncertainty of forcing parameters, model structure, etc. In this regards, data assimilation provides a great chance to combine observational data with a prior forecast state to improve both the accuracy of model parameters and to improve the estimation of model states at the same time. Various methods exist that can be used to perform data assimilation into hydrological models. The one more frequently used particle-based algorithms suitable for non-linear systems high-dimensional systems is the Ensemble Kalman Filtering (EnKF). Despite efficiency and simplicity (especially in EnKF), this method indicate some drawbacks. To implement EnKF, one should use the sample covariance of observations and model state variables to update a priori estimates of the state variables. The sample covariance can be suboptimal as a result of small ensemble size, model errors, model nonlinearity, and other factors. Small ensemble can also lead to the development of correlations between state components that are at a significant distance from one another where there is no physical relation. To investigate the under-sampling issue raise by EnKF, covariance inflation technique in conjunction with localization was implemented. In this study, a comparison between latest methods used in the data assimilation framework, to overcome the mentioned problem, is performed. For this, in addition to implementing EnKF, we introduce and apply the Local Ensemble Kalman Filter (LEnKF) utilizing covariance localization to remove

  5. Comparison of VLBI TRF solutions based on Kalman filtering and recent ITRS realizations

    NASA Astrophysics Data System (ADS)

    Soja, Benedikt; Nilsson, Tobias; Glaser, Susanne; Balidakis, Kyriakos; Karbon, Maria; Heinkelmann, Robert; Gross, Richard; Schuh, Harald

    2016-04-01

    Compared to previous prominent global terrestrial reference frames (TRF) solutions, such as the ITRF2008 or DTRF2008, the current accuracy requirements demand among other things extended parameterization to account for various non-linear signals present in the time series of station coordinates. The next generation of TRFs, built upon geodetic data until the end of 2014, employs different approaches to tackle in particular seasonal variations and post-seismic deformations. The ITRF2014, developed at the International Earth Rotation and Reference Systems Service (IERS) Combination Center (CC) at Institut Géographique National, introduces harmonic, exponential and logarithmic functions to take into account aforementioned effects. In contrast, the ITRS realization of the IERS CC at Jet Propulsion Laboratory is based on Kalman filtering, which allows coordinate variations to be modeled in a stochastic sense besides the parameterized linear and seasonal signals. In our study, we compare these multi-technique TRFs with solutions solely based on VLBI data, including 104 radio telescopes and 4239 VLBI sessions, covering a time span of 34 years. We calculated a VLBI TRF based on the traditional least-squares adjustment of session-wise normal equations, and an ensemble of Kalman filter and smoother solutions with different parameterizations and stochastic models. In particular, we investigate the impact of different process noise levels for station coordinates, the choice of stochastic processes, e.g. random walks, and the application of time- and station-dependent noise models. For instance, we find that the estimation of seasonal signals, while important for predictions, does not affect the filtered coordinate time series when observational data is available. Furthermore, post-seismic deformations after major earthquakes require the process noise to be scaled accordingly. For instance, we detected coordinate differences of up to 5 cm immediately after the Chile 2010

  6. Convergence of discrete-time Kalman filter estimate to continuous time estimate

    NASA Astrophysics Data System (ADS)

    Aalto, Atte

    2016-04-01

    This article is concerned with the convergence of the state estimate obtained from the discrete-time Kalman filter to the continuous time estimate as the temporal discretisation is refined. The convergence follows from Martingale convergence theorem as demonstrated below; however, surprisingly, no results exist on the rate of convergence. We derive convergence rate estimates for the discrete-time Kalman filter estimate for finite and infinite dimensional systems. The proofs are based on applying the discrete-time Kalman filter on a dense numerable subset of a certain time interval [0, T].

  7. Zero Gyro Kalman Filtering in the presence of a Reaction Wheel Failure

    NASA Technical Reports Server (NTRS)

    Hur-Diaz, Sun; Wirzburger, John; Smith, Dan; Myslinski, Mike

    2007-01-01

    Typical implementation of Kalman filters for spacecraft attitude estimation involves the use of gyros for three-axis rate measurements. When there are less than three axes of information available, the accuracy of the Kalman filter depends highly on the accuracy of the dynamics model. This is particularly significant during the transient period when a reaction wheel with a high momentum fails, is taken off-line, and spins down. This paper looks at how a reaction wheel failure can affect the zero-gyro Kalman filter performance for the Hubble Space Telescope and what steps are taken to minimize its impact.

  8. Zero Gyro Kalman Filtering in the Presence of a Reaction Wheel Failure

    NASA Technical Reports Server (NTRS)

    Hur-Diaz, Sun; Wirzburger, John; Smith, Dan; Myslinski, Mike

    2007-01-01

    Typical implementation of Kalman filters for spacecraft attitude estimation involves the use of gyros for three-axis rate measurements. When there are less than three axes of information available, the accuracy of the Kalman filter depends highly on the accuracy of the dynamics model. This is particularly significant during the transient period when a reaction wheel with a high momentum fails, is taken off-line, and spins down. This paper looks at how a reaction wheel failure can affect the zero-gyro Kalman filter performance for the Hubble Space Telescope and what steps are taken to minimize its impact.

  9. A recursive solution for a fading memory filter derived from Kalman filter theory

    NASA Technical Reports Server (NTRS)

    Statman, J. I.

    1986-01-01

    A simple recursive solution for a class of fading memory tracking filters is presented. A fading memory filter provides estimates of filter states based on past measurements, similar to a traditional Kalman filter. Unlike a Kalman filter, an exponentially decaying weight is applied to older measurements, discounting their effect on present state estimates. It is shown that Kalman filters and fading memory filters are closely related solutions to a general least squares estimator problem. Closed form filter transfer functions are derived for a time invariant, steady state, fading memory filter. These can be applied in loop filter implementation of the Deep Space Network (DSN) Advanced Receiver carrier phase locked loop (PLL).

  10. Requirements for Kalman filtering on the GE-701 whole word computer

    NASA Technical Reports Server (NTRS)

    Pines, S.; Schmidt, S. F.

    1978-01-01

    The results of a study to determine scaling, storage, and word length requirements for programming the Kalman filter on the GE-701 Whole Word Computer are reported. Simulation tests are presented which indicate that the Kalman filter, using a square root formulation with process noise added, utilizing MLS, radar altimeters, and airspeed as navigation aids, may be programmed for the GE-701 computer to successfully navigate and control the Boeing B737-100 during landing approach, landing rollout, and turnoff. The report contains flow charts, equations, computer storage, scaling, and word length recommendations for the Kalman filter on the GE-701 Whole Word computer.

  11. Adaptive nonlinear observer for state and unknown parameter estimation in noisy systems

    NASA Astrophysics Data System (ADS)

    Vijayaraghavan, Krishna; Valibeygi, Amir

    2016-01-01

    This paper proposes a novel adaptive observer for Lipschitz nonlinear systems and dissipative nonlinear systems in the presence of disturbances and sensor noise. The observer is based on an H∞ observer that can estimate both the system states and unknown parameters by minimising a cost function consisting of the sum of the square integrals of the estimation errors in the states and unknown parameters. The paper presents necessary and sufficient conditions for the existence of the observer, and the equations for determining observer gains are formulated as linear matrix inequalities (LMIs) that can be solved offline using commercially available LMI solvers. The observer design has also been extended to the case of time-varying unknown parameters. The use of the observer is demonstrated through illustrative examples and the performance is compared with extended Kalman filtering. Compared to previous results on nonlinear observers, the proposed observer is more computationally efficient, and guarantees state and parameter estimation for two very broad classes of nonlinear systems (Lipschitz and dissipative nonlinear systems) in the presence of input disturbances and sensor noise. In addition, the proposed observer does not require online computation of the observer gain.

  12. Development of a digital adaptive optimal linear regulator flight controller

    NASA Technical Reports Server (NTRS)

    Berry, P.; Kaufman, H.

    1975-01-01

    Digital adaptive controllers have been proposed as a means for retaining uniform handling qualities over the flight envelope of a high-performance aircraft. Towards such an implementation, an explicit adaptive controller, which makes direct use of online parameter identification, has been developed and applied to the linearized lateral equations of motion for a typical fighter aircraft. The system is composed of an online weighted least-squares parameter identifier, a Kalman state filter, and a model following control law designed using optimal linear regulator theory. Simulation experiments with realistic measurement noise indicate that the proposed adaptive system has the potential for onboard implementation.

  13. 4D-Var or Ensemble Kalman Filter

    NASA Astrophysics Data System (ADS)

    Kalnay, E.; Li, H.; Yang, S.; Miyoshi, T.; Ballabrera, J.

    2007-05-01

    We consider the relative advantages of two advanced data assimilation systems, 4D-Var and ensemble Kalman filter (EnKF), currently in use or considered for operational implementation. We explore the impact of tuning assimilation parameters such as the assimilation window length and background error covariance in 4D-Var, the variance inflation in EnKF, and the effect of model errors and reduced observation coverage in both systems. For short assimilation windows EnKF gives more accurate analyses. Both systems reach similar levels of accuracy if long windows are used for 4D-Var, and for infrequent observations, when ensemble perturbations grow nonlinearly and become non-Gaussian, 4D-Var attains lower errors than EnKF. Results obtained with variations of EnKF using operational models and both simulated and real observations are reviewed. A table summarizes the pros and cons of the two methods.

  14. The development of a Kalman filter clock predictor

    NASA Technical Reports Server (NTRS)

    Davis, John A.; Greenhall, Charles A.; Boudjemaa, Redoane

    2005-01-01

    A Kalman filter based clock predictor is developed, and its performance evaluated using both simulated and real data. The clock predictor is shown to possess a neat to optimal Prediction Error Variance (PEV) when the underlying noise consists of one of the power law noise processes commonly encountered in time and frequency measurements. The predictor's performance is the presence of multiple noise processes is also examined. The relationship between the PEV obtained in the presence of multiple noise processes and those obtained for the individual component noise processes is examined. Comparisons are made with a simple linear clock predictor. The clock predictor is used to predict future values of the time offset between pairs of NPL's active hydrogen masers.

  15. Kalman Filter Estimation of Spinning Spacecraft Attitude using Markley Variables

    NASA Technical Reports Server (NTRS)

    Sedlak, Joseph E.; Harman, Richard

    2004-01-01

    There are several different ways to represent spacecraft attitude and its time rate of change. For spinning or momentum-biased spacecraft, one particular representation has been put forward as a superior parameterization for numerical integration. Markley has demonstrated that these new variables have fewer rapidly varying elements for spinning spacecraft than other commonly used representations and provide advantages when integrating the equations of motion. The current work demonstrates how a Kalman filter can be devised to estimate the attitude using these new variables. The seven Markley variables are subject to one constraint condition, making the error covariance matrix singular. The filter design presented here explicitly accounts for this constraint by using a six-component error state in the filter update step. The reduced dimension error state is unconstrained and its covariance matrix is nonsingular.

  16. Kalman meets neuron - the intersection of control theory and neuroscience

    NASA Astrophysics Data System (ADS)

    Schiff, Steven

    2009-03-01

    Since the 1950s, we have developed mature theories of modern control theory and computational neuroscience with almost no interaction between these disciplines. With the advent of computationally efficient nonlinear Kalman filtering techniques, along with improved neuroscience models which provide increasingly accurate reconstruction of dynamics in a variety of important normal and disease states in the brain, the prospects for a synergistic interaction between these fields are now strong. I will show recent examples of the use of nonlinear control theory for the assimilation and control of single neuron dynamics, a novel framework for dynamic clamp, the modulation of oscillatory wave dynamics in brain cortex, a control framework for Parkinsonian dynamics and seizures, and the use of optimized parameter model networks to assimilate complex network data.

  17. Robust Kalman filter design for active flutter suppression systems

    NASA Technical Reports Server (NTRS)

    Garrard, W. L.; Mahesh, J. K.; Stone, C. R.; Dunn, H. J.

    1982-01-01

    Additional insight is provided into the use of the Doyle-Stein (1979, 1981) technique in aeroelastic control problems by examining the application of the method to a flutter control problem. The system to be controlled consists of a full-size wind tunnel model of a wing, plus an aileron, an actuator, and an accelerometer used to sense the motion of the wing. A full-state feedback controller was designed using linear optimal control theory, and a Kalman filter was used in the feedback loop for state estimation. The filter design procedure is explained along with that to improve closed-loop properties of the system. The locus of the poles of the filter is examined as a scalar design parameter is varied. The Doyle-Stein design procedure is shown to substantially improve the stability properties of an active flutter controller designed using the linear quadratic Gaussian control theory.

  18. Restoration of color images by multichannel Kalman filtering

    NASA Technical Reports Server (NTRS)

    Galatsanos, Nikolas P.; Chin, Roland T.

    1991-01-01

    A Kalman filter for optimal restoration of multichannel images is presented. This filter is derived using a multichannel semicausal image model that includes between-channel degradation. Both stationary and nonstationary image models are developed. This filter is implemented in the Fourier domain and computation is reduced from O(Lambda3N3M4) to O(Lambda3N3M2) for an M x M N-channel image with degradation length Lambda. Color (red, green, and blue (RGB)) images are used as examples of multichannel images, and restoration in the RGB and YIQ domains is investigated. Simulations are presented in which the effectiveness of this filter is tested for different types of degradation and different image model estimates.

  19. "A space-time ensemble Kalman filter for state and parameter estimation of groundwater transport models"

    NASA Astrophysics Data System (ADS)

    Briseño, Jessica; Herrera, Graciela S.

    2010-05-01

    Herrera (1998) proposed a method for the optimal design of groundwater quality monitoring networks that involves space and time in a combined form. The method was applied later by Herrera et al (2001) and by Herrera and Pinder (2005). To get the estimates of the contaminant concentration being analyzed, this method uses a space-time ensemble Kalman filter, based on a stochastic flow and transport model. When the method is applied, it is important that the characteristics of the stochastic model be congruent with field data, but, in general, it is laborious to manually achieve a good match between them. For this reason, the main objective of this work is to extend the space-time ensemble Kalman filter proposed by Herrera, to estimate the hydraulic conductivity, together with hydraulic head and contaminant concentration, and its application in a synthetic example. The method has three steps: 1) Given the mean and the semivariogram of the natural logarithm of hydraulic conductivity (ln K), random realizations of this parameter are obtained through two alternatives: Gaussian simulation (SGSim) and Latin Hypercube Sampling method (LHC). 2) The stochastic model is used to produce hydraulic head (h) and contaminant (C) realizations, for each one of the conductivity realizations. With these realization the mean of ln K, h and C are obtained, for h and C, the mean is calculated in space and time, and also the cross covariance matrix h-ln K-C in space and time. The covariance matrix is obtained averaging products of the ln K, h and C realizations on the estimation points and times, and the positions and times with data of the analyzed variables. The estimation points are the positions at which estimates of ln K, h or C are gathered. In an analogous way, the estimation times are those at which estimates of any of the three variables are gathered. 3) Finally the ln K, h and C estimate are obtained using the space-time ensemble Kalman filter. The realization mean for each one

  20. An analysis of the multiple model adaptive control algorithm. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Greene, C. S.

    1978-01-01

    Qualitative and quantitative aspects of the multiple model adaptive control method are detailed. The method represents a cascade of something which resembles a maximum a posteriori probability identifier (basically a bank of Kalman filters) and a bank of linear quadratic regulators. Major qualitative properties of the MMAC method are examined and principle reasons for unacceptable behavior are explored.

  1. VLBI real-time analysis by Kalman Filtering

    NASA Astrophysics Data System (ADS)

    Karbon, M.; Nilsson, T.; Soja, B.; Heinkelmann, R.; Raposo-Pulido, V.; Schuh, H.

    2013-12-01

    Geodetic Very Long Baseline Interferometry (VLBI) is one of the primary space geodetic techniques providing the full set of Earth Orientation Parameter (EOP) and is unique for observing long term Universal Time (UT1) and precession/nutation. Accurate and continuous EOP obtained in near real-time are essential for satellite based navigation and positioning and for enabling the precise tracking of interplanetary spacecrafts. To meet this necessity the International VLBI Service for Geodesy and Astrometry (IVS) increased its efforts to reduce the time span between the VLBI observations and the availability of the final results. Currently the timeliness is about two weeks, but the goal is to reduce it to less than one day with the future VGOS (VLBI2010 Global Observing System) network. The FWF project VLBI-ART contributes to this new generation VLBI system by considerably accelerating the VLBI analysis procedure through the implementation of an elaborate Kalman filter. This true real-time Kalman filter will be embedded in the Vienna VLBI Software (VieVS) as a completely automated tool with no need of human interaction. This filter also allows the prediction and combination of EOP from various space geodetic techniques by implementing stochastic models to statistically account for unpredictable changes in EOP. Additionally, atmospheric angular momenta calculated from numerical weather prediction models are introduced to support the short-term EOP prediction. To optimize the performance of the new software various investigations with real as well as simulated data are foreseen. The results are compared to the ones obtained by conventional VLBI parameter estimation methods (e.g. least squares method) and to corresponding parameter series from other techniques, such as from the Global Navigation Satellite Systems (GNSS).

  2. Kalman Filter for Calibrating a Telescope Focal Plane

    NASA Technical Reports Server (NTRS)

    Kang, Bryan; Bayard, David

    2006-01-01

    The instrument-pointing frame (IPF) Kalman filter, and an algorithm that implements this filter, have been devised for calibrating the focal plane of a telescope. As used here, calibration signifies, more specifically, a combination of measurements and calculations directed toward ensuring accuracy in aiming the telescope and determining the locations of objects imaged in various arrays of photodetectors in instruments located on the focal plane. The IPF Kalman filter was originally intended for application to a spaceborne infrared astronomical telescope, but can also be applied to other spaceborne and ground-based telescopes. In the traditional approach to calibration of a telescope, (1) one team of experts concentrates on estimating parameters (e.g., pointing alignments and gyroscope drifts) that are classified as being of primarily an engineering nature, (2) another team of experts concentrates on estimating calibration parameters (e.g., plate scales and optical distortions) that are classified as being primarily of a scientific nature, and (3) the two teams repeatedly exchange data in an iterative process in which each team refines its estimates with the help of the data provided by the other team. This iterative process is inefficient and uneconomical because it is time-consuming and entails the maintenance of two survey teams and the development of computer programs specific to the requirements of each team. Moreover, theoretical analysis reveals that the engineering/ science iterative approach is not optimal in that it does not yield the best estimates of focal-plane parameters and, depending on the application, may not even enable convergence toward a set of estimates.

  3. Application of Kalman Filtering Techniques for Microseismic Event Detection

    NASA Astrophysics Data System (ADS)

    Baziw, E.; Weir-Jones, I.

    - Microseismic monitoring systems are generally installed in areas of induced seismicity caused by human activity. Induced seismicity results from changes in the state of stress which may occur as a result of excavation within the rock mass in mining (i.e., rockbursts), and changes in hydrostatic pressures and rock temperatures (e.g., during fluid injection or extraction) in oil exploitation, dam construction or fluid disposal. Microseismic monitoring systems determine event locations and important source parameters such as attenuation, seismic moment, source radius, static stress drop, peak particle velocity and seismic energy. An essential part of the operation of a microseismic monitoring system is the reliable detection of microseismic events. In the absence of reliable, automated picking techniques, operators rely upon manual picking. This is time-consuming, costly and, in the presence of background noise, very prone to error. The techniques described in this paper not only permit the reliable identification of events in cluttered signal environments they have also enabled the authors to develop reliable automated event picking procedures. This opens the way to use microseismic monitoring as a cost-effective production/operations procedure. It has been the experience of the authors that in certain noisy environments, the seismic monitoring system may trigger on and subsequently acquire substantial quantities of erroneous data, due to the high energy content of the ambient noise. Digital filtering techniques need to be applied on the microseismic data so that the ambient noise is removed and event detection simplified. The monitoring of seismic acoustic emissions is a continuous, real-time process and it is desirable to implement digital filters which can also be designed in the time domain and in real-time such as the Kalman Filter. This paper presents a real-time Kalman Filter which removes the statistically describable background noise from the recorded

  4. Analysis of Video-Based Microscopic Particle Trajectories Using Kalman Filtering

    PubMed Central

    Wu, Pei-Hsun; Agarwal, Ashutosh; Hess, Henry; Khargonekar, Pramod P.; Tseng, Yiider

    2010-01-01

    Abstract The fidelity of the trajectories obtained from video-based particle tracking determines the success of a variety of biophysical techniques, including in situ single cell particle tracking and in vitro motility assays. However, the image acquisition process is complicated by system noise, which causes positioning error in the trajectories derived from image analysis. Here, we explore the possibility of reducing the positioning error by the application of a Kalman filter, a powerful algorithm to estimate the state of a linear dynamic system from noisy measurements. We show that the optimal Kalman filter parameters can be determined in an appropriate experimental setting, and that the Kalman filter can markedly reduce the positioning error while retaining the intrinsic fluctuations of the dynamic process. We believe the Kalman filter can potentially serve as a powerful tool to infer a trajectory of ultra-high fidelity from noisy images, revealing the details of dynamic cellular processes. PMID:20550894

  5. Recursive least squares method of regression coefficients estimation as a special case of Kalman filter

    NASA Astrophysics Data System (ADS)

    Borodachev, S. M.

    2016-06-01

    The simple derivation of recursive least squares (RLS) method equations is given as special case of Kalman filter estimation of a constant system state under changing observation conditions. A numerical example illustrates application of RLS to multicollinearity problem.

  6. Comparison of different Kalman filter approaches in deriving time varying connectivity from EEG data.

    PubMed

    Ghumare, Eshwar; Schrooten, Maarten; Vandenberghe, Rik; Dupont, Patrick

    2015-08-01

    Kalman filter approaches are widely applied to derive time varying effective connectivity from electroencephalographic (EEG) data. For multi-trial data, a classical Kalman filter (CKF) designed for the estimation of single trial data, can be implemented by trial-averaging the data or by averaging single trial estimates. A general linear Kalman filter (GLKF) provides an extension for multi-trial data. In this work, we studied the performance of the different Kalman filtering approaches for different values of signal-to-noise ratio (SNR), number of trials and number of EEG channels. We used a simulated model from which we calculated scalp recordings. From these recordings, we estimated cortical sources. Multivariate autoregressive model parameters and partial directed coherence was calculated for these estimated sources and compared with the ground-truth. The results showed an overall superior performance of GLKF except for low levels of SNR and number of trials. PMID:26736727

  7. An Extended Lagrangian Method

    NASA Technical Reports Server (NTRS)

    Liou, Meng-Sing

    1995-01-01

    A unique formulation of describing fluid motion is presented. The method, referred to as 'extended Lagrangian method,' is interesting from both theoretical and numerical points of view. The formulation offers accuracy in numerical solution by avoiding numerical diffusion resulting from mixing of fluxes in the Eulerian description. The present method and the Arbitrary Lagrangian-Eulerian (ALE) method have a similarity in spirit-eliminating the cross-streamline numerical diffusion. For this purpose, we suggest a simple grid constraint condition and utilize an accurate discretization procedure. This grid constraint is only applied to the transverse cell face parallel to the local stream velocity, and hence our method for the steady state problems naturally reduces to the streamline-curvature method, without explicitly solving the steady stream-coordinate equations formulated a priori. Unlike the Lagrangian method proposed by Loh and Hui which is valid only for steady supersonic flows, the present method is general and capable of treating subsonic flows and supersonic flows as well as unsteady flows, simply by invoking in the same code an appropriate grid constraint suggested in this paper. The approach is found to be robust and stable. It automatically adapts to flow features without resorting to clustering, thereby maintaining rather uniform grid spacing throughout and large time step. Moreover, the method is shown to resolve multi-dimensional discontinuities with a high level of accuracy, similar to that found in one-dimensional problems.

  8. Hybrid Kalman Filter: A New Approach for Aircraft Engine In-Flight Diagnostics

    NASA Technical Reports Server (NTRS)

    Kobayashi, Takahisa; Simon, Donald L.

    2006-01-01

    In this paper, a uniquely structured Kalman filter is developed for its application to in-flight diagnostics of aircraft gas turbine engines. The Kalman filter is a hybrid of a nonlinear on-board engine model (OBEM) and piecewise linear models. The utilization of the nonlinear OBEM allows the reference health baseline of the in-flight diagnostic system to be updated to the degraded health condition of the engines through a relatively simple process. Through this health baseline update, the effectiveness of the in-flight diagnostic algorithm can be maintained as the health of the engine degrades over time. Another significant aspect of the hybrid Kalman filter methodology is its capability to take advantage of conventional linear and nonlinear Kalman filter approaches. Based on the hybrid Kalman filter, an in-flight fault detection system is developed, and its diagnostic capability is evaluated in a simulation environment. Through the evaluation, the suitability of the hybrid Kalman filter technique for aircraft engine in-flight diagnostics is demonstrated.

  9. Constrained Kalman Filtering Via Density Function Truncation for Turbofan Engine Health Estimation

    NASA Technical Reports Server (NTRS)

    Simon, Dan; Simon, Donald L.

    2006-01-01

    Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter truncates the PDF (probability density function) of the Kalman filter estimate at the known constraints and then computes the constrained filter estimate as the mean of the truncated PDF. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is demonstrated via simulation results obtained from a turbofan engine model. The turbofan engine model contains 3 state variables, 11 measurements, and 10 component health parameters. It is also shown that the truncated Kalman filter may be a more accurate way of incorporating inequality constraints than other constrained filters (e.g., the projection approach to constrained filtering).

  10. First laboratory demonstration of closed-loop Kalman based optimal control for vibration filtering and simplified MCAO

    NASA Astrophysics Data System (ADS)

    Petit, C.; Conan, J.-M.; Kulcsár, C.; Raynaud, H.-F.; Fusco, T.; Montri, J.; Rabaud, D.

    2006-06-01

    Classic Adaptive Optics (AO) is now successfully implemented on a growing number of ground-based imaging systems. Nevertheless some limitations are still to cope with. First, the AO standard control laws are unable to easily handle vibrations. In the particular case of eXtreme AO (XAO), which requires a highly efficient AO, these vibrations can thus be much penalizing. We have previously shown that a Kalman based control law can provide both an efficient correction of the turbulence and a strong vibration filtering. Second, anisoplanatism effects lead to a small corrected field of view. Multi-Conjugate AO (MCAO) is a promising concept that should increase significantly this field of view. We have shown numerically that MCAO correction can be highly improved by optimal control based on a Kalman filter. This article presents the first laboratory demonstration of these two concepts. We use a classic AO bench available at Onera with a deformable mirror (DM) in the pupil and a Shack-Hartmann Wave Front Sensor (WFS) pointing at an on-axis guide-star. The turbulence is produced by a rotating phase screen in altitude. First, this AO configuration is used to validate the ability of our control approach to filter out system vibrations and improve the overall performance of the AO closed-loop, compared to classic controllers. The consequences on the RTC design of an XAO system is discussed. Then, we optimize the correction for an off-axis star although the WFS still points at the on-axis star. This Off-Axis AO (OAAO) can be seen as a first step towards MCAO or Multi-Object AO in a simplified configuration. It proves the ability of our control law to estimate the turbulence in altitude and correct in the direction of interest. We describe the off-axis correction tests performed in a dynamic mode (closed-loop) using our Kalman based control. We present the evolution of the off-axis correction according to the angular separation between the stars. A highly significant

  11. The stochastic control of the F-8C aircraft using the Multiple Model Adaptive Control (MMAC) method

    NASA Technical Reports Server (NTRS)

    Athans, M.; Dunn, K. P.; Greene, E. S.; Lee, W. H.; Sandel, N. R., Jr.

    1975-01-01

    The purpose of this paper is to summarize results obtained for the adaptive control of the F-8C aircraft using the so-called Multiple Model Adaptive Control method. The discussion includes the selection of the performance criteria for both the lateral and the longitudinal dynamics, the design of the Kalman filters for different flight conditions, the 'identification' aspects of the design using hypothesis testing ideas, and the performance of the closed loop adaptive system.

  12. Formulation and implementation of nonstationary adaptive estimation algorithm with applications to air-data reconstruction

    NASA Technical Reports Server (NTRS)

    Whitmore, S. A.

    1985-01-01

    The dynamics model and data sources used to perform air-data reconstruction are discussed, as well as the Kalman filter. The need for adaptive determination of the noise statistics of the process is indicated. The filter innovations are presented as a means of developing the adaptive criterion, which is based on the true mean and covariance of the filter innovations. A method for the numerical approximation of the mean and covariance of the filter innovations is presented. The algorithm as developed is applied to air-data reconstruction for the space shuttle, and data obtained from the third landing are presented. To verify the performance of the adaptive algorithm, the reconstruction is also performed using a constant covariance Kalman filter. The results of the reconstructions are compared, and the adaptive algorithm exhibits better performance.

  13. Formulation and implementation of nonstationary adaptive estimation algorithm with applications to air-data reconstruction

    NASA Technical Reports Server (NTRS)

    Whitmore, S. A.

    1985-01-01

    The dynamics model and data sources used to perform air-data reconstruction are discussed, as well as the Kalman filter. The need for adaptive determination of the noise statistics of the process is indicated. The filter innovations are presented as a means of developing the adaptive criterion, which is based on the true mean and covariance of the filter innovations. A method for the numerical approximation of the mean and covariance of the filter innovations is presented. The algorithm as developed is applied to air-data reconstruction for the Space Shuttle, and data obtained from the third landing are presented. To verify the performance of the adaptive algorithm, the reconstruction is also performed using a constant covariance Kalman filter. The results of the reconstructions are compared, and the adaptive algorithm exhibits better performance.

  14. Simultaneous Assimilation of Physical and Biological Observations into a 3D Coupled Marine Ecosystem Model Using Joint and Dual Kalman Filtering

    NASA Astrophysics Data System (ADS)

    Hoteit, I.; Korres, G.; Triantafyllou, G.

    2007-05-01

    Two assimilation systems based on a suboptimal extended Kalman filter have been developed to simultaneously assimilate physical and biochemical data into a complex ecosystem model of the Eastern Mediterranean. The three-dimensional ecosystem model is composed of two on-line coupled sub-models: the Princeton Ocean Model (POM) and the European Regional Seas Ecosystem Model (ERSEM). The filter is a variant of the extended Kalman filter which operates with low-rank error covariance matrices to reduce computational burden. Two different approaches have been considered: the "joint approach" and the "dual approach". In the first approach, one filter is used in which the state vector of the filter is composed of all prognostic variables of POM and ERSEM models. Basically, the numerical models are integrated forward in time to produce the (physical and biochemical) forecasts. The observations are then assimilated jointly to correct all forecast variables using the cross-correlations between all physical and biochemical forecast errors, which simultaneously provides the analyses for the physics and for the ecology. The dual approach consists of two filters, operating separately on the physics and on the ecology. We describe the two assimilation systems and discuss results of assimilation experiments.

  15. A Kalman filter and 3dVAR inter-comparison with NCEP's new operational forecasting system

    NASA Astrophysics Data System (ADS)

    Fukumori, I.; Behringer, D.; Wang, O.; Wang, J.

    2008-12-01

    The ECCO Kalman filter is adapted to the Modular Ocean Model (MOM4) employed in the latest operational ocean analyses of the National Centers for Environmental Prediction (NCEP), National Oceanic and Atmospheric Administration. The ocean state estimates of the Kalman filter are compared with those of NCEP's 3dVAR method to assess the relative impact of the different approaches on analyzing and forecasting seasonal-to-interannual climate variability. The ECCO filter employs partitioned, reduced-state, and time-asymptotic approximations of the model state error covariance matrix associated with inaccuracies in atmospheric wind forcing. The filter assimilates temporal anomalies of satellite sea level and in situ temperature profile measurements over the world's oceans. New advancements are devised in filter implementation including use of adjoint codes and improvements in spatial interpolation around land masses and in estimating effects of vertical heaving motion. The next operational model of NCEP is based on MOM4 and employs a tripolar grid that spans the entire globe including the Arctic Ocean with a nominal 0.5-degree grid with 40 vertical levels. A 3dVAR method is employed to assimilate temperature and synthetic salinity profiles. The salinity profiles are constructed from the temperature profiles and a local TS relationship. The model error variances are assumed to be proportional to the local temperature and salinity gradients and are computed from the most recent 5-day model average. Utilizing identical models, the inter-comparison provides a unique assessment of the two assimilation methods independent of potential differences in models that are used. The two ocean state estimates will be compared with respect to various observations. Circulation indexes will be analyzed such as strengths of subtropical cells, meridional overturning circulation, and integrated upper ocean heat content changes. The assimilations' impact on subsequent variability of the ocean

  16. Experimental evaluation of a shape memory alloy wire actuator with a modulated adaptive controller for position control

    NASA Astrophysics Data System (ADS)

    Senthilkumar, P.; Dayananda, G. N.; Umapathy, M.; Shankar, V.

    2012-01-01

    This paper presents an experimental investigation of position control of a shape memory alloy (SMA) wire actuator with adaptive and modulated adaptive controllers. The transfer function model of the SMA wire actuator is determined from the experimental open loop response. Adaptive controllers, namely LMS-GSPI, RLS-GSPI and Kalman-GSPI, and modulated adaptive controllers using pulse width modulation (PWM) are designed. The performances of these controllers are experimentally investigated for the position control of an SMA wire actuator with and without thermal disturbance. Experimental results demonstrate that the modulated adaptive controllers outperform adaptive controllers.

  17. Spacecraft Attitude Estimation Using the Second-Order Extended H Infinity Filter

    NASA Astrophysics Data System (ADS)

    Reis Silva, William; Koiti Kuga, Helio; Zanardi, Maria Cecilia

    In this work, will be described the attitude determination and the gyros drift estimation using the Second-Order Extended H Infinity Filter for nonlinear systems. Such filter uses the Taylor series to approximate the non-linearity of the known dynamics and assumes that the noise sources have approximately known statistical properties. The application uses simulated measurement data for orbit and attitude through the propagator PROPAT. The attitude dynamical model is described by nonlinear equations involving the Euler angles. The attitude sensors available are two DSS (Digital Sun Sensors), two IRES (Infra-Red Earth Sensor), and one triad of mechanical gyros. These sensors configurations are similar to those found in real satellite CBERS-2 (China Brazil Earth Resources Satellite). According to the theory, in comparison with the Kalman filtering, the H Infinity filtering has some advantages in state estimation. In the H Infinity filter, the nature is assumed to be perverse and actively seeks to degrade our state estimate as much as possible, whereas the Kalman filtering, the nature is assumed to be indifferent. Thus, Extended H Infinity Filter is simply a robust version of the extended Kalman filter because to add tolerance to unmodeled noise and dynamics. Using the Second-Order Extend H Infinity Filter, the aim is to highlight and magnify the properties of the H Infinity Filter in terms of its favourable characteristics, since this is a refinement of the Extended H∞ Filter and certainly the Second-Order Extend H Infinity Filter provides better results. The results in this work show that one can reach accuracies in attitude determination within the prescribed requirements, besides providing estimates of the gyro drifts which can be further used to enhance the gyro error model. It is known that gyros present several sources of error of which the drift is the most troublesome,because over time the accumulation of errorshinder the accuracy in the estimation process

  18. Investigation of the Multiple Method Adaptive Control (MMAC) method for flight control systems

    NASA Technical Reports Server (NTRS)

    Athans, M.; Baram, Y.; Castanon, D.; Dunn, K. P.; Green, C. S.; Lee, W. H.; Sandell, N. R., Jr.; Willsky, A. S.

    1979-01-01

    The stochastic adaptive control of the NASA F-8C digital-fly-by-wire aircraft using the multiple model adaptive control (MMAC) method is presented. The selection of the performance criteria for the lateral and the longitudinal dynamics, the design of the Kalman filters for different operating conditions, the identification algorithm associated with the MMAC method, the control system design, and simulation results obtained using the real time simulator of the F-8 aircraft at the NASA Langley Research Center are discussed.

  19. Constraining the Ensemble Kalman Filter for improved streamflow forecasting

    NASA Astrophysics Data System (ADS)

    Maxwell, Deborah; Jackson, Bethanna; McGregor, James

    2016-04-01

    Data assimilation techniques such as the Kalman Filter and its variants are often applied to hydrological models with minimal state volume/capacity constraints. Flux constraints are rarely, if ever, applied. Consequently, model states can be adjusted beyond physically reasonable limits, compromising the integrity of model output. In this presentation, we investigate the effect of constraining the Ensemble Kalman Filter (EnKF) on forecast performance. An EnKF implementation with no constraints is compared to model output with no assimilation, followed by a 'typical' hydrological implementation (in which mass constraints are enforced to ensure non-negativity and capacity thresholds of model states are not exceeded), and then a more tightly constrained implementation where flux as well as mass constraints are imposed to limit the rate of water movement within a state. A three year period (2008-2010) with no significant data gaps and representative of the range of flows observed over the fuller 1976-2010 record was selected for analysis. Over this period, the standard implementation of the EnKF (no constraints) contained eight hydrological events where (multiple) physically inconsistent state adjustments were made. All were selected for analysis. Overall, neither the unconstrained nor the "typically" mass-constrained forecasts were significantly better than the non-filtered forecasts; in fact several were significantly degraded. Flux constraints (in conjunction with mass constraints) significantly improved the forecast performance of six events relative to all other implementations, while the remaining two events showed no significant difference in performance. We conclude that placing flux as well as mass constraints on the data assimilation framework encourages physically consistent state updating and results in more accurate and reliable forward predictions of streamflow for robust decision-making. We also experiment with the observation error, and find that this

  20. Kalman Filter Based Feature Analysis for Tracking People from Airborne Images

    NASA Astrophysics Data System (ADS)

    Sirmacek, B.; Reinartz, P.

    2011-09-01

    Recently, analysis of man events in real-time using computer vision techniques became a very important research field. Especially, understanding motion of people can be helpful to prevent unpleasant conditions. Understanding behavioral dynamics of people can also help to estimate future states of underground passages, shopping center like public entrances, or streets. In order to bring an automated solution to this problem, we propose a novel approach using airborne image sequences. Although airborne image resolutions are not enough to see each person in detail, we can still notice a change of color components in the place where a person exists. Therefore, we propose a color feature detection based probabilistic framework in order to detect people automatically. Extracted local features behave as observations of the probability density function (pdf) of the people locations to be estimated. Using an adaptive kernel density estimation method, we estimate the corresponding pdf. First, we use estimated pdf to detect boundaries of dense crowds. After that, using background information of dense crowds and previously extracted local features, we detect other people in non-crowd regions automatically for each image in the sequence. We benefit from Kalman filtering to track motion of detected people. To test our algorithm, we use a stadium entrance image data set taken from airborne camera system. Our experimental results indicate possible usage of the algorithm in real-life man events. We believe that the proposed approach can also provide crucial information to police departments and crisis management teams to achieve more detailed observations of people in large open area events to prevent possible accidents or unpleasant conditions.

  1. Data assimilation in terrestrial magnetism: An ensemble Kalman filter approach (Invited)

    NASA Astrophysics Data System (ADS)

    Fournier, A.; Aubert, J.; Nerger, L.; Sanchez, S. M.

    2013-12-01

    The convective flow of liquid metal inside the Earth's outer core sustains the Earth's magnetic field against Ohmic decay. The resulting nonlinear process, termed the geodynamo, operates on a wide range of time and length scales. Direct and indirect observations of the geomagnetic field at the Earth's surface document the variability of the geodynamo over the archeological, historical and modern periods, with increasing accuracy. These observations are slaved to changes in the magnetic field at the core-mantle boundary (CMB), that is the top of the region in which the geodynamo operates. The motivation behind considering the application of data assimilation techniques in geomagnetism is at least twofold: first, to combine data and physics to better constrain the state of Earth's core (at the CMB and below), and second, to forecast the evolution of the geomagnetic field. After a general introduction to the problem at hand, we will report on the application of the ensemble Kalman filter to a numerical dynamo model, whose state vector comprises 106 variables. Our strategy rests on a modified version of the parallel data assimilation framework of Nerger & Hiller (Comp. Geosci., 2013). Our synthetic tests demonstrate the efficacy and adaptivity of the method, provided the ensemble comprises O(500) members, in which case the typical spin-up time of the system is O(1000) years. We will show that the model we used for these proof-of-concept experiments is not so well-suited for the assimilation of real datasets, and we will conclude this presentation by discussing how it should be improved, and what this improvement implies in terms of computational and storage requirements.

  2. Nonlinear stability and ergodicity of ensemble based Kalman filters

    NASA Astrophysics Data System (ADS)

    Tong, Xin T.; Majda, Andrew J.; Kelly, David

    2016-02-01

    The ensemble Kalman filter (EnKF) and ensemble square root filter (ESRF) are data assimilation methods used to combine high dimensional, nonlinear dynamical models with observed data. Despite their widespread usage in climate science and oil reservoir simulation, very little is known about the long-time behavior of these methods and why they are effective when applied with modest ensemble sizes in large dimensional turbulent dynamical systems. By following the basic principles of energy dissipation and controllability of filters, this paper establishes a simple, systematic and rigorous framework for the nonlinear analysis of EnKF and ESRF with arbitrary ensemble size, focusing on the dynamical properties of boundedness and geometric ergodicity. The time uniform boundedness guarantees that the filter estimate will not diverge to machine infinity in finite time, which is a potential threat for EnKF and ESQF known as the catastrophic filter divergence. Geometric ergodicity ensures in addition that the filter has a unique invariant measure and that initialization errors will dissipate exponentially in time. We establish these results by introducing a natural notion of observable energy dissipation. The time uniform bound is achieved through a simple Lyapunov function argument, this result applies to systems with complete observations and strong kinetic energy dissipation, but also to concrete examples with incomplete observations. With the Lyapunov function argument established, the geometric ergodicity is obtained by verifying the controllability of the filter processes; in particular, such analysis for ESQF relies on a careful multivariate perturbation analysis of the covariance eigen-structure.

  3. 4-D-Var or ensemble Kalman filter?

    NASA Astrophysics Data System (ADS)

    Kalnay, Eugenia; Li, Hong; Miyoshi, Takemasa; Yang, Shu-Chih; Ballabrera-Poy, Joaquim

    2007-10-01

    We consider the relative advantages of two advanced data assimilation systems, 4-D-Var and ensemble Kalman filter (EnKF), currently in use or under consideration for operational implementation. With the Lorenz model, we explore the impact of tuning assimilation parameters such as the assimilation window length and background error covariance in 4-D-Var, variance inflation in EnKF, and the effect of model errors and reduced observation coverage. For short assimilation windows EnKF gives more accurate analyses. Both systems reach similar levels of accuracy if long windows are used for 4-D-Var. For infrequent observations, when ensemble perturbations grow non-linearly and become non-Gaussian, 4-D-Var attains lower errors than EnKF. If the model is imperfect, the 4-D-Var with long windows requires weak constraint. Similar results are obtained with a quasi-geostrophic channel model. EnKF experiments made with the primitive equations SPEEDY model provide comparisons with 3-D-Var and guidance on model error and `observation localization'. Results obtained using operational models and both simulated and real observations indicate that currently EnKF is becoming competitive with 4-D-Var, and that the experience acquired with each of these methods can be used to improve the other. A table summarizes the pros and cons of the two methods.

  4. Fuzzy Logic Based Autonomous Parallel Parking System with Kalman Filtering

    NASA Astrophysics Data System (ADS)

    Panomruttanarug, Benjamas; Higuchi, Kohji

    This paper presents an emulation of fuzzy logic control schemes for an autonomous parallel parking system in a backward maneuver. There are four infrared sensors sending the distance data to a microcontroller for generating an obstacle-free parking path. Two of them mounted on the front and rear wheels on the parking side are used as the inputs to the fuzzy rules to calculate a proper steering angle while backing. The other two attached to the front and rear ends serve for avoiding collision with other cars along the parking space. At the end of parking processes, the vehicle will be in line with other parked cars and positioned in the middle of the free space. Fuzzy rules are designed based upon a wall following process. Performance of the infrared sensors is improved using Kalman filtering. The design method needs extra information from ultrasonic sensors. Starting from modeling the ultrasonic sensor in 1-D state space forms, one makes use of the infrared sensor as a measurement to update the predicted values. Experimental results demonstrate the effectiveness of sensor improvement.

  5. Software Would Largely Automate Design of Kalman Filter

    NASA Technical Reports Server (NTRS)

    Chuang, Jason C. H.; Negast, William J.

    2005-01-01

    Embedded Navigation Filter Automatic Designer (ENFAD) is a computer program being developed to automate the most difficult tasks in designing embedded software to implement a Kalman filter in a navigation system. The most difficult tasks are selection of error states of the filter and tuning of filter parameters, which are timeconsuming trial-and-error tasks that require expertise and rarely yield optimum results. An optimum selection of error states and filter parameters depends on navigation-sensor and vehicle characteristics, and on filter processing time. ENFAD would include a simulation module that would incorporate all possible error states with respect to a given set of vehicle and sensor characteristics. The first of two iterative optimization loops would vary the selection of error states until the best filter performance was achieved in Monte Carlo simulations. For a fixed selection of error states, the second loop would vary the filter parameter values until an optimal performance value was obtained. Design constraints would be satisfied in the optimization loops. Users would supply vehicle and sensor test data that would be used to refine digital models in ENFAD. Filter processing time and filter accuracy would be computed by ENFAD.

  6. A multimodel data assimilation framework via the ensemble Kalman filter

    NASA Astrophysics Data System (ADS)

    Xue, Liang; Zhang, Dongxiao

    2014-05-01

    The ensemble Kalman filter (EnKF) is a widely used data assimilation method that has the capacity to sequentially update system parameters and states as new observations become available. One noticeable feature of the EnKF is that it not only can provide real-time updates of model parameters and state variables, but also can give the uncertainty associated with them in each assimilation step. The natural system is open and complex, rendering it prone to multiple interpretations and mathematical descriptions. In this paper, a multimodel data assimilation method is proposed by embedding the EnKF into the Bayesian model averaging framework to account for the uncertainty stemming from the model itself. An illustrative example, considering both hydrogeological and groundwater flow uncertainties, is employed to demonstrate the proposed multimodel data assimilation approach via the EnKF. Results show that statistical bias and uncertainty underestimation can occur when the data assimilation process relies on a single postulated model. The posterior model weight can adjust itself dynamically in time according to its consistency with observations. The performances of log conductivity estimation and head prediction are compared to the standard EnKF method based on the postulated single model and the proposed multimodel EnKF method. Comparisons show that the multimodel EnKF performs better in terms of statistical measures, such as log score and coverage, when sufficient observations have been assimilated in this case.

  7. Traditional Tracking with Kalman Filter on Parallel Architectures

    NASA Astrophysics Data System (ADS)

    Cerati, Giuseppe; Elmer, Peter; Lantz, Steven; MacNeill, Ian; McDermott, Kevin; Riley, Dan; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

    2015-05-01

    Power density constraints are limiting the performance improvements of modern CPUs. To address this, we have seen the introduction of lower-power, multi-core processors, but the future will be even more exciting. In order to stay within the power density limits but still obtain Moore's Law performance/price gains, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Example technologies today include Intel's Xeon Phi and GPGPUs. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High Luminosity LHC, for example, this will be by far the dominant problem. The most common track finding techniques in use today are however those based on the Kalman Filter. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. We report the results of our investigations into the potential and limitations of these algorithms on the new parallel hardware.

  8. Using Kalman filters to reduce noise from RFID location system.

    PubMed

    Abreu, Pedro Henriques; Xavier, José; Silva, Daniel Castro; Reis, Luís Paulo; Petry, Marcelo

    2014-01-01

    Nowadays, there are many technologies that support location systems involving intrusive and nonintrusive equipment and also varying in terms of precision, range, and cost. However, the developers some time neglect the noise introduced by these systems, which prevents these systems from reaching their full potential. Focused on this problem, in this research work a comparison study between three different filters was performed in order to reduce the noise introduced by a location system based on RFID UWB technology with an associated error of approximately 18 cm. To achieve this goal, a set of experiments was devised and executed using a miniature train moving at constant velocity in a scenario with two distinct shapes-linear and oval. Also, this train was equipped with a varying number of active tags. The obtained results proved that the Kalman Filter achieved better results when compared to the other two filters. Also, this filter increases the performance of the location system by 15% and 12% for the linear and oval paths respectively, when using one tag. For a multiple tags and oval shape similar results were obtained (11-13% of improvement). PMID:24592186

  9. Using Kalman Filters to Reduce Noise from RFID Location System

    PubMed Central

    Xavier, José; Reis, Luís Paulo; Petry, Marcelo

    2014-01-01

    Nowadays, there are many technologies that support location systems involving intrusive and nonintrusive equipment and also varying in terms of precision, range, and cost. However, the developers some time neglect the noise introduced by these systems, which prevents these systems from reaching their full potential. Focused on this problem, in this research work a comparison study between three different filters was performed in order to reduce the noise introduced by a location system based on RFID UWB technology with an associated error of approximately 18 cm. To achieve this goal, a set of experiments was devised and executed using a miniature train moving at constant velocity in a scenario with two distinct shapes—linear and oval. Also, this train was equipped with a varying number of active tags. The obtained results proved that the Kalman Filter achieved better results when compared to the other two filters. Also, this filter increases the performance of the location system by 15% and 12% for the linear and oval paths respectively, when using one tag. For a multiple tags and oval shape similar results were obtained (11–13% of improvement). PMID:24592186

  10. An ensemble adjustment Kalman filter study for Argo data

    NASA Astrophysics Data System (ADS)

    Yin, Xunqiang; Qiao, Fangli; Yang, Yongzeng; Xia, Changshui

    2010-05-01

    An ensemble adjustment Kalman filter system is developed to assimilate Argo profiles into the Northwest Pacific MASNUM wave-circulation coupled model, which is based on the Princeton Ocean Model (POM). This model was recoded in FORTRAN-90 style, and some new data types were defined to improve the efficiency of system design and execution. This system is arranged for parallel computing by using UNIX shell scripts: it is easier with single models running separately with the required information exchanged through input/output files. Tests are carried out to check the performance of the system: one for checking the ensemble spread and another for the performance of assimilation of the Argo data in 2005. The first experiment shows that the assimilation system performs well. The comparison with the Satellite derived sea surface temperature (SST) shows that modeled SST errors are reduced after assimilation; at the same time, the spatial correlation between the simulated SST anomalies and the satellite data is improved because of Argo assimilation. Furthermore, the temporal evolution/trend of SST becomes much better than those results without data assimilation. The comparison against GTSPP profiles shows that the improvement is not only in the upper layers of ocean, but also in the deeper layers. All these results suggest that this system is potentially capable of reconstructing oceanic data sets that are of high quality and are temporally and spatially continuous.

  11. Concrete ensemble Kalman filters with rigorous catastrophic filter divergence

    PubMed Central

    Kelly, David; Majda, Andrew J.; Tong, Xin T.

    2015-01-01

    The ensemble Kalman filter and ensemble square root filters are data assimilation methods used to combine high-dimensional, nonlinear dynamical models with observed data. Ensemble methods are indispensable tools in science and engineering and have enjoyed great success in geophysical sciences, because they allow for computationally cheap low-ensemble-state approximation for extremely high-dimensional turbulent forecast models. From a theoretical perspective, the dynamical properties of these methods are poorly understood. One of the central mysteries is the numerical phenomenon known as catastrophic filter divergence, whereby ensemble-state estimates explode to machine infinity, despite the true state remaining in a bounded region. In this article we provide a breakthrough insight into the phenomenon, by introducing a simple and natural forecast model that transparently exhibits catastrophic filter divergence under all ensemble methods and a large set of initializations. For this model, catastrophic filter divergence is not an artifact of numerical instability, but rather a true dynamical property of the filter. The divergence is not only validated numerically but also proven rigorously. The model cleanly illustrates mechanisms that give rise to catastrophic divergence and confirms intuitive accounts of the phenomena given in past literature. PMID:26261335

  12. Flood Nowcasting With Linear Catchment Models, Radar and Kalman Filters

    NASA Astrophysics Data System (ADS)

    Pegram, Geoff; Sinclair, Scott

    A pilot study using real time rainfall data as input to a parsimonious linear distributed flood forecasting model is presented. The aim of the study is to deliver an operational system capable of producing flood forecasts, in real time, for the Mgeni and Mlazi catchments near the city of Durban in South Africa. The forecasts can be made at time steps which are of the order of a fraction of the catchment response time. To this end, the model is formulated in Finite Difference form in an equation similar to an Auto Regressive Moving Average (ARMA) model; it is this formulation which provides the required computational efficiency. The ARMA equation is a discretely coincident form of the State-Space equations that govern the response of an arrangement of linear reservoirs. This results in a functional relationship between the reservoir response con- stants and the ARMA coefficients, which guarantees stationarity of the ARMA model. Input to the model is a combined "Best Estimate" spatial rainfall field, derived from a combination of weather RADAR and Satellite rainfield estimates with point rain- fall given by a network of telemetering raingauges. Several strategies are employed to overcome the uncertainties associated with forecasting. Principle among these are the use of optimal (double Kalman) filtering techniques to update the model states and parameters in response to current streamflow observations and the application of short term forecasting techniques to provide future estimates of the rainfield as input to the model.

  13. Discrete Kalman Filter based Sensor Fusion for Robust Accessibility Interfaces

    NASA Astrophysics Data System (ADS)

    Ghersi, I.; Mariño, M.; Miralles, M. T.

    2016-04-01

    Human-machine interfaces have evolved, benefiting from the growing access to devices with superior, embedded signal-processing capabilities, as well as through new sensors that allow the estimation of movements and gestures, resulting in increasingly intuitive interfaces. In this context, sensor fusion for the estimation of the spatial orientation of body segments allows to achieve more robust solutions, overcoming specific disadvantages derived from the use of isolated sensors, such as the sensitivity of magnetic-field sensors to external influences, when used in uncontrolled environments. In this work, a method for the combination of image-processing data and angular-velocity registers from a 3D MEMS gyroscope, through a Discrete-time Kalman Filter, is proposed and deployed as an alternate user interface for mobile devices, in which an on-screen pointer is controlled with head movements. Results concerning general performance of the method are presented, as well as a comparative analysis, under a dedicated test application, with results from a previous version of this system, in which the relative-orientation information was acquired directly from MEMS sensors (3D magnetometer-accelerometer). These results show an improved response for this new version of the pointer, both in terms of precision and response time, while keeping many of the benefits that were highlighted for its predecessor, giving place to a complementary method for signal acquisition that can be used as an alternative-input device, as well as for accessibility solutions.

  14. Relating the Hadamard Variance to MCS Kalman Filter Clock Estimation

    NASA Technical Reports Server (NTRS)

    Hutsell, Steven T.

    1996-01-01

    The Global Positioning System (GPS) Master Control Station (MCS) currently makes significant use of the Allan Variance. This two-sample variance equation has proven excellent as a handy, understandable tool, both for time domain analysis of GPS cesium frequency standards, and for fine tuning the MCS's state estimation of these atomic clocks. The Allan Variance does not explicitly converge for the nose types of alpha less than or equal to minus 3 and can be greatly affected by frequency drift. Because GPS rubidium frequency standards exhibit non-trivial aging and aging noise characteristics, the basic Allan Variance analysis must be augmented in order to (a) compensate for a dynamic frequency drift, and (b) characterize two additional noise types, specifically alpha = minus 3, and alpha = minus 4. As the GPS program progresses, we will utilize a larger percentage of rubidium frequency standards than ever before. Hence, GPS rubidium clock characterization will require more attention than ever before. The three sample variance, commonly referred to as a renormalized Hadamard Variance, is unaffected by linear frequency drift, converges for alpha is greater than minus 5, and thus has utility for modeling noise in GPS rubidium frequency standards. This paper demonstrates the potential of Hadamard Variance analysis in GPS operations, and presents an equation that relates the Hadamard Variance to the MCS's Kalman filter process noises.

  15. Ensemble Kalman Filter Data Assimilation for the Martian Atmosphere

    NASA Astrophysics Data System (ADS)

    Hoffman, Matthew J.; Greybush, S.; Wilson, R. J.; Gyarmati, G.; Ide, K.; Miyoshi, T.; Szunyogh, I.; Kalnay, E.

    2009-09-01

    A data assimilation system provides a means of optimally combining information from sparse observations and an atmospheric model to provide an accurate depiction of the state of a planetary atmosphere. Here a Mars General Circulation Model (MGCM) is coupled with the local ensemble transform Kalman filter (LETKF) as the basis of an advanced data assimilation system for Mars. Identical twin experiments, in which observations are generated synthetically from a nature run of the MGCM to approximate the spatial distribution of PDS TES profiles, explore the potential of ensemble data assimilation for the Martian atmosphere. The experiments find that the LETKF is able to correct errors in the Martian atmospheric model and improve the state estimates of the temperature and wind fields, even in the absence of wind observations. The error in the state estimate quickly reduces to below the observation error, and both the forecast and subsequent analysis errors remain low for the duration of a 60 day simulation. Large-scale baroclinic waves along the Northern (winter) Hemisphere temperature front and instabilities in the upper atmosphere zonal wind jet are two predominant sources of error in the MGCM-LETKF system. This study forms the first step toward creating the MGCM-LETKF Martian Atmosphere Reanalysis, which will be incorporating real observations obtained from the MGS TES instrument.

  16. Kalman Filter Based Railway Tracking from Mobile LIDAR Data

    NASA Astrophysics Data System (ADS)

    Jwa, Y.; Sonh, G.

    2015-08-01

    This study introduces a new method to reconstruct 3D model of railway tracks from a railway corridor scene captured by mobile LiDAR data. The proposed approach starts to approximate the orientation of railway track trajectory from LiDAR point clouds and extract a strip, which direction is orthogonal to the trajectory of railway track. Within the strip, a track region and its track points are detected based on the Bayesian decision process. Once the main track region is localized, rail head points are segmented based on the region growing approach from the detected track points and then initial track models are reconstructed using a third-degree polynomial function. Based on the initial modelling result, a potential track region with varying lengths is dynamically predicted and the model parameters are updated in the Kalman Filter framework. The key aspect is that the proposed approach is able to enhance the efficiency of the railway tracking process by reducing the complexity for detecting track points and reconstructing track models based on the use of the track model previously reconstructed. An evaluation of the proposed method is performed over an urban railway corridor area containing multiple railway track pairs.

  17. Regional scale ozone data assimilation using an ensemble Kalman filter and the CHIMERE chemical transport model

    NASA Astrophysics Data System (ADS)

    Gaubert, B.; Coman, A.; Foret, G.; Meleux, F.; Ung, A.; Rouil, L.; Ionescu, A.; Candau, Y.; Beekmann, M.

    2014-02-01

    An ensemble Kalman filter (EnKF) has been coupled to the CHIMERE chemical transport model in order to assimilate ozone ground-based measurements on a regional scale. The number of ensembles is reduced to 20, which allows for future operational use of the system for air quality analysis and forecast. Observation sites of the European ozone monitoring network have been classified using criteria on ozone temporal variability, based on previous work by Flemming et al. (2005). This leads to the choice of specific subsets of suburban, rural and remote sites for data assimilation and for evaluation of the reference run and the assimilation system. For a 10-day experiment during an ozone pollution event over Western Europe, data assimilation allows for a significant improvement in ozone fields: the RMSE is reduced by about a third with respect to the reference run, and the hourly correlation coefficient is increased from 0.75 to 0.87. Several sensitivity tests focus on an a posteriori diagnostic estimation of errors associated with the background estimate and with the spatial representativeness of observations. A strong diurnal cycle of both these errors with an amplitude up to a factor of 2 is made evident. Therefore, the hourly ozone background error and the observation error variances are corrected online in separate assimilation experiments. These adjusted background and observational error variances provide a better uncertainty estimate, as verified by using statistics based on the reduced centered random variable. Over the studied 10-day period the overall EnKF performance over evaluation stations is found relatively unaffected by different formulations of observation and simulation errors, probably due to the large density of observation sites. From these sensitivity tests, an optimal configuration was chosen for an assimilation experiment extended over a three-month summer period. It shows a similarly good performance as the 10-day experiment.

  18. F-8C adaptive control law refinement and software development

    NASA Technical Reports Server (NTRS)

    Hartmann, G. L.; Stein, G.

    1981-01-01

    An explicit adaptive control algorithm based on maximum likelihood estimation of parameters was designed. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm was implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer, surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software.

  19. Realizations and performances of least-squares estimation and Kalman filtering by systolic arrays

    SciTech Connect

    Chen, M.J.

    1987-01-01

    Fast least-squares (LS) estimation and Kalman-filtering algorithms utilizing systolic-array implementation are studied. Based on a generalized systolic QR algorithm, a modified LS method is proposed and shown to have superior computational and inter-cell connection complexities, and is more practical for systolic-array implementation. After whitening processing, the Kalman filter can be formulated as a SRIF data-processing problem followed by a simple LS operation. This approach simplifies the computational structure, and is more reliable when the system has singular or near singular coefficient matrix. To improve the throughput rate of the systolic Kalman filter, a topology for stripe QR processing is also proposed. By skewing the order of input matrices, a fully pipelined systolic Kalman-filtering operation can be achieved. With the number of processing units of the O(n/sup 2/), the system throughput rate becomes of the O(n). The numerical properties of the systolic LS estimation and the Kalman filtering algorithms under finite word-length effect are studied via analysis and computer simulations, and are compared with that of conventional approaches. Fault tolerance of the LS estimation algorithm is also discussed. It is shown that by using a simple bypass register, reasonable estimation performance is still possible for a transient defective processing unit.

  20. Adaptive self-calibrating iterative GRAPPA reconstruction.

    PubMed

    Park, Suhyung; Park, Jaeseok

    2012-06-01

    Parallel magnetic resonance imaging in k-space such as generalized auto-calibrating partially parallel acquisition exploits spatial correlation among neighboring signals over multiple coils in calibration to estimate missing signals in reconstruction. It is often challenging to achieve accurate calibration information due to data corruption with noises and spatially varying correlation. The purpose of this work is to address these problems simultaneously by developing a new, adaptive iterative generalized auto-calibrating partially parallel acquisition with dynamic self-calibration. With increasing iterations, under a framework of the Kalman filter spatial correlation is estimated dynamically updating calibration signals in a measurement model and using fixed-point state transition in a process model while missing signals outside the step-varying calibration region are reconstructed, leading to adaptive self-calibration and reconstruction. Noise statistic is incorporated in the Kalman filter models, yielding coil-weighted de-noising in reconstruction. Numerical and in vivo studies are performed, demonstrating that the proposed method yields highly accurate calibration and thus reduces artifacts and noises even at high acceleration. PMID:21994010

  1. Filter accuracy for the Lorenz 96 model: Fixed versus adaptive observation operators

    DOE PAGESBeta

    Stuart, Andrew M.; Shukla, Abhishek; Sanz-Alonso, Daniel; Law, K. J. H.

    2016-02-23

    In the context of filtering chaotic dynamical systems it is well-known that partial observations, if sufficiently informative, can be used to control the inherent uncertainty due to chaos. The purpose of this paper is to investigate, both theoretically and numerically, conditions on the observations of chaotic systems under which they can be accurately filtered. In particular, we highlight the advantage of adaptive observation operators over fixed ones. The Lorenz ’96 model is used to exemplify our findings. Here, we consider discrete-time and continuous-time observations in our theoretical developments. We prove that, for fixed observation operator, the 3DVAR filter can recovermore » the system state within a neighbourhood determined by the size of the observational noise. It is required that a sufficiently large proportion of the state vector is observed, and an explicit form for such sufficient fixed observation operator is given. Numerical experiments, where the data is incorporated by use of the 3DVAR and extended Kalman filters, suggest that less informative fixed operators than given by our theory can still lead to accurate signal reconstruction. Adaptive observation operators are then studied numerically; we show that, for carefully chosen adaptive observation operators, the proportion of the state vector that needs to be observed is drastically smaller than with a fixed observation operator. Indeed, we show that the number of state coordinates that need to be observed may even be significantly smaller than the total number of positive Lyapunov exponents of the underlying system.« less

  2. Adaptive Covariance Inflation in a Multi-Resolution Assimilation Scheme

    NASA Astrophysics Data System (ADS)

    Hickmann, K. S.; Godinez, H. C.

    2015-12-01

    When forecasts are performed using modern data assimilation methods observation and model error can be scaledependent. During data assimilation the blending of error across scales can result in model divergence since largeerrors at one scale can be propagated across scales during the analysis step. Wavelet based multi-resolution analysiscan be used to separate scales in model and observations during the application of an ensemble Kalman filter. However,this separation is done at the cost of implementing an ensemble Kalman filter at each scale. This presents problemswhen tuning the covariance inflation parameter at each scale. We present a method to adaptively tune a scale dependentcovariance inflation vector based on balancing the covariance of the innovation and the covariance of observations ofthe ensemble. Our methods are demonstrated on a one dimensional Kuramoto-Sivashinsky (K-S) model known todemonstrate non-linear interactions between scales.

  3. Ensemble Kalman filter implementations based on shrinkage covariance matrix estimation

    NASA Astrophysics Data System (ADS)

    Nino-Ruiz, Elias D.; Sandu, Adrian

    2015-11-01

    This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the Rao-Blackwell Ledoit and Wolf estimator, which has been specifically developed to approximate high-dimensional covariance matrices using a small number of samples. Two implementations are considered: in the EnKF full-space (EnKF-FS) approach, the assimilation process is performed in the model space, while the EnKF reduce-space (EnKF-RS) formulation performs the analysis in the subspace spanned by the ensemble members. In the context of EnKF-RS, additional samples are taken from the normal distribution described by the background ensemble mean and the estimated background covariance matrix, in order to increase the size of the ensemble and reduce the sampling error of the filter. This increase in the size of the ensemble is obtained without running the forward model. After the assimilation step, the additional samples are discarded and only the model-based ensemble members are propagated further. Methodologies to reduce the impact of spurious correlations and under-estimation of sample variances in the context of the EnKF-FS and EnKF-RS implementations are discussed. An adjoint-free four-dimensional extension of EnKF-RS is also discussed. Numerical experiments carried out with the Lorenz-96 model and a quasi-geostrophic model show that the use of shrinkage covariance matrix estimation can mitigate the impact of spurious correlations during the assimilation process.

  4. Quantifying performance limitations of Kalman filters in state vector estimation problems

    NASA Astrophysics Data System (ADS)

    Bageshwar, Vibhor Lal

    In certain applications, the performance objectives of a Kalman filter (KF) are to compute unbiased, minimum variance estimates of a state mean vector governed by a stochastic system. The KF can be considered as a model based algorithm used to recursively estimate the state mean vector and state covariance matrix. The general objective of this thesis is to investigate the performance limitations of the KF in three state vector estimation applications. Stochastic observability is a property of a system and refers to the existence of a filter for which the errors of the estimated state mean vector have bounded variance. In the first application, we derive a test to assess the stochastic observability of a KF implemented for discrete linear time-varying systems consisting of known, deterministic parameters. This class of system includes discrete nonlinear systems linearized about the true state vector trajectory. We demonstrate the utility of the stochastic observability test using an aided INS problem. Attitude determination systems consist of a sensor set, a stochastic system, and a filter to estimate attitude. In the second application, we design an inertially aided (IA) vector matching algorithm (VMA) architecture for estimating a spacecraft's attitude. The sensor set includes rate gyros and a three-axis magnetometer (TAM). The VMA is a filtering algorithm that solves Wahba's problem. The VMA is then extended by incorporating dynamic and sensor models to formulate the IA VMA architecture. We evaluate the performance of the IA VMA architectures by using an extended KF to blend post-processed spaceflight data. Model predictive control (MPC) algorithms achieve offset-free control by augmenting the nominal system model with a disturbance model. In the third application, we consider an offset-free MPC framework that includes an output integrator disturbance model and a KF to estimate the state and disturbance vectors. Using root locus techniques, we identify sufficient

  5. Sigma-point Kalman filtering for battery management systems of LiPB-based HEV battery packs. Part 1: Introduction and state estimation

    NASA Astrophysics Data System (ADS)

    Plett, Gregory L.

    We have previously described algorithms for a battery management system (BMS) that uses Kalman filtering (KF) techniques to estimate such quantities as: cell self-discharge rate, state-of-charge (SOC), nominal capacity, resistance, and others. Since the dynamics of electrochemical cells are not linear, we used a non-linear extension to the original KF called the extended Kalman filter (EKF). We were able to achieve very good estimates of SOC and other states and parameters using EKF. However, some applications e.g., that of the battery-management-system (BMS) of a hybrid-electric-vehicle (HEV) can require even more accurate estimates than these. To see how to improve on EKF, we must examine the mathematical foundation of that algorithm in more detail than we presented in the prior work to discover the assumptions that are made in its derivation. Since these suppositions are not met exactly in BMS application, we explore an alternative non-linear Kalman filtering techniques known as "sigma-point Kalman filtering" (SPKF), which has some theoretical advantages that manifest themselves in more accurate predictions. The computational complexity of SPKF is of the same order as EKF, so the gains are made at little or no additional cost. The SPKF method as applied to BMS algorithms is presented here in a series of two papers. This first paper is devoted primarily to deriving the EKF and SPKF algorithms using the framework of sequential probabilistic inference. This is done to show that the two algorithms, which at first may look quite different, are actually very similar in most respects; also, we discover why we might expect the SPKF to outperform EKF in non-linear estimation applications. Results are presented for a battery pack based on a third-generation prototype LiPB cell, and compared with prior results using EKF. As expected, SPKF outperforms EKF, both in its estimate of SOC and in its estimate of the error bounds thereof. The second paper presents some more

  6. Extended Target Recognition in Cognitive Radar Networks

    PubMed Central

    Wei, Yimin; Meng, Huadong; Liu, Yimin; Wang, Xiqin

    2010-01-01

    We address the problem of adaptive waveform design for extended target recognition in cognitive radar networks. A closed-loop active target recognition radar system is extended to the case of a centralized cognitive radar network, in which a generalized likelihood ratio (GLR) based sequential hypothesis testing (SHT) framework is employed. Using Doppler velocities measured by multiple radars, the target aspect angle for each radar is calculated. The joint probability of each target hypothesis is then updated using observations from different radar line of sights (LOS). Based on these probabilities, a minimum correlation algorithm is proposed to adaptively design the transmit waveform for each radar in an amplitude fluctuation situation. Simulation results demonstrate performance improvements due to the cognitive radar network and adaptive waveform design. Our minimum correlation algorithm outperforms the eigen-waveform solution and other non-cognitive waveform design approaches. PMID:22163464

  7. On the equivalence of Kalman filtering and least-squares estimation

    NASA Astrophysics Data System (ADS)

    Mysen, E.

    2016-07-01

    The Kalman filter is derived directly from the least-squares estimator, and generalized to accommodate stochastic processes with time variable memory. To complete the link between least-squares estimation and Kalman filtering of first-order Markov processes, a recursive algorithm is presented for the computation of the off-diagonal elements of the a posteriori least-squares error covariance. As a result of the algebraic equivalence of the two estimators, both approaches can fully benefit from the advantages implied by their individual perspectives. In particular, it is shown how Kalman filter solutions can be integrated into the normal equation formalism that is used for intra- and inter-technique combination of space geodetic data.

  8. A numerical comparison of discrete Kalman filtering algorithms - An orbit determination case study

    NASA Technical Reports Server (NTRS)

    Thornton, C. L.; Bierman, G. J.

    1976-01-01

    An improved Kalman filter algorithm based on a modified Givens matrix triangularization technique is proposed for solving a nonstationary discrete-time linear filtering problem. The proposed U-D covariance factorization filter uses orthogonal transformation technique; measurement and time updating of the U-D factors involve separate application of Gentleman's fast square-root-free Givens rotations. Numerical stability and accuracy of the algorithm are compared with those of the conventional and stabilized Kalman filters and the Potter-Schmidt square-root filter, by applying these techniques to a realistic planetary navigation problem (orbit determination for the Saturn approach phase of the Mariner Jupiter-Saturn Mission, 1977). The new algorithm is shown to combine the numerical precision of square root filtering with the efficiency of the original Kalman algorithm.

  9. Identification of observer/Kalman filter Markov parameters: Theory and experiments

    NASA Technical Reports Server (NTRS)

    Juang, Jer-Nan; Phan, Minh; Horta, Lucas G.; Longman, Richard W.

    1991-01-01

    An algorithm to compute Markov parameters of an observer or Kalman filter from experimental input and output data is discussed. The Markov parameters can then be used for identification of a state space representation, with associated Kalman gain or observer gain, for the purpose of controller design. The algorithm is a non-recursive matrix version of two recursive algorithms developed in previous works for different purposes. The relationship between these other algorithms is developed. The new matrix formulation here gives insight into the existence and uniqueness of solutions of certain equations and gives bounds on the proper choice of observer order. It is shown that if one uses data containing noise, and seeks the fastest possible deterministic observer, the deadbeat observer, one instead obtains the Kalman filter, which is the fastest possible observer in the stochastic environment. Results are demonstrated in numerical studies and in experiments on an ten-bay truss structure.

  10. Global systems for mobile position tracking using Kalman and Lainiotis filters.

    PubMed

    Assimakis, Nicholas; Adam, Maria

    2014-01-01

    We present two time invariant models for Global Systems for Mobile (GSM) position tracking, which describe the movement in x-axis and y-axis simultaneously or separately. We present the time invariant filters as well as the steady state filters: the classical Kalman filter and Lainiotis Filter and the Join Kalman Lainiotis Filter, which consists of the parallel usage of the two classical filters. Various implementations are proposed and compared with respect to their behavior and to their computational burden: all time invariant and steady state filters have the same behavior using both proposed models but have different computational burden. Finally, we propose a Finite Impulse Response (FIR) implementation of the Steady State Kalman, and Lainiotis filters, which does not require previous estimations but requires a well-defined set of previous measurements. PMID:24883349

  11. Experimental Demonstration of Frequency Autolocking an Optical Cavity Using a Time-Varying Kalman Filter

    NASA Astrophysics Data System (ADS)

    Schütte, Dirk; Hassen, S. Z. Sayed; Karvinen, Kai S.; Boyson, Toby K.; Kallapur, Abhijit G.; Song, Hongbin; Petersen, Ian R.; Huntington, Elanor H.; Heurs, Michèle

    2016-01-01

    We propose and demonstrate a new autolocking scheme using a three-mirror ring cavity consisting of a linear quadratic regulator and a time-varying Kalman filter. Our technique does not require a frequency scan to acquire resonance. We utilize the singular perturbation method to simplify our system dynamics and to permit the application of linear control techniques. The error signal combined with the transmitted power is used to estimate the cavity detuning. This estimate is used by a linear time-varying Kalman filter which enables the implementation of an optimal controller. The experimental results validate the controller design, and we demonstrate improved robustness to disturbances and a faster locking time than a traditional proportional-integral controller. More important, the time-varying Kalman filtering approach automatically reacquires lock for large detunings, where the error signal leaves its linear capture range, a feat which linear time-invariant controllers cannot achieve.

  12. A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study

    NASA Technical Reports Server (NTRS)

    Thornton, C. L.; Bierman, G. J.

    1976-01-01

    The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.

  13. Off-line removal of TMS-induced artifacts on human electroencephalography by Kalman filter.

    PubMed

    Morbidi, Fabio; Garulli, Andrea; Prattichizzo, Domenico; Rizzo, Cristiano; Manganotti, Paolo; Rossi, Simone

    2007-05-15

    In this paper we present an off-line Kalman filter approach to remove transcranial magnetic stimulation (TMS)-induced artifacts from electroencephalographic (EEG) recordings. Two dynamic models describing EEG and TMS signals generation are identified from data and the Kalman filter is applied to the linear system arising from their combination. The keystone of the approach is the use of time-varying covariance matrices suitably tuned on the physical parameters of the problem that allow to model the nonstationary components of the EEG-TMS signal. This guarantees an efficient deletion of TMS-induced artifacts while preserving the integrity of EEG signals around TMS impulses. Experimental results show that the Kalman filter is more effective than stationary filters (Wiener filter) for the problem under investigation. PMID:17399798

  14. Feasibility Studies of Applying Kalman Filter Techniques to Power System Dynamic State Estimation

    SciTech Connect

    Huang, Zhenyu; Schneider, Kevin P.; Nieplocha, Jarek

    2007-08-01

    Abstract—Lack of dynamic information in power system operations mainly attributes to the static modeling of traditional state estimation, as state estimation is the basis driving many other operations functions. This paper investigates the feasibility of applying Kalman filter techniques to enable the inclusion of dynamic modeling in the state estimation process and the estimation of power system dynamic states. The proposed Kalman-filter-based dynamic state estimation is tested on a multi-machine system with both large and small disturbances. Sensitivity studies of the dynamic state estimation performance with respect to measurement characteristics – sampling rate and noise level – are presented as well. The study results show that there is a promising path forward to implementation the Kalman-filter-based dynamic state estimation with the emerging phasor measurement technologies.

  15. Development and flight tests of a Kalman filter for navigation during terminal area and landing operations

    NASA Technical Reports Server (NTRS)

    Schmidt, S. F.; Flanagan, P. F.; Sorenson, J. A.

    1978-01-01

    A Kalman filter for aircraft terminal area and landing navigation was implemented and flight tested in the NASA Ames STOLAND avionics computer onboard a Twin Otter aircraft. This system combines navaid measurements from TACAN, MODILS, air data, radar altimeter sensors along with measurements from strap-down accelerometer and attitude angle sensors. The flight test results demonstrate that the Kalman filter provides improved estimates of the aircraft position and velocity as compared with estimates from the more standard complementary filter. The onboard computer implementation requirements to achieve this improved performance are discussed.

  16. A sampled data delay-lock loop implemented as a Kalman predictor

    NASA Astrophysics Data System (ADS)

    Eilts, H. S.

    1980-11-01

    Performance data is presented for a sampled data delay-lock-loop incorporating a Kalman predictor. The jitter response due to noise and the deterministic response to aircraft maneuvers are investigated as a function of the Kalman model parameters. The predictor's transient response to step, ramp, and parabolic inputs and the number of iterations required for convergence for typical initialization errors are determined. It is shown how values for the model parameters may be chosen to obtain satisfactory noise, maneuver, and lock-up performance.

  17. A Kalman filter for combining high frequency Earth rotation parameters from VLBI and GNSS

    NASA Astrophysics Data System (ADS)

    Nilsson, T.; Karbon, M.; Schuh, H.

    2013-08-01

    We present a Kalman filter for combination of sub-diurnal Earth Rotation Parameters (ERP) estimated from different techniques. We test this filter by combining ERP estimated from VLBI and GPS for the CONT08 campaign. We find that the Kalman filter works and give reasonable results. The combined solution is dominated by the GPS data since the ERP from this technique have much lower formal errors. However VLBI is important for providing the absolute value of dUT1 since GPS is only sensitive to the time derivative of dUT1, i.e. the length of day.

  18. A Self-Tuning Kalman Filter for Autonomous Navigation using the Global Positioning System (GPS)

    NASA Technical Reports Server (NTRS)

    Truong, S. H.

    1999-01-01

    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 GPS data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.

  19. Discrete integration of continuous Kalman filtering equations for time invariant second-order structural systems

    NASA Technical Reports Server (NTRS)

    Park, K. C.; Belvin, W. Keith

    1990-01-01

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

  20. A Self-Tuning Kalman Filter for Autonomous Navigation Using the Global Positioning System (GPS)

    NASA Technical Reports Server (NTRS)

    Truong, Son H.

    1999-01-01

    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 GPS (Global Positioning Systems) data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.