Strong Tracking Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking

PubMed Central

Liu, Hua; Wu, Wen

2017-01-01

Conventional spherical simplex-radial cubature Kalman filter (SSRCKF) for maneuvering target tracking may decline in accuracy and even diverge when a target makes abrupt state changes. To overcome this problem, a novel algorithm named strong tracking spherical simplex-radial cubature Kalman filter (STSSRCKF) is proposed in this paper. The proposed algorithm uses the spherical simplex-radial (SSR) rule to obtain a higher accuracy than cubature Kalman filter (CKF) algorithm. Meanwhile, by introducing strong tracking filter (STF) into SSRCKF and modifying the predicted states’ error covariance with a time-varying fading factor, the gain matrix is adjusted on line so that the robustness of the filter and the capability of dealing with uncertainty factors is improved. In this way, the proposed algorithm has the advantages of both STF’s strong robustness and SSRCKF’s high accuracy. Finally, a maneuvering target tracking problem with abrupt state changes is used to test the performance of the proposed filter. Simulation results show that the STSSRCKF algorithm can get better estimation accuracy and greater robustness for maneuvering target tracking. PMID:28362347

Kalman Filters for Time Delay of Arrival-Based Source Localization

NASA Astrophysics Data System (ADS)

Klee, Ulrich; Gehrig, Tobias; McDonough, John

2006-12-01

In this work, we propose an algorithm for acoustic source localization based on time delay of arrival (TDOA) estimation. In earlier work by other authors, an initial closed-form approximation was first used to estimate the true position of the speaker followed by a Kalman filtering stage to smooth the time series of estimates. In the proposed algorithm, this closed-form approximation is eliminated by employing a Kalman filter to directly update the speaker's position estimate based on the observed TDOAs. In particular, the TDOAs comprise the observation associated with an extended Kalman filter whose state corresponds to the speaker's position. We tested our algorithm on a data set consisting of seminars held by actual speakers. Our experiments revealed that the proposed algorithm provides source localization accuracy superior to the standard spherical and linear intersection techniques. Moreover, the proposed algorithm, although relying on an iterative optimization scheme, proved efficient enough for real-time operation.

Accuracy of the Estimated Core Temperature (ECTemp) Algorithm in Estimating Circadian Rhythm Indicators

DTIC Science & Technology

2017-04-12

measurement of CT outside of stringent laboratory environments. This study evaluated ECTempTM, a heart rate-based extended Kalman Filter CT...based CT-estimation algorithms [7, 13, 14]. One notable example is ECTempTM, which utilizes an extended Kalman Filter to estimate CT from...3. The extended Kalman filter mapping function variance coefficient (Ct) was computed using the following equation: = −9.1428 ×

A Stabilized Sparse-Matrix U-D Square-Root Implementation of a Large-State Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Boggs, D.; Ghil, M.; Keppenne, C.

1995-01-01

The full nonlinear Kalman filter sequential algorithm is, in theory, well-suited to the four-dimensional data assimilation problem in large-scale atmospheric and oceanic problems. However, it was later discovered that this algorithm can be very sensitive to computer roundoff, and that results may cease to be meaningful as time advances. Implementations of a modified Kalman filter are given.

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.

Optical Flow Analysis and Kalman Filter Tracking in Video Surveillance Algorithms

DTIC Science & Technology

2007-06-01

Grover Brown and Patrick Y.C. Hwang , Introduction to Random Signals and Applied Kalman Filtering, Third edition, John Wiley & Sons, New York, 1997...noise. Brown and Hwang [6] achieve this improvement by linearly blending the prior estimate, 1kx ∧ − , with the noisy measurement, kz , in the equation...AND KALMAN FILTER TRACKING IN VIDEO SURVEILLANCE ALGORITHMS by David A. Semko June 2007 Thesis Advisor: Monique P. Fargues Second

Automated Handling of Garments for Pressing

DTIC Science & Technology

1991-09-30

Parallel Algorithms for 2D Kalman Filtering ................................. 47 DJ. Potter and M.P. Cline Hash Table and Sorted Array: A Case Study of... Kalman Filtering on the Connection Machine ............................ 55 MA. Palis and D.K. Krecker Parallel Sorting of Large Arrays on the MasPar...ALGORITHM’VS FOR SEAM SENSING. .. .. .. ... ... .... ..... 24 6.1 KarelTW Algorithms .. .. ... ... ... ... .... ... ...... 24 6.1.1 Image Filtering

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.

Contingency designs for attitude determination of TRMM

NASA Technical Reports Server (NTRS)

Crassidis, John L.; Andrews, Stephen F.; Markley, F. Landis; Ha, Kong

1995-01-01

In this paper, several attitude estimation designs are developed for the Tropical Rainfall Measurement Mission (TRMM) spacecraft. A contingency attitude determination mode is required in the event of a primary sensor failure. The final design utilizes a full sixth-order Kalman filter. However, due to initial software concerns, the need to investigate simpler designs was required. The algorithms presented in this paper can be utilized in place of a full Kalman filter, and require less computational burden. These algorithms are based on filtered deterministic approaches and simplified Kalman filter approaches. Comparative performances of all designs are shown by simulating the TRMM spacecraft in mission mode. Comparisons of the simulation results indicate that comparable accuracy with respect to a full Kalman filter design is possible.

Detecting an atomic clock frequency anomaly using an adaptive Kalman filter algorithm

NASA Astrophysics Data System (ADS)

Song, Huijie; Dong, Shaowu; Wu, Wenjun; Jiang, Meng; Wang, Weixiong

2018-06-01

The abnormal frequencies of an atomic clock mainly include frequency jump and frequency drift jump. Atomic clock frequency anomaly detection is a key technique in time-keeping. The Kalman filter algorithm, as a linear optimal algorithm, has been widely used in real-time detection for abnormal frequency. In order to obtain an optimal state estimation, the observation model and dynamic model of the Kalman filter algorithm should satisfy Gaussian white noise conditions. The detection performance is degraded if anomalies affect the observation model or dynamic model. The idea of the adaptive Kalman filter algorithm, applied to clock frequency anomaly detection, uses the residuals given by the prediction for building ‘an adaptive factor’ the prediction state covariance matrix is real-time corrected by the adaptive factor. The results show that the model error is reduced and the detection performance is improved. The effectiveness of the algorithm is verified by the frequency jump simulation, the frequency drift jump simulation and the measured data of the atomic clock by using the chi-square test.

A cascaded two-step Kalman filter for estimation of human body segment orientation using MEMS-IMU.

PubMed

Zihajehzadeh, S; Loh, D; Lee, M; Hoskinson, R; Park, E J

2014-01-01

Orientation of human body segments is an important quantity in many biomechanical analyses. To get robust and drift-free 3-D orientation, raw data from miniature body worn MEMS-based inertial measurement units (IMU) should be blended in a Kalman filter. Aiming at less computational cost, this work presents a novel cascaded two-step Kalman filter orientation estimation algorithm. Tilt angles are estimated in the first step of the proposed cascaded Kalman filter. The estimated tilt angles are passed to the second step of the filter for yaw angle calculation. The orientation results are benchmarked against the ones from a highly accurate tactical grade IMU. Experimental results reveal that the proposed algorithm provides robust orientation estimation in both kinematically and magnetically disturbed conditions.

An Improved Strong Tracking Cubature Kalman Filter for GPS/INS Integrated Navigation Systems.

PubMed

Feng, Kaiqiang; Li, Jie; Zhang, Xi; Zhang, Xiaoming; Shen, Chong; Cao, Huiliang; Yang, Yanyu; Liu, Jun

2018-06-12

The cubature Kalman filter (CKF) is widely used in the application of GPS/INS integrated navigation systems. However, its performance may decline in accuracy and even diverge in the presence of process uncertainties. To solve the problem, a new algorithm named improved strong tracking seventh-degree spherical simplex-radial cubature Kalman filter (IST-7thSSRCKF) is proposed in this paper. In the proposed algorithm, the effect of process uncertainty is mitigated by using the improved strong tracking Kalman filter technique, in which the hypothesis testing method is adopted to identify the process uncertainty and the prior state estimate covariance in the CKF is further modified online according to the change in vehicle dynamics. In addition, a new seventh-degree spherical simplex-radial rule is employed to further improve the estimation accuracy of the strong tracking cubature Kalman filter. In this way, the proposed comprehensive algorithm integrates the advantage of 7thSSRCKF’s high accuracy and strong tracking filter’s strong robustness against process uncertainties. The GPS/INS integrated navigation problem with significant dynamic model errors is utilized to validate the performance of proposed IST-7thSSRCKF. Results demonstrate that the improved strong tracking cubature Kalman filter can achieve higher accuracy than the existing CKF and ST-CKF, and is more robust for the GPS/INS integrated navigation system.

Satellite Angular Rate Estimation From Vector Measurements

NASA Technical Reports Server (NTRS)

Azor, Ruth; Bar-Itzhack, Itzhack Y.; Harman, Richard R.

1996-01-01

This paper presents an algorithm for estimating the angular rate vector of a satellite which is based on the time derivatives of vector measurements expressed in a reference and body coordinate. The computed derivatives are fed into a spacial Kalman filter which yields an estimate of the spacecraft angular velocity. The filter, named Extended Interlaced Kalman Filter (EIKF), is an extension of the Kalman filter which, although being linear, estimates the state of a nonlinear dynamic system. It consists of two or three parallel Kalman filters whose individual estimates are fed to one another and are considered as known inputs by the other parallel filter(s). The nonlinear dynamics stem from the nonlinear differential equation that describes the rotation of a three dimensional body. Initial results, using simulated data, and real Rossi X ray Timing Explorer (RXTE) data indicate that the algorithm is efficient and robust.

Low-dimensional recurrent neural network-based Kalman filter for speech enhancement.

PubMed

Xia, Youshen; Wang, Jun

2015-07-01

This paper proposes a new recurrent neural network-based Kalman filter for speech enhancement, based on a noise-constrained least squares estimate. The parameters of speech signal modeled as autoregressive process are first estimated by using the proposed recurrent neural network and the speech signal is then recovered from Kalman filtering. The proposed recurrent neural network is globally asymptomatically stable to the noise-constrained estimate. Because the noise-constrained estimate has a robust performance against non-Gaussian noise, the proposed recurrent neural network-based speech enhancement algorithm can minimize the estimation error of Kalman filter parameters in non-Gaussian noise. Furthermore, having a low-dimensional model feature, the proposed neural network-based speech enhancement algorithm has a much faster speed than two existing recurrent neural networks-based speech enhancement algorithms. Simulation results show that the proposed recurrent neural network-based speech enhancement algorithm can produce a good performance with fast computation and noise reduction. Copyright © 2015 Elsevier Ltd. All rights reserved.

A New Quaternion-Based Kalman Filter for Real-Time Attitude Estimation Using the Two-Step Geometrically-Intuitive Correction Algorithm.

PubMed

Feng, Kaiqiang; Li, Jie; Zhang, Xiaoming; Shen, Chong; Bi, Yu; Zheng, Tao; Liu, Jun

2017-09-19

In order to reduce the computational complexity, and improve the pitch/roll estimation accuracy of the low-cost attitude heading reference system (AHRS) under conditions of magnetic-distortion, a novel linear Kalman filter, suitable for nonlinear attitude estimation, is proposed in this paper. The new algorithm is the combination of two-step geometrically-intuitive correction (TGIC) and the Kalman filter. In the proposed algorithm, the sequential two-step geometrically-intuitive correction scheme is used to make the current estimation of pitch/roll immune to magnetic distortion. Meanwhile, the TGIC produces a computed quaternion input for the Kalman filter, which avoids the linearization error of measurement equations and reduces the computational complexity. Several experiments have been carried out to validate the performance of the filter design. The results demonstrate that the mean time consumption and the root mean square error (RMSE) of pitch/roll estimation under magnetic disturbances are reduced by 45.9% and 33.8%, respectively, when compared with a standard filter. In addition, the proposed filter is applicable for attitude estimation under various dynamic conditions.

A New Quaternion-Based Kalman Filter for Real-Time Attitude Estimation Using the Two-Step Geometrically-Intuitive Correction Algorithm

PubMed Central

Feng, Kaiqiang; Li, Jie; Zhang, Xiaoming; Shen, Chong; Bi, Yu; Zheng, Tao; Liu, Jun

2017-01-01

In order to reduce the computational complexity, and improve the pitch/roll estimation accuracy of the low-cost attitude heading reference system (AHRS) under conditions of magnetic-distortion, a novel linear Kalman filter, suitable for nonlinear attitude estimation, is proposed in this paper. The new algorithm is the combination of two-step geometrically-intuitive correction (TGIC) and the Kalman filter. In the proposed algorithm, the sequential two-step geometrically-intuitive correction scheme is used to make the current estimation of pitch/roll immune to magnetic distortion. Meanwhile, the TGIC produces a computed quaternion input for the Kalman filter, which avoids the linearization error of measurement equations and reduces the computational complexity. Several experiments have been carried out to validate the performance of the filter design. The results demonstrate that the mean time consumption and the root mean square error (RMSE) of pitch/roll estimation under magnetic disturbances are reduced by 45.9% and 33.8%, respectively, when compared with a standard filter. In addition, the proposed filter is applicable for attitude estimation under various dynamic conditions. PMID:28925979

Investigation of optical current transformer signal processing method based on an improved Kalman algorithm

NASA Astrophysics Data System (ADS)

Shen, Yan; Ge, Jin-ming; Zhang, Guo-qing; Yu, Wen-bin; Liu, Rui-tong; Fan, Wei; Yang, Ying-xuan

2018-01-01

This paper explores the problem of signal processing in optical current transformers (OCTs). Based on the noise characteristics of OCTs, such as overlapping signals, noise frequency bands, low signal-to-noise ratios, and difficulties in acquiring statistical features of noise power, an improved standard Kalman filtering algorithm was proposed for direct current (DC) signal processing. The state-space model of the OCT DC measurement system is first established, and then mixed noise can be processed by adding mixed noise into measurement and state parameters. According to the minimum mean squared error criterion, state predictions and update equations of the improved Kalman algorithm could be deduced based on the established model. An improved central difference Kalman filter was proposed for alternating current (AC) signal processing, which improved the sampling strategy and noise processing of colored noise. Real-time estimation and correction of noise were achieved by designing AC and DC noise recursive filters. Experimental results show that the improved signal processing algorithms had a good filtering effect on the AC and DC signals with mixed noise of OCT. Furthermore, the proposed algorithm was able to achieve real-time correction of noise during the OCT filtering process.

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.

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.

Alignment and Calibration of Optical and Inertial Sensors Using Stellar Observations

DTIC Science & Technology

2007-01-01

Force, Department of Defense, or the U.S Government. References [1] R. G. Brown and P. Y. Hwang . Introduction to Ran- dom Signals and Applied Kalman ...and stellar observations using an extended Kalman filter algorithm. The approach is verified using simulation and experimental data, and con- clusions...an extended Kalman filter (EKF) algorithm (see [10], [11]) to recur- sively estimate camera alignment and calibration param- eters by measuring the

Modification and fixed-point analysis of a Kalman filter for orientation estimation based on 9D inertial measurement unit data.

PubMed

Brückner, Hans-Peter; Spindeldreier, Christian; Blume, Holger

2013-01-01

A common approach for high accuracy sensor fusion based on 9D inertial measurement unit data is Kalman filtering. State of the art floating-point filter algorithms differ in their computational complexity nevertheless, real-time operation on a low-power microcontroller at high sampling rates is not possible. This work presents algorithmic modifications to reduce the computational demands of a two-step minimum order Kalman filter. Furthermore, the required bit-width of a fixed-point filter version is explored. For evaluation real-world data captured using an Xsens MTx inertial sensor is used. Changes in computational latency and orientation estimation accuracy due to the proposed algorithmic modifications and fixed-point number representation are evaluated in detail on a variety of processing platforms enabling on-board processing on wearable sensor platforms.

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.

Oceanographic applications of the Kalman filter

NASA Technical Reports Server (NTRS)

Barbieri, R. W.; Schopf, P. S.

1982-01-01

The Kalman filter is a data-processing algorithm with a distinguished history in systems theory. Its application to oceanographic problems is in the embryo stage. The behavior of the filter is demonstrated in the context of an internal equatorial Rossby wave propagation problem.

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.

Application of Kalman filter in frequency offset estimation for coherent optical quadrature phase-shift keying communication system

NASA Astrophysics Data System (ADS)

Jiang, Wen; Yang, Yanfu; Zhang, Qun; Sun, Yunxu; Zhong, Kangping; Zhou, Xian; Yao, Yong

2016-09-01

The frequency offset estimation (FOE) schemes based on Kalman filter are proposed and investigated in detail via numerical simulation and experiment. The schemes consist of a modulation phase removing stage and Kalman filter estimation stage. In the second stage, the Kalman filters are employed for tracking either differential angles or differential data between two successive symbols. Several implementations of the proposed FOE scheme are compared by employing different modulation removing methods and two Kalman algorithms. The optimal FOE implementation is suggested for different operating conditions including optical signal-to-noise ratio and the number of the available data symbols.

Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms

NASA Technical Reports Server (NTRS)

Janjic, Tijana; McLaughlin, Dennis B.; Cohn, Stephen E.; Verlaan, Martin

2013-01-01

Maintaining conservative physical laws numerically has long been recognized as being important in the development of numerical weather prediction (NWP) models. In the broader context of data assimilation, concerted efforts to maintain conservation laws numerically and to understand the significance of doing so have begun only recently. In order to enforce physically based conservation laws of total mass and positivity in the ensemble Kalman filter, we incorporate constraints to ensure that the filter ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. We show that the analysis steps of ensemble transform Kalman filter (ETKF) algorithm and ensemble Kalman filter algorithm (EnKF) can conserve the mass integral, but do not preserve positivity. Further, if localization is applied or if negative values are simply set to zero, then the total mass is not conserved either. In order to ensure mass conservation, a projection matrix that corrects for localization effects is constructed. In order to maintain both mass conservation and positivity preservation through the analysis step, we construct a data assimilation algorithms based on quadratic programming and ensemble Kalman filtering. Mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate constraints. Some simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. The results show clear improvements in both analyses and forecasts, particularly in the presence of localized features. Behavior of the algorithm is also tested in presence of model error.

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.

Optimization Algorithm for Kalman Filter Exploiting the Numerical Characteristics of SINS/GPS Integrated Navigation Systems.

PubMed

Hu, Shaoxing; Xu, Shike; Wang, Duhu; Zhang, Aiwu

2015-11-11

Aiming at addressing the problem of high computational cost of the traditional Kalman filter in SINS/GPS, a practical optimization algorithm with offline-derivation and parallel processing methods based on the numerical characteristics of the system is presented in this paper. The algorithm exploits the sparseness and/or symmetry of matrices to simplify the computational procedure. Thus plenty of invalid operations can be avoided by offline derivation using a block matrix technique. For enhanced efficiency, a new parallel computational mechanism is established by subdividing and restructuring calculation processes after analyzing the extracted "useful" data. As a result, the algorithm saves about 90% of the CPU processing time and 66% of the memory usage needed in a classical Kalman filter. Meanwhile, the method as a numerical approach needs no precise-loss transformation/approximation of system modules and the accuracy suffers little in comparison with the filter before computational optimization. Furthermore, since no complicated matrix theories are needed, the algorithm can be easily transplanted into other modified filters as a secondary optimization method to achieve further efficiency.

Penalized Multi-Way Partial Least Squares for Smooth Trajectory Decoding from Electrocorticographic (ECoG) Recording

PubMed Central

Eliseyev, Andrey; Aksenova, Tetiana

2016-01-01

In the current paper the decoding algorithms for motor-related BCI systems for continuous upper limb trajectory prediction are considered. Two methods for the smooth prediction, namely Sobolev and Polynomial Penalized Multi-Way Partial Least Squares (PLS) regressions, are proposed. The methods are compared to the Multi-Way Partial Least Squares and Kalman Filter approaches. The comparison demonstrated that the proposed methods combined the prediction accuracy of the algorithms of the PLS family and trajectory smoothness of the Kalman Filter. In addition, the prediction delay is significantly lower for the proposed algorithms than for the Kalman Filter approach. The proposed methods could be applied in a wide range of applications beyond neuroscience. PMID:27196417

Arbitrary-step randomly delayed robust filter with application to boost phase tracking

NASA Astrophysics Data System (ADS)

Qin, Wutao; Wang, Xiaogang; Bai, Yuliang; Cui, Naigang

2018-04-01

The conventional filters such as extended Kalman filter, unscented Kalman filter and cubature Kalman filter assume that the measurement is available in real-time and the measurement noise is Gaussian white noise. But in practice, both two assumptions are invalid. To solve this problem, a novel algorithm is proposed by taking the following four steps. At first, the measurement model is modified by the Bernoulli random variables to describe the random delay. Then, the expression of predicted measurement and covariance are reformulated, which could get rid of the restriction that the maximum number of delay must be one or two and the assumption that probabilities of Bernoulli random variables taking the value one are equal. Next, the arbitrary-step randomly delayed high-degree cubature Kalman filter is derived based on the 5th-degree spherical-radial rule and the reformulated expressions. Finally, the arbitrary-step randomly delayed high-degree cubature Kalman filter is modified to the arbitrary-step randomly delayed high-degree cubature Huber-based filter based on the Huber technique, which is essentially an M-estimator. Therefore, the proposed filter is not only robust to the randomly delayed measurements, but robust to the glint noise. The application to the boost phase tracking example demonstrate the superiority of the proposed algorithms.

A Novel Attitude Determination Algorithm for Spinning Spacecraft

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, Richard R.

2007-01-01

This paper presents a single frame algorithm for the spin-axis orientation-determination of spinning spacecraft that encounters no ambiguity problems, as well as a simple Kalman filter for continuously estimating the full attitude of a spinning spacecraft. The later algorithm is comprised of two low order decoupled Kalman filters; one estimates the spin axis orientation, and the other estimates the spin rate and the spin (phase) angle. The filters are ambiguity free and do not rely on the spacecraft dynamics. They were successfully tested using data obtained from one of the ST5 satellites.

Kalman filters for assimilating near-surface observations into the Richards equation - Part 1: Retrieving state profiles with linear and nonlinear numerical schemes

NASA Astrophysics Data System (ADS)

Chirico, G. B.; Medina, H.; Romano, N.

2014-07-01

This paper examines the potential of different algorithms, based on the Kalman filtering approach, for assimilating near-surface observations into a one-dimensional Richards equation governing soil water flow in soil. Our specific objectives are: (i) to compare the efficiency of different Kalman filter algorithms in retrieving matric pressure head profiles when they are implemented with different numerical schemes of the Richards equation; (ii) to evaluate the performance of these algorithms when nonlinearities arise from the nonlinearity of the observation equation, i.e. when surface soil water content observations are assimilated to retrieve matric pressure head values. The study is based on a synthetic simulation of an evaporation process from a homogeneous soil column. Our first objective is achieved by implementing a Standard Kalman Filter (SKF) algorithm with both an explicit finite difference scheme (EX) and a Crank-Nicolson (CN) linear finite difference scheme of the Richards equation. The Unscented (UKF) and Ensemble Kalman Filters (EnKF) are applied to handle the nonlinearity of a backward Euler finite difference scheme. To accomplish the second objective, an analogous framework is applied, with the exception of replacing SKF with the Extended Kalman Filter (EKF) in combination with a CN numerical scheme, so as to handle the nonlinearity of the observation equation. While the EX scheme is computationally too inefficient to be implemented in an operational assimilation scheme, the retrieval algorithm implemented with a CN scheme is found to be computationally more feasible and accurate than those implemented with the backward Euler scheme, at least for the examined one-dimensional problem. The UKF appears to be as feasible as the EnKF when one has to handle nonlinear numerical schemes or additional nonlinearities arising from the observation equation, at least for systems of small dimensionality as the one examined in this study.

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.

New quests for better attitudes

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.

1991-01-01

During the past few years considerable insight was gained into the QUEST algorithm both as a maximum likelihood estimator and as a Kalman filter/smoother for systems devoid of dynamical noise. The new algorithms and software are described and analytical comparisons are made with the more conventional attitude Kalman filter. It is also described how they may be accommodated to noisy dynamical systems.

Novel Kalman filter algorithm for statistical monitoring of extensive landscapes with synoptic sensor data

Treesearch

Raymond L. Czaplewski

2015-01-01

Wall-to-wall remotely sensed data are increasingly available to monitor landscape dynamics over large geographic areas. However, statistical monitoring programs that use post-stratification cannot fully utilize those sensor data. The Kalman filter (KF) is an alternative statistical estimator. I develop a new KF algorithm that is numerically robust with large numbers of...

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.

Estimation of three-dimensional radar tracking using modified extended kalman filter

NASA Astrophysics Data System (ADS)

Aditya, Prima; Apriliani, Erna; Khusnul Arif, Didik; Baihaqi, Komar

2018-03-01

Kalman filter is an estimation method by combining data and mathematical models then developed be extended Kalman filter to handle nonlinear systems. Three-dimensional radar tracking is one of example of nonlinear system. In this paper developed a modification method of extended Kalman filter from the direct decline of the three-dimensional radar tracking case. The development of this filter algorithm can solve the three-dimensional radar measurements in the case proposed in this case the target measured by radar with distance r, azimuth angle θ, and the elevation angle ϕ. Artificial covariance and mean adjusted directly on the three-dimensional radar system. Simulations result show that the proposed formulation is effective in the calculation of nonlinear measurement compared with extended Kalman filter with the value error at 0.77% until 1.15%.

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.

Triangular covariance factorizations for. Ph.D. Thesis. - Calif. Univ.

NASA Technical Reports Server (NTRS)

Thornton, C. L.

1976-01-01

An improved computational form of the discrete Kalman filter is derived using an upper triangular factorization of the error covariance matrix. The covariance P is factored such that P = UDUT where U is unit upper triangular and D is diagonal. Recursions are developed for propagating the U-D covariance factors together with the corresponding state estimate. The resulting algorithm, referred to as the U-D filter, combines the superior numerical precision of square root filtering techniques with an efficiency comparable to that of Kalman's original formula. Moreover, this method is easily implemented and involves no more computer storage than the Kalman algorithm. These characteristics make the U-D method an attractive realtime filtering technique. A new covariance error analysis technique is obtained from an extension of the U-D filter equations. This evaluation method is flexible and efficient and may provide significantly improved numerical results. Cost comparisons show that for a large class of problems the U-D evaluation algorithm is noticeably less expensive than conventional error analysis methods.

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.

Tightly Integrating Optical And Inertial Sensors For Navigation Using The UKF

DTIC Science & Technology

2008-03-01

832. September 2004. 3. Brown , Robert Grover and Patrick Y.C. Hwang . Introduction to Random Signals and Applied Kalman Filtering. John Wiley and Sons...effectiveness of fusing imaging and inertial sensors using an Extended Kalman Filter (EKF) algorithm has been shown in previous research efforts. In this...model assumed by the EKF. In order to cope with divergence problem, the Unscented (Sigma-Point) Kalman Filter (UKF) has been proposed in the literature in

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

Improved Kalman filter method for measurement noise reduction in multi sensor RFID systems.

PubMed

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.

Signal Conditioning for the Kalman Filter: Application to Satellite Attitude Estimation with Magnetometer and Sun Sensors

PubMed Central

Esteban, Segundo; Girón-Sierra, Jose M.; Polo, Óscar R.; Angulo, Manuel

2016-01-01

Most satellites use an on-board attitude estimation system, based on available sensors. In the case of low-cost satellites, which are of increasing interest, it is usual to use magnetometers and Sun sensors. A Kalman filter is commonly recommended for the estimation, to simultaneously exploit the information from sensors and from a mathematical model of the satellite motion. It would be also convenient to adhere to a quaternion representation. This article focuses on some problems linked to this context. The state of the system should be represented in observable form. Singularities due to alignment of measured vectors cause estimation problems. Accommodation of the Kalman filter originates convergence difficulties. The article includes a new proposal that solves these problems, not needing changes in the Kalman filter algorithm. In addition, the article includes assessment of different errors, initialization values for the Kalman filter; and considers the influence of the magnetic dipole moment perturbation, showing how to handle it as part of the Kalman filter framework. PMID:27809250

Signal Conditioning for the Kalman Filter: Application to Satellite Attitude Estimation with Magnetometer and Sun Sensors.

PubMed

Esteban, Segundo; Girón-Sierra, Jose M; Polo, Óscar R; Angulo, Manuel

2016-10-31

Most satellites use an on-board attitude estimation system, based on available sensors. In the case of low-cost satellites, which are of increasing interest, it is usual to use magnetometers and Sun sensors. A Kalman filter is commonly recommended for the estimation, to simultaneously exploit the information from sensors and from a mathematical model of the satellite motion. It would be also convenient to adhere to a quaternion representation. This article focuses on some problems linked to this context. The state of the system should be represented in observable form. Singularities due to alignment of measured vectors cause estimation problems. Accommodation of the Kalman filter originates convergence difficulties. The article includes a new proposal that solves these problems, not needing changes in the Kalman filter algorithm. In addition, the article includes assessment of different errors, initialization values for the Kalman filter; and considers the influence of the magnetic dipole moment perturbation, showing how to handle it as part of the Kalman filter framework.

Initial flight results of the TRMM Kalman filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Morgenstern, Wendy M.

1998-01-01

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.

Initial Flight Results of the TRMM Kalman Filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Morgenstern, Wendy M.

1998-01-01

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.

Deconvolution of noisy transient signals: a Kalman filtering application

DOE Office of Scientific and Technical Information (OSTI.GOV)

Candy, J.V.; Zicker, J.E.

The deconvolution of transient signals from noisy measurements is a common problem occuring in various tests at Lawrence Livermore National Laboratory. The transient deconvolution problem places atypical constraints on algorithms presently available. The Schmidt-Kalman filter, a time-varying, tunable predictor, is designed using a piecewise constant model of the transient input signal. A simulation is developed to test the algorithm for various input signal bandwidths and different signal-to-noise ratios for the input and output sequences. The algorithm performance is reasonable.

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.

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.

Cuff-less blood pressure measurement using pulse arrival time and a Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Qiang; Chen, Xianxiang; Fang, Zhen; Xue, Yongjiao; Zhan, Qingyuan; Yang, Ting; Xia, Shanhong

2017-02-01

The present study designs an algorithm to increase the accuracy of continuous blood pressure (BP) estimation. Pulse arrival time (PAT) has been widely used for continuous BP estimation. However, because of motion artifact and physiological activities, PAT-based methods are often troubled with low BP estimation accuracy. This paper used a signal quality modified Kalman filter to track blood pressure changes. A Kalman filter guarantees that BP estimation value is optimal in the sense of minimizing the mean square error. We propose a joint signal quality indice to adjust the measurement noise covariance, pushing the Kalman filter to weigh more heavily on measurements from cleaner data. Twenty 2 h physiological data segments selected from the MIMIC II database were used to evaluate the performance. Compared with straightforward use of the PAT-based linear regression model, the proposed model achieved higher measurement accuracy. Due to low computation complexity, the proposed algorithm can be easily transplanted into wearable sensor devices.

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.

Optimally Distributed Kalman Filtering with Data-Driven Communication †

PubMed Central

Dormann, Katharina

2018-01-01

For multisensor data fusion, distributed state estimation techniques that enable a local processing of sensor data are the means of choice in order to minimize storage and communication costs. In particular, a distributed implementation of the optimal Kalman filter has recently been developed. A significant disadvantage of this algorithm is that the fusion center needs access to each node so as to compute a consistent state estimate, which requires full communication each time an estimate is requested. In this article, different extensions of the optimally distributed Kalman filter are proposed that employ data-driven transmission schemes in order to reduce communication expenses. As a first relaxation of the full-rate communication scheme, it can be shown that each node only has to transmit every second time step without endangering consistency of the fusion result. Also, two data-driven algorithms are introduced that even allow for lower transmission rates, and bounds are derived to guarantee consistent fusion results. Simulations demonstrate that the data-driven distributed filtering schemes can outperform a centralized Kalman filter that requires each measurement to be sent to the center node. PMID:29596392

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

Sliding mode control based on Kalman filter dynamic estimation of battery SOC

NASA Astrophysics Data System (ADS)

He, Dongmeia; Hou, Enguang; Qiao, Xin; Liu, Guangmin

2018-06-01

Lithium-ion battery charge state of the accurate and rapid estimation of battery management system is the key technology. In this paper, an exponentially reaching law sliding-mode variable structure control algorithm based on Kalman filter is proposed to estimate the state of charge of Li-ion battery for the dynamic nonlinear system. The RC equivalent circuit model is established, and the model equation with specific structure is given. The proposed Kalman filter sliding mode structure is used to estimate the state of charge of the battery in the battery model, and the jitter effect can be avoided and the estimation performance can be improved. The simulation results show that the proposed Kalman filter sliding mode control has good accuracy in estimating the state of charge of the battery compared with the ordinary Kalman filter, and the error range is within 3%.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.

PubMed

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-09-20

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

PubMed Central

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-01-01

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm. PMID:27657069

The Ensemble Kalman filter: a signal processing perspective

NASA Astrophysics Data System (ADS)

Roth, Michael; Hendeby, Gustaf; Fritsche, Carsten; Gustafsson, Fredrik

2017-12-01

The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian state estimation problems. Its ability to handle state dimensions in the order of millions has made the EnKF a popular algorithm in different geoscientific disciplines. Despite a similarly vital need for scalable algorithms in signal processing, e.g., to make sense of the ever increasing amount of sensor data, the EnKF is hardly discussed in our field. This self-contained review is aimed at signal processing researchers and provides all the knowledge to get started with the EnKF. The algorithm is derived in a KF framework, without the often encountered geoscientific terminology. Algorithmic challenges and required extensions of the EnKF are provided, as well as relations to sigma point KF and particle filters. The relevant EnKF literature is summarized in an extensive survey and unique simulation examples, including popular benchmark problems, complement the theory with practical insights. The signal processing perspective highlights new directions of research and facilitates the exchange of potentially beneficial ideas, both for the EnKF and high-dimensional nonlinear and non-Gaussian filtering in general.

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.

Vectorization of linear discrete filtering algorithms

NASA Technical Reports Server (NTRS)

Schiess, J. R.

1977-01-01

Linear filters, including the conventional Kalman filter and versions of square root filters devised by Potter and Carlson, are studied for potential application on streaming computers. The square root filters are known to maintain a positive definite covariance matrix in cases in which the Kalman filter diverges due to ill-conditioning of the matrix. Vectorization of the filters is discussed, and comparisons are made of the number of operations and storage locations required by each filter. The Carlson filter is shown to be the most efficient of the filters on the Control Data STAR-100 computer.

Rapid Transfer Alignment of MEMS SINS Based on Adaptive Incremental Kalman Filter.

PubMed

Chu, Hairong; Sun, Tingting; Zhang, Baiqiang; Zhang, Hongwei; Chen, Yang

2017-01-14

In airborne MEMS SINS transfer alignment, the error of MEMS IMU is highly environment-dependent and the parameters of the system model are also uncertain, which may lead to large error and bad convergence of the Kalman filter. In order to solve this problem, an improved adaptive incremental Kalman filter (AIKF) algorithm is proposed. First, the model of SINS transfer alignment is defined based on the "Velocity and Attitude" matching method. Then the detailed algorithm progress of AIKF and its recurrence formulas are presented. The performance and calculation amount of AKF and AIKF are also compared. Finally, a simulation test is designed to verify the accuracy and the rapidity of the AIKF algorithm by comparing it with KF and AKF. The results show that the AIKF algorithm has better estimation accuracy and shorter convergence time, especially for the bias of the gyroscope and the accelerometer, which can meet the accuracy and rapidity requirement of transfer alignment.

Rapid Transfer Alignment of MEMS SINS Based on Adaptive Incremental Kalman Filter

PubMed Central

Chu, Hairong; Sun, Tingting; Zhang, Baiqiang; Zhang, Hongwei; Chen, Yang

2017-01-01

In airborne MEMS SINS transfer alignment, the error of MEMS IMU is highly environment-dependent and the parameters of the system model are also uncertain, which may lead to large error and bad convergence of the Kalman filter. In order to solve this problem, an improved adaptive incremental Kalman filter (AIKF) algorithm is proposed. First, the model of SINS transfer alignment is defined based on the “Velocity and Attitude” matching method. Then the detailed algorithm progress of AIKF and its recurrence formulas are presented. The performance and calculation amount of AKF and AIKF are also compared. Finally, a simulation test is designed to verify the accuracy and the rapidity of the AIKF algorithm by comparing it with KF and AKF. The results show that the AIKF algorithm has better estimation accuracy and shorter convergence time, especially for the bias of the gyroscope and the accelerometer, which can meet the accuracy and rapidity requirement of transfer alignment. PMID:28098829

ECG Denoising Using Marginalized Particle Extended Kalman Filter With an Automatic Particle Weighting Strategy.

PubMed

Hesar, Hamed Danandeh; Mohebbi, Maryam

2017-05-01

In this paper, a model-based Bayesian filtering framework called the "marginalized particle-extended Kalman filter (MP-EKF) algorithm" is proposed for electrocardiogram (ECG) denoising. This algorithm does not have the extended Kalman filter (EKF) shortcoming in handling non-Gaussian nonstationary situations because of its nonlinear framework. In addition, it has less computational complexity compared with particle filter. This filter improves ECG denoising performance by implementing marginalized particle filter framework while reducing its computational complexity using EKF framework. An automatic particle weighting strategy is also proposed here that controls the reliance of our framework to the acquired measurements. We evaluated the proposed filter on several normal ECGs selected from MIT-BIH normal sinus rhythm database. To do so, artificial white Gaussian and colored noises as well as nonstationary real muscle artifact (MA) noise over a range of low SNRs from 10 to -5 dB were added to these normal ECG segments. The benchmark methods were the EKF and extended Kalman smoother (EKS) algorithms which are the first model-based Bayesian algorithms introduced in the field of ECG denoising. From SNR viewpoint, the experiments showed that in the presence of Gaussian white noise, the proposed framework outperforms the EKF and EKS algorithms in lower input SNRs where the measurements and state model are not reliable. Owing to its nonlinear framework and particle weighting strategy, the proposed algorithm attained better results at all input SNRs in non-Gaussian nonstationary situations (such as presence of pink noise, brown noise, and real MA). In addition, the impact of the proposed filtering method on the distortion of diagnostic features of the ECG was investigated and compared with EKF/EKS methods using an ECG diagnostic distortion measure called the "Multi-Scale Entropy Based Weighted Distortion Measure" or MSEWPRD. The results revealed that our proposed algorithm had the lowest MSEPWRD for all noise types at low input SNRs. Therefore, the morphology and diagnostic information of ECG signals were much better conserved compared with EKF/EKS frameworks, especially in non-Gaussian nonstationary situations.

Joint Demodulation of Low-Entropy Narrowband Cochannel Signals

DTIC Science & Technology

2006-12-01

Linear prediction: A tutorial review,” IEEE Proceedings, vol. 63, pp. 561–580, April 1975. [91] R. G. Brown and P. Y. C. Hwang , Introduction to Random...48 B. SECOND ORDER PREDICTOR . . . . . . . . . . . . . . . . . 49 C. KALMAN FILTER...38 4.1 Prediction algorithm based on the Kalman filter . . . . . . . . . . . . . . . . 52 4.2 self

On-board attitude determination for the Explorer Platform satellite

NASA Technical Reports Server (NTRS)

Jayaraman, C.; Class, B.

1992-01-01

This paper describes the attitude determination algorithm for the Explorer Platform satellite. The algorithm, which is baselined on the Landsat code, is a six-element linear quadratic state estimation processor, in the form of a Kalman filter augmented by an adaptive filter process. Improvements to the original Landsat algorithm were required to meet mission pointing requirements. These consisted of a more efficient sensor processing algorithm and the addition of an adaptive filter which acts as a check on the Kalman filter during satellite slew maneuvers. A 1750A processor will be flown on board the satellite for the first time as a coprocessor (COP) in addition to the NASA Standard Spacecraft Computer. The attitude determination algorithm, which will be resident in the COP's memory, will make full use of its improved processing capabilities to meet mission requirements. Additional benefits were gained by writing the attitude determination code in Ada.

The application of dummy noise adaptive Kalman filter in underwater navigation

NASA Astrophysics Data System (ADS)

Li, Song; Zhang, Chun-Hua; Luan, Jingde

2011-10-01

The track of underwater target is easy to be affected by the various by the various factors, which will cause poor performance in Kalman filter with the error in the state and measure model. In order to solve the situation, a method is provided with dummy noise compensative technology. Dummy noise is added to state and measure model artificially, and then the question can be solved by the adaptive Kalman filter with unknown time-changed statistical character. The simulation result of underwater navigation proves the algorithm is effective.

Kalman/Map filtering-aided fast normalized cross correlation-based Wi-Fi fingerprinting location sensing.

PubMed

Sun, Yongliang; Xu, Yubin; Li, Cheng; Ma, Lin

2013-11-13

A Kalman/map filtering (KMF)-aided fast normalized cross correlation (FNCC)-based Wi-Fi fingerprinting location sensing system is proposed in this paper. Compared with conventional neighbor selection algorithms that calculate localization results with received signal strength (RSS) mean samples, the proposed FNCC algorithm makes use of all the on-line RSS samples and reference point RSS variations to achieve higher fingerprinting accuracy. The FNCC computes efficiently while maintaining the same accuracy as the basic normalized cross correlation. Additionally, a KMF is also proposed to process fingerprinting localization results. It employs a new map matching algorithm to nonlinearize the linear location prediction process of Kalman filtering (KF) that takes advantage of spatial proximities of consecutive localization results. With a calibration model integrated into an indoor map, the map matching algorithm corrects unreasonable prediction locations of the KF according to the building interior structure. Thus, more accurate prediction locations are obtained. Using these locations, the KMF considerably improves fingerprinting algorithm performance. Experimental results demonstrate that the FNCC algorithm with reduced computational complexity outperforms other neighbor selection algorithms and the KMF effectively improves location sensing accuracy by using indoor map information and spatial proximities of consecutive localization results.

Kalman/Map Filtering-Aided Fast Normalized Cross Correlation-Based Wi-Fi Fingerprinting Location Sensing

PubMed Central

Sun, Yongliang; Xu, Yubin; Li, Cheng; Ma, Lin

2013-01-01

A Kalman/map filtering (KMF)-aided fast normalized cross correlation (FNCC)-based Wi-Fi fingerprinting location sensing system is proposed in this paper. Compared with conventional neighbor selection algorithms that calculate localization results with received signal strength (RSS) mean samples, the proposed FNCC algorithm makes use of all the on-line RSS samples and reference point RSS variations to achieve higher fingerprinting accuracy. The FNCC computes efficiently while maintaining the same accuracy as the basic normalized cross correlation. Additionally, a KMF is also proposed to process fingerprinting localization results. It employs a new map matching algorithm to nonlinearize the linear location prediction process of Kalman filtering (KF) that takes advantage of spatial proximities of consecutive localization results. With a calibration model integrated into an indoor map, the map matching algorithm corrects unreasonable prediction locations of the KF according to the building interior structure. Thus, more accurate prediction locations are obtained. Using these locations, the KMF considerably improves fingerprinting algorithm performance. Experimental results demonstrate that the FNCC algorithm with reduced computational complexity outperforms other neighbor selection algorithms and the KMF effectively improves location sensing accuracy by using indoor map information and spatial proximities of consecutive localization results. PMID:24233027

State of Charge estimation of lithium ion battery based on extended Kalman filtering algorithm

NASA Astrophysics Data System (ADS)

Yang, Fan; Feng, Yiming; Pan, Binbiao; Wan, Renzhuo; Wang, Jun

2017-08-01

Accurate estimation of state-of-charge (SOC) for lithium ion battery is crucial for real-time diagnosis and prognosis in green energy vehicles. In this paper, a state space model of the battery based on Thevenin model is adopted. The strategy of estimating state of charge (SOC) based on extended Kalman fil-ter is presented, as well as to combine with ampere-hour counting (AH) and open circuit voltage (OCV) methods. The comparison between simulation and experiments indicates that the model’s performance matches well with that of lithium ion battery. The algorithm of extended Kalman filter keeps a good accura-cy precision and less dependent on its initial value in full range of SOC, which is proved to be suitable for online SOC estimation.

Progress in navigation filter estimate fusion and its application to spacecraft rendezvous

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

1994-01-01

A new derivation of an algorithm which fuses the outputs of two Kalman filters is presented within the context of previous research in this field. Unlike other works, this derivation clearly shows the combination of estimates to be optimal, minimizing the trace of the fused covariance matrix. The algorithm assumes that the filters use identical models, and are stable and operating optimally with respect to their own local measurements. Evidence is presented which indicates that the error ellipsoid derived from the covariance of the optimally fused estimate is contained within the intersections of the error ellipsoids of the two filters being fused. Modifications which reduce the algorithm's data transmission requirements are also presented, including a scalar gain approximation, a cross-covariance update formula which employs only the two contributing filters' autocovariances, and a form of the algorithm which can be used to reinitialize the two Kalman filters. A sufficient condition for using the optimally fused estimates to periodically reinitialize the Kalman filters in this fashion is presented and proved as a theorem. When these results are applied to an optimal spacecraft rendezvous problem, simulated performance results indicate that the use of optimally fused data leads to significantly improved robustness to initial target vehicle state errors. The following applications of estimate fusion methods to spacecraft rendezvous are also described: state vector differencing, and redundancy management.

Multimodel Kalman filtering for adaptive nonuniformity correction in infrared sensors.

PubMed

Pezoa, Jorge E; Hayat, Majeed M; Torres, Sergio N; Rahman, Md Saifur

2006-06-01

We present an adaptive technique for the estimation of nonuniformity parameters of infrared focal-plane arrays that is robust with respect to changes and uncertainties in scene and sensor characteristics. The proposed algorithm is based on using a bank of Kalman filters in parallel. Each filter independently estimates state variables comprising the gain and the bias matrices of the sensor, according to its own dynamic-model parameters. The supervising component of the algorithm then generates the final estimates of the state variables by forming a weighted superposition of all the estimates rendered by each Kalman filter. The weights are computed and updated iteratively, according to the a posteriori-likelihood principle. The performance of the estimator and its ability to compensate for fixed-pattern noise is tested using both simulated and real data obtained from two cameras operating in the mid- and long-wave infrared regime.

Nonlinear unbiased minimum-variance filter for Mars entry autonomous navigation under large uncertainties and unknown measurement bias.

PubMed

Xiao, Mengli; Zhang, Yongbo; Fu, Huimin; Wang, Zhihua

2018-05-01

High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

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.

Computationally efficient algorithms for real-time attitude estimation

NASA Technical Reports Server (NTRS)

Pringle, Steven R.

1993-01-01

For many practical spacecraft applications, algorithms for determining spacecraft attitude must combine inputs from diverse sensors and provide redundancy in the event of sensor failure. A Kalman filter is suitable for this task, however, it may impose a computational burden which may be avoided by sub optimal methods. A suboptimal estimator is presented which was implemented successfully on the Delta Star spacecraft which performed a 9 month SDI flight experiment in 1989. This design sought to minimize algorithm complexity to accommodate the limitations of an 8K guidance computer. The algorithm used is interpreted in the framework of Kalman filtering and a derivation is given for the computation.

A Comparison of Hybrid Approaches for Turbofan Engine Gas Path Fault Diagnosis

NASA Astrophysics Data System (ADS)

Lu, Feng; Wang, Yafan; Huang, Jinquan; Wang, Qihang

2016-09-01

A hybrid diagnostic method utilizing Extended Kalman Filter (EKF) and Adaptive Genetic Algorithm (AGA) is presented for performance degradation estimation and sensor anomaly detection of turbofan engine. The EKF is used to estimate engine component performance degradation for gas path fault diagnosis. The AGA is introduced in the integrated architecture and applied for sensor bias detection. The contributions of this work are the comparisons of Kalman Filters (KF)-AGA algorithms and Neural Networks (NN)-AGA algorithms with a unified framework for gas path fault diagnosis. The NN needs to be trained off-line with a large number of prior fault mode data. When new fault mode occurs, estimation accuracy by the NN evidently decreases. However, the application of the Linearized Kalman Filter (LKF) and EKF will not be restricted in such case. The crossover factor and the mutation factor are adapted to the fitness function at each generation in the AGA, and it consumes less time to search for the optimal sensor bias value compared to the Genetic Algorithm (GA). In a word, we conclude that the hybrid EKF-AGA algorithm is the best choice for gas path fault diagnosis of turbofan engine among the algorithms discussed.

A mathematical model for computer image tracking.

PubMed

Legters, G R; Young, T Y

1982-06-01

A mathematical model using an operator formulation for a moving object in a sequence of images is presented. Time-varying translation and rotation operators are derived to describe the motion. A variational estimation algorithm is developed to track the dynamic parameters of the operators. The occlusion problem is alleviated by using a predictive Kalman filter to keep the tracking on course during severe occlusion. The tracking algorithm (variational estimation in conjunction with Kalman filter) is implemented to track moving objects with occasional occlusion in computer-simulated binary images.

Analyses of integrated aircraft cabin contaminant monitoring network based on Kalman consensus filter.

PubMed

Wang, Rui; Li, Yanxiao; Sun, Hui; Chen, Zengqiang

2017-11-01

The modern civil aircrafts use air ventilation pressurized cabins subject to the limited space. In order to monitor multiple contaminants and overcome the hypersensitivity of the single sensor, the paper constructs an output correction integrated sensor configuration using sensors with different measurement theories after comparing to other two different configurations. This proposed configuration works as a node in the contaminant distributed wireless sensor monitoring network. The corresponding measurement error models of integrated sensors are also proposed by using the Kalman consensus filter to estimate states and conduct data fusion in order to regulate the single sensor measurement results. The paper develops the sufficient proof of the Kalman consensus filter stability when considering the system and the observation noises and compares the mean estimation and the mean consensus errors between Kalman consensus filter and local Kalman filter. The numerical example analyses show the effectiveness of the algorithm. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Conservation of Mass and Preservation of Positivity with Ensemble-Type Kalman Filter Algorithms

NASA Technical Reports Server (NTRS)

Janjic, Tijana; Mclaughlin, Dennis; Cohn, Stephen E.; Verlaan, Martin

2014-01-01

This paper considers the incorporation of constraints to enforce physically based conservation laws in the ensemble Kalman filter. In particular, constraints are used to ensure that the ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. In certain situations filtering algorithms such as the ensemble Kalman filter (EnKF) and ensemble transform Kalman filter (ETKF) yield updated ensembles that conserve mass but are negative, even though the actual states must be nonnegative. In such situations if negative values are set to zero, or a log transform is introduced, the total mass will not be conserved. In this study, mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate non-negativity constraints. Simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. In two examples, an update that includes a non-negativity constraint is able to properly describe the transport of a sharp feature (e.g., a triangle or cone). A number of implementation questions still need to be addressed, particularly the need to develop a computationally efficient quadratic programming update for large ensemble.

Comparison of Five System Identification Algorithms for Rotorcraft Higher Harmonic Control

NASA Technical Reports Server (NTRS)

Jacklin, Stephen A.

1998-01-01

This report presents an analysis and performance comparison of five system identification algorithms. The methods are presented in the context of identifying a frequency-domain transfer matrix for the higher harmonic control (HHC) of helicopter vibration. The five system identification algorithms include three previously proposed methods: (1) the weighted-least- squares-error approach (in moving-block format), (2) the Kalman filter method, and (3) the least-mean-squares (LMS) filter method. In addition there are two new ones: (4) a generalized Kalman filter method and (5) a generalized LMS filter method. The generalized Kalman filter method and the generalized LMS filter method were derived as extensions of the classic methods to permit identification by using more than one measurement per identification cycle. Simulation results are presented for conditions ranging from the ideal case of a stationary transfer matrix and no measurement noise to the more complex cases involving both measurement noise and transfer-matrix variation. Both open-loop identification and closed- loop identification were simulated. Closed-loop mode identification was more challenging than open-loop identification because of the decreasing signal-to-noise ratio as the vibration became reduced. The closed-loop simulation considered both local-model identification, with measured vibration feedback and global-model identification with feedback of the identified uncontrolled vibration. The algorithms were evaluated in terms of their accuracy, stability, convergence properties, computation speeds, and relative ease of implementation.

HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.

PubMed

Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee

2017-08-01

Epilepsy forecasting has been extensively studied using high-order time series obtained from scalp-recorded electroencephalography (EEG). An accurate seizure prediction system would not only help significantly improve patients' quality of life, but would also facilitate new therapeutic strategies to manage epilepsy. This paper thus proposes an improved Kalman Filter (KF) algorithm to mine seizure forecasts from neural activity by modeling three properties in the high-order EEG time series: noise, temporal smoothness, and tensor structure. The proposed High-Order Kalman Filter (HOKF) is an extension of the standard Kalman filter, for which higher-order modeling is limited. The efficient dynamic of HOKF system preserves the tensor structure of the observations and latent states. As such, the proposed method offers two main advantages: (i) effectiveness with HOKF results in hidden variables that capture major evolving trends suitable to predict neural activity, even in the presence of missing values; and (ii) scalability in that the wall clock time of the HOKF is linear with respect to the number of time-slices of the sequence. The HOKF algorithm is examined in terms of its effectiveness and scalability by conducting forecasting and scalability experiments with a real epilepsy EEG dataset. The results of the simulation demonstrate the superiority of the proposed method over the original Kalman Filter and other existing methods. Copyright © 2017 Elsevier B.V. All rights reserved.

Filtering observations without the initial guess

NASA Astrophysics Data System (ADS)

Chin, T. M.; Abbondanza, C.; Gross, R. S.; Heflin, M. B.; Parker, J. W.; Soja, B.; Wu, X.

2017-12-01

Noisy geophysical observations sampled irregularly over space and time are often numerically "analyzed" or "filtered" before scientific usage. The standard analysis and filtering techniques based on the Bayesian principle requires "a priori" joint distribution of all the geophysical parameters of interest. However, such prior distributions are seldom known fully in practice, and best-guess mean values (e.g., "climatology" or "background" data if available) accompanied by some arbitrarily set covariance values are often used in lieu. It is therefore desirable to be able to exploit efficient (time sequential) Bayesian algorithms like the Kalman filter while not forced to provide a prior distribution (i.e., initial mean and covariance). An example of this is the estimation of the terrestrial reference frame (TRF) where requirement for numerical precision is such that any use of a priori constraints on the observation data needs to be minimized. We will present the Information Filter algorithm, a variant of the Kalman filter that does not require an initial distribution, and apply the algorithm (and an accompanying smoothing algorithm) to the TRF estimation problem. We show that the information filter allows temporal propagation of partial information on the distribution (marginal distribution of a transformed version of the state vector), instead of the full distribution (mean and covariance) required by the standard Kalman filter. The information filter appears to be a natural choice for the task of filtering observational data in general cases where prior assumption on the initial estimate is not available and/or desirable. For application to data assimilation problems, reduced-order approximations of both the information filter and square-root information filter (SRIF) have been published, and the former has previously been applied to a regional configuration of the HYCOM ocean general circulation model. Such approximation approaches are also briefed in the presentation.

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

Adaptive offset correction for intracortical brain-computer interfaces.

PubMed

Homer, Mark L; Perge, Janos A; Black, Michael J; Harrison, Matthew T; Cash, Sydney S; Hochberg, Leigh R

2014-03-01

Intracortical brain-computer interfaces (iBCIs) decode intended movement from neural activity for the control of external devices such as a robotic arm. Standard approaches include a calibration phase to estimate decoding parameters. During iBCI operation, the statistical properties of the neural activity can depart from those observed during calibration, sometimes hindering a user's ability to control the iBCI. To address this problem, we adaptively correct the offset terms within a Kalman filter decoder via penalized maximum likelihood estimation. The approach can handle rapid shifts in neural signal behavior (on the order of seconds) and requires no knowledge of the intended movement. The algorithm, called multiple offset correction algorithm (MOCA), was tested using simulated neural activity and evaluated retrospectively using data collected from two people with tetraplegia operating an iBCI. In 19 clinical research test cases, where a nonadaptive Kalman filter yielded relatively high decoding errors, MOCA significantly reduced these errors ( 10.6 ± 10.1% ; p < 0.05, pairwise t-test). MOCA did not significantly change the error in the remaining 23 cases where a nonadaptive Kalman filter already performed well. These results suggest that MOCA provides more robust decoding than the standard Kalman filter for iBCIs.

New method for propagating the square root covariance matrix in triangular form. [using Kalman-Bucy filter

NASA Technical Reports Server (NTRS)

Choe, C. Y.; Tapley, B. D.

1975-01-01

A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.

Novel Kalman Filter Algorithm for Statistical Monitoring of Extensive Landscapes with Synoptic Sensor Data

PubMed Central

Czaplewski, Raymond L.

2015-01-01

Wall-to-wall remotely sensed data are increasingly available to monitor landscape dynamics over large geographic areas. However, statistical monitoring programs that use post-stratification cannot fully utilize those sensor data. The Kalman filter (KF) is an alternative statistical estimator. I develop a new KF algorithm that is numerically robust with large numbers of study variables and auxiliary sensor variables. A National Forest Inventory (NFI) illustrates application within an official statistics program. Practical recommendations regarding remote sensing and statistical issues are offered. This algorithm has the potential to increase the value of synoptic sensor data for statistical monitoring of large geographic areas. PMID:26393588

A real-time algorithm for integrating differential satellite and inertial navigation information during helicopter approach. M.S. Thesis

NASA Technical Reports Server (NTRS)

Hoang, TY

1994-01-01

A real-time, high-rate precision navigation Kalman filter algorithm is developed and analyzed. This Navigation algorithm blends various navigation data collected during terminal area approach of an instrumented helicopter. Navigation data collected include helicopter position and velocity from a global position system in differential mode (DGPS) as well as helicopter velocity and attitude from an inertial navigation system (INS). The goal of the Navigation algorithm is to increase the DGPS accuracy while producing navigational data at the 64 Hertz INS update rate. It is important to note that while the data was post flight processed, the Navigation algorithm was designed for real-time analysis. The design of the Navigation algorithm resulted in a nine-state Kalman filter. The Kalman filter's state matrix contains position, velocity, and velocity bias components. The filter updates positional readings with DGPS position, INS velocity, and velocity bias information. In addition, the filter incorporates a sporadic data rejection scheme. This relatively simple model met and exceeded the ten meter absolute positional requirement. The Navigation algorithm results were compared with truth data derived from a laser tracker. The helicopter flight profile included terminal glideslope angles of 3, 6, and 9 degrees. Two flight segments extracted during each terminal approach were used to evaluate the Navigation algorithm. The first segment recorded small dynamic maneuver in the lateral plane while motion in the vertical plane was recorded by the second segment. The longitudinal, lateral, and vertical averaged positional accuracies for all three glideslope approaches are as follows (mean plus or minus two standard deviations in meters): longitudinal (-0.03 plus or minus 1.41), lateral (-1.29 plus or minus 2.36), and vertical (-0.76 plus or minus 2.05).

Motion adaptive Kalman filter for super-resolution

NASA Astrophysics Data System (ADS)

Richter, Martin; Nasse, Fabian; Schröder, Hartmut

2011-01-01

Superresolution is a sophisticated strategy to enhance image quality of both low and high resolution video, performing tasks like artifact reduction, scaling and sharpness enhancement in one algorithm, all of them reconstructing high frequency components (above Nyquist frequency) in some way. Especially recursive superresolution algorithms can fulfill high quality aspects because they control the video output using a feed-back loop and adapt the result in the next iteration. In addition to excellent output quality, temporal recursive methods are very hardware efficient and therefore even attractive for real-time video processing. A very promising approach is the utilization of Kalman filters as proposed by Farsiu et al. Reliable motion estimation is crucial for the performance of superresolution. Therefore, robust global motion models are mainly used, but this also limits the application of superresolution algorithm. Thus, handling sequences with complex object motion is essential for a wider field of application. Hence, this paper proposes improvements by extending the Kalman filter approach using motion adaptive variance estimation and segmentation techniques. Experiments confirm the potential of our proposal for ideal and real video sequences with complex motion and further compare its performance to state-of-the-art methods like trainable filters.

Nonlinear system identification based on Takagi-Sugeno fuzzy modeling and unscented Kalman filter.

PubMed

Vafamand, Navid; Arefi, Mohammad Mehdi; Khayatian, Alireza

2018-03-01

This paper proposes two novel Kalman-based learning algorithms for an online Takagi-Sugeno (TS) fuzzy model identification. The proposed approaches are designed based on the unscented Kalman filter (UKF) and the concept of dual estimation. Contrary to the extended Kalman filter (EKF) which utilizes derivatives of nonlinear functions, the UKF employs the unscented transformation. Consequently, non-differentiable membership functions can be considered in the structure of the TS models. This makes the proposed algorithms to be applicable for the online parameter calculation of wider classes of TS models compared to the recently published papers concerning the same issue. Furthermore, because of the great capability of the UKF in handling severe nonlinear dynamics, the proposed approaches can effectively approximate the nonlinear systems. Finally, numerical and practical examples are provided to show the advantages of the proposed approaches. Simulation results reveal the effectiveness of the proposed methods and performance improvement based on the root mean square (RMS) of the estimation error compared to the existing results. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.

PubMed

Tseng, Chien-Hao; Lin, Sheng-Fuu; Jwo, Dah-Jing

2016-07-26

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.

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems

PubMed Central

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

Application of Improved 5th-Cubature Kalman Filter in Initial Strapdown Inertial Navigation System Alignment for Large Misalignment Angles.

PubMed

Wang, Wei; Chen, Xiyuan

2018-02-23

In view of the fact the accuracy of the third-degree Cubature Kalman Filter (CKF) used for initial alignment under large misalignment angle conditions is insufficient, an improved fifth-degree CKF algorithm is proposed in this paper. In order to make full use of the innovation on filtering, the innovation covariance matrix is calculated recursively by an innovative sequence with an exponent fading factor. Then a new adaptive error covariance matrix scaling algorithm is proposed. The Singular Value Decomposition (SVD) method is used for improving the numerical stability of the fifth-degree CKF in this paper. In order to avoid the overshoot caused by excessive scaling of error covariance matrix during the convergence stage, the scaling scheme is terminated when the gradient of azimuth reaches the maximum. The experimental results show that the improved algorithm has better alignment accuracy with large misalignment angles than the traditional algorithm.

Space shuttle propulsion estimation development verification, volume 1

NASA Technical Reports Server (NTRS)

Rogers, Robert M.

1989-01-01

The results of the Propulsion Estimation Development Verification are summarized. A computer program developed under a previous contract (NAS8-35324) was modified to include improved models for the Solid Rocket Booster (SRB) internal ballistics, the Space Shuttle Main Engine (SSME) power coefficient model, the vehicle dynamics using quaternions, and an improved Kalman filter algorithm based on the U-D factorized algorithm. As additional output, the estimated propulsion performances, for each device are computed with the associated 1-sigma bounds. The outputs of the estimation program are provided in graphical plots. An additional effort was expended to examine the use of the estimation approach to evaluate single engine test data. In addition to the propulsion estimation program PFILTER, a program was developed to produce a best estimate of trajectory (BET). The program LFILTER, also uses the U-D factorized algorithm form of the Kalman filter as in the propulsion estimation program PFILTER. The necessary definitions and equations explaining the Kalman filtering approach for the PFILTER program, the models used for this application for dynamics and measurements, program description, and program operation are presented.

LHCb Kalman Filter cross architecture studies

NASA Astrophysics Data System (ADS)

Cámpora Pérez, Daniel Hugo

2017-10-01

The 2020 upgrade of the LHCb detector will vastly increase the rate of collisions the Online system needs to process in software, in order to filter events in real time. 30 million collisions per second will pass through a selection chain, where each step is executed conditional to its prior acceptance. The Kalman Filter is a fit applied to all reconstructed tracks which, due to its time characteristics and early execution in the selection chain, consumes 40% of the whole reconstruction time in the current trigger software. This makes the Kalman Filter a time-critical component as the LHCb trigger evolves into a full software trigger in the Upgrade. I present a new Kalman Filter algorithm for LHCb that can efficiently make use of any kind of SIMD processor, and its design is explained in depth. Performance benchmarks are compared between a variety of hardware architectures, including x86_64 and Power8, and the Intel Xeon Phi accelerator, and the suitability of said architectures to efficiently perform the LHCb Reconstruction process is determined.

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.

Inertial sensor-based smoother for gait analysis.

PubMed

Suh, Young Soo

2014-12-17

An off-line smoother algorithm is proposed to estimate foot motion using an inertial sensor unit (three-axis gyroscopes and accelerometers) attached to a shoe. The smoother gives more accurate foot motion estimation than filter-based algorithms by using all of the sensor data instead of using the current sensor data. The algorithm consists of two parts. In the first part, a Kalman filter is used to obtain initial foot motion estimation. In the second part, the error in the initial estimation is compensated using a smoother, where the problem is formulated in the quadratic optimization problem. An efficient solution of the quadratic optimization problem is given using the sparse structure. Through experiments, it is shown that the proposed algorithm can estimate foot motion more accurately than a filter-based algorithm with reasonable computation time. In particular, there is significant improvement in the foot motion estimation when the foot is moving off the floor: the z-axis position error squared sum (total time: 3.47 s) when the foot is in the air is 0.0807 m2 (Kalman filter) and 0.0020 m2 (the proposed smoother).

Efficient Decoding With Steady-State Kalman Filter in Neural Interface Systems

PubMed Central

Malik, Wasim Q.; Truccolo, Wilson; Brown, Emery N.; Hochberg, Leigh R.

2011-01-01

The Kalman filter is commonly used in neural interface systems to decode neural activity and estimate the desired movement kinematics. We analyze a low-complexity Kalman filter implementation in which the filter gain is approximated by its steady-state form, computed offline before real-time decoding commences. We evaluate its performance using human motor cortical spike train data obtained from an intracortical recording array as part of an ongoing pilot clinical trial. We demonstrate that the standard Kalman filter gain converges to within 95% of the steady-state filter gain in 1.5 ± 0.5 s (mean ± s.d.). The difference in the intended movement velocity decoded by the two filters vanishes within 5 s, with a correlation coefficient of 0.99 between the two decoded velocities over the session length. We also find that the steady-state Kalman filter reduces the computational load (algorithm execution time) for decoding the firing rates of 25 ± 3 single units by a factor of 7.0 ± 0.9. We expect that the gain in computational efficiency will be much higher in systems with larger neural ensembles. The steady-state filter can thus provide substantial runtime efficiency at little cost in terms of estimation accuracy. This far more efficient neural decoding approach will facilitate the practical implementation of future large-dimensional, multisignal neural interface systems. PMID:21078582

Parallelized Kalman-Filter-Based Reconstruction of Particle Tracks on Many-Core Architectures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava

Faced with physical and energy density limitations on clock speed, contemporary microprocessor designers have increasingly turned to on-chip parallelism for performance gains. Examples include the Intel Xeon Phi, GPGPUs, and similar technologies. Algorithms should accordingly be designed with ample amounts of fine-grained parallelism if they are to realize the full performance of the hardware. This requirement can be challenging for algorithms that are naturally expressed as a sequence of small-matrix operations, such as the Kalman filter methods widely in use in high-energy physics experiments. In the High-Luminosity Large Hadron Collider (HL-LHC), for example, one of the dominant computational problems ismore » expected to be finding and fitting charged-particle tracks during event reconstruction; today, the most common track-finding methods are those based on the Kalman filter. Experience at the LHC, both in the trigger and offline, has shown that these methods are robust and provide high physics performance. Previously we reported the significant parallel speedups that resulted from our efforts to adapt Kalman-filter-based tracking to many-core architectures such as Intel Xeon Phi. Here we report on how effectively those techniques can be applied to more realistic detector configurations and event complexity.« less

A Comprehensive Motion Estimation Technique for the Improvement of EIS Methods Based on the SURF Algorithm and Kalman Filter.

PubMed

Cheng, Xuemin; Hao, Qun; Xie, Mengdi

2016-04-07

Video stabilization is an important technology for removing undesired motion in videos. This paper presents a comprehensive motion estimation method for electronic image stabilization techniques, integrating the speeded up robust features (SURF) algorithm, modified random sample consensus (RANSAC), and the Kalman filter, and also taking camera scaling and conventional camera translation and rotation into full consideration. Using SURF in sub-pixel space, feature points were located and then matched. The false matched points were removed by modified RANSAC. Global motion was estimated by using the feature points and modified cascading parameters, which reduced the accumulated errors in a series of frames and improved the peak signal to noise ratio (PSNR) by 8.2 dB. A specific Kalman filter model was established by considering the movement and scaling of scenes. Finally, video stabilization was achieved with filtered motion parameters using the modified adjacent frame compensation. The experimental results proved that the target images were stabilized even when the vibrating amplitudes of the video become increasingly large.

An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Weixuan, E-mail: weixuan.li@usc.edu; Lin, Guang, E-mail: guang.lin@pnnl.gov; Zhang, Dongxiao, E-mail: dxz@pku.edu.cn

2014-02-01

The probabilistic collocation-based Kalman filter (PCKF) is a recently developed approach for solving inverse problems. It resembles the ensemble Kalman filter (EnKF) in every aspect—except that it represents and propagates model uncertainty by polynomial chaos expansion (PCE) instead of an ensemble of model realizations. Previous studies have shown PCKF is a more efficient alternative to EnKF for many data assimilation problems. However, the accuracy and efficiency of PCKF depends on an appropriate truncation of the PCE series. Having more polynomial chaos basis functions in the expansion helps to capture uncertainty more accurately but increases computational cost. Selection of basis functionsmore » is particularly important for high-dimensional stochastic problems because the number of polynomial chaos basis functions required to represent model uncertainty grows dramatically as the number of input parameters (random dimensions) increases. In classic PCKF algorithms, the PCE basis functions are pre-set based on users' experience. Also, for sequential data assimilation problems, the basis functions kept in PCE expression remain unchanged in different Kalman filter loops, which could limit the accuracy and computational efficiency of classic PCKF algorithms. To address this issue, we present a new algorithm that adaptively selects PCE basis functions for different problems and automatically adjusts the number of basis functions in different Kalman filter loops. The algorithm is based on adaptive functional ANOVA (analysis of variance) decomposition, which approximates a high-dimensional function with the summation of a set of low-dimensional functions. Thus, instead of expanding the original model into PCE, we implement the PCE expansion on these low-dimensional functions, which is much less costly. We also propose a new adaptive criterion for ANOVA that is more suited for solving inverse problems. The new algorithm was tested with different examples and demonstrated great effectiveness in comparison with non-adaptive PCKF and EnKF algorithms.« less

An Adaptive ANOVA-based PCKF for High-Dimensional Nonlinear Inverse Modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

LI, Weixuan; Lin, Guang; Zhang, Dongxiao

2014-02-01

The probabilistic collocation-based Kalman filter (PCKF) is a recently developed approach for solving inverse problems. It resembles the ensemble Kalman filter (EnKF) in every aspect—except that it represents and propagates model uncertainty by polynomial chaos expansion (PCE) instead of an ensemble of model realizations. Previous studies have shown PCKF is a more efficient alternative to EnKF for many data assimilation problems. However, the accuracy and efficiency of PCKF depends on an appropriate truncation of the PCE series. Having more polynomial chaos bases in the expansion helps to capture uncertainty more accurately but increases computational cost. Bases selection is particularly importantmore » for high-dimensional stochastic problems because the number of polynomial chaos bases required to represent model uncertainty grows dramatically as the number of input parameters (random dimensions) increases. In classic PCKF algorithms, the PCE bases are pre-set based on users’ experience. Also, for sequential data assimilation problems, the bases kept in PCE expression remain unchanged in different Kalman filter loops, which could limit the accuracy and computational efficiency of classic PCKF algorithms. To address this issue, we present a new algorithm that adaptively selects PCE bases for different problems and automatically adjusts the number of bases in different Kalman filter loops. The algorithm is based on adaptive functional ANOVA (analysis of variance) decomposition, which approximates a high-dimensional function with the summation of a set of low-dimensional functions. Thus, instead of expanding the original model into PCE, we implement the PCE expansion on these low-dimensional functions, which is much less costly. We also propose a new adaptive criterion for ANOVA that is more suited for solving inverse problems. The new algorithm is tested with different examples and demonstrated great effectiveness in comparison with non-adaptive PCKF and EnKF algorithms.« less

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.

Joint polarization tracking and channel equalization based on radius-directed linear Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Qun; Yang, Yanfu; Zhong, Kangping; Liu, Jie; Wu, Xiong; Yao, Yong

2018-01-01

We propose a joint polarization tracking and channel equalization scheme based on radius-directed linear Kalman filter (RD-LKF) by introducing the butterfly finite-impulse-response (FIR) filter in our previously proposed RD-LKF method. Along with the fast polarization tracking, it can also simultaneously compensate the inter-symbol interference (ISI) effects including residual chromatic dispersion and polarization mode dispersion. Compared with the conventional radius-directed equalizer (RDE) algorithm, it is demonstrated experimentally that three times faster convergence speed, one order of magnitude better tracking capability, and better BER performance is obtained in polarization division multiplexing 16 quadrature amplitude modulation system. Besides, the influences of the algorithm parameters on the convergence and the tracking performance are investigated by numerical simulation.

A Brain-Machine Interface Operating with a Real-Time Spiking Neural Network Control Algorithm.

PubMed

Dethier, Julie; Nuyujukian, Paul; Eliasmith, Chris; Stewart, Terry; Elassaad, Shauki A; Shenoy, Krishna V; Boahen, Kwabena

2011-01-01

Motor prostheses aim to restore function to disabled patients. Despite compelling proof of concept systems, barriers to clinical translation remain. One challenge is to develop a low-power, fully-implantable system that dissipates only minimal power so as not to damage tissue. To this end, we implemented a Kalman-filter based decoder via a spiking neural network (SNN) and tested it in brain-machine interface (BMI) experiments with a rhesus monkey. The Kalman filter was trained to predict the arm's velocity and mapped on to the SNN using the Neural Engineering Framework (NEF). A 2,000-neuron embedded Matlab SNN implementation runs in real-time and its closed-loop performance is quite comparable to that of the standard Kalman filter. The success of this closed-loop decoder holds promise for hardware SNN implementations of statistical signal processing algorithms on neuromorphic chips, which may offer power savings necessary to overcome a major obstacle to the successful clinical translation of neural motor prostheses.

Performance analysis of improved iterated cubature Kalman filter and its application to GNSS/INS.

PubMed

Cui, Bingbo; Chen, Xiyuan; Xu, Yuan; Huang, Haoqian; Liu, Xiao

2017-01-01

In order to improve the accuracy and robustness of GNSS/INS navigation system, an improved iterated cubature Kalman filter (IICKF) is proposed by considering the state-dependent noise and system uncertainty. First, a simplified framework of iterated Gaussian filter is derived by using damped Newton-Raphson algorithm and online noise estimator. Then the effect of state-dependent noise coming from iterated update is analyzed theoretically, and an augmented form of CKF algorithm is applied to improve the estimation accuracy. The performance of IICKF is verified by field test and numerical simulation, and results reveal that, compared with non-iterated filter, iterated filter is less sensitive to the system uncertainty, and IICKF improves the accuracy of yaw, roll and pitch by 48.9%, 73.1% and 83.3%, respectively, compared with traditional iterated KF. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

An innovative information fusion method with adaptive Kalman filter for integrated INS/GPS navigation of autonomous vehicles

NASA Astrophysics Data System (ADS)

Liu, Yahui; Fan, Xiaoqian; Lv, Chen; Wu, Jian; Li, Liang; Ding, Dawei

2018-02-01

Information fusion method of INS/GPS navigation system based on filtering technology is a research focus at present. In order to improve the precision of navigation information, a navigation technology based on Adaptive Kalman Filter with attenuation factor is proposed to restrain noise in this paper. The algorithm continuously updates the measurement noise variance and processes noise variance of the system by collecting the estimated and measured values, and this method can suppress white noise. Because a measured value closer to the current time would more accurately reflect the characteristics of the noise, an attenuation factor is introduced to increase the weight of the current value, in order to deal with the noise variance caused by environment disturbance. To validate the effectiveness of the proposed algorithm, a series of road tests are carried out in urban environment. The GPS and IMU data of the experiments were collected and processed by dSPACE and MATLAB/Simulink. Based on the test results, the accuracy of the proposed algorithm is 20% higher than that of a traditional Adaptive Kalman Filter. It also shows that the precision of the integrated navigation can be improved due to the reduction of the influence of environment noise.

Fusion of Low-Cost Imaging and Inertial Sensors for Navigation

DTIC Science & Technology

2007-01-01

an Integrated GPS/MEMS Inertial Navigation Pack- age. In Proceedings of ION GNSS 2004, pp. 825–832, September 2004. [3] R. G. Brown and P. Y. Hwang ...track- ing, with no a priori knowledge is provided in [13]. An on- line (Extended Kalman Filter-based) method for calculat- ing a trajectory by tracking...transformation, effectively constraining the resulting correspondence search space. The algorithm was incorporated into an extended Kalman filter and

A novel algorithm for laser self-mixing sensors used with the Kalman filter to measure displacement

NASA Astrophysics Data System (ADS)

Sun, Hui; Liu, Ji-Gou

2018-07-01

This paper proposes a simple and effective method for estimating the feedback level factor C in a self-mixing interferometric sensor. It is used with a Kalman filter to retrieve the displacement. Without the complicated and onerous calculation process of the general C estimation method, a final equation is obtained. Thus, the estimation of C only involves a few simple calculations. It successfully retrieves the sinusoidal and aleatory displacement by means of simulated self-mixing signals in both weak and moderate feedback regimes. To deal with the errors resulting from noise and estimate bias of C and to further improve the retrieval precision, a Kalman filter is employed following the general phase unwrapping method. The simulation and experiment results show that the retrieved displacement using the C obtained with the proposed method is comparable to the joint estimation of C and α. Besides, the Kalman filter can significantly decrease measurement errors, especially the error caused by incorrectly locating the peak and valley positions of the signal.

Fractional kalman filter to estimate the concentration of air pollution

NASA Astrophysics Data System (ADS)

Vita Oktaviana, Yessy; Apriliani, Erna; Khusnul Arif, Didik

2018-04-01

Air pollution problem gives important effect in quality environment and quality of human’s life. Air pollution can be caused by nature sources or human activities. Pollutant for example Ozone, a harmful gas formed by NOx and volatile organic compounds (VOCs) emitted from various sources. The air pollution problem can be modeled by TAPM-CTM (The Air Pollution Model with Chemical Transport Model). The model shows concentration of pollutant in the air. Therefore, it is important to estimate concentration of air pollutant. Estimation method can be used for forecast pollutant concentration in future and keep stability of air quality. In this research, an algorithm is developed, based on Fractional Kalman Filter to solve the model of air pollution’s problem. The model will be discretized first and then it will be estimated by the method. The result shows that estimation of Fractional Kalman Filter has better accuracy than estimation of Kalman Filter. The accuracy was tested by applying RMSE (Root Mean Square Error).

Finite Element Modelling of a Field-Sensed Magnetic Suspended System for Accurate Proximity Measurement Based on a Sensor Fusion Algorithm with Unscented Kalman Filter

PubMed Central

Chowdhury, Amor; Sarjaš, Andrej

2016-01-01

The presented paper describes accurate distance measurement for a field-sensed magnetic suspension system. The proximity measurement is based on a Hall effect sensor. The proximity sensor is installed directly on the lower surface of the electro-magnet, which means that it is very sensitive to external magnetic influences and disturbances. External disturbances interfere with the information signal and reduce the usability and reliability of the proximity measurements and, consequently, the whole application operation. A sensor fusion algorithm is deployed for the aforementioned reasons. The sensor fusion algorithm is based on the Unscented Kalman Filter, where a nonlinear dynamic model was derived with the Finite Element Modelling approach. The advantage of such modelling is a more accurate dynamic model parameter estimation, especially in the case when the real structure, materials and dimensions of the real-time application are known. The novelty of the paper is the design of a compact electro-magnetic actuator with a built-in low cost proximity sensor for accurate proximity measurement of the magnetic object. The paper successively presents a modelling procedure with the finite element method, design and parameter settings of a sensor fusion algorithm with Unscented Kalman Filter and, finally, the implementation procedure and results of real-time operation. PMID:27649197

Finite Element Modelling of a Field-Sensed Magnetic Suspended System for Accurate Proximity Measurement Based on a Sensor Fusion Algorithm with Unscented Kalman Filter.

PubMed

Chowdhury, Amor; Sarjaš, Andrej

2016-09-15

The presented paper describes accurate distance measurement for a field-sensed magnetic suspension system. The proximity measurement is based on a Hall effect sensor. The proximity sensor is installed directly on the lower surface of the electro-magnet, which means that it is very sensitive to external magnetic influences and disturbances. External disturbances interfere with the information signal and reduce the usability and reliability of the proximity measurements and, consequently, the whole application operation. A sensor fusion algorithm is deployed for the aforementioned reasons. The sensor fusion algorithm is based on the Unscented Kalman Filter, where a nonlinear dynamic model was derived with the Finite Element Modelling approach. The advantage of such modelling is a more accurate dynamic model parameter estimation, especially in the case when the real structure, materials and dimensions of the real-time application are known. The novelty of the paper is the design of a compact electro-magnetic actuator with a built-in low cost proximity sensor for accurate proximity measurement of the magnetic object. The paper successively presents a modelling procedure with the finite element method, design and parameter settings of a sensor fusion algorithm with Unscented Kalman Filter and, finally, the implementation procedure and results of real-time operation.

Gated Sensor Fusion: A way to Improve the Precision of Ambulatory Human Body Motion Estimation.

PubMed

Olivares, Alberto; Górriz, J M; Ramírez, J; Olivares, Gonzalo

2014-01-01

Human body motion is usually variable in terms of intensity and, therefore, any Inertial Measurement Unit attached to a subject will measure both low and high angular rate and accelerations. This can be a problem for the accuracy of orientation estimation algorithms based on adaptive filters such as the Kalman filter, since both the variances of the process noise and the measurement noise are set at the beginning of the algorithm and remain constant during its execution. Setting fixed noise parameters burdens the adaptation capability of the filter if the intensity of the motion changes rapidly. In this work we present a conjoint novel algorithm which uses a motion intensity detector to dynamically vary the noise statistical parameters of different approaches of the Kalman filter. Results show that the precision of the estimated orientation in terms of the RMSE can be improved up to 29% with respect to the standard fixed-parameters approaches.

Using frequency analysis to improve the precision of human body posture algorithms based on Kalman filters.

PubMed

Olivares, Alberto; Górriz, J M; Ramírez, J; Olivares, G

2016-05-01

With the advent of miniaturized inertial sensors many systems have been developed within the last decade to study and analyze human motion and posture, specially in the medical field. Data measured by the sensors are usually processed by algorithms based on Kalman Filters in order to estimate the orientation of the body parts under study. These filters traditionally include fixed parameters, such as the process and observation noise variances, whose value has large influence in the overall performance. It has been demonstrated that the optimal value of these parameters differs considerably for different motion intensities. Therefore, in this work, we show that, by applying frequency analysis to determine motion intensity, and varying the formerly fixed parameters accordingly, the overall precision of orientation estimation algorithms can be improved, therefore providing physicians with reliable objective data they can use in their daily practice. Copyright © 2015 Elsevier Ltd. All rights reserved.

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.

Reduction of Magnetic Noise Associated with Ocean Waves by Sage-Husa Adaptive Kalman Filter in Towed Overhauser Marine Magnetic Sensor

NASA Astrophysics Data System (ADS)

GE, J.; Dong, H.; Liu, H.; Luo, W.

2016-12-01

In the extreme sea conditions and deep-sea detection, the towed Overhauser marine magnetic sensor is easily affected by the magnetic noise associated with ocean waves. We demonstrate the reduction of the magnetic noise by Sage-Husa adaptive Kalman filter. Based on Weaver's model, we analyze the induced magnetic field variations associated with the different ocean depths, wave periods and amplitudes in details. Furthermore, we take advantage of the classic Kalman filter to reduce the magnetic noise and improve the signal to noise ratio of the magnetic anomaly data. In the practical marine magnetic surveys, the extreme sea conditions can change priori statistics of the noise, and may decrease the effect of Kalman filtering estimation. To solve this problem, an improved Sage-Husa adaptive filtering algorithm is used to reduce the dependence on the prior statistics. In addition, we implement a towed Overhauser marine magnetometer (Figure 1) to test the proposed method, and it consists of a towfish, an Overhauser total field sensor, a console, and other condition monitoring sensors. Over all, the comparisons of simulation experiments with and without the filter show that the power spectral density of the magnetic noise is reduced to 0.1 nT/Hz1/2@1Hz from 1 nT/Hz1/2@1Hz. The contrasts between the Sage-Husa filter and the classic Kalman filter (Figure 2) show the filtering accuracy and adaptive capacity are improved.

Kalman filter tracking on parallel architectures

NASA Astrophysics Data System (ADS)

Cerati, G.; Elmer, P.; Krutelyov, S.; Lantz, S.; Lefebvre, M.; McDermott, K.; Riley, D.; Tadel, M.; Wittich, P.; Wurthwein, F.; Yagil, A.

2017-10-01

We report on the progress of our studies towards a Kalman filter track reconstruction algorithm with optimal performance on manycore architectures. The combinatorial structure of these algorithms is not immediately compatible with an efficient SIMD (or SIMT) implementation; the challenge for us is to recast the existing software so it can readily generate hundreds of shared-memory threads that exploit the underlying instruction set of modern processors. We show how the data and associated tasks can be organized in a way that is conducive to both multithreading and vectorization. We demonstrate very good performance on Intel Xeon and Xeon Phi architectures, as well as promising first results on Nvidia GPUs.

A Damping Grid Strapdown Inertial Navigation System Based on a Kalman Filter for Ships in Polar Regions.

PubMed

Huang, Weiquan; Fang, Tao; Luo, Li; Zhao, Lin; Che, Fengzhu

2017-07-03

The grid strapdown inertial navigation system (SINS) used in polar navigation also includes three kinds of periodic oscillation errors as common SINS are based on a geographic coordinate system. Aiming ships which have the external information to conduct a system reset regularly, suppressing the Schuler periodic oscillation is an effective way to enhance navigation accuracy. The Kalman filter based on the grid SINS error model which applies to the ship is established in this paper. The errors of grid-level attitude angles can be accurately estimated when the external velocity contains constant error, and then correcting the errors of the grid-level attitude angles through feedback correction can effectively dampen the Schuler periodic oscillation. The simulation results show that with the aid of external reference velocity, the proposed external level damping algorithm based on the Kalman filter can suppress the Schuler periodic oscillation effectively. Compared with the traditional external level damping algorithm based on the damping network, the algorithm proposed in this paper can reduce the overshoot errors when the state of grid SINS is switched from the non-damping state to the damping state, and this effectively improves the navigation accuracy of the system.

The research of radar target tracking observed information linear filter method

NASA Astrophysics Data System (ADS)

Chen, Zheng; Zhao, Xuanzhi; Zhang, Wen

2018-05-01

Aiming at the problems of low precision or even precision divergent is caused by nonlinear observation equation in radar target tracking, a new filtering algorithm is proposed in this paper. In this algorithm, local linearization is carried out on the observed data of the distance and angle respectively. Then the kalman filter is performed on the linearized data. After getting filtered data, a mapping operation will provide the posteriori estimation of target state. A large number of simulation results show that this algorithm can solve above problems effectively, and performance is better than the traditional filtering algorithm for nonlinear dynamic systems.

Application of Improved 5th-Cubature Kalman Filter in Initial Strapdown Inertial Navigation System Alignment for Large Misalignment Angles

PubMed Central

Wang, Wei; Chen, Xiyuan

2018-01-01

In view of the fact the accuracy of the third-degree Cubature Kalman Filter (CKF) used for initial alignment under large misalignment angle conditions is insufficient, an improved fifth-degree CKF algorithm is proposed in this paper. In order to make full use of the innovation on filtering, the innovation covariance matrix is calculated recursively by an innovative sequence with an exponent fading factor. Then a new adaptive error covariance matrix scaling algorithm is proposed. The Singular Value Decomposition (SVD) method is used for improving the numerical stability of the fifth-degree CKF in this paper. In order to avoid the overshoot caused by excessive scaling of error covariance matrix during the convergence stage, the scaling scheme is terminated when the gradient of azimuth reaches the maximum. The experimental results show that the improved algorithm has better alignment accuracy with large misalignment angles than the traditional algorithm. PMID:29473912

Kalman filters for assimilating near-surface observations in the Richards equation - Part 2: A dual filter approach for simultaneous retrieval of states and parameters

NASA Astrophysics Data System (ADS)

Medina, H.; Romano, N.; Chirico, G. B.

2012-12-01

We present a dual Kalman Filter (KF) approach for retrieving states and parameters controlling soil water dynamics in a homogenous soil column by using near-surface state observations. The dual Kalman filter couples a standard KF algorithm for retrieving the states and an unscented KF algorithm for retrieving the parameters. We examine the performance of the dual Kalman Filter applied to two alternative state-space formulations of the Richards equation, respectively differentiated by the type of variable employed for representing the states: either the soil water content (θ) or the soil matric pressure head (h). We use a synthetic time-series series of true states and noise corrupted observations and a synthetic time-series of meteorological forcing. The performance analyses account for the effect of the input parameters, the observation depth and the assimilation frequency as well as the relationship between the retrieved states and the assimilated variables. We show that the identifiability of the parameters is strongly conditioned by several factors, such as the initial guess of the unknown parameters, the wet or dry range of the retrieved states, the boundary conditions, as well as the form (h-based or θ-based) of the state-space formulation. State identifiability is instead efficient even with a relatively coarse time-resolution of the assimilated observation. The accuracy of the retrieved states exhibits limited sensitivity to the observation depth and the assimilation frequency.

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.

Two-Dimensional Stochastic Projections for Tight Integration of Optical and Inertial Sensors for Navigation

DTIC Science & Technology

2007-01-01

Intelligent Robots and Systems, vol- ume 1, pp. 123–128, September 2002. [2] R. G. Brown and P. Y. Hwang . Introduction to Ran- dom Signals and Applied... Kalman Filter-based) method for calculat- ing a trajectory by tracking features at an unknown location on the Earth’s surface, provided the topography...Extended Kalman Filter (EKF) and an automatic target tracking algorithm. In the following section, the integration architecture is presented, which in

An introduction of component fusion extend Kalman filtering method

NASA Astrophysics Data System (ADS)

Geng, Yue; Lei, Xusheng

2018-05-01

In this paper, the Component Fusion Extend Kalman Filtering (CFEKF) algorithm is proposed. Assuming each component of error propagation are independent with Gaussian distribution. The CFEKF can be obtained through the maximum likelihood of propagation error, which can adjust the state transition matrix and the measured matrix adaptively. With minimize linearization error, CFEKF can an effectively improve the estimation accuracy of nonlinear system state. The computation of CFEKF is similar to EKF which is easy for application.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Jinghe; Welch, Greg; Bishop, Gary

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 practicemore » 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.« less

Fire spread estimation on forest wildfire using ensemble kalman filter

NASA Astrophysics Data System (ADS)

Syarifah, Wardatus; Apriliani, Erna

2018-04-01

Wildfire is one of the most frequent disasters in the world, for example forest wildfire, causing population of forest decrease. Forest wildfire, whether naturally occurring or prescribed, are potential risks for ecosystems and human settlements. These risks can be managed by monitoring the weather, prescribing fires to limit available fuel, and creating firebreaks. With computer simulations we can predict and explore how fires may spread. The model of fire spread on forest wildfire was established to determine the fire properties. The fire spread model is prepared based on the equation of the diffusion reaction model. There are many methods to estimate the spread of fire. The Kalman Filter Ensemble Method is a modified estimation method of the Kalman Filter algorithm that can be used to estimate linear and non-linear system models. In this research will apply Ensemble Kalman Filter (EnKF) method to estimate the spread of fire on forest wildfire. Before applying the EnKF method, the fire spread model will be discreted using finite difference method. At the end, the analysis obtained illustrated by numerical simulation using software. The simulation results show that the Ensemble Kalman Filter method is closer to the system model when the ensemble value is greater, while the covariance value of the system model and the smaller the measurement.

Evaluation of the effect of vibration nonlinearity on convergence behavior of adaptive higher harmonic controllers

NASA Technical Reports Server (NTRS)

Molusis, J. A.; Mookerjee, P.; Bar-Shalom, Y.

1983-01-01

Effect of nonlinearity on convergence of the local linear and global linear adaptive controllers is evaluated. A nonlinear helicopter vibration model is selected for the evaluation which has sufficient nonlinearity, including multiple minimum, to assess the vibration reduction capability of the adaptive controllers. The adaptive control algorithms are based upon a linear transfer matrix assumption and the presence of nonlinearity has a significant effect on algorithm behavior. Simulation results are presented which demonstrate the importance of the caution property in the global linear controller. Caution is represented by a time varying rate weighting term in the local linear controller and this improves the algorithm convergence. Nonlinearity in some cases causes Kalman filter divergence. Two forms of the Kalman filter covariance equation are investigated.

A Real-Time De-Noising Algorithm for E-Noses in a Wireless Sensor Network

PubMed Central

Qu, Jianfeng; Chai, Yi; Yang, Simon X.

2009-01-01

A wireless e-nose network system is developed for the special purpose of monitoring odorant gases and accurately estimating odor strength in and around livestock farms. This system is to simultaneously acquire accurate odor strength values remotely at various locations, where each node is an e-nose that includes four metal-oxide semiconductor (MOS) gas sensors. A modified Kalman filtering technique is proposed for collecting raw data and de-noising based on the output noise characteristics of those gas sensors. The measurement noise variance is obtained in real time by data analysis using the proposed slip windows average method. The optimal system noise variance of the filter is obtained by using the experiments data. The Kalman filter theory on how to acquire MOS gas sensors data is discussed. Simulation results demonstrate that the proposed method can adjust the Kalman filter parameters and significantly reduce the noise from the gas sensors. PMID:22399946

Vehicle longitudinal velocity estimation during the braking process using unknown input Kalman filter

NASA Astrophysics Data System (ADS)

Moaveni, Bijan; Khosravi Roqaye Abad, Mahdi; Nasiri, Sayyad

2015-10-01

In this paper, vehicle longitudinal velocity during the braking process is estimated by measuring the wheels speed. Here, a new algorithm based on the unknown input Kalman filter is developed to estimate the vehicle longitudinal velocity with a minimum mean square error and without using the value of braking torque in the estimation procedure. The stability and convergence of the filter are analysed and proved. Effectiveness of the method is shown by designing a real experiment and comparing the estimation result with actual longitudinal velocity computing from a three-axis accelerometer output.

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.

Robust Battery Fuel Gauge Algorithm Development, Part 3: State of Charge Tracking

DTIC Science & Technology

2014-10-19

X. Zhang, F. Sun, and J. Fan, “State-of-charge estimation of the lithium - ion battery using an adaptive extended kalman filter based on an improved...framework with ex- tended kalman filter for lithium - ion battery soc and capacity estimation,” Applied Energy, vol. 92, pp. 694–704, 2012. [16] X. Hu, F...Sun, and Y. Zou, “Estimation of state of charge of a lithium - ion battery pack for electric vehicles using an adaptive luenberger observer,” Energies

Application of Ensemble Kalman Filter in Power System State Tracking and Sensitivity

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Yulan; Huang, Zhenyu; Zhou, Ning

2012-05-01

Ensemble Kalman Filter (EnKF) is proposed to track dynamic states of generators. The algorithm of EnKF and its application to generator state tracking are presented in detail. The accuracy and sensitivity of the method are analyzed with respect to initial state errors, measurement noise, unknown fault locations, time steps and parameter errors. It is demonstrated through simulation studies that even with some errors in the parameters, the developed EnKF can effectively track generator dynamic states using disturbance data.

State estimation of stochastic non-linear hybrid dynamic system using an interacting multiple model algorithm.

PubMed

Elenchezhiyan, M; Prakash, J

2015-09-01

In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Phase unwrapping algorithm using polynomial phase approximation and linear Kalman filter.

PubMed

Kulkarni, Rishikesh; Rastogi, Pramod

2018-02-01

A noise-robust phase unwrapping algorithm is proposed based on state space analysis and polynomial phase approximation using wrapped phase measurement. The true phase is approximated as a two-dimensional first order polynomial function within a small sized window around each pixel. The estimates of polynomial coefficients provide the measurement of phase and local fringe frequencies. A state space representation of spatial phase evolution and the wrapped phase measurement is considered with the state vector consisting of polynomial coefficients as its elements. Instead of using the traditional nonlinear Kalman filter for the purpose of state estimation, we propose to use the linear Kalman filter operating directly with the wrapped phase measurement. The adaptive window width is selected at each pixel based on the local fringe density to strike a balance between the computation time and the noise robustness. In order to retrieve the unwrapped phase, either a line-scanning approach or a quality guided strategy of pixel selection is used depending on the underlying continuous or discontinuous phase distribution, respectively. Simulation and experimental results are provided to demonstrate the applicability of the proposed method.

Use of the Kalman Filter for Aortic Pressure Waveform Noise Reduction

PubMed Central

Lu, Hsiang-Wei; Wu, Chung-Che; Aliyazicioglu, Zekeriya; Kang, James S.

2017-01-01

Clinical applications that require extraction and interpretation of physiological signals or waveforms are susceptible to corruption by noise or artifacts. Real-time hemodynamic monitoring systems are important for clinicians to assess the hemodynamic stability of surgical or intensive care patients by interpreting hemodynamic parameters generated by an analysis of aortic blood pressure (ABP) waveform measurements. Since hemodynamic parameter estimation algorithms often detect events and features from measured ABP waveforms to generate hemodynamic parameters, noise and artifacts integrated into ABP waveforms can severely distort the interpretation of hemodynamic parameters by hemodynamic algorithms. In this article, we propose the use of the Kalman filter and the 4-element Windkessel model with static parameters, arterial compliance C, peripheral resistance R, aortic impedance r, and the inertia of blood L, to represent aortic circulation for generating accurate estimations of ABP waveforms through noise and artifact reduction. Results show the Kalman filter could very effectively eliminate noise and generate a good estimation from the noisy ABP waveform based on the past state history. The power spectrum of the measured ABP waveform and the synthesized ABP waveform shows two similar harmonic frequencies. PMID:28611850

Joint compensation scheme of polarization crosstalk, intersymbol interference, frequency offset, and phase noise based on cascaded Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Qun; Yang, Yanfu; Xiang, Qian; Zhou, Zhongqing; Yao, Yong

2018-02-01

A joint compensation scheme based on cascaded Kalman filter is proposed, which can implement polarization tracking, channel equalization, frequency offset, and phase noise compensation simultaneously. The experimental results show that the proposed algorithm can not only compensate multiple channel impairments simultaneously but also improve the polarization tracking capacity and accelerate the convergence speed. The scheme has up to eight times faster convergence speed compared with radius-directed equalizer (RDE) + Max-FFT (maximum fast Fourier transform) + BPS (blind phase search) and can track up polarization rotation 60 times and 15 times faster than that of RDE + Max-FFT + BPS and CMMA (cascaded multimodulus algorithm) + Max-FFT + BPS, respectively.

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.

An iterative ensemble quasi-linear data assimilation approach for integrated reservoir monitoring

NASA Astrophysics Data System (ADS)

Li, J. Y.; Kitanidis, P. K.

2013-12-01

Reservoir forecasting and management are increasingly relying on an integrated reservoir monitoring approach, which involves data assimilation to calibrate the complex process of multi-phase flow and transport in the porous medium. The numbers of unknowns and measurements arising in such joint inversion problems are usually very large. The ensemble Kalman filter and other ensemble-based techniques are popular because they circumvent the computational barriers of computing Jacobian matrices and covariance matrices explicitly and allow nonlinear error propagation. These algorithms are very useful but their performance is not well understood and it is not clear how many realizations are needed for satisfactory results. In this presentation we introduce an iterative ensemble quasi-linear data assimilation approach for integrated reservoir monitoring. It is intended for problems for which the posterior or conditional probability density function is not too different from a Gaussian, despite nonlinearity in the state transition and observation equations. The algorithm generates realizations that have the potential to adequately represent the conditional probability density function (pdf). Theoretical analysis sheds light on the conditions under which this algorithm should work well and explains why some applications require very few realizations while others require many. This algorithm is compared with the classical ensemble Kalman filter (Evensen, 2003) and with Gu and Oliver's (2007) iterative ensemble Kalman filter on a synthetic problem of monitoring a reservoir using wellbore pressure and flux data.

EM algorithm applied for estimating non-stationary region boundaries using electrical impedance tomography

NASA Astrophysics Data System (ADS)

Khambampati, A. K.; Rashid, A.; Kim, B. S.; Liu, Dong; Kim, S.; Kim, K. Y.

2010-04-01

EIT has been used for the dynamic estimation of organ boundaries. One specific application in this context is the estimation of lung boundaries during pulmonary circulation. This would help track the size and shape of lungs of the patients suffering from diseases like pulmonary edema and acute respiratory failure (ARF). The dynamic boundary estimation of the lungs can also be utilized to set and control the air volume and pressure delivered to the patients during artificial ventilation. In this paper, the expectation-maximization (EM) algorithm is used as an inverse algorithm to estimate the non-stationary lung boundary. The uncertainties caused in Kalman-type filters due to inaccurate selection of model parameters are overcome using EM algorithm. Numerical experiments using chest shaped geometry are carried out with proposed method and the performance is compared with extended Kalman filter (EKF). Results show superior performance of EM in estimation of the lung boundary.

Spacecraft attitude determination using a second-order nonlinear filter

NASA Technical Reports Server (NTRS)

Vathsal, S.

1987-01-01

The stringent attitude determination accuracy and faster slew maneuver requirements demanded by present-day spacecraft control systems motivate the development of recursive nonlinear filters for attitude estimation. This paper presents the second-order filter development for the estimation of attitude quaternion using three-axis gyro and star tracker measurement data. Performance comparisons have been made by computer simulation of system models and filter mechanization. It is shown that the second-order filter consistently performs better than the extended Kalman filter when the performance index of the root sum square estimation error of the quaternion vector is compared. The second-order filter identifies the gyro drift rates faster than the extended Kalman filter. The uniqueness of this algorithm is the online generation of the time-varying process and measurement noise covariance matrices, derived as a function or the process and measurement nonlinearity, respectively.

The Computational Complexity, Parallel Scalability, and Performance of Atmospheric Data Assimilation Algorithms

NASA Technical Reports Server (NTRS)

Lyster, Peter M.; Guo, J.; Clune, T.; Larson, J. W.; Atlas, Robert (Technical Monitor)

2001-01-01

The computational complexity of algorithms for Four Dimensional Data Assimilation (4DDA) at NASA's Data Assimilation Office (DAO) is discussed. In 4DDA, observations are assimilated with the output of a dynamical model to generate best-estimates of the states of the system. It is thus a mapping problem, whereby scattered observations are converted into regular accurate maps of wind, temperature, moisture and other variables. The DAO is developing and using 4DDA algorithms that provide these datasets, or analyses, in support of Earth System Science research. Two large-scale algorithms are discussed. The first approach, the Goddard Earth Observing System Data Assimilation System (GEOS DAS), uses an atmospheric general circulation model (GCM) and an observation-space based analysis system, the Physical-space Statistical Analysis System (PSAS). GEOS DAS is very similar to global meteorological weather forecasting data assimilation systems, but is used at NASA for climate research. Systems of this size typically run at between 1 and 20 gigaflop/s. The second approach, the Kalman filter, uses a more consistent algorithm to determine the forecast error covariance matrix than does GEOS DAS. For atmospheric assimilation, the gridded dynamical fields typically have More than 10(exp 6) variables, therefore the full error covariance matrix may be in excess of a teraword. For the Kalman filter this problem can easily scale to petaflop/s proportions. We discuss the computational complexity of GEOS DAS and our implementation of the Kalman filter. We also discuss and quantify some of the technical issues and limitations in developing efficient, in terms of wall clock time, and scalable parallel implementations of the algorithms.

Kinematic Localization for Global Navigation Satellite Systems: A Kalman Filtering Approach

NASA Astrophysics Data System (ADS)

Tabatabaee, Mohammad Hadi

Use of the Global Positioning System (GNSS) has expanded significantly in the past decade, especially with advances in embedded systems and the emergence of smartphones and the Internet of Things (IoT). The growing demand has stimulated research on development of GNSS techniques and programming tools. The focus of much of the research efforts have been on high-level algorithms and augmentations. This dissertation focuses on the low-level methods at the heart of GNSS systems and proposes a new methods for GNSS positioning problems based on concepts of distance geometry and the use of Kalman filters. The methods presented in this dissertation provide algebraic solutions to problems that have predominantly been solved using iterative methods. The proposed methods are highly efficient, provide accurate estimates, and exhibit a degree of robustness in the presence of unfavorable satellite geometry. The algorithm operates in two stages; an estimation of the receiver clock bias and removal of the bias from the pseudorange observables, followed by the localization of the GNSS receiver. The use of a Kalman filter in between the two stages allows for an improvement of the clock bias estimate with a noticeable impact on the position estimates. The receiver localization step has also been formulated in a linear manner allowing for the direct application of a Kalman filter without any need for linearization. The methodology has also been extended to double differential observables for high accuracy pseudorange and carrier phase position estimates.

A square root ensemble Kalman filter application to a motor-imagery brain-computer interface.

PubMed

Kamrunnahar, M; Schiff, S J

2011-01-01

We here investigated a non-linear ensemble Kalman filter (SPKF) application to a motor imagery brain computer interface (BCI). A square root central difference Kalman filter (SR-CDKF) was used as an approach for brain state estimation in motor imagery task performance, using scalp electroencephalography (EEG) signals. Healthy human subjects imagined left vs. right hand movements and tongue vs. bilateral toe movements while scalp EEG signals were recorded. Offline data analysis was conducted for training the model as well as for decoding the imagery movements. Preliminary results indicate the feasibility of this approach with a decoding accuracy of 78%-90% for the hand movements and 70%-90% for the tongue-toes movements. Ongoing research includes online BCI applications of this approach as well as combined state and parameter estimation using this algorithm with different system dynamic models.

Efficient data assimilation algorithm for bathymetry application

NASA Astrophysics Data System (ADS)

Ghorbanidehno, H.; Lee, J. H.; Farthing, M.; Hesser, T.; Kitanidis, P. K.; Darve, E. F.

2017-12-01

Information on the evolving state of the nearshore zone bathymetry is crucial to shoreline management, recreational safety, and naval operations. The high cost and complex logistics of using ship-based surveys for bathymetry estimation have encouraged the use of remote sensing techniques. Data assimilation methods combine the remote sensing data and nearshore hydrodynamic models to estimate the unknown bathymetry and the corresponding uncertainties. In particular, several recent efforts have combined Kalman Filter-based techniques such as ensembled-based Kalman filters with indirect video-based observations to address the bathymetry inversion problem. However, these methods often suffer from ensemble collapse and uncertainty underestimation. Here, the Compressed State Kalman Filter (CSKF) method is used to estimate the bathymetry based on observed wave celerity. In order to demonstrate the accuracy and robustness of the CSKF method, we consider twin tests with synthetic observations of wave celerity, while the bathymetry profiles are chosen based on surveys taken by the U.S. Army Corps of Engineer Field Research Facility (FRF) in Duck, NC. The first test case is a bathymetry estimation problem for a spatially smooth and temporally constant bathymetry profile. The second test case is a bathymetry estimation problem for a temporally evolving bathymetry from a smooth to a non-smooth profile. For both problems, we compare the results of CSKF with those obtained by the local ensemble transform Kalman filter (LETKF), which is a popular ensemble-based Kalman filter method.

An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors

PubMed Central

Li, Jian; Wei, Xinguo; Zhang, Guangjun

2017-01-01

Efficiency and reliability are key issues when a star sensor operates in tracking mode. In the case of high attitude dynamics, the performance of existing attitude tracking algorithms degenerates rapidly. In this paper an extended Kalman filtering-based attitude tracking algorithm is presented. The star sensor is modeled as a nonlinear stochastic system with the state estimate providing the three degree-of-freedom attitude quaternion and angular velocity. The star positions in the star image are predicted and measured to estimate the optimal attitude. Furthermore, all the cataloged stars observed in the sensor field-of-view according the predicted image motion are accessed using a catalog partition table to speed up the tracking, called star mapping. Software simulation and night-sky experiment are performed to validate the efficiency and reliability of the proposed method. PMID:28825684

An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors.

PubMed

Li, Jian; Wei, Xinguo; Zhang, Guangjun

2017-08-21

Efficiency and reliability are key issues when a star sensor operates in tracking mode. In the case of high attitude dynamics, the performance of existing attitude tracking algorithms degenerates rapidly. In this paper an extended Kalman filtering-based attitude tracking algorithm is presented. The star sensor is modeled as a nonlinear stochastic system with the state estimate providing the three degree-of-freedom attitude quaternion and angular velocity. The star positions in the star image are predicted and measured to estimate the optimal attitude. Furthermore, all the cataloged stars observed in the sensor field-of-view according the predicted image motion are accessed using a catalog partition table to speed up the tracking, called star mapping. Software simulation and night-sky experiment are performed to validate the efficiency and reliability of the proposed method.

Algorithms for spacecraft formation flying navigation based on wireless positioning system measurements

NASA Astrophysics Data System (ADS)

Goh, Shu Ting

Spacecraft formation flying navigation continues to receive a great deal of interest. The research presented in this dissertation focuses on developing methods for estimating spacecraft absolute and relative positions, assuming measurements of only relative positions using wireless sensors. The implementation of the extended Kalman filter to the spacecraft formation navigation problem results in high estimation errors and instabilities in state estimation at times. This is due to the high nonlinearities in the system dynamic model. Several approaches are attempted in this dissertation aiming at increasing the estimation stability and improving the estimation accuracy. A differential geometric filter is implemented for spacecraft positions estimation. The differential geometric filter avoids the linearization step (which is always carried out in the extended Kalman filter) through a mathematical transformation that converts the nonlinear system into a linear system. A linear estimator is designed in the linear domain, and then transformed back to the physical domain. This approach demonstrated better estimation stability for spacecraft formation positions estimation, as detailed in this dissertation. The constrained Kalman filter is also implemented for spacecraft formation flying absolute positions estimation. The orbital motion of a spacecraft is characterized by two range extrema (perigee and apogee). At the extremum, the rate of change of a spacecraft's range vanishes. This motion constraint can be used to improve the position estimation accuracy. The application of the constrained Kalman filter at only two points in the orbit causes filter instability. Two variables are introduced into the constrained Kalman filter to maintain the stability and improve the estimation accuracy. An extended Kalman filter is implemented as a benchmark for comparison with the constrained Kalman filter. Simulation results show that the constrained Kalman filter provides better estimation accuracy as compared with the extended Kalman filter. A Weighted Measurement Fusion Kalman Filter (WMFKF) is proposed in this dissertation. In wireless localizing sensors, a measurement error is proportional to the distance of the signal travels and sensor noise. In this proposed Weighted Measurement Fusion Kalman Filter, the signal traveling time delay is not modeled; however, each measurement is weighted based on the measured signal travel distance. The obtained estimation performance is compared to the standard Kalman filter in two scenarios. The first scenario assumes using a wireless local positioning system in a GPS denied environment. The second scenario assumes the availability of both the wireless local positioning system and GPS measurements. The simulation results show that the WMFKF has similar accuracy performance as the standard Kalman Filter (KF) in the GPS denied environment. However, the WMFKF maintains the position estimation error within its expected error boundary when the WLPS detection range limit is above 30km. In addition, the WMFKF has a better accuracy and stability performance when GPS is available. Also, the computational cost analysis shows that the WMFKF has less computational cost than the standard KF, and the WMFKF has higher ellipsoid error probable percentage than the standard Measurement Fusion method. A method to determine the relative attitudes between three spacecraft is developed. The method requires four direction measurements between the three spacecraft. The simulation results and covariance analysis show that the method's error falls within a three sigma boundary without exhibiting any singularity issues. A study of the accuracy of the proposed method with respect to the shape of the spacecraft formation is also presented.

Indoor Pedestrian Localization Using iBeacon and Improved Kalman Filter.

PubMed

Sung, Kwangjae; Lee, Dong Kyu 'Roy'; Kim, Hwangnam

2018-05-26

The reliable and accurate indoor pedestrian positioning is one of the biggest challenges for location-based systems and applications. Most pedestrian positioning systems have drift error and large bias due to low-cost inertial sensors and random motions of human being, as well as unpredictable and time-varying radio-frequency (RF) signals used for position determination. To solve this problem, many indoor positioning approaches that integrate the user's motion estimated by dead reckoning (DR) method and the location data obtained by RSS fingerprinting through Bayesian filter, such as the Kalman filter (KF), unscented Kalman filter (UKF), and particle filter (PF), have recently been proposed to achieve higher positioning accuracy in indoor environments. Among Bayesian filtering methods, PF is the most popular integrating approach and can provide the best localization performance. However, since PF uses a large number of particles for the high performance, it can lead to considerable computational cost. This paper presents an indoor positioning system implemented on a smartphone, which uses simple dead reckoning (DR), RSS fingerprinting using iBeacon and machine learning scheme, and improved KF. The core of the system is the enhanced KF called a sigma-point Kalman particle filter (SKPF), which localize the user leveraging both the unscented transform of UKF and the weighting method of PF. The SKPF algorithm proposed in this study is used to provide the enhanced positioning accuracy by fusing positional data obtained from both DR and fingerprinting with uncertainty. The SKPF algorithm can achieve better positioning accuracy than KF and UKF and comparable performance compared to PF, and it can provide higher computational efficiency compared with PF. iBeacon in our positioning system is used for energy-efficient localization and RSS fingerprinting. We aim to design the localization scheme that can realize the high positioning accuracy, computational efficiency, and energy efficiency through the SKPF and iBeacon indoors. Empirical experiments in real environments show that the use of the SKPF algorithm and iBeacon in our indoor localization scheme can achieve very satisfactory performance in terms of localization accuracy, computational cost, and energy efficiency.

The Estimation Theory Framework of Data Assimilation

NASA Technical Reports Server (NTRS)

Cohn, S.; Atlas, Robert (Technical Monitor)

2002-01-01

Lecture 1. The Estimation Theory Framework of Data Assimilation: 1. The basic framework: dynamical and observation models; 2. Assumptions and approximations; 3. The filtering, smoothing, and prediction problems; 4. Discrete Kalman filter and smoother algorithms; and 5. Example: A retrospective data assimilation system

Enhanced Pedestrian Navigation Based on Course Angle Error Estimation Using Cascaded Kalman Filters

PubMed Central

Park, Chan Gook

2018-01-01

An enhanced pedestrian dead reckoning (PDR) based navigation algorithm, which uses two cascaded Kalman filters (TCKF) for the estimation of course angle and navigation errors, is proposed. The proposed algorithm uses a foot-mounted inertial measurement unit (IMU), waist-mounted magnetic sensors, and a zero velocity update (ZUPT) based inertial navigation technique with TCKF. The first stage filter estimates the course angle error of a human, which is closely related to the heading error of the IMU. In order to obtain the course measurements, the filter uses magnetic sensors and a position-trace based course angle. For preventing magnetic disturbance from contaminating the estimation, the magnetic sensors are attached to the waistband. Because the course angle error is mainly due to the heading error of the IMU, and the characteristic error of the heading angle is highly dependent on that of the course angle, the estimated course angle error is used as a measurement for estimating the heading error in the second stage filter. At the second stage, an inertial navigation system-extended Kalman filter-ZUPT (INS-EKF-ZUPT) method is adopted. As the heading error is estimated directly by using course-angle error measurements, the estimation accuracy for the heading and yaw gyro bias can be enhanced, compared with the ZUPT-only case, which eventually enhances the position accuracy more efficiently. The performance enhancements are verified via experiments, and the way-point position error for the proposed method is compared with those for the ZUPT-only case and with other cases that use ZUPT and various types of magnetic heading measurements. The results show that the position errors are reduced by a maximum of 90% compared with the conventional ZUPT based PDR algorithms. PMID:29690539

Human movement tracking based on Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Yi; Luo, Yuan

2006-11-01

During the rehabilitation process of the post-stroke patients is conducted, their movements need to be localized and learned so that incorrect movement can be instantly modified or tuned. Therefore, tracking these movement becomes vital and necessary for the rehabilitative course. In the technologies of human movement tracking, the position prediction of human movement is very important. In this paper, we first analyze the configuration of the human movement system and choice of sensors. Then, The Kalman filter algorithm and its modified algorithm are proposed and to be used to predict the position of human movement. In the end, on the basis of analyzing the performance of the method, it is clear that the method described can be used to the system of human movement tracking.

Attitude Determination Using a MEMS-Based Flight Information Measurement Unit

PubMed Central

Ma, Der-Ming; Shiau, Jaw-Kuen; Wang, I.-Chiang; Lin, Yu-Heng

2012-01-01

Obtaining precise attitude information is essential for aircraft navigation and control. This paper presents the results of the attitude determination using an in-house designed low-cost MEMS-based flight information measurement unit. This study proposes a quaternion-based extended Kalman filter to integrate the traditional quaternion and gravitational force decomposition methods for attitude determination algorithm. The proposed extended Kalman filter utilizes the evolution of the four elements in the quaternion method for attitude determination as the dynamic model, with the four elements as the states of the filter. The attitude angles obtained from the gravity computations and from the electronic magnetic sensors are regarded as the measurement of the filter. The immeasurable gravity accelerations are deduced from the outputs of the three axes accelerometers, the relative accelerations, and the accelerations due to body rotation. The constraint of the four elements of the quaternion method is treated as a perfect measurement and is integrated into the filter computation. Approximations of the time-varying noise variances of the measured signals are discussed and presented with details through Taylor series expansions. The algorithm is intuitive, easy to implement, and reliable for long-term high dynamic maneuvers. Moreover, a set of flight test data is utilized to demonstrate the success and practicality of the proposed algorithm and the filter design. PMID:22368455

Attitude determination using a MEMS-based flight information measurement unit.

PubMed

Ma, Der-Ming; Shiau, Jaw-Kuen; Wang, I-Chiang; Lin, Yu-Heng

2012-01-01

Obtaining precise attitude information is essential for aircraft navigation and control. This paper presents the results of the attitude determination using an in-house designed low-cost MEMS-based flight information measurement unit. This study proposes a quaternion-based extended Kalman filter to integrate the traditional quaternion and gravitational force decomposition methods for attitude determination algorithm. The proposed extended Kalman filter utilizes the evolution of the four elements in the quaternion method for attitude determination as the dynamic model, with the four elements as the states of the filter. The attitude angles obtained from the gravity computations and from the electronic magnetic sensors are regarded as the measurement of the filter. The immeasurable gravity accelerations are deduced from the outputs of the three axes accelerometers, the relative accelerations, and the accelerations due to body rotation. The constraint of the four elements of the quaternion method is treated as a perfect measurement and is integrated into the filter computation. Approximations of the time-varying noise variances of the measured signals are discussed and presented with details through Taylor series expansions. The algorithm is intuitive, easy to implement, and reliable for long-term high dynamic maneuvers. Moreover, a set of flight test data is utilized to demonstrate the success and practicality of the proposed algorithm and the filter design.

A Strapdown Interial Navigation System/Beidou/Doppler Velocity Log Integrated Navigation Algorithm Based on a Cubature Kalman Filter

PubMed Central

Gao, Wei; Zhang, Ya; Wang, Jianguo

2014-01-01

The integrated navigation system with strapdown inertial navigation system (SINS), Beidou (BD) receiver and Doppler velocity log (DVL) can be used in marine applications owing to the fact that the redundant and complementary information from different sensors can markedly improve the system accuracy. However, the existence of multisensor asynchrony will introduce errors into the system. In order to deal with the problem, conventionally the sampling interval is subdivided, which increases the computational complexity. In this paper, an innovative integrated navigation algorithm based on a Cubature Kalman filter (CKF) is proposed correspondingly. A nonlinear system model and observation model for the SINS/BD/DVL integrated system are established to more accurately describe the system. By taking multi-sensor asynchronization into account, a new sampling principle is proposed to make the best use of each sensor's information. Further, CKF is introduced in this new algorithm to enable the improvement of the filtering accuracy. The performance of this new algorithm has been examined through numerical simulations. The results have shown that the positional error can be effectively reduced with the new integrated navigation algorithm. Compared with the traditional algorithm based on EKF, the accuracy of the SINS/BD/DVL integrated navigation system is improved, making the proposed nonlinear integrated navigation algorithm feasible and efficient. PMID:24434842

A Novel Grid SINS/DVL Integrated Navigation Algorithm for Marine Application

PubMed Central

Kang, Yingyao; Zhao, Lin; Cheng, Jianhua; Fan, Xiaoliang

2018-01-01

Integrated navigation algorithms under the grid frame have been proposed based on the Kalman filter (KF) to solve the problem of navigation in some special regions. However, in the existing study of grid strapdown inertial navigation system (SINS)/Doppler velocity log (DVL) integrated navigation algorithms, the Earth models of the filter dynamic model and the SINS mechanization are not unified. Besides, traditional integrated systems with the KF based correction scheme are susceptible to measurement errors, which would decrease the accuracy and robustness of the system. In this paper, an adaptive robust Kalman filter (ARKF) based hybrid-correction grid SINS/DVL integrated navigation algorithm is designed with the unified reference ellipsoid Earth model to improve the navigation accuracy in middle-high latitude regions for marine application. Firstly, to unify the Earth models, the mechanization of grid SINS is introduced and the error equations are derived based on the same reference ellipsoid Earth model. Then, a more accurate grid SINS/DVL filter model is designed according to the new error equations. Finally, a hybrid-correction scheme based on the ARKF is proposed to resist the effect of measurement errors. Simulation and experiment results show that, compared with the traditional algorithms, the proposed navigation algorithm can effectively improve the navigation performance in middle-high latitude regions by the unified Earth models and the ARKF based hybrid-correction scheme. PMID:29373549

Power maximization of a point absorber wave energy converter using improved model predictive control

NASA Astrophysics Data System (ADS)

Milani, Farideh; Moghaddam, Reihaneh Kardehi

2017-08-01

This paper considers controlling and maximizing the absorbed power of wave energy converters for irregular waves. With respect to physical constraints of the system, a model predictive control is applied. Irregular waves' behavior is predicted by Kalman filter method. Owing to the great influence of controller parameters on the absorbed power, these parameters are optimized by imperialist competitive algorithm. The results illustrate the method's efficiency in maximizing the extracted power in the presence of unknown excitation force which should be predicted by Kalman filter.

Hybrid Solution of Stochastic Optimal Control Problems Using Gauss Pseudospectral Method and Generalized Polynomial Chaos Algorithms

DTIC Science & Technology

2012-03-01

0-486-41183-4. 15. Brown , Robert G. and Patrick Y. C. Hwang . Introduction to Random Signals and Applied Kalman Filtering. Wiley, New York, 1996. ISBN...stability and perfor- mance criteria. In the 1960’s, Kalman introduced the Linear Quadratic Regulator (LQR) method using an integral performance index...feedback of the state variables and was able to apply this method to time-varying and Multi-Input Multi-Output (MIMO) systems. Kalman further showed

Entropy-based adaptive attitude estimation

NASA Astrophysics Data System (ADS)

Kiani, Maryam; Barzegar, Aylin; Pourtakdoust, Seid H.

2018-03-01

Gaussian approximation filters have increasingly been developed to enhance the accuracy of attitude estimation in space missions. The effective employment of these algorithms demands accurate knowledge of system dynamics and measurement models, as well as their noise characteristics, which are usually unavailable or unreliable. An innovation-based adaptive filtering approach has been adopted as a solution to this problem; however, it exhibits two major challenges, namely appropriate window size selection and guaranteed assurance of positive definiteness for the estimated noise covariance matrices. The current work presents two novel techniques based on relative entropy and confidence level concepts in order to address the abovementioned drawbacks. The proposed adaptation techniques are applied to two nonlinear state estimation algorithms of the extended Kalman filter and cubature Kalman filter for attitude estimation of a low earth orbit satellite equipped with three-axis magnetometers and Sun sensors. The effectiveness of the proposed adaptation scheme is demonstrated by means of comprehensive sensitivity analysis on the system and environmental parameters by using extensive independent Monte Carlo simulations.

A comparative study of sensor fault diagnosis methods based on observer for ECAS system

NASA Astrophysics Data System (ADS)

Xu, Xing; Wang, Wei; Zou, Nannan; Chen, Long; Cui, Xiaoli

2017-03-01

The performance and practicality of electronically controlled air suspension (ECAS) system are highly dependent on the state information supplied by kinds of sensors, but faults of sensors occur frequently. Based on a non-linearized 3-DOF 1/4 vehicle model, different methods of fault detection and isolation (FDI) are used to diagnose the sensor faults for ECAS system. The considered approaches include an extended Kalman filter (EKF) with concise algorithm, a strong tracking filter (STF) with robust tracking ability, and the cubature Kalman filter (CKF) with numerical precision. We propose three filters of EKF, STF, and CKF to design a state observer of ECAS system under typical sensor faults and noise. Results show that three approaches can successfully detect and isolate faults respectively despite of the existence of environmental noise, FDI time delay and fault sensitivity of different algorithms are different, meanwhile, compared with EKF and STF, CKF method has best performing FDI of sensor faults for ECAS system.

New estimation architecture for multisensor data fusion

NASA Astrophysics Data System (ADS)

Covino, Joseph M.; Griffiths, Barry E.

1991-07-01

This paper describes a novel method of hierarchical asynchronous distributed filtering called the Net Information Approach (NIA). The NIA is a Kalman-filter-based estimation scheme for spatially distributed sensors which must retain their local optimality yet require a nearly optimal global estimate. The key idea of the NIA is that each local sensor-dedicated filter tells the global filter 'what I've learned since the last local-to-global transmission,' whereas in other estimation architectures the local-to-global transmission consists of 'what I think now.' An algorithm based on this idea has been demonstrated on a small-scale target-tracking problem with many encouraging results. Feasibility of this approach was demonstrated by comparing NIA performance to an optimal centralized Kalman filter (lower bound) via Monte Carlo simulations.

Monocular Visual Odometry Based on Trifocal Tensor Constraint

NASA Astrophysics Data System (ADS)

Chen, Y. J.; Yang, G. L.; Jiang, Y. X.; Liu, X. Y.

2018-02-01

For the problem of real-time precise localization in the urban street, a monocular visual odometry based on Extend Kalman fusion of optical-flow tracking and trifocal tensor constraint is proposed. To diminish the influence of moving object, such as pedestrian, we estimate the motion of the camera by extracting the features on the ground, which improves the robustness of the system. The observation equation based on trifocal tensor constraint is derived, which can form the Kalman filter alone with the state transition equation. An Extend Kalman filter is employed to cope with the nonlinear system. Experimental results demonstrate that, compares with Yu’s 2-step EKF method, the algorithm is more accurate which meets the needs of real-time accurate localization in cities.

MATLAB algorithm to implement soil water data assimilation with the Ensemble Kalman Filter using HYDRUS.

PubMed

Valdes-Abellan, Javier; Pachepsky, Yakov; Martinez, Gonzalo

2018-01-01

Data assimilation is becoming a promising technique in hydrologic modelling to update not only model states but also to infer model parameters, specifically to infer soil hydraulic properties in Richard-equation-based soil water models. The Ensemble Kalman Filter method is one of the most widely employed method among the different data assimilation alternatives. In this study the complete Matlab© code used to study soil data assimilation efficiency under different soil and climatic conditions is shown. The code shows the method how data assimilation through EnKF was implemented. Richards equation was solved by the used of Hydrus-1D software which was run from Matlab. •MATLAB routines are released to be used/modified without restrictions for other researchers•Data assimilation Ensemble Kalman Filter method code.•Soil water Richard equation flow solved by Hydrus-1D.

Combining Charge Couple Devices and Rate Sensors for the Feedforward Control System of a Charge Coupled Device Tracking Loop.

PubMed

Tang, Tao; Tian, Jing; Zhong, Daijun; Fu, Chengyu

2016-06-25

A rate feed forward control-based sensor fusion is proposed to improve the closed-loop performance for a charge couple device (CCD) tracking loop. The target trajectory is recovered by combining line of sight (LOS) errors from the CCD and the angular rate from a fiber-optic gyroscope (FOG). A Kalman filter based on the Singer acceleration model utilizes the reconstructive target trajectory to estimate the target velocity. Different from classical feed forward control, additive feedback loops are inevitably added to the original control loops due to the fact some closed-loop information is used. The transfer function of the Kalman filter in the frequency domain is built for analyzing the closed loop stability. The bandwidth of the Kalman filter is the major factor affecting the control stability and close-loop performance. Both simulations and experiments are provided to demonstrate the benefits of the proposed algorithm.

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

NASA Technical Reports Server (NTRS)

Sedlak, J.

1994-01-01

Given a valid system model and adequate observability, a Kalman filter will converge toward the true system state with error statistics given by the estimated error covariance matrix. The errors generally do not continue to decrease. Rather, a balance is reached between the gain of information from new measurements and the loss of information during propagation. The errors can be further reduced, however, by a second pass through the data with an optimal smoother. This algorithm obtains the optimally weighted average of forward and backward propagating Kalman filters. It roughly halves the error covariance by including future as well as past measurements in each estimate. This paper investigates whether such benefits actually accrue in the application of an optimal smoother to spacecraft attitude determination. Tests are performed both with actual spacecraft data from the Extreme Ultraviolet Explorer (EUVE) and with simulated data for which the true state vector and noise statistics are exactly known.

A square root ensemble Kalman filter application to a motor-imagery brain-computer interface

PubMed Central

Kamrunnahar, M.; Schiff, S. J.

2017-01-01

We here investigated a non-linear ensemble Kalman filter (SPKF) application to a motor imagery brain computer interface (BCI). A square root central difference Kalman filter (SR-CDKF) was used as an approach for brain state estimation in motor imagery task performance, using scalp electroencephalography (EEG) signals. Healthy human subjects imagined left vs. right hand movements and tongue vs. bilateral toe movements while scalp EEG signals were recorded. Offline data analysis was conducted for training the model as well as for decoding the imagery movements. Preliminary results indicate the feasibility of this approach with a decoding accuracy of 78%–90% for the hand movements and 70%–90% for the tongue-toes movements. Ongoing research includes online BCI applications of this approach as well as combined state and parameter estimation using this algorithm with different system dynamic models. PMID:22255799

Implementation of Kalman filter algorithm on models reduced using singular pertubation approximation method and its application to measurement of water level

NASA Astrophysics Data System (ADS)

Rachmawati, Vimala; Khusnul Arif, Didik; Adzkiya, Dieky

2018-03-01

The systems contained in the universe often have a large order. Thus, the mathematical model has many state variables that affect the computation time. In addition, generally not all variables are known, so estimations are needed to measure the magnitude of the system that cannot be measured directly. In this paper, we discuss the model reduction and estimation of state variables in the river system to measure the water level. The model reduction of a system is an approximation method of a system with a lower order without significant errors but has a dynamic behaviour that is similar to the original system. The Singular Perturbation Approximation method is one of the model reduction methods where all state variables of the equilibrium system are partitioned into fast and slow modes. Then, The Kalman filter algorithm is used to estimate state variables of stochastic dynamic systems where estimations are computed by predicting state variables based on system dynamics and measurement data. Kalman filters are used to estimate state variables in the original system and reduced system. Then, we compare the estimation results of the state and computational time between the original and reduced system.

An Ensemble Recentering Kalman Filter with an Application to Argo Temperature Data Assimilation into the NASA GEOS-5 Coupled Model

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.

2013-01-01

A two-step ensemble recentering Kalman filter (ERKF) analysis scheme is introduced. The algorithm consists of a recentering step followed by an ensemble Kalman filter (EnKF) analysis step. The recentering step is formulated such as to adjust the prior distribution of an ensemble of model states so that the deviations of individual samples from the sample mean are unchanged but the original sample mean is shifted to the prior position of the most likely particle, where the likelihood of each particle is measured in terms of closeness to a chosen subset of the observations. The computational cost of the ERKF is essentially the same as that of a same size EnKF. The ERKF is applied to the assimilation of Argo temperature profiles into the OGCM component of an ensemble of NASA GEOS-5 coupled models. Unassimilated Argo salt data are used for validation. A surprisingly small number (16) of model trajectories is sufficient to significantly improve model estimates of salinity over estimates from an ensemble run without assimilation. The two-step algorithm also performs better than the EnKF although its performance is degraded in poorly observed regions.

Kalman filter-based tracking of moving objects using linear ultrasonic sensor array for road vehicles

NASA Astrophysics Data System (ADS)

Li, Shengbo Eben; Li, Guofa; Yu, Jiaying; Liu, Chang; Cheng, Bo; Wang, Jianqiang; Li, Keqiang

2018-01-01

Detection and tracking of objects in the side-near-field has attracted much attention for the development of advanced driver assistance systems. This paper presents a cost-effective approach to track moving objects around vehicles using linearly arrayed ultrasonic sensors. To understand the detection characteristics of a single sensor, an empirical detection model was developed considering the shapes and surface materials of various detected objects. Eight sensors were arrayed linearly to expand the detection range for further application in traffic environment recognition. Two types of tracking algorithms, including an Extended Kalman filter (EKF) and an Unscented Kalman filter (UKF), for the sensor array were designed for dynamic object tracking. The ultrasonic sensor array was designed to have two types of fire sequences: mutual firing or serial firing. The effectiveness of the designed algorithms were verified in two typical driving scenarios: passing intersections with traffic sign poles or street lights, and overtaking another vehicle. Experimental results showed that both EKF and UKF had more precise tracking position and smaller RMSE (root mean square error) than a traditional triangular positioning method. The effectiveness also encourages the application of cost-effective ultrasonic sensors in the near-field environment perception in autonomous driving systems.

Adaptive Offset Correction for Intracortical Brain Computer Interfaces

PubMed Central

Homer, Mark L.; Perge, János A.; Black, Michael J.; Harrison, Matthew T.; Cash, Sydney S.; Hochberg, Leigh R.

2014-01-01

Intracortical brain computer interfaces (iBCIs) decode intended movement from neural activity for the control of external devices such as a robotic arm. Standard approaches include a calibration phase to estimate decoding parameters. During iBCI operation, the statistical properties of the neural activity can depart from those observed during calibration, sometimes hindering a user’s ability to control the iBCI. To address this problem, we adaptively correct the offset terms within a Kalman filter decoder via penalized maximum likelihood estimation. The approach can handle rapid shifts in neural signal behavior (on the order of seconds) and requires no knowledge of the intended movement. The algorithm, called MOCA, was tested using simulated neural activity and evaluated retrospectively using data collected from two people with tetraplegia operating an iBCI. In 19 clinical research test cases, where a nonadaptive Kalman filter yielded relatively high decoding errors, MOCA significantly reduced these errors (10.6 ±10.1%; p<0.05, pairwise t-test). MOCA did not significantly change the error in the remaining 23 cases where a nonadaptive Kalman filter already performed well. These results suggest that MOCA provides more robust decoding than the standard Kalman filter for iBCIs. PMID:24196868

Massively Parallel Assimilation of TOGA/TAO and Topex/Poseidon Measurements into a Quasi Isopycnal Ocean General Circulation Model Using an Ensemble Kalman Filter

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele; Borovikov, Anna Y.; Suarez, Max

1999-01-01

A massively parallel ensemble Kalman filter (EnKF)is used to assimilate temperature data from the TOGA/TAO array and altimetry from TOPEX/POSEIDON into a Pacific basin version of the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. The EnKF is an approximate Kalman filter in which the error-covariance propagation step is modeled by the integration of multiple instances of a numerical model. An estimate of the true error covariances is then inferred from the distribution of the ensemble of model state vectors. This inplementation of the filter takes advantage of the inherent parallelism in the EnKF algorithm by running all the model instances concurrently. The Kalman filter update step also occurs in parallel by having each processor process the observations that occur in the region of physical space for which it is responsible. The massively parallel data assimilation system is validated by withholding some of the data and then quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The distributions of the forecast and analysis error covariances predicted by the ENKF are also examined.

Evaluation of a Cubature Kalman Filtering-Based Phase Unwrapping Method for Differential Interferograms with High Noise in Coal Mining Areas

PubMed Central

Liu, Wanli; Bian, Zhengfu; Liu, Zhenguo; Zhang, Qiuzhao

2015-01-01

Differential interferometric synthetic aperture radar has been shown to be effective for monitoring subsidence in coal mining areas. Phase unwrapping can have a dramatic influence on the monitoring result. In this paper, a filtering-based phase unwrapping algorithm in combination with path-following is introduced to unwrap differential interferograms with high noise in mining areas. It can perform simultaneous noise filtering and phase unwrapping so that the pre-filtering steps can be omitted, thus usually retaining more details and improving the detectable deformation. For the method, the nonlinear measurement model of phase unwrapping is processed using a simplified Cubature Kalman filtering, which is an effective and efficient tool used in many nonlinear fields. Three case studies are designed to evaluate the performance of the method. In Case 1, two tests are designed to evaluate the performance of the method under different factors including the number of multi-looks and path-guiding indexes. The result demonstrates that the unwrapped results are sensitive to the number of multi-looks and that the Fisher Distance is the most suitable path-guiding index for our study. Two case studies are then designed to evaluate the feasibility of the proposed phase unwrapping method based on Cubature Kalman filtering. The results indicate that, compared with the popular Minimum Cost Flow method, the Cubature Kalman filtering-based phase unwrapping can achieve promising results without pre-filtering and is an appropriate method for coal mining areas with high noise. PMID:26153776

Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter.

PubMed

Song, Xuegang; Zhang, Yuexin; Liang, Dakai

2017-10-10

This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF) was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.

A New Polar Transfer Alignment Algorithm with the Aid of a Star Sensor and Based on an Adaptive Unscented Kalman Filter.

PubMed

Cheng, Jianhua; Wang, Tongda; Wang, Lu; Wang, Zhenmin

2017-10-23

Because of the harsh polar environment, the master strapdown inertial navigation system (SINS) has low accuracy and the system model information becomes abnormal. In this case, existing polar transfer alignment (TA) algorithms which use the measurement information provided by master SINS would lose their effectiveness. In this paper, a new polar TA algorithm with the aid of a star sensor and based on an adaptive unscented Kalman filter (AUKF) is proposed to deal with the problems. Since the measurement information provided by master SINS is inaccurate, the accurate information provided by the star sensor is chosen as the measurement. With the compensation of lever-arm effect and the model of star sensor, the nonlinear navigation equations are derived. Combined with the attitude matching method, the filter models for polar TA are designed. An AUKF is introduced to solve the abnormal information of system model. Then, the AUKF is used to estimate the states of TA. Results have demonstrated that the performance of the new polar TA algorithm is better than the state-of-the-art polar TA algorithms. Therefore, the new polar TA algorithm proposed in this paper is effectively to ensure and improve the accuracy of TA in the harsh polar environment.

A New Polar Transfer Alignment Algorithm with the Aid of a Star Sensor and Based on an Adaptive Unscented Kalman Filter

PubMed Central

Cheng, Jianhua; Wang, Tongda; Wang, Lu; Wang, Zhenmin

2017-01-01

Because of the harsh polar environment, the master strapdown inertial navigation system (SINS) has low accuracy and the system model information becomes abnormal. In this case, existing polar transfer alignment (TA) algorithms which use the measurement information provided by master SINS would lose their effectiveness. In this paper, a new polar TA algorithm with the aid of a star sensor and based on an adaptive unscented Kalman filter (AUKF) is proposed to deal with the problems. Since the measurement information provided by master SINS is inaccurate, the accurate information provided by the star sensor is chosen as the measurement. With the compensation of lever-arm effect and the model of star sensor, the nonlinear navigation equations are derived. Combined with the attitude matching method, the filter models for polar TA are designed. An AUKF is introduced to solve the abnormal information of system model. Then, the AUKF is used to estimate the states of TA. Results have demonstrated that the performance of the new polar TA algorithm is better than the state-of-the-art polar TA algorithms. Therefore, the new polar TA algorithm proposed in this paper is effectively to ensure and improve the accuracy of TA in the harsh polar environment. PMID:29065521

Modified compensation algorithm of lever-arm effect and flexural deformation for polar shipborne transfer alignment based on improved adaptive Kalman filter

NASA Astrophysics Data System (ADS)

Wang, Tongda; Cheng, Jianhua; Guan, Dongxue; Kang, Yingyao; Zhang, Wei

2017-09-01

Due to the lever-arm effect and flexural deformation in the practical application of transfer alignment (TA), the TA performance is decreased. The existing polar TA algorithm only compensates a fixed lever-arm without considering the dynamic lever-arm caused by flexural deformation; traditional non-polar TA algorithms also have some limitations. Thus, the performance of existing compensation algorithms is unsatisfactory. In this paper, a modified compensation algorithm of the lever-arm effect and flexural deformation is proposed to promote the accuracy and speed of the polar TA. On the basis of a dynamic lever-arm model and a noise compensation method for flexural deformation, polar TA equations are derived in grid frames. Based on the velocity-plus-attitude matching method, the filter models of polar TA are designed. An adaptive Kalman filter (AKF) is improved to promote the robustness and accuracy of the system, and then applied to the estimation of the misalignment angles. Simulation and experiment results have demonstrated that the modified compensation algorithm based on the improved AKF for polar TA can effectively compensate the lever-arm effect and flexural deformation, and then improve the accuracy and speed of TA in the polar region.

Kalman Filter Tracking on Parallel Architectures

NASA Astrophysics Data System (ADS)

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava; Lantz, Steven; Lefebvre, Matthieu; McDermott, Kevin; Riley, Daniel; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

2016-11-01

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 such as GPGPU, ARM and Intel MIC. In order to achieve the theoretical performance gains of these processors, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High-Luminosity Large Hadron Collider (HL-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 such as Cellular Automata or Hough Transforms. The most common track finding techniques in use today, however, are those based on a Kalman filter approach. 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 in use today at the LHC. Given the utility of the Kalman filter in track finding, we have begun to port these algorithms to parallel architectures, namely Intel Xeon and Xeon Phi. We report here on our progress towards an end-to-end track reconstruction algorithm fully exploiting vectorization and parallelization techniques in a simplified experimental environment.

Data assimilation in the low noise regime

NASA Astrophysics Data System (ADS)

Weare, J.; Vanden-Eijnden, E.

2012-12-01

On-line data assimilation techniques such as ensemble Kalman filters and particle filters tend to lose accuracy dramatically when presented with an unlikely observation. Such observation may be caused by an unusually large measurement error or reflect a rare fluctuation in the dynamics of the system. Over a long enough span of time it becomes likely that one or several of these events will occur. In some cases they are signatures of the most interesting features of the underlying system and their prediction becomes the primary focus of the data assimilation procedure. The Kuroshio or Black Current that runs along the eastern coast of Japan is an example of just such a system. It undergoes infrequent but dramatic changes of state between a small meander during which the current remains close to the coast of Japan, and a large meander during which the current bulges away from the coast. Because of the important role that the Kuroshio plays in distributing heat and salinity in the surrounding region, prediction of these transitions is of acute interest. { Here we focus on a regime in which both the stochastic forcing on the system and the observational noise are small. In this setting large deviation theory can be used to understand why standard filtering methods fail and guide the design of the more effective data assimilation techniques. Motivated by our large deviations analysis we propose several data assimilation strategies capable of efficiently handling rare events such as the transitions of the Kuroshio. These techniques are tested on a model of the Kuroshio and shown to perform much better than standard filtering methods.Here the sequence of observations (circles) are taken directly from one of our Kuroshio model's transition events from the small meander to the large meander. We tested two new algorithms (Algorithms 3 and 4 in the legend) motivated by our large deviations analysis as well as a standard particle filter and an ensemble Kalman filter. The parameters of each algorithm are chosen so that their costs are comparable. The particle filter and an ensemble Kalman filter fail to accurately track the transition. Algorithms 3 and 4 maintain accuracy (and smaller scale resolution) throughout the transition.

Integrated Navigation System Design for Micro Planetary Rovers: Comparison of Absolute Heading Estimation Algorithms and Nonlinear Filtering

PubMed Central

Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok

2016-01-01

This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level. PMID:27223293

Integrated Navigation System Design for Micro Planetary Rovers: Comparison of Absolute Heading Estimation Algorithms and Nonlinear Filtering.

PubMed

Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok

2016-05-23

This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level.

Improved Spatial Registration and Target Tracking Method for Sensors on Multiple Missiles.

PubMed

Lu, Xiaodong; Xie, Yuting; Zhou, Jun

2018-05-27

Inspired by the problem that the current spatial registration methods are unsuitable for three-dimensional (3-D) sensor on high-dynamic platform, this paper focuses on the estimation for the registration errors of cooperative missiles and motion states of maneuvering target. There are two types of errors being discussed: sensor measurement biases and attitude biases. Firstly, an improved Kalman Filter on Earth-Centered Earth-Fixed (ECEF-KF) coordinate algorithm is proposed to estimate the deviations mentioned above, from which the outcomes are furtherly compensated to the error terms. Secondly, the Pseudo Linear Kalman Filter (PLKF) and the nonlinear scheme the Unscented Kalman Filter (UKF) with modified inputs are employed for target tracking. The convergence of filtering results are monitored by a position-judgement logic, and a low-pass first order filter is selectively introduced before compensation to inhibit the jitter of estimations. In the simulation, the ECEF-KF enhancement is proven to improve the accuracy and robustness of the space alignment, while the conditional-compensation-based PLKF method is demonstrated to be the optimal performance in target tracking.

Efficient Data Assimilation Algorithms for Bathymetry Applications

NASA Astrophysics Data System (ADS)

Ghorbanidehno, H.; Kokkinaki, A.; Lee, J. H.; Farthing, M.; Hesser, T.; Kitanidis, P. K.; Darve, E. F.

2016-12-01

Information on the evolving state of the nearshore zone bathymetry is crucial to shoreline management, recreational safety, and naval operations. The high cost and complex logistics of using ship-based surveys for bathymetry estimation have encouraged the use of remote sensing monitoring. Data assimilation methods combine monitoring data and models of nearshore dynamics to estimate the unknown bathymetry and the corresponding uncertainties. Existing applications have been limited to the basic Kalman Filter (KF) and the Ensemble Kalman Filter (EnKF). The former can only be applied to low-dimensional problems due to its computational cost; the latter often suffers from ensemble collapse and uncertainty underestimation. This work explores the use of different variants of the Kalman Filter for bathymetry applications. In particular, we compare the performance of the EnKF to the Unscented Kalman Filter and the Hierarchical Kalman Filter, both of which are KF variants for non-linear problems. The objective is to identify which method can better handle the nonlinearities of nearshore physics, while also having a reasonable computational cost. We present two applications; first, the bathymetry of a synthetic one-dimensional cross section normal to the shore is estimated from wave speed measurements. Second, real remote measurements with unknown error statistics are used and compared to in situ bathymetric survey data collected at the USACE Field Research Facility in Duck, NC. We evaluate the information content of different data sets and explore the impact of measurement error and nonlinearities.

Evolutionary Dynamic Multiobjective Optimization Via Kalman Filter Prediction.

PubMed

Muruganantham, Arrchana; Tan, Kay Chen; Vadakkepat, Prahlad

2016-12-01

Evolutionary algorithms are effective in solving static multiobjective optimization problems resulting in the emergence of a number of state-of-the-art multiobjective evolutionary algorithms (MOEAs). Nevertheless, the interest in applying them to solve dynamic multiobjective optimization problems has only been tepid. Benchmark problems, appropriate performance metrics, as well as efficient algorithms are required to further the research in this field. One or more objectives may change with time in dynamic optimization problems. The optimization algorithm must be able to track the moving optima efficiently. A prediction model can learn the patterns from past experience and predict future changes. In this paper, a new dynamic MOEA using Kalman filter (KF) predictions in decision space is proposed to solve the aforementioned problems. The predictions help to guide the search toward the changed optima, thereby accelerating convergence. A scoring scheme is devised to hybridize the KF prediction with a random reinitialization method. Experimental results and performance comparisons with other state-of-the-art algorithms demonstrate that the proposed algorithm is capable of significantly improving the dynamic optimization performance.

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.

An optimized solution of multi-criteria evaluation analysis of landslide susceptibility using fuzzy sets and Kalman filter

NASA Astrophysics Data System (ADS)

Gorsevski, Pece V.; Jankowski, Piotr

2010-08-01

The Kalman recursive algorithm has been very widely used for integrating navigation sensor data to achieve optimal system performances. This paper explores the use of the Kalman filter to extend the aggregation of spatial multi-criteria evaluation (MCE) and to find optimal solutions with respect to a decision strategy space where a possible decision rule falls. The approach was tested in a case study in the Clearwater National Forest in central Idaho, using existing landslide datasets from roaded and roadless areas and terrain attributes. In this approach, fuzzy membership functions were used to standardize terrain attributes and develop criteria, while the aggregation of the criteria was achieved by the use of a Kalman filter. The approach presented here offers advantages over the classical MCE theory because the final solution includes both the aggregated solution and the areas of uncertainty expressed in terms of standard deviation. A comparison of this methodology with similar approaches suggested that this approach is promising for predicting landslide susceptibility and further application as a spatial decision support system.

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.

An Innovative Strategy for Accurate Thermal Compensation of Gyro Bias in Inertial Units by Exploiting a Novel Augmented Kalman Filter

PubMed Central

Angrisani, Leopoldo; Simone, Domenico De

2018-01-01

This paper presents an innovative model for integrating thermal compensation of gyro bias error into an augmented state Kalman filter. The developed model is applied in the Zero Velocity Update filter for inertial units manufactured by exploiting Micro Electro-Mechanical System (MEMS) gyros. It is used to remove residual bias at startup. It is a more effective alternative to traditional approach that is realized by cascading bias thermal correction by calibration and traditional Kalman filtering for bias tracking. This function is very useful when adopted gyros are manufactured using MEMS technology. These systems have significant limitations in terms of sensitivity to environmental conditions. They are characterized by a strong correlation of the systematic error with temperature variations. The traditional process is divided into two separated algorithms, i.e., calibration and filtering, and this aspect reduces system accuracy, reliability, and maintainability. This paper proposes an innovative Zero Velocity Update filter that just requires raw uncalibrated gyro data as input. It unifies in a single algorithm the two steps from the traditional approach. Therefore, it saves time and economic resources, simplifying the management of thermal correction process. In the paper, traditional and innovative Zero Velocity Update filters are described in detail, as well as the experimental data set used to test both methods. The performance of the two filters is compared both in nominal conditions and in the typical case of a residual initial alignment bias. In this last condition, the innovative solution shows significant improvements with respect to the traditional approach. This is the typical case of an aircraft or a car in parking conditions under solar input. PMID:29735956

An Innovative Strategy for Accurate Thermal Compensation of Gyro Bias in Inertial Units by Exploiting a Novel Augmented Kalman Filter.

PubMed

Fontanella, Rita; Accardo, Domenico; Moriello, Rosario Schiano Lo; Angrisani, Leopoldo; Simone, Domenico De

2018-05-07

This paper presents an innovative model for integrating thermal compensation of gyro bias error into an augmented state Kalman filter. The developed model is applied in the Zero Velocity Update filter for inertial units manufactured by exploiting Micro Electro-Mechanical System (MEMS) gyros. It is used to remove residual bias at startup. It is a more effective alternative to traditional approach that is realized by cascading bias thermal correction by calibration and traditional Kalman filtering for bias tracking. This function is very useful when adopted gyros are manufactured using MEMS technology. These systems have significant limitations in terms of sensitivity to environmental conditions. They are characterized by a strong correlation of the systematic error with temperature variations. The traditional process is divided into two separated algorithms, i.e., calibration and filtering, and this aspect reduces system accuracy, reliability, and maintainability. This paper proposes an innovative Zero Velocity Update filter that just requires raw uncalibrated gyro data as input. It unifies in a single algorithm the two steps from the traditional approach. Therefore, it saves time and economic resources, simplifying the management of thermal correction process. In the paper, traditional and innovative Zero Velocity Update filters are described in detail, as well as the experimental data set used to test both methods. The performance of the two filters is compared both in nominal conditions and in the typical case of a residual initial alignment bias. In this last condition, the innovative solution shows significant improvements with respect to the traditional approach. This is the typical case of an aircraft or a car in parking conditions under solar input.

Constructing an Efficient Self-Tuning Aircraft Engine Model for Control and Health Management Applications

NASA Technical Reports Server (NTRS)

Armstrong, Jeffrey B.; Simon, Donald L.

2012-01-01

Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulations.Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulatns.

GARCH modelling of covariance in dynamical estimation of inverse solutions

NASA Astrophysics Data System (ADS)

Galka, Andreas; Yamashita, Okito; Ozaki, Tohru

2004-12-01

The problem of estimating unobserved states of spatially extended dynamical systems poses an inverse problem, which can be solved approximately by a recently developed variant of Kalman filtering; in order to provide the model of the dynamics with more flexibility with respect to space and time, we suggest to combine the concept of GARCH modelling of covariance, well known in econometrics, with Kalman filtering. We formulate this algorithm for spatiotemporal systems governed by stochastic diffusion equations and demonstrate its feasibility by presenting a numerical simulation designed to imitate the situation of the generation of electroencephalographic recordings by the human cortex.

Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms Based on Kalman Filter Estimation

NASA Technical Reports Server (NTRS)

Galvan, Jose Ramon; Saxena, Abhinav; Goebel, Kai Frank

2012-01-01

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process, and how it relates to uncertainty representation, management and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for two while considering prognostics in making critical decisions.

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 tomography.

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.

Radar data smoothing filter study

NASA Technical Reports Server (NTRS)

White, J. V.

1984-01-01

The accuracy of the current Wallops Flight Facility (WFF) data smoothing techniques for a variety of radars and payloads is examined. Alternative data reduction techniques are given and recommendations are made for improving radar data processing at WFF. A data adaptive algorithm, based on Kalman filtering and smoothing techniques, is also developed for estimating payload trajectories above the atmosphere from noisy time varying radar data. This algorithm is tested and verified using radar tracking data from WFF.

Underwater terrain-aided navigation system based on combination matching algorithm.

PubMed

Li, Peijuan; Sheng, Guoliang; Zhang, Xiaofei; Wu, Jingqiu; Xu, Baochun; Liu, Xing; Zhang, Yao

2018-07-01

Considering that the terrain-aided navigation (TAN) system based on iterated closest contour point (ICCP) algorithm diverges easily when the indicative track of strapdown inertial navigation system (SINS) is large, Kalman filter is adopted in the traditional ICCP algorithm, difference between matching result and SINS output is used as the measurement of Kalman filter, then the cumulative error of the SINS is corrected in time by filter feedback correction, and the indicative track used in ICCP is improved. The mathematic model of the autonomous underwater vehicle (AUV) integrated into the navigation system and the observation model of TAN is built. Proper matching point number is designated by comparing the simulation results of matching time and matching precision. Simulation experiments are carried out according to the ICCP algorithm and the mathematic model. It can be concluded from the simulation experiments that the navigation accuracy and stability are improved with the proposed combinational algorithm in case that proper matching point number is engaged. It will be shown that the integrated navigation system is effective in prohibiting the divergence of the indicative track and can meet the requirements of underwater, long-term and high precision of the navigation system for autonomous underwater vehicles. Copyright © 2017. Published by Elsevier Ltd.

Autonomous Locator of Thermals (ALOFT) Autonomous Soaring Algorithm

DTIC Science & Technology

2015-04-03

estimator used on the NRL CICADA Mk 3 micro air vehicle [13]. An extended Kalman filter (EKF) was designed to estimate the airspeed sensor bias and...Boulder, 2007. ALOFT Autonomous Soaring Algorithm 31 13. A.D. Kahn and D.J. Edwards, “Navigation, Guidance and Control for the CICADA Expendable

[Research on engine remaining useful life prediction based on oil spectrum analysis and particle filtering].

PubMed

Sun, Lei; Jia, Yun-xian; Cai, Li-ying; Lin, Guo-yu; Zhao, Jin-song

2013-09-01

The spectrometric oil analysis(SOA) is an important technique for machine state monitoring, fault diagnosis and prognosis, and SOA based remaining useful life(RUL) prediction has an advantage of finding out the optimal maintenance strategy for machine system. Because the complexity of machine system, its health state degradation process can't be simply characterized by linear model, while particle filtering(PF) possesses obvious advantages over traditional Kalman filtering for dealing nonlinear and non-Gaussian system, the PF approach was applied to state forecasting by SOA, and the RUL prediction technique based on SOA and PF algorithm is proposed. In the prediction model, according to the estimating result of system's posterior probability, its prior probability distribution is realized, and the multi-step ahead prediction model based on PF algorithm is established. Finally, the practical SOA data of some engine was analyzed and forecasted by the above method, and the forecasting result was compared with that of traditional Kalman filtering method. The result fully shows the superiority and effectivity of the

Hip joint centre position estimation using a dual unscented Kalman filter for computer-assisted orthopaedic surgery.

PubMed

Beretta, Elisa; De Momi, Elena; Camomilla, Valentina; Cereatti, Andrea; Cappozzo, Aurelio; Ferrigno, Giancarlo

2014-09-01

In computer-assisted knee surgery, the accuracy of the localization of the femur centre of rotation relative to the hip-bone (hip joint centre) is affected by the unavoidable and untracked pelvic movements because only the femoral pose is acquired during passive pivoting manoeuvres. We present a dual unscented Kalman filter algorithm that allows the estimation of the hip joint centre also using as input the position of a pelvic reference point that can be acquired with a skin marker placed on the hip, without increasing the invasiveness of the surgical procedure. A comparative assessment of the algorithm was carried out using data provided by in vitro experiments mimicking in vivo surgical conditions. Soft tissue artefacts were simulated and superimposed onto the position of a pelvic landmark. Femoral pivoting made of a sequence of star-like quasi-planar movements followed by a circumduction was performed. The dual unscented Kalman filter method proved to be less sensitive to pelvic displacements, which were shown to be larger during the manoeuvres in which the femur was more adducted. Comparable accuracy between all the analysed methods resulted for hip joint centre displacements smaller than 1 mm (error: 2.2 ± [0.2; 0.3] mm, median ± [inter-quartile range 25%; inter-quartile range 75%]) and between 1 and 6 mm (error: 4.8 ± [0.5; 0.8] mm) during planar movements. When the hip joint centre displacement exceeded 6 mm, the dual unscented Kalman filter proved to be more accurate than the other methods by 30% during multi-planar movements (error: 5.2 ± [1.2; 1] mm). © IMechE 2014.

Integration of Cold Atom Interferometry INS with Other Sensors

DTIC Science & Technology

2012-03-22

Kalman filtering 2.6.1 Linear Kalman filtering . Kalman filtering is used to estimate the solution to a linear... Kalman Filter . This filter will estimate the errors in the navigation grade measurement. Whenever an outage occurs the mechanization must be done using ...navigation solution, with periodic GPS measurements being brought into a Kalman Filter to estimate the errors in the INS solution. The results of

Kalman filtered MR temperature imaging for laser induced thermal therapies.

PubMed

Fuentes, D; Yung, J; Hazle, J D; Weinberg, J S; Stafford, R J

2012-04-01

The feasibility of using a stochastic form of Pennes bioheat model within a 3-D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comparing predictions in these regions to the original measurements. Performance was quantitatively evaluated in terms of a dimensionless L(2) (RMS) norm of the temperature error weighted by acquisition uncertainty. During periods of no data corruption, observed error histories demonstrate that the Kalman algorithm does not alter the high quality temperature measurement provided by MR thermal imaging. The KF-MRTI implementation considered is seen to predict the bioheat transfer with RMS error < 4 for a short period of time, ∆t < 10 s, until the data corruption subsides. In its present form, the KF-MRTI method currently fails to compensate for consecutive for consecutive time periods of data loss ∆t > 10 sec.

A Minimum Fuel Based Estimator for Maneuver and Natrual Dynamics Reconstruction

NASA Astrophysics Data System (ADS)

Lubey, D.; Scheeres, D.

2013-09-01

The vast and growing population of objects in Earth orbit (active and defunct spacecraft, orbital debris, etc.) offers many unique challenges when it comes to tracking these objects and associating the resulting observations. Complicating these challenges are the inaccurate natural dynamical models of these objects, the active maneuvers of spacecraft that deviate them from their ballistic trajectories, and the fact that spacecraft are tracked and operated by separate agencies. Maneuver detection and reconstruction algorithms can help with each of these issues by estimating mismodeled and unmodeled dynamics through indirect observation of spacecraft. It also helps to verify the associations made by an object correlation algorithm or aid in making those associations, which is essential when tracking objects in orbit. The algorithm developed in this study applies an Optimal Control Problem (OCP) Distance Metric approach to the problems of Maneuver Reconstruction and Dynamics Estimation. This was first developed by Holzinger, Scheeres, and Alfriend (2011), with a subsequent study by Singh, Horwood, and Poore (2012). This method estimates the minimum fuel control policy rather than the state as a typical Kalman Filter would. This difference ensures that the states are connected through a given dynamical model and allows for automatic covariance manipulation, which can help to prevent filter saturation. Using a string of measurements (either verified or hypothesized to correlate with one another), the algorithm outputs a corresponding string of adjoint and state estimates with associated noise. Post-processing techniques are implemented, which when applied to the adjoint estimates can remove noise and expose unmodeled maneuvers and mismodeled natural dynamics. Specifically, the estimated controls are used to determine spacecraft dependent accelerations (atmospheric drag and solar radiation pressure) using an adapted form of the Optimal Control based natural dynamics estimation scheme developed by Lubey and Scheeres (2012). In order to allow for direct comparison, the estimator developed here was modeled after a typical Kalman Filter. The estimator forces the terminal state to lie on a manifold that satisfies the least squares with a priori information cost function, thus establishing a link with a typical Kalman filter. Terms are collected into a pseudo-Kalman Gain, which creates an equivalent form in the state estimates and covariances between the two estimators. While the two estimators share common roots, the inclusion of control in the Minimum Fuel Estimator gives it special properties. For instance, the inclusion of adjoint noise can help to automatically prevent filter saturation in a manner similar to a State Noise Compensation Algorithm. This property is quite important when considering dynamics mismodeling as filter saturation will cause estimate divergence for mismodeled systems. Additional properties and alternative forms of the estimator are also explored in this study. Several implementations of this estimator are given in this paper. It is applied to LEO, GEO, and GTO orbits with drag and SRP mismodeling. The inclusion of unmodeled maneuvers is also considered. These numerical simulations verify the mathematical properties of this estimator, and demonstrate the advantages that this estimator has over typical Kalman Filters.

Rhythmic Extended Kalman Filter for Gait Rehabilitation Motion Estimation and Segmentation.

PubMed

Joukov, Vladimir; Bonnet, Vincent; Karg, Michelle; Venture, Gentiane; Kulic, Dana

2018-02-01

This paper proposes a method to enable the use of non-intrusive, small, wearable, and wireless sensors to estimate the pose of the lower body during gait and other periodic motions and to extract objective performance measures useful for physiotherapy. The Rhythmic Extended Kalman Filter (Rhythmic-EKF) algorithm is developed to estimate the pose, learn an individualized model of periodic movement over time, and use the learned model to improve pose estimation. The proposed approach learns a canonical dynamical system model of the movement during online observation, which is used to accurately model the acceleration during pose estimation. The canonical dynamical system models the motion as a periodic signal. The estimated phase and frequency of the motion also allow the proposed approach to segment the motion into repetitions and extract useful features, such as gait symmetry, step length, and mean joint movement and variance. The algorithm is shown to outperform the extended Kalman filter in simulation, on healthy participant data, and stroke patient data. For the healthy participant marching dataset, the Rhythmic-EKF improves joint acceleration and velocity estimates over regular EKF by 40% and 37%, respectively, estimates joint angles with 2.4° root mean squared error, and segments the motion into repetitions with 96% accuracy.

A new fault diagnosis algorithm for AUV cooperative localization system

NASA Astrophysics Data System (ADS)

Shi, Hongyang; Miao, Zhiyong; Zhang, Yi

2017-10-01

Multiple AUVs cooperative localization as a new kind of underwater positioning technology, not only can improve the positioning accuracy, but also has many advantages the single AUV does not have. It is necessary to detect and isolate the fault to increase the reliability and availability of the AUVs cooperative localization system. In this paper, the Extended Multiple Model Adaptive Cubature Kalmam Filter (EMMACKF) method is presented to detect the fault. The sensor failures are simulated based on the off-line experimental data. Experimental results have shown that the faulty apparatus can be diagnosed effectively using the proposed method. Compared with Multiple Model Adaptive Extended Kalman Filter and Multi-Model Adaptive Unscented Kalman Filter, both accuracy and timelines have been improved to some extent.

Real-time acquisition and tracking system with multiple Kalman filters

NASA Astrophysics Data System (ADS)

Beard, Gary C.; McCarter, Timothy G.; Spodeck, Walter; Fletcher, James E.

1994-07-01

The design of a real-time, ground-based, infrared tracking system with proven field success in tracking boost vehicles through burnout is presented with emphasis on the software design. The system was originally developed to deliver relative angular positions during boost, and thrust termination time to a sensor fusion station in real-time. Autonomous target acquisition and angle-only tracking features were developed to ensure success under stressing conditions. A unique feature of the system is the incorporation of multiple copies of a Kalman filter tracking algorithm running in parallel in order to minimize run-time. The system is capable of updating the state vector for an object at measurement rates approaching 90 Hz. This paper will address the top-level software design, details of the algorithms employed, system performance history in the field, and possible future upgrades.

Fault detection and isolation for complex system

NASA Astrophysics Data System (ADS)

Jing, Chan Shi; Bayuaji, Luhur; Samad, R.; Mustafa, M.; Abdullah, N. R. H.; Zain, Z. M.; Pebrianti, Dwi

2017-07-01

Fault Detection and Isolation (FDI) is a method to monitor, identify, and pinpoint the type and location of system fault in a complex multiple input multiple output (MIMO) non-linear system. A two wheel robot is used as a complex system in this study. The aim of the research is to construct and design a Fault Detection and Isolation algorithm. The proposed method for the fault identification is using hybrid technique that combines Kalman filter and Artificial Neural Network (ANN). The Kalman filter is able to recognize the data from the sensors of the system and indicate the fault of the system in the sensor reading. Error prediction is based on the fault magnitude and the time occurrence of fault. Additionally, Artificial Neural Network (ANN) is another algorithm used to determine the type of fault and isolate the fault in the system.

Design and validation of a real-time spiking-neural-network decoder for brain-machine interfaces.

PubMed

Dethier, Julie; Nuyujukian, Paul; Ryu, Stephen I; Shenoy, Krishna V; Boahen, Kwabena

2013-06-01

Cortically-controlled motor prostheses aim to restore functions lost to neurological disease and injury. Several proof of concept demonstrations have shown encouraging results, but barriers to clinical translation still remain. In particular, intracortical prostheses must satisfy stringent power dissipation constraints so as not to damage cortex. One possible solution is to use ultra-low power neuromorphic chips to decode neural signals for these intracortical implants. The first step is to explore in simulation the feasibility of translating decoding algorithms for brain-machine interface (BMI) applications into spiking neural networks (SNNs). Here we demonstrate the validity of the approach by implementing an existing Kalman-filter-based decoder in a simulated SNN using the Neural Engineering Framework (NEF), a general method for mapping control algorithms onto SNNs. To measure this system's robustness and generalization, we tested it online in closed-loop BMI experiments with two rhesus monkeys. Across both monkeys, a Kalman filter implemented using a 2000-neuron SNN has comparable performance to that of a Kalman filter implemented using standard floating point techniques. These results demonstrate the tractability of SNN implementations of statistical signal processing algorithms on different monkeys and for several tasks, suggesting that a SNN decoder, implemented on a neuromorphic chip, may be a feasible computational platform for low-power fully-implanted prostheses. The validation of this closed-loop decoder system and the demonstration of its robustness and generalization hold promise for SNN implementations on an ultra-low power neuromorphic chip using the NEF.

Nonlinear Estimation With Sparse Temporal Measurements

DTIC Science & Technology

2016-09-01

Kalman filter , the extended Kalman filter (EKF) and unscented Kalman filter (UKF) are commonly used in practical application. The Kalman filter is an...optimal estimator for linear systems; the EKF and UKF are sub-optimal approximations of the Kalman filter . The EKF uses a first-order Taylor series...propagated covariance is compared for similarity with a Monte Carlo propagation. The similarity of the covariance matrices is shown to predict filter

Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls

NASA Astrophysics Data System (ADS)

Iglesias, Marco; Sawlan, Zaid; Scavino, Marco; Tempone, Raúl; Wood, Christopher

2018-07-01

In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach (Ruggeri et al 2017 Bayesian Anal. 12 407–33, Iglesias et al 2018 Int. J. Heat Mass Transfer 116 417–31), for estimating the state and parameters of linear parabolic partial differential equations in initial-boundary value problems when the boundary data are noisy. We apply EnMKF to infer the thermal properties of building walls and to estimate the corresponding heat flux from real and synthetic data. Compared with a modified ensemble Kalman filter (EnKF) that is not marginalized, EnMKF reduces the bias error, avoids the collapse of the ensemble without needing to add inflation, and converges to the mean field posterior using or less of the ensemble size required by EnKF. According to our results, the marginalization technique in EnMKF is key to performance improvement with smaller ensembles at any fixed time.

Parallelized Kalman-Filter-Based Reconstruction of Particle Tracks on Many-Core Processors and GPUs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava

2017-01-01

For over a decade now, physical and energy constraints have limited clock speed improvements in commodity microprocessors. Instead, chipmakers have been pushed into producing lower-power, multi-core processors such as Graphical Processing Units (GPU), ARM CPUs, and Intel MICs. Broad-based efforts from manufacturers and developers have been devoted to making these processors user-friendly enough to perform general computations. However, extracting performance from a larger number of cores, as well as specialized vector or SIMD units, requires special care in algorithm design and code optimization. One of the most computationally challenging problems in high-energy particle experiments is finding and fitting the charged-particlemore » tracks during event reconstruction. This is expected to become by far the dominant problem at the High-Luminosity Large Hadron Collider (HL-LHC), for example. Today the most common track finding methods are those based on the Kalman filter. Experience with Kalman techniques on real tracking detector systems has shown that they are robust and provide high physics performance. This is why they are currently in use at the LHC, both in the trigger and offine. Previously we reported on the significant parallel speedups that resulted from our investigations to adapt Kalman filters to track fitting and track building on Intel Xeon and Xeon Phi. Here, we discuss our progresses toward the understanding of these processors and the new developments to port the Kalman filter to NVIDIA GPUs.« less

Parallelized Kalman-Filter-Based Reconstruction of Particle Tracks on Many-Core Processors and GPUs

NASA Astrophysics Data System (ADS)

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava; Lantz, Steven; Lefebvre, Matthieu; Masciovecchio, Mario; McDermott, Kevin; Riley, Daniel; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

2017-08-01

For over a decade now, physical and energy constraints have limited clock speed improvements in commodity microprocessors. Instead, chipmakers have been pushed into producing lower-power, multi-core processors such as Graphical Processing Units (GPU), ARM CPUs, and Intel MICs. Broad-based efforts from manufacturers and developers have been devoted to making these processors user-friendly enough to perform general computations. However, extracting performance from a larger number of cores, as well as specialized vector or SIMD units, requires special care in algorithm design and code optimization. One of the most computationally challenging problems in high-energy particle experiments is finding and fitting the charged-particle tracks during event reconstruction. This is expected to become by far the dominant problem at the High-Luminosity Large Hadron Collider (HL-LHC), for example. Today the most common track finding methods are those based on the Kalman filter. Experience with Kalman techniques on real tracking detector systems has shown that they are robust and provide high physics performance. This is why they are currently in use at the LHC, both in the trigger and offine. Previously we reported on the significant parallel speedups that resulted from our investigations to adapt Kalman filters to track fitting and track building on Intel Xeon and Xeon Phi. Here, we discuss our progresses toward the understanding of these processors and the new developments to port the Kalman filter to NVIDIA GPUs.

Fuzzy adaptive interacting multiple model nonlinear filter for integrated navigation sensor fusion.

PubMed

Tseng, Chien-Hao; Chang, Chih-Wen; Jwo, Dah-Jing

2011-01-01

In this paper, the application of the fuzzy interacting multiple model unscented Kalman filter (FUZZY-IMMUKF) approach to integrated navigation processing for the maneuvering vehicle is presented. The unscented Kalman filter (UKF) employs a set of sigma points through deterministic sampling, such that a linearization process is not necessary, and therefore the errors caused by linearization as in the traditional extended Kalman filter (EKF) can be avoided. The nonlinear filters naturally suffer, to some extent, the same problem as the EKF for which the uncertainty of the process noise and measurement noise will degrade the performance. As a structural adaptation (model switching) mechanism, the interacting multiple model (IMM), which describes a set of switching models, can be utilized for determining the adequate value of process noise covariance. The fuzzy logic adaptive system (FLAS) is employed to determine the lower and upper bounds of the system noise through the fuzzy inference system (FIS). The resulting sensor fusion strategy can efficiently deal with the nonlinear problem for the vehicle navigation. The proposed FUZZY-IMMUKF algorithm shows remarkable improvement in the navigation estimation accuracy as compared to the relatively conventional approaches such as the UKF and IMMUKF.

A Hybrid Positioning Strategy for Vehicles in a Tunnel Based on RFID and In-Vehicle Sensors

PubMed Central

Song, Xiang; Li, Xu; Tang, Wencheng; Zhang, Weigong; Li, Bin

2014-01-01

Many intelligent transportation system applications require accurate, reliable, and continuous vehicle positioning. How to achieve such positioning performance in extended GPS-denied environments such as tunnels is the main challenge for land vehicles. This paper proposes a hybrid multi-sensor fusion strategy for vehicle positioning in tunnels. First, the preliminary positioning algorithm is developed. The Radio Frequency Identification (RFID) technology is introduced to achieve preliminary positioning in the tunnel. The received signal strength (RSS) is used as an indicator to calculate the distances between the RFID tags and reader, and then a Least Mean Square (LMS) federated filter is designed to provide the preliminary position information for subsequent global fusion. Further, to improve the positioning performance in the tunnel, an interactive multiple model (IMM)-based global fusion algorithm is developed to fuse the data from preliminary positioning results and low-cost in-vehicle sensors, such as electronic compasses and wheel speed sensors. In the actual implementation of IMM, the strong tracking extended Kalman filter (STEKF) algorithm is designed to replace the conventional extended Kalman filter (EKF) to achieve model individual filtering. Finally, the proposed strategy is evaluated through experiments. The results validate the feasibility and effectiveness of the proposed strategy. PMID:25490581

A hybrid positioning strategy for vehicles in a tunnel based on RFID and in-vehicle sensors.

PubMed

Song, Xiang; Li, Xu; Tang, Wencheng; Zhang, Weigong; Li, Bin

2014-12-05

Many intelligent transportation system applications require accurate, reliable, and continuous vehicle positioning. How to achieve such positioning performance in extended GPS-denied environments such as tunnels is the main challenge for land vehicles. This paper proposes a hybrid multi-sensor fusion strategy for vehicle positioning in tunnels. First, the preliminary positioning algorithm is developed. The Radio Frequency Identification (RFID) technology is introduced to achieve preliminary positioning in the tunnel. The received signal strength (RSS) is used as an indicator to calculate the distances between the RFID tags and reader, and then a Least Mean Square (LMS) federated filter is designed to provide the preliminary position information for subsequent global fusion. Further, to improve the positioning performance in the tunnel, an interactive multiple model (IMM)-based global fusion algorithm is developed to fuse the data from preliminary positioning results and low-cost in-vehicle sensors, such as electronic compasses and wheel speed sensors. In the actual implementation of IMM, the strong tracking extended Kalman filter (STEKF) algorithm is designed to replace the conventional extended Kalman filter (EKF) to achieve model individual filtering. Finally, the proposed strategy is evaluated through experiments. The results validate the feasibility and effectiveness of the proposed strategy.

A Steady-State Kalman Predictor-Based Filtering Strategy for Non-Overlapping Sub-Band Spectral Estimation

PubMed Central

Li, Zenghui; Xu, Bin; Yang, Jian; Song, Jianshe

2015-01-01

This paper focuses on suppressing spectral overlap for sub-band spectral estimation, with which we can greatly decrease the computational complexity of existing spectral estimation algorithms, such as nonlinear least squares spectral analysis and non-quadratic regularized sparse representation. Firstly, our study shows that the nominal ability of the high-order analysis filter to suppress spectral overlap is greatly weakened when filtering a finite-length sequence, because many meaningless zeros are used as samples in convolution operations. Next, an extrapolation-based filtering strategy is proposed to produce a series of estimates as the substitutions of the zeros and to recover the suppression ability. Meanwhile, a steady-state Kalman predictor is applied to perform a linearly-optimal extrapolation. Finally, several typical methods for spectral analysis are applied to demonstrate the effectiveness of the proposed strategy. PMID:25609038

Bounded Kalman filter method for motion-robust, non-contact heart rate estimation

PubMed Central

Prakash, Sakthi Kumar Arul; Tucker, Conrad S.

2018-01-01

The authors of this work present a real-time measurement of heart rate across different lighting conditions and motion categories. This is an advancement over existing remote Photo Plethysmography (rPPG) methods that require a static, controlled environment for heart rate detection, making them impractical for real-world scenarios wherein a patient may be in motion, or remotely connected to a healthcare provider through telehealth technologies. The algorithm aims to minimize motion artifacts such as blurring and noise due to head movements (uniform, random) by employing i) a blur identification and denoising algorithm for each frame and ii) a bounded Kalman filter technique for motion estimation and feature tracking. A case study is presented that demonstrates the feasibility of the algorithm in non-contact estimation of the pulse rate of subjects performing everyday head and body movements. The method in this paper outperforms state of the art rPPG methods in heart rate detection, as revealed by the benchmarked results. PMID:29552419

Extended-Kalman-filter-based regenerative and friction blended braking control for electric vehicle equipped with axle motor considering damping and elastic properties of electric powertrain

NASA Astrophysics Data System (ADS)

Lv, Chen; Zhang, Junzhi; Li, Yutong

2014-11-01

Because of the damping and elastic properties of an electrified powertrain, the regenerative brake of an electric vehicle (EV) is very different from a conventional friction brake with respect to the system dynamics. The flexibility of an electric drivetrain would have a negative effect on the blended brake control performance. In this study, models of the powertrain system of an electric car equipped with an axle motor are developed. Based on these models, the transfer characteristics of the motor torque in the driveline and its effect on blended braking control performance are analysed. To further enhance a vehicle's brake performance and energy efficiency, blended braking control algorithms with compensation for the powertrain flexibility are proposed using an extended Kalman filter. These algorithms are simulated under normal deceleration braking. The results show that the brake performance and blended braking control accuracy of the vehicle are significantly enhanced by the newly proposed algorithms.

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.

Method for hyperspectral imagery exploitation and pixel spectral unmixing

NASA Technical Reports Server (NTRS)

Lin, Ching-Fang (Inventor)

2003-01-01

An efficiently hybrid approach to exploit hyperspectral imagery and unmix spectral pixels. This hybrid approach uses a genetic algorithm to solve the abundance vector for the first pixel of a hyperspectral image cube. This abundance vector is used as initial state in a robust filter to derive the abundance estimate for the next pixel. By using Kalman filter, the abundance estimate for a pixel can be obtained in one iteration procedure which is much fast than genetic algorithm. The output of the robust filter is fed to genetic algorithm again to derive accurate abundance estimate for the current pixel. The using of robust filter solution as starting point of the genetic algorithm speeds up the evolution of the genetic algorithm. After obtaining the accurate abundance estimate, the procedure goes to next pixel, and uses the output of genetic algorithm as the previous state estimate to derive abundance estimate for this pixel using robust filter. And again use the genetic algorithm to derive accurate abundance estimate efficiently based on the robust filter solution. This iteration continues until pixels in a hyperspectral image cube end.

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

Assisted Perception, Planning and Control for Remote Mobility and Dexterous Manipulation

DTIC Science & Technology

2017-04-01

on unmanned aerial vehicles (UAVs). The underlying algorithm is based on an Extended Kalman Filter (EKF) that simultaneously estimates robot state...and sensor biases. The filter developed provided a probabilistic fusion of sensor data from many modalities to produce a single consistent position...estimation for a walking humanoid. Given a prior map using a Gaussian particle filter , the LIDAR based system is able to provide a drift-free

An Optically Implemented Kalman Filter Algorithm.

DTIC Science & Technology

1983-12-01

8b. OFFICE SYMOOL 9. PROCUREMENT INSTRUMENT IDENTIFICATION NUMBER 8c. ADDRESS (City, State and ZIP Code ) 10. SOURCE OF FUNDING NOS.______ PROGRAM...are completely speci- fied for the correlation stage to perform the required corre- lation in real time, and the filter stage to perform the lin- ear...performance analy- ses indicated an enhanced ability of the nonadaptive filter to track a realistic distant point source target with an error standard

Performance Evaluation Within CASE_ATTI of MHT and JVC Association Algorithms for COMDAT TD

DTIC Science & Technology

2007-05-01

les résultats du travail effectué dans le cadre de l’analyse de sensibilité des algorithmes uti- lisés dans COMDAT, comparativement à ceux...is also very important in tracking system. Neverthe- less, tracking performance with even the best designed filter may become very degraded in the...for completeness. 2.2 IMM Some practical model of target motion is assumed for the design of the Kalman filter. This target kinematics model is

Guidance simulation and test support for differential GPS flight experiment

NASA Technical Reports Server (NTRS)

Geier, G. J.; Loomis, P. V. W.; Cabak, A.

1987-01-01

Three separate tasks which supported the test preparation, test operations, and post test analysis of the NASA Ames flight test evaluation of the differential Global Positioning System (GPS) are presented. Task 1 consisted of a navigation filter design, coding, and testing to optimally make use of GPS in a differential mode. The filter can be configured to accept inputs from external censors such as an accelerometer and a barometric or radar altimeter. The filter runs in real time onboard a NASA helicopter. It processes raw pseudo and delta range measurements from a single channel sequential GPS receiver. The Kalman filter software interfaces are described in detail, followed by a description of the filter algorithm, including the basic propagation and measurement update equations. The performance during flight tests is reviewed and discussed. Task 2 describes a refinement performed on the lateral and vertical steering algorithms developed on a previous contract. The refinements include modification of the internal logic to allow more diverse inflight initialization procedures, further data smoothing and compensation for system induced time delays. Task 3 describes the TAU Corp participation in the analysis of the real time Kalman navigation filter. The performance was compared to that of the Z-set filter in flight and to the laser tracker position data during post test analysis. This analysis allowed a more optimum selection of the parameters of the filter.

A proposed Kalman filter algorithm for estimation of unmeasured output variables for an F100 turbofan engine

NASA Technical Reports Server (NTRS)

Alag, Gurbux S.; Gilyard, Glenn B.

1990-01-01

To develop advanced control systems for optimizing aircraft engine performance, unmeasurable output variables must be estimated. The estimation has to be done in an uncertain environment and be adaptable to varying degrees of modeling errors and other variations in engine behavior over its operational life cycle. This paper represented an approach to estimate unmeasured output variables by explicitly modeling the effects of off-nominal engine behavior as biases on the measurable output variables. A state variable model accommodating off-nominal behavior is developed for the engine, and Kalman filter concepts are used to estimate the required variables. Results are presented from nonlinear engine simulation studies as well as the application of the estimation algorithm on actual flight data. The formulation presented has a wide range of application since it is not restricted or tailored to the particular application described.

Solving Assembly Sequence Planning using Angle Modulated Simulated Kalman Filter

NASA Astrophysics Data System (ADS)

Mustapa, Ainizar; Yusof, Zulkifli Md.; Adam, Asrul; Muhammad, Badaruddin; Ibrahim, Zuwairie

2018-03-01

This paper presents an implementation of Simulated Kalman Filter (SKF) algorithm for optimizing an Assembly Sequence Planning (ASP) problem. The SKF search strategy contains three simple steps; predict-measure-estimate. The main objective of the ASP is to determine the sequence of component installation to shorten assembly time or save assembly costs. Initially, permutation sequence is generated to represent each agent. Each agent is then subjected to a precedence matrix constraint to produce feasible assembly sequence. Next, the Angle Modulated SKF (AMSKF) is proposed for solving ASP problem. The main idea of the angle modulated approach in solving combinatorial optimization problem is to use a function, g(x), to create a continuous signal. The performance of the proposed AMSKF is compared against previous works in solving ASP by applying BGSA, BPSO, and MSPSO. Using a case study of ASP, the results show that AMSKF outperformed all the algorithms in obtaining the best solution.

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

Alternatives to an extended Kalman Filter for target image tracking

NASA Astrophysics Data System (ADS)

Leuthauser, P. R.

1981-12-01

Four alternative filters are compared to an extended Kalman filter (EKF) algorithm for tracking a distributed (elliptical) source target in a closed loop tracking problem, using outputs from a forward looking (FLIR) sensor as measurements. These were (1) an EKF with (second order) bias correction term, (2) a constant gain EKF, (3) a constant gain EKF with bias correction term, and (4) a statistically linearized filter. Estimates are made of both actual target motion and of apparent motion due to atmospheric jitter. These alternative designs are considered specifically to address some of the significant biases exhibited by an EKF due to initial acquisition difficulties, unmodelled maneuvering by the target, low signal-to-noise ratio, and real world conditions varying significantly from those assumed in the filter design (robustness). Filter performance was determined with a Monte Carlo study under both ideal and non ideal conditions for tracking targets on a constant velocity cross range path, and during constant acceleration turns of 5G, 10G, and 20G.

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.

Adaptive Reception for Underwater Communications

DTIC Science & Technology

2011-06-01

Experimental results prove the effectiveness of the receiver. 14. SUBJECT TERMS Underwater acoustic communications, adaptive algorithms , Kalman filter...the update algorithm design and the value of the spatial diversity are addressed. In this research, an adaptive multichannel equalizer made up of a...for the time-varying nature of the channel is to use an Adaptive Decision Feedback Equalizer based on either the RLS or LMS algorithm . Although this

Weighted Optimization-Based Distributed Kalman Filter for Nonlinear Target Tracking in Collaborative Sensor Networks.

PubMed

Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang

2017-11-01

The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.

A New Continuous Rotation IMU Alignment Algorithm Based on Stochastic Modeling for Cost Effective North-Finding Applications

PubMed Central

Li, Yun; Wu, Wenqi; Jiang, Qingan; Wang, Jinling

2016-01-01

Based on stochastic modeling of Coriolis vibration gyros by the Allan variance technique, this paper discusses Angle Random Walk (ARW), Rate Random Walk (RRW) and Markov process gyroscope noises which have significant impacts on the North-finding accuracy. A new continuous rotation alignment algorithm for a Coriolis vibration gyroscope Inertial Measurement Unit (IMU) is proposed in this paper, in which the extended observation equations are used for the Kalman filter to enhance the estimation of gyro drift errors, thus improving the north-finding accuracy. Theoretical and numerical comparisons between the proposed algorithm and the traditional ones are presented. The experimental results show that the new continuous rotation alignment algorithm using the extended observation equations in the Kalman filter is more efficient than the traditional two-position alignment method. Using Coriolis vibration gyros with bias instability of 0.1°/h, a north-finding accuracy of 0.1° (1σ) is achieved by the new continuous rotation alignment algorithm, compared with 0.6° (1σ) north-finding accuracy for the two-position alignment and 1° (1σ) for the fixed-position alignment. PMID:27983585

An Attitude Filtering and Magnetometer Calibration Approach for Nanosatellites

NASA Astrophysics Data System (ADS)

Söken, Halil Ersin

2018-04-01

We propose an attitude filtering and magnetometer calibration approach for nanosatellites. Measurements from magnetometers, Sun sensor and gyros are used in the filtering algorithm to estimate the attitude of the satellite together with the bias terms for the gyros and magnetometers. In the traditional approach for the attitude filtering, the attitude sensor measurements are used in the filter with a nonlinear vector measurement model. In the proposed algorithm, the TRIAD algorithm is used in conjunction with the unscented Kalman filter (UKF) to form the nontraditional attitude filter. First the vector measurements from the magnetometer and Sun sensor are processed with the TRIAD algorithm to obtain a coarse attitude estimate for the spacecraft. In the second phase the estimated coarse attitude is used as quaternion measurements for the UKF. The UKF estimates the fine attitude, and the gyro and magnetometer biases. We evaluate the algorithm for a hypothetical nanosatellite by numerical simulations. The results show that the attitude of the satellite can be estimated with an accuracy better than 0.5{°} and the computational load decreases more than 25% compared to a traditional UKF algorithm. We discuss the algorithm's performance in case of a time-variance in the magnetometer errors.

CDGPS-Based Relative Navigation for Multiple Spacecraft

NASA Technical Reports Server (NTRS)

Mitchell, Megan Leigh

2004-01-01

This thesis investigates the use of Carrier-phase Differential GPS (CDGPS) in relative navigation filters for formation flying spacecraft. This work analyzes the relationship between the Extended Kalman Filter (EKF) design parameters and the resulting estimation accuracies, and in particular, the effect of the process and measurement noises on the semimajor axis error. This analysis clearly demonstrates that CDGPS-based relative navigation Kalman filters yield good estimation performance without satisfying the strong correlation property that previous work had associated with "good" navigation filters. Several examples are presented to show that the Kalman filter can be forced to create solutions with stronger correlations, but these always result in larger semimajor axis errors. These linear and nonlinear simulations also demonstrated the crucial role of the process noise in determining the semimajor axis knowledge. More sophisticated nonlinear models were included to reduce the propagation error in the estimator, but for long time steps and large separations, the EKF, which only uses a linearized covariance propagation, yielded very poor performance. In contrast, the CDGPS-based Unscented Kalman relative navigation Filter (UKF) handled the dynamic and measurement nonlinearities much better and yielded far superior performance than the EKF. The UKF produced good estimates for scenarios with long baselines and time steps for which the EKF would diverge rapidly. A hardware-in-the-loop testbed that is compatible with the Spirent Simulator at NASA GSFC was developed to provide a very flexible and robust capability for demonstrating CDGPS technologies in closed-loop. This extended previous work to implement the decentralized relative navigation algorithms in real time.

A method of measuring and correcting tilt of anti - vibration wind turbines based on screening algorithm

NASA Astrophysics Data System (ADS)

Xiao, Zhongxiu

2018-04-01

A Method of Measuring and Correcting Tilt of Anti - vibration Wind Turbines Based on Screening Algorithm is proposed in this paper. First of all, we design a device which the core is the acceleration sensor ADXL203, the inclination is measured by installing it on the tower of the wind turbine as well as the engine room. Next using the Kalman filter algorithm to filter effectively by establishing a state space model for signal and noise. Then we use matlab for simulation. Considering the impact of the tower and nacelle vibration on the collected data, the original data and the filtering data are classified and stored by the Screening algorithm, then filter the filtering data to make the output data more accurate. Finally, we eliminate installation errors by using algorithm to achieve the tilt correction. The device based on this method has high precision, low cost and anti-vibration advantages. It has a wide range of application and promotion value.

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

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).

An adaptive three-stage extended Kalman filter for nonlinear discrete-time system in presence of unknown inputs.

PubMed

Xiao, Mengli; Zhang, Yongbo; Wang, Zhihua; Fu, Huimin

2018-04-01

Considering the performances of conventional Kalman filter may seriously degrade when it suffers stochastic faults and unknown input, which is very common in engineering problems, a new type of adaptive three-stage extended Kalman filter (AThSEKF) is proposed to solve state and fault estimation in nonlinear discrete-time system under these conditions. The three-stage UV transformation and adaptive forgetting factor are introduced for derivation, and by comparing with the adaptive augmented state extended Kalman filter, it is proven to be uniformly asymptotically stable. Furthermore, the adaptive three-stage extended Kalman filter is applied to a two-dimensional radar tracking scenario to illustrate the effect, and the performance is compared with that of conventional three stage extended Kalman filter (ThSEKF) and the adaptive two-stage extended Kalman filter (ATEKF). The results show that the adaptive three-stage extended Kalman filter is more effective than these two filters when facing the nonlinear discrete-time systems with information of unknown inputs not perfectly known. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Real time eye tracking using Kalman extended spatio-temporal context learning

NASA Astrophysics Data System (ADS)

Munir, Farzeen; Minhas, Fayyaz ul Amir Asfar; Jalil, Abdul; Jeon, Moongu

2017-06-01

Real time eye tracking has numerous applications in human computer interaction such as a mouse cursor control in a computer system. It is useful for persons with muscular or motion impairments. However, tracking the movement of the eye is complicated by occlusion due to blinking, head movement, screen glare, rapid eye movements, etc. In this work, we present the algorithmic and construction details of a real time eye tracking system. Our proposed system is an extension of Spatio-Temporal context learning through Kalman Filtering. Spatio-Temporal Context Learning offers state of the art accuracy in general object tracking but its performance suffers due to object occlusion. Addition of the Kalman filter allows the proposed method to model the dynamics of the motion of the eye and provide robust eye tracking in cases of occlusion. We demonstrate the effectiveness of this tracking technique by controlling the computer cursor in real time by eye movements.

State Estimation of International Space Station Centrifuge Rotor With Incomplete Knowledge of Disturbance Inputs

NASA Technical Reports Server (NTRS)

Sullivan, Michael J.

2005-01-01

This thesis develops a state estimation algorithm for the Centrifuge Rotor (CR) system where only relative measurements are available with limited knowledge of both rotor imbalance disturbances and International Space Station (ISS) thruster disturbances. A Kalman filter is applied to a plant model augmented with sinusoidal disturbance states used to model both the effect of the rotor imbalance and the 155 thrusters on the CR relative motion measurement. The sinusoidal disturbance states compensate for the lack of the availability of plant inputs for use in the Kalman filter. Testing confirms that complete disturbance modeling is necessary to ensure reliable estimation. Further testing goes on to show that increased estimator operational bandwidth can be achieved through the expansion of the disturbance model within the filter dynamics. In addition, Monte Carlo analysis shows the varying levels of robustness against defined plant/filter uncertainty variations.

Design and validation of a real-time spiking-neural-network decoder for brain-machine interfaces

NASA Astrophysics Data System (ADS)

Dethier, Julie; Nuyujukian, Paul; Ryu, Stephen I.; Shenoy, Krishna V.; Boahen, Kwabena

2013-06-01

Objective. Cortically-controlled motor prostheses aim to restore functions lost to neurological disease and injury. Several proof of concept demonstrations have shown encouraging results, but barriers to clinical translation still remain. In particular, intracortical prostheses must satisfy stringent power dissipation constraints so as not to damage cortex. Approach. One possible solution is to use ultra-low power neuromorphic chips to decode neural signals for these intracortical implants. The first step is to explore in simulation the feasibility of translating decoding algorithms for brain-machine interface (BMI) applications into spiking neural networks (SNNs). Main results. Here we demonstrate the validity of the approach by implementing an existing Kalman-filter-based decoder in a simulated SNN using the Neural Engineering Framework (NEF), a general method for mapping control algorithms onto SNNs. To measure this system’s robustness and generalization, we tested it online in closed-loop BMI experiments with two rhesus monkeys. Across both monkeys, a Kalman filter implemented using a 2000-neuron SNN has comparable performance to that of a Kalman filter implemented using standard floating point techniques. Significance. These results demonstrate the tractability of SNN implementations of statistical signal processing algorithms on different monkeys and for several tasks, suggesting that a SNN decoder, implemented on a neuromorphic chip, may be a feasible computational platform for low-power fully-implanted prostheses. The validation of this closed-loop decoder system and the demonstration of its robustness and generalization hold promise for SNN implementations on an ultra-low power neuromorphic chip using the NEF.

A modified NARMAX model-based self-tuner with fault tolerance for unknown nonlinear stochastic hybrid systems with an input-output direct feed-through term.

PubMed

Tsai, Jason S-H; Hsu, Wen-Teng; Lin, Long-Guei; Guo, Shu-Mei; Tann, Joseph W

2014-01-01

A modified nonlinear autoregressive moving average with exogenous inputs (NARMAX) model-based state-space self-tuner with fault tolerance is proposed in this paper for the unknown nonlinear stochastic hybrid system with a direct transmission matrix from input to output. Through the off-line observer/Kalman filter identification method, one has a good initial guess of modified NARMAX model to reduce the on-line system identification process time. Then, based on the modified NARMAX-based system identification, a corresponding adaptive digital control scheme is presented for the unknown continuous-time nonlinear system, with an input-output direct transmission term, which also has measurement and system noises and inaccessible system states. Besides, an effective state space self-turner with fault tolerance scheme is presented for the unknown multivariable stochastic system. A quantitative criterion is suggested by comparing the innovation process error estimated by the Kalman filter estimation algorithm, so that a weighting matrix resetting technique by adjusting and resetting the covariance matrices of parameter estimate obtained by the Kalman filter estimation algorithm is utilized to achieve the parameter estimation for faulty system recovery. Consequently, the proposed method can effectively cope with partially abrupt and/or gradual system faults and input failures by the fault detection. Copyright © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

Angular-Rate Estimation Using Star Tracker Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, I.; Deutschmann, Julie K.; Harman, Richard R.

1999-01-01

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quatemion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quatemion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quatemion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Angular-Rate Estimation using Star Tracker Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, Itzhack Y.; Deutschmann, Julie K.; Harman, Richard R.

1999-01-01

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quaternion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Time-frequency analysis of band-limited EEG with BMFLC and Kalman filter for BCI applications

PubMed Central

2013-01-01

Background Time-Frequency analysis of electroencephalogram (EEG) during different mental tasks received significant attention. As EEG is non-stationary, time-frequency analysis is essential to analyze brain states during different mental tasks. Further, the time-frequency information of EEG signal can be used as a feature for classification in brain-computer interface (BCI) applications. Methods To accurately model the EEG, band-limited multiple Fourier linear combiner (BMFLC), a linear combination of truncated multiple Fourier series models is employed. A state-space model for BMFLC in combination with Kalman filter/smoother is developed to obtain accurate adaptive estimation. By virtue of construction, BMFLC with Kalman filter/smoother provides accurate time-frequency decomposition of the bandlimited signal. Results The proposed method is computationally fast and is suitable for real-time BCI applications. To evaluate the proposed algorithm, a comparison with short-time Fourier transform (STFT) and continuous wavelet transform (CWT) for both synthesized and real EEG data is performed in this paper. The proposed method is applied to BCI Competition data IV for ERD detection in comparison with existing methods. Conclusions Results show that the proposed algorithm can provide optimal time-frequency resolution as compared to STFT and CWT. For ERD detection, BMFLC-KF outperforms STFT and BMFLC-KS in real-time applicability with low computational requirement. PMID:24274109

Validation Test Report for a Genetic Algorithm in the Glider Observation STrategies (GOST 1.0) Project: Sensitivity Studies

DTIC Science & Technology

2012-08-15

Environmental Model ( GDEM ) 72 levels) was conserved in the interpolated profiles and small variations in the vertical field may have lead to large...Planner ETKF Ensemble Transform Kalman Filter G8NCOM 1/8⁰ Global NCOM GA Genetic Algorithm GDEM Generalized Digital Environmental Model GOST

State-Dependent Pseudo-Linear Filter for Spacecraft Attitude and Rate Estimation

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, Richard R.

2001-01-01

This paper presents the development and performance of a special algorithm for estimating the attitude and angular rate of a spacecraft. The algorithm is a pseudo-linear Kalman filter, which is an ordinary linear Kalman filter that operates on a linear model whose matrices are current state estimate dependent. The nonlinear rotational dynamics equation of the spacecraft is presented in the state space as a state-dependent linear system. Two types of measurements are considered. One type is a measurement of the quaternion of rotation, which is obtained from a newly introduced star tracker based apparatus. The other type of measurement is that of vectors, which permits the use of a variety of vector measuring sensors like sun sensors and magnetometers. While quaternion measurements are related linearly to the state vector, vector measurements constitute a nonlinear function of the state vector. Therefore, in this paper, a state-dependent linear measurement equation is developed for the vector measurement case. The state-dependent pseudo linear filter is applied to simulated spacecraft rotations and adequate estimates of the spacecraft attitude and rate are obtained for the case of quaternion measurements as well as of vector measurements.

Kalman Filtered MR Temperature Imaging for Laser Induced Thermal Therapies

PubMed Central

Fuentes, D.; Yung, J.; Hazle, J. D.; Weinberg, J. S.; Stafford, R. J.

2013-01-01

The feasibility of using a stochastic form of Pennes bioheat model within a 3D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comparing predictions in these regions to the original measurements. Performance was quantitatively evaluated in terms of a dimensionless L2 (RMS) norm of the temperature error weighted by acquisition uncertainty. During periods of no data corruption, observed error histories demonstrate that the Kalman algorithm does not alter the high quality temperature measurement provided by MR thermal imaging. The KF-MRTI implementation considered is seen to predict the bioheat transfer with RMS error < 4 for a short period of time, Δt < 10sec, until the data corruption subsides. In its present form, the KF-MRTI method currently fails to compensate for consecutive for consecutive time periods of data loss Δt > 10sec. PMID:22203706

Development and evaluation of a Kalman-filter algorithm for terminal area navigation using sensors of moderate accuracy

NASA Technical Reports Server (NTRS)

Kanning, G.; Cicolani, L. S.; Schmidt, S. F.

1983-01-01

Translational state estimation in terminal area operations, using a set of commonly available position, air data, and acceleration sensors, is described. Kalman filtering is applied to obtain maximum estimation accuracy from the sensors but feasibility in real-time computations requires a variety of approximations and devices aimed at minimizing the required computation time with only negligible loss of accuracy. Accuracy behavior throughout the terminal area, its relation to sensor accuracy, its effect on trajectory tracking errors and control activity in an automatic flight control system, and its adequacy in terms of existing criteria for various terminal area operations are examined. The principal investigative tool is a simulation of the system.

Removal of jitter noise in 3D shape recovery from image focus by using Kalman filter.

PubMed

Jang, Hoon-Seok; Muhammad, Mannan Saeed; Choi, Tae-Sun

2018-02-01

In regard to Shape from Focus, one critical factor impacting system application is mechanical vibration of the translational stage causing jitter noise along the optical axis. This noise is not detectable by simply observing the image. However, when focus measures are applied, inaccuracies in the depth occur. In this article, jitter noise and focus curves are modeled by Gaussian distribution and quadratic function, respectively. Then Kalman filter is designed and applied to eliminate this noise in the focus curves, as a post-processing step after the focus measure application. Experiments are implemented with simulated objects and real objects to show usefulness of proposed algorithm. © 2017 Wiley Periodicals, Inc.

A Discussion on Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

NASA Technical Reports Server (NTRS)

Celaya, Jose R.; Saxen, Abhinav; Goebel, Kai

2012-01-01

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it relates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

The development rainfall forecasting using kalman filter

NASA Astrophysics Data System (ADS)

Zulfi, Mohammad; Hasan, Moh.; Dwidja Purnomo, Kosala

2018-04-01

Rainfall forecasting is very interesting for agricultural planing. Rainfall information is useful to make decisions about the plan planting certain commodities. In this studies, the rainfall forecasting by ARIMA and Kalman Filter method. Kalman Filter method is used to declare a time series model of which is shown in the form of linear state space to determine the future forecast. This method used a recursive solution to minimize error. The rainfall data in this research clustered by K-means clustering. Implementation of Kalman Filter method is for modelling and forecasting rainfall in each cluster. We used ARIMA (p,d,q) to construct a state space for KalmanFilter model. So, we have four group of the data and one model in each group. In conclusions, Kalman Filter method is better than ARIMA model for rainfall forecasting in each group. It can be showed from error of Kalman Filter method that smaller than error of ARIMA model.

On-line implementation of nonlinear parameter estimation for the Space Shuttle main engine

NASA Technical Reports Server (NTRS)

Buckland, Julia H.; Musgrave, Jeffrey L.; Walker, Bruce K.

1992-01-01

We investigate the performance of a nonlinear estimation scheme applied to the estimation of several parameters in a performance model of the Space Shuttle Main Engine. The nonlinear estimator is based upon the extended Kalman filter which has been augmented to provide estimates of several key performance variables. The estimated parameters are directly related to the efficiency of both the low pressure and high pressure fuel turbopumps. Decreases in the parameter estimates may be interpreted as degradations in turbine and/or pump efficiencies which can be useful measures for an online health monitoring algorithm. This paper extends previous work which has focused on off-line parameter estimation by investigating the filter's on-line potential from a computational standpoint. ln addition, we examine the robustness of the algorithm to unmodeled dynamics. The filter uses a reduced-order model of the engine that includes only fuel-side dynamics. The on-line results produced during this study are comparable to off-line results generated previously. The results show that the parameter estimates are sensitive to dynamics not included in the filter model. Off-line results using an extended Kalman filter with a full order engine model to address the robustness problems of the reduced-order model are also presented.

Joint state and parameter estimation of the hemodynamic model by particle smoother expectation maximization method

NASA Astrophysics Data System (ADS)

Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata

2016-08-01

Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.

RB Particle Filter Time Synchronization Algorithm Based on the DPM Model.

PubMed

Guo, Chunsheng; Shen, Jia; Sun, Yao; Ying, Na

2015-09-03

Time synchronization is essential for node localization, target tracking, data fusion, and various other Wireless Sensor Network (WSN) applications. To improve the estimation accuracy of continuous clock offset and skew of mobile nodes in WSNs, we propose a novel time synchronization algorithm, the Rao-Blackwellised (RB) particle filter time synchronization algorithm based on the Dirichlet process mixture (DPM) model. In a state-space equation with a linear substructure, state variables are divided into linear and non-linear variables by the RB particle filter algorithm. These two variables can be estimated using Kalman filter and particle filter, respectively, which improves the computational efficiency more so than if only the particle filter was used. In addition, the DPM model is used to describe the distribution of non-deterministic delays and to automatically adjust the number of Gaussian mixture model components based on the observational data. This improves the estimation accuracy of clock offset and skew, which allows achieving the time synchronization. The time synchronization performance of this algorithm is also validated by computer simulations and experimental measurements. The results show that the proposed algorithm has a higher time synchronization precision than traditional time synchronization algorithms.

New color-based tracking algorithm for joints of the upper extremities

NASA Astrophysics Data System (ADS)

Wu, Xiangping; Chow, Daniel H. K.; Zheng, Xiaoxiang

2007-11-01

To track the joints of the upper limb of stroke sufferers for rehabilitation assessment, a new tracking algorithm which utilizes a developed color-based particle filter and a novel strategy for handling occlusions is proposed in this paper. Objects are represented by their color histogram models and particle filter is introduced to track the objects within a probability framework. Kalman filter, as a local optimizer, is integrated into the sampling stage of the particle filter that steers samples to a region with high likelihood and therefore fewer samples is required. A color clustering method and anatomic constraints are used in dealing with occlusion problem. Compared with the general basic particle filtering method, the experimental results show that the new algorithm has reduced the number of samples and hence the computational consumption, and has achieved better abilities of handling complete occlusion over a few frames.

Flight data identification of six degree-of-freedom stability and control derivatives of a large crane type helicopter

NASA Technical Reports Server (NTRS)

Tomaine, R. L.

1976-01-01

Flight test data from a large 'crane' type helicopter were collected and processed for the purpose of identifying vehicle rigid body stability and control derivatives. The process consisted of using digital and Kalman filtering techniques for state estimation and Extended Kalman filtering for parameter identification, utilizing a least squares algorithm for initial derivative and variance estimates. Data were processed for indicated airspeeds from 0 m/sec to 152 m/sec. Pulse, doublet and step control inputs were investigated. Digital filter frequency did not have a major effect on the identification process, while the initial derivative estimates and the estimated variances had an appreciable effect on many derivative estimates. The major derivatives identified agreed fairly well with analytical predictions and engineering experience. Doublet control inputs provided better results than pulse or step inputs.

UAV Control on the Basis of 3D Landmark Bearing-Only Observations.

PubMed

Karpenko, Simon; Konovalenko, Ivan; Miller, Alexander; Miller, Boris; Nikolaev, Dmitry

2015-11-27

The article presents an approach to the control of a UAV on the basis of 3D landmark observations. The novelty of the work is the usage of the 3D RANSAC algorithm developed on the basis of the landmarks' position prediction with the aid of a modified Kalman-type filter. Modification of the filter based on the pseudo-measurements approach permits obtaining unbiased UAV position estimation with quadratic error characteristics. Modeling of UAV flight on the basis of the suggested algorithm shows good performance, even under significant external perturbations.

Local Estimators for Spacecraft Formation Flying

NASA Technical Reports Server (NTRS)

Fathpour, Nanaz; Hadaegh, Fred Y.; Mesbahi, Mehran; Nabi, Marzieh

2011-01-01

A formation estimation architecture for formation flying builds upon the local information exchange among multiple local estimators. Spacecraft formation flying involves the coordination of states among multiple spacecraft through relative sensing, inter-spacecraft communication, and control. Most existing formation flying estimation algorithms can only be supported via highly centralized, all-to-all, static relative sensing. New algorithms are needed that are scalable, modular, and robust to variations in the topology and link characteristics of the formation exchange network. These distributed algorithms should rely on a local information-exchange network, relaxing the assumptions on existing algorithms. In this research, it was shown that only local observability is required to design a formation estimator and control law. The approach relies on breaking up the overall information-exchange network into sequence of local subnetworks, and invoking an agreement-type filter to reach consensus among local estimators within each local network. State estimates were obtained by a set of local measurements that were passed through a set of communicating Kalman filters to reach an overall state estimation for the formation. An optimization approach was also presented by means of which diffused estimates over the network can be incorporated in the local estimates obtained by each estimator via local measurements. This approach compares favorably with that obtained by a centralized Kalman filter, which requires complete knowledge of the raw measurement available to each estimator.

Application of recursive approaches to differential orbit correction of near Earth asteroids

NASA Astrophysics Data System (ADS)

Dmitriev, Vasily; Lupovka, Valery; Gritsevich, Maria

2016-10-01

Comparison of three approaches to the differential orbit correction of celestial bodies was performed: batch least squares fitting, Kalman filter, and recursive least squares filter. The first two techniques are well known and widely used (Montenbruck, O. & Gill, E., 2000). The most attention is paid to the algorithm and details of program realization of recursive least squares filter. The filter's algorithm was derived based on recursive least squares technique that are widely used in data processing applications (Simon, D, 2006). Usage recursive least squares filter, makes possible to process a new set of observational data, without reprocessing data, which has been processed before. Specific feature of such approach is that number of observation in data set may be variable. This feature makes recursive least squares filter more flexible approach compare to batch least squares (process complete set of observations in each iteration) and Kalman filtering (suppose updating state vector on each epoch with measurements).Advantages of proposed approach are demonstrated by processing of real astrometric observations of near Earth asteroids. The case of 2008 TC3 was studied. 2008 TC3 was discovered just before its impact with Earth. There are a many closely spaced observations of 2008 TC3 on the interval between discovering and impact, which creates favorable conditions for usage of recursive approaches. Each of approaches has very similar precision in case of 2008 TC3. At the same time, recursive least squares approaches have much higher performance. Thus, this approach more favorable for orbit fitting of a celestial body, which was detected shortly before the collision or close approach to the Earth.This work was carried out at MIIGAiK and supported by the Russian Science Foundation, Project no. 14-22-00197.References:O. Montenbruck and E. Gill, "Satellite Orbits, Models, Methods and Applications," Springer-Verlag, 2000, pp. 1-369.D. Simon, "Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches",1 edition. Hoboken, N.J.: Wiley-Interscience, 2006.

Investigating the Use of the Intel Xeon Phi for Event Reconstruction

NASA Astrophysics Data System (ADS)

Sherman, Keegan; Gilfoyle, Gerard

2014-09-01

The physics goal of Jefferson Lab is to understand how quarks and gluons form nuclei and it is being upgraded to a higher, 12-GeV beam energy. The new CLAS12 detector in Hall B will collect 5-10 terabytes of data per day and will require considerable computing resources. We are investigating tools, such as the Intel Xeon Phi, to speed up the event reconstruction. The Kalman Filter is one of the methods being studied. It is a linear algebra algorithm that estimates the state of a system by combining existing data and predictions of those measurements. The tools required to apply this technique (i.e. matrix multiplication, matrix inversion) are being written using C++ intrinsics for Intel's Xeon Phi Coprocessor, which uses the Many Integrated Cores (MIC) architecture. The Intel MIC is a new high-performance chip that connects to a host machine through the PCIe bus and is built to run highly vectorized and parallelized code making it a well-suited device for applications such as the Kalman Filter. Our tests of the MIC optimized algorithms needed for the filter show significant increases in speed. For example, matrix multiplication of 5x5 matrices on the MIC was able to run up to 69 times faster than the host core. The physics goal of Jefferson Lab is to understand how quarks and gluons form nuclei and it is being upgraded to a higher, 12-GeV beam energy. The new CLAS12 detector in Hall B will collect 5-10 terabytes of data per day and will require considerable computing resources. We are investigating tools, such as the Intel Xeon Phi, to speed up the event reconstruction. The Kalman Filter is one of the methods being studied. It is a linear algebra algorithm that estimates the state of a system by combining existing data and predictions of those measurements. The tools required to apply this technique (i.e. matrix multiplication, matrix inversion) are being written using C++ intrinsics for Intel's Xeon Phi Coprocessor, which uses the Many Integrated Cores (MIC) architecture. The Intel MIC is a new high-performance chip that connects to a host machine through the PCIe bus and is built to run highly vectorized and parallelized code making it a well-suited device for applications such as the Kalman Filter. Our tests of the MIC optimized algorithms needed for the filter show significant increases in speed. For example, matrix multiplication of 5x5 matrices on the MIC was able to run up to 69 times faster than the host core. Work supported by the University of Richmond and the US Department of Energy.

Validation of vision-based range estimation algorithms using helicopter flight data

NASA Technical Reports Server (NTRS)

Smith, Phillip N.

1993-01-01

The objective of this research was to demonstrate the effectiveness of an optic flow method for passive range estimation using a Kalman-filter implementation with helicopter flight data. This paper is divided into the following areas: (1) ranging algorithm; (2) flight experiment; (3) analysis methodology; (4) results; and (5) concluding remarks. The discussion is presented in viewgraph format.

Multi-Target Tracking via Mixed Integer Optimization

DTIC Science & Technology

2016-05-13

solving these two problems separately, however few algorithms attempt to solve these simultaneously and even fewer utilize optimization. In this paper we...introduce a new mixed integer optimization (MIO) model which solves the data association and trajectory estimation problems simultaneously by minimizing...Kalman filter [5], which updates the trajectory estimates before the algorithm progresses forward to the next scan. This process repeats sequentially

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

2015-05-13

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.

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.

How Magnetic Disturbance Influences the Attitude and Heading in Magnetic and Inertial Sensor-Based Orientation Estimation.

PubMed

Fan, Bingfei; Li, Qingguo; Liu, Tao

2017-12-28

With the advancements in micro-electromechanical systems (MEMS) technologies, magnetic and inertial sensors are becoming more and more accurate, lightweight, smaller in size as well as low-cost, which in turn boosts their applications in human movement analysis. However, challenges still exist in the field of sensor orientation estimation, where magnetic disturbance represents one of the obstacles limiting their practical application. The objective of this paper is to systematically analyze exactly how magnetic disturbances affects the attitude and heading estimation for a magnetic and inertial sensor. First, we reviewed four major components dealing with magnetic disturbance, namely decoupling attitude estimation from magnetic reading, gyro bias estimation, adaptive strategies of compensating magnetic disturbance and sensor fusion algorithms. We review and analyze the features of existing methods of each component. Second, to understand each component in magnetic disturbance rejection, four representative sensor fusion methods were implemented, including gradient descent algorithms, improved explicit complementary filter, dual-linear Kalman filter and extended Kalman filter. Finally, a new standardized testing procedure has been developed to objectively assess the performance of each method against magnetic disturbance. Based upon the testing results, the strength and weakness of the existing sensor fusion methods were easily examined, and suggestions were presented for selecting a proper sensor fusion algorithm or developing new sensor fusion method.

Vision-Based Position Estimation Utilizing an Extended Kalman Filter

DTIC Science & Technology

2016-12-01

POSITION ESTIMATION UTILIZING AN EXTENDED KALMAN FILTER by Joseph B. Testa III December 2016 Thesis Advisor: Vladimir Dobrokhodov Co...TYPE AND DATES COVERED Master’s thesis 4. TITLE AND SUBTITLE VISION-BASED POSITION ESTIMATION UTILIZING AN EXTENDED KALMAN FILTER 5. FUNDING...spots” and network relay between the boarding team and ship. 14. SUBJECT TERMS UAV, ROS, extended Kalman filter , Matlab

Application of square-root filtering for spacecraft attitude control

NASA Technical Reports Server (NTRS)

Sorensen, J. A.; Schmidt, S. F.; Goka, T.

1978-01-01

Suitable digital algorithms are developed and tested for providing on-board precision attitude estimation and pointing control for potential use in the Landsat-D spacecraft. These algorithms provide pointing accuracy of better than 0.01 deg. To obtain necessary precision with efficient software, a six state-variable square-root Kalman filter combines two star tracker measurements to update attitude estimates obtained from processing three gyro outputs. The validity of the estimation and control algorithms are established, and the sensitivity of their performance to various error sources and software parameters are investigated by detailed digital simulation. Spacecraft computer memory, cycle time, and accuracy requirements are estimated.

Comparison of Nonlinear Filtering Techniques for Lunar Surface Roving Navigation

NASA Technical Reports Server (NTRS)

Kimber, Lemon; Welch, Bryan W.

2008-01-01

Leading up to the Apollo missions the Extended Kalman Filter, a modified version of the Kalman Filter, was developed to estimate the state of a nonlinear system. Throughout the Apollo missions, Potter's Square Root Filter was used for lunar navigation. Now that NASA is returning to the Moon, the filters used during the Apollo missions must be compared to the filters that have been developed since that time, the Bierman-Thornton Filter (UD) and the Unscented Kalman Filter (UKF). The UD Filter involves factoring the covariance matrix into UDUT and has similar accuracy to the Square Root Filter; however it requires less computation time. Conversely, the UKF, which uses sigma points, is much more computationally intensive than any of the filters; however it produces the most accurate results. The Extended Kalman Filter, Potter's Square Root Filter, the Bierman-Thornton UD Filter, and the Unscented Kalman Filter each prove to be the most accurate filter depending on the specific conditions of the navigation system.

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.

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).

Multi-rate cubature Kalman filter based data fusion method with residual compensation to adapt to sampling rate discrepancy in attitude measurement system.

PubMed

Guo, Xiaoting; Sun, Changku; Wang, Peng

2017-08-01

This paper investigates the multi-rate inertial and vision data fusion problem in nonlinear attitude measurement systems, where the sampling rate of the inertial sensor is much faster than that of the vision sensor. To fully exploit the high frequency inertial data and obtain favorable fusion results, a multi-rate CKF (Cubature Kalman Filter) algorithm with estimated residual compensation is proposed in order to adapt to the problem of sampling rate discrepancy. During inter-sampling of slow observation data, observation noise can be regarded as infinite. The Kalman gain is unknown and approaches zero. The residual is also unknown. Therefore, the filter estimated state cannot be compensated. To obtain compensation at these moments, state error and residual formulas are modified when compared with the observation data available moments. Self-propagation equation of the state error is established to propagate the quantity from the moments with observation to the moments without observation. Besides, a multiplicative adjustment factor is introduced as Kalman gain, which acts on the residual. Then the filter estimated state can be compensated even when there are no visual observation data. The proposed method is tested and verified in a practical setup. Compared with multi-rate CKF without residual compensation and single-rate CKF, a significant improvement is obtained on attitude measurement by using the proposed multi-rate CKF with inter-sampling residual compensation. The experiment results with superior precision and reliability show the effectiveness of the proposed method.

The Kalman Filter and High Performance Computing at NASA's Data Assimilation Office (DAO)

NASA Technical Reports Server (NTRS)

Lyster, Peter M.

1999-01-01

Atmospheric data assimilation is a method of combining actual observations with model simulations to produce a more accurate description of the earth system than the observations alone provide. The output of data assimilation, sometimes called "the analysis", are accurate regular, gridded datasets of observed and unobserved variables. This is used not only for weather forecasting but is becoming increasingly important for climate research. For example, these datasets may be used to assess retrospectively energy budgets or the effects of trace gases such as ozone. This allows researchers to understand processes driving weather and climate, which have important scientific and policy implications. The primary goal of the NASA's Data Assimilation Office (DAO) is to provide datasets for climate research and to support NASA satellite and aircraft missions. This presentation will: (1) describe ongoing work on the advanced Kalman/Lagrangian filter parallel algorithm for the assimilation of trace gases in the stratosphere; and (2) discuss the Kalman filter in relation to other presentations from the DAO on Four Dimensional Data Assimilation at this meeting. Although the designation "Kalman filter" is often used to describe the overarching work, the series of talks will show that the scientific software and the kind of parallelization techniques that are being developed at the DAO are very different depending on the type of problem being considered, the extent to which the problem is mission critical, and the degree of Software Engineering that has to be applied.

A simple new filter for nonlinear high-dimensional data assimilation

NASA Astrophysics Data System (ADS)

Tödter, Julian; Kirchgessner, Paul; Ahrens, Bodo

2015-04-01

The ensemble Kalman filter (EnKF) and its deterministic variants, mostly square root filters such as the ensemble transform Kalman filter (ETKF), represent a popular alternative to variational data assimilation schemes and are applied in a wide range of operational and research activities. Their forecast step employs an ensemble integration that fully respects the nonlinear nature of the analyzed system. In the analysis step, they implicitly assume the prior state and observation errors to be Gaussian. Consequently, in nonlinear systems, the analysis mean and covariance are biased, and these filters remain suboptimal. In contrast, the fully nonlinear, non-Gaussian particle filter (PF) only relies on Bayes' theorem, which guarantees an exact asymptotic behavior, but because of the so-called curse of dimensionality it is exposed to weight collapse. This work shows how to obtain a new analysis ensemble whose mean and covariance exactly match the Bayesian estimates. This is achieved by a deterministic matrix square root transformation of the forecast ensemble, and subsequently a suitable random rotation that significantly contributes to filter stability while preserving the required second-order statistics. The forecast step remains as in the ETKF. The proposed algorithm, which is fairly easy to implement and computationally efficient, is referred to as the nonlinear ensemble transform filter (NETF). The properties and performance of the proposed algorithm are investigated via a set of Lorenz experiments. They indicate that such a filter formulation can increase the analysis quality, even for relatively small ensemble sizes, compared to other ensemble filters in nonlinear, non-Gaussian scenarios. Furthermore, localization enhances the potential applicability of this PF-inspired scheme in larger-dimensional systems. Finally, the novel algorithm is coupled to a large-scale ocean general circulation model. The NETF is stable, behaves reasonably and shows a good performance with a realistic ensemble size. The results confirm that, in principle, it can be applied successfully and as simple as the ETKF in high-dimensional problems without further modifications of the algorithm, even though it is only based on the particle weights. This proves that the suggested method constitutes a useful filter for nonlinear, high-dimensional data assimilation, and is able to overcome the curse of dimensionality even in deterministic systems.

FPGA-based real-time embedded system for RISS/GPS integrated navigation.

PubMed

Abdelfatah, Walid Farid; Georgy, Jacques; Iqbal, Umar; Noureldin, Aboelmagd

2012-01-01

Navigation algorithms integrating measurements from multi-sensor systems overcome the problems that arise from using GPS navigation systems in standalone mode. Algorithms which integrate the data from 2D low-cost reduced inertial sensor system (RISS), consisting of a gyroscope and an odometer or wheel encoders, along with a GPS receiver via a Kalman filter has proved to be worthy in providing a consistent and more reliable navigation solution compared to standalone GPS receivers. It has been also shown to be beneficial, especially in GPS-denied environments such as urban canyons and tunnels. The main objective of this paper is to narrow the idea-to-implementation gap that follows the algorithm development by realizing a low-cost real-time embedded navigation system capable of computing the data-fused positioning solution. The role of the developed system is to synchronize the measurements from the three sensors, relative to the pulse per second signal generated from the GPS, after which the navigation algorithm is applied to the synchronized measurements to compute the navigation solution in real-time. Employing a customizable soft-core processor on an FPGA in the kernel of the navigation system, provided the flexibility for communicating with the various sensors and the computation capability required by the Kalman filter integration algorithm.

FPGA-Based Real-Time Embedded System for RISS/GPS Integrated Navigation

PubMed Central

Abdelfatah, Walid Farid; Georgy, Jacques; Iqbal, Umar; Noureldin, Aboelmagd

2012-01-01

Navigation algorithms integrating measurements from multi-sensor systems overcome the problems that arise from using GPS navigation systems in standalone mode. Algorithms which integrate the data from 2D low-cost reduced inertial sensor system (RISS), consisting of a gyroscope and an odometer or wheel encoders, along with a GPS receiver via a Kalman filter has proved to be worthy in providing a consistent and more reliable navigation solution compared to standalone GPS receivers. It has been also shown to be beneficial, especially in GPS-denied environments such as urban canyons and tunnels. The main objective of this paper is to narrow the idea-to-implementation gap that follows the algorithm development by realizing a low-cost real-time embedded navigation system capable of computing the data-fused positioning solution. The role of the developed system is to synchronize the measurements from the three sensors, relative to the pulse per second signal generated from the GPS, after which the navigation algorithm is applied to the synchronized measurements to compute the navigation solution in real-time. Employing a customizable soft-core processor on an FPGA in the kernel of the navigation system, provided the flexibility for communicating with the various sensors and the computation capability required by the Kalman filter integration algorithm. PMID:22368460

Cubature/ Unscented/ Sigma Point Kalman Filtering with Angular Measurement Models

DTIC Science & Technology

2015-07-06

Cubature/ Unscented/ Sigma Point Kalman Filtering with Angular Measurement Models David Frederic Crouse Naval Research Laboratory 4555 Overlook Ave...measurement and process non- linearities, such as the cubature Kalman filter , can perform ex- tremely poorly in many applications involving angular... Kalman filtering is a realization of the best linear unbiased estimator (BLUE) that evaluates certain integrals for expected values using different forms

Deep Kalman Filter: Simultaneous Multi-Sensor Integration and Modelling; A GNSS/IMU Case Study

PubMed Central

Hosseinyalamdary, Siavash

2018-01-01

Bayes filters, such as the Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of unknowns. The efficient integration of multiple sensors requires deep knowledge of their error sources. Some sensors, such as Inertial Measurement Unit (IMU), have complicated error sources. Therefore, IMU error modelling and the efficient integration of IMU and Global Navigation Satellite System (GNSS) observations has remained a challenge. In this paper, we developed deep Kalman filter to model and remove IMU errors and, consequently, improve the accuracy of IMU positioning. To achieve this, we added a modelling step to the prediction and update steps of the Kalman filter, so that the IMU error model is learned during integration. The results showed our deep Kalman filter outperformed the conventional Kalman filter and reached a higher level of accuracy. PMID:29695119

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.

Deep Kalman Filter: Simultaneous Multi-Sensor Integration and Modelling; A GNSS/IMU Case Study.

PubMed

Hosseinyalamdary, Siavash

2018-04-24

Bayes filters, such as the Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of unknowns. The efficient integration of multiple sensors requires deep knowledge of their error sources. Some sensors, such as Inertial Measurement Unit (IMU), have complicated error sources. Therefore, IMU error modelling and the efficient integration of IMU and Global Navigation Satellite System (GNSS) observations has remained a challenge. In this paper, we developed deep Kalman filter to model and remove IMU errors and, consequently, improve the accuracy of IMU positioning. To achieve this, we added a modelling step to the prediction and update steps of the Kalman filter, so that the IMU error model is learned during integration. The results showed our deep Kalman filter outperformed the conventional Kalman filter and reached a higher level of accuracy.

Single photon laser altimeter data processing, analysis and experimental validation

NASA Astrophysics Data System (ADS)

Vacek, Michael; Peca, Marek; Michalek, Vojtech; Prochazka, Ivan

2015-10-01

Spaceborne laser altimeters are common instruments on-board the rendezvous spacecraft. This manuscript deals with the altimeters using a single photon approach, which belongs to the family of time-of-flight range measurements. Moreover, the single photon receiver part of the altimeter may be utilized as an Earth-to-spacecraft link enabling one-way ranging, time transfer and data transfer. The single photon altimeters evaluate actual altitude through the repetitive detections of single photons of the reflected laser pulses. We propose the single photon altimeter signal processing and data mining algorithm based on the Poisson statistic filter (histogram method) and the modified Kalman filter, providing all common altimetry products (altitude, slope, background photon flux and albedo). The Kalman filter is extended for the background noise filtering, the varying slope adaptation and the non-causal extension for an abrupt slope change. Moreover, the algorithm partially removes the major drawback of a single photon altitude reading, namely that the photon detection measurement statistics must be gathered. The developed algorithm deduces the actual altitude on the basis of a single photon detection; thus, being optimal in the sense that each detected signal photon carrying altitude information is tracked and no altitude information is lost. The algorithm was tested on the simulated datasets and partially cross-probed with the experimental data collected using the developed single photon altimeter breadboard based on the microchip laser with the pulse energy on the order of microjoule and the repetition rate of several kilohertz. We demonstrated that such an altimeter configuration may be utilized for landing or hovering a small body (asteroid, comet).

JASMINE -- Japan Astrometry Satellite Mission for INfrared Exploration: Data Analysis and Accuracy Assessment with a Kalman Filter

NASA Astrophysics Data System (ADS)

Yamada, Y.; Shimokawa, T.; Shinomoto, S. Yano, T.; Gouda, N.

2009-09-01

For the purpose of determining the celestial coordinates of stellar positions, consecutive observational images are laid overlapping each other with clues of stars belonging to multiple plates. In the analysis, one has to estimate not only the coordinates of individual plates, but also the possible expansion and distortion of the frame. This problem reduces to a least-squares fit that can in principle be solved by a huge matrix inversion, which is, however, impracticable. Here, we propose using Kalman filtering to perform the least-squares fit and implement a practical iterative algorithm. We also estimate errors associated with this iterative method and suggest a design of overlapping plates to minimize the error.

State estimator for multisensor systems with irregular sampling and time-varying delays

NASA Astrophysics Data System (ADS)

Peñarrocha, I.; Sanchis, R.; Romero, J. A.

2012-08-01

This article addresses the state estimation in linear time-varying systems with several sensors with different availability, randomly sampled in time and whose measurements have a time-varying delay. The approach is based on a modification of the Kalman filter with the negative-time measurement update strategy, avoiding running back the full standard Kalman filter, the use of full augmented order models or the use of reorganisation techniques, leading to a lower implementation cost algorithm. The update equations are run every time a new measurement is available, independently of the time when it was taken. The approach is useful for networked control systems, systems with long delays and scarce measurements and for out-of-sequence measurements.

Kalman filters for assimilating near-surface observations into the Richards equation - Part 2: A dual filter approach for simultaneous retrieval of states and parameters

NASA Astrophysics Data System (ADS)

Medina, H.; Romano, N.; Chirico, G. B.

2014-07-01

This study presents a dual Kalman filter (DSUKF - dual standard-unscented Kalman filter) for retrieving states and parameters controlling the soil water dynamics in a homogeneous soil column, by assimilating near-surface state observations. The DSUKF couples a standard Kalman filter for retrieving the states of a linear solver of the Richards equation, and an unscented Kalman filter for retrieving the parameters of the soil hydraulic functions, which are defined according to the van Genuchten-Mualem closed-form model. The accuracy and the computational expense of the DSUKF are compared with those of the dual ensemble Kalman filter (DEnKF) implemented with a nonlinear solver of the Richards equation. Both the DSUKF and the DEnKF are applied with two alternative state-space formulations of the Richards equation, respectively differentiated by the type of variable employed for representing the states: either the soil water content (θ) or the soil water matric pressure head (h). The comparison analyses are conducted with reference to synthetic time series of the true states, noise corrupted observations, and synthetic time series of the meteorological forcing. The performance of the retrieval algorithms are examined accounting for the effects exerted on the output by the input parameters, the observation depth and assimilation frequency, as well as by the relationship between retrieved states and assimilated variables. The uncertainty of the states retrieved with DSUKF is considerably reduced, for any initial wrong parameterization, with similar accuracy but less computational effort than the DEnKF, when this is implemented with ensembles of 25 members. For ensemble sizes of the same order of those involved in the DSUKF, the DEnKF fails to provide reliable posterior estimates of states and parameters. The retrieval performance of the soil hydraulic parameters is strongly affected by several factors, such as the initial guess of the unknown parameters, the wet or dry range of the retrieved states, the boundary conditions, as well as the form (h-based or θ-based) of the state-space formulation. Several analyses are reported to show that the identifiability of the saturated hydraulic conductivity is hindered by the strong correlation with other parameters of the soil hydraulic functions defined according to the van Genuchten-Mualem closed-form model.

Kalman filters for fractional discrete-time stochastic systems along with time-delay in the observation signal

NASA Astrophysics Data System (ADS)

Torabi, H.; Pariz, N.; Karimpour, A.

2016-02-01

This paper investigates fractional Kalman filters when time-delay is entered in the observation signal in the discrete-time stochastic fractional order state-space representation. After investigating the common fractional Kalman filter, we try to derive a fractional Kalman filter for time-delay fractional systems. A detailed derivation is given. Fractional Kalman filters will be used to estimate recursively the states of fractional order state-space systems based on minimizing the cost function when there is a constant time delay (d) in the observation signal. The problem will be solved by converting the filtering problem to a usual d-step prediction problem for delay-free fractional systems.

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.

A novel approach to calibrate the hemodynamic model using functional Magnetic Resonance Imaging (fMRI) measurements.

PubMed

Khoram, Nafiseh; Zayane, Chadia; Djellouli, Rabia; Laleg-Kirati, Taous-Meriem

2016-03-15

The calibration of the hemodynamic model that describes changes in blood flow and blood oxygenation during brain activation is a crucial step for successfully monitoring and possibly predicting brain activity. This in turn has the potential to provide diagnosis and treatment of brain diseases in early stages. We propose an efficient numerical procedure for calibrating the hemodynamic model using some fMRI measurements. The proposed solution methodology is a regularized iterative method equipped with a Kalman filtering-type procedure. The Newton component of the proposed method addresses the nonlinear aspect of the problem. The regularization feature is used to ensure the stability of the algorithm. The Kalman filter procedure is incorporated here to address the noise in the data. Numerical results obtained with synthetic data as well as with real fMRI measurements are presented to illustrate the accuracy, robustness to the noise, and the cost-effectiveness of the proposed method. We present numerical results that clearly demonstrate that the proposed method outperforms the Cubature Kalman Filter (CKF), one of the most prominent existing numerical methods. We have designed an iterative numerical technique, called the TNM-CKF algorithm, for calibrating the mathematical model that describes the single-event related brain response when fMRI measurements are given. The method appears to be highly accurate and effective in reconstructing the BOLD signal even when the measurements are tainted with high noise level (as high as 30%). Published by Elsevier B.V.

Validation of Brewer and Pandora measurements using OMI total ozone

NASA Astrophysics Data System (ADS)

Baek, Kanghyun; Kim, Jae H.; Herman, Jay R.; Haffner, David P.; Kim, Jhoon

2017-07-01

Korea will launch the Geostationary Environment Monitoring Spectrometer (GEMS) instrument in 2018 onboard the Geostationary Korean Multi-Purpose Satellite to monitor tropospheric gas concentrations with high temporal and spatial resolutions. The purpose of this study is to examine the performance of total column ozone (TCO) measurements from ground-based Pandora and Brewer instruments that will be used for validation of the GEMS ozone product. Satellite measurements can be used to detect erroneous outliers at a particular ground station, which deviate significantly from co-located satellite measurements relative to other stations. This is possible because a single satellite retrieval algorithm is used to process the entire satellite dataset, and instrument characteristics typically change slowly over the life of the satellite. Thus, the short-term stability (months) of satellite measurements can be used to estimate the performance of the ground-based measurement network as well as to identify potential problems at individual stations. As a reference for satellite ozone measurements, we have selected TCO data derived from OMI-TOMS V8.5 algorithm, because it is a robust algorithm that has been well studied to identify its various error sources. We validated ground-based Brewer and Pandora TCO measurements using OMI-TOMS TCO data collected over South Korea from March 2012 to December 2014. The Brewer TCO measurements at Pohang showed significant deviation from overall seasonal variation during the study period. In addition, in the presence of clouds, Pandora TCO measurements are unusually ∼7% higher than OMI-TOMS TCO data. To filter out these cloud-contaminated data, we applied a Kalman filter to the Pandora measurements. The diurnal variation in the Kalman-filtered Pandora data agrees well with the Brewer data, and the correlation of Kalman-filtered Pandora data with OMI-TOMS TCO is significantly improved from 0.89 to 0.99 at Seoul and from 0.93 to 0.99 at Busan.

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.

Dynamic Bus Travel Time Prediction Models on Road with Multiple Bus Routes

PubMed Central

Bai, Cong; Peng, Zhong-Ren; Lu, Qing-Chang; Sun, Jian

2015-01-01

Accurate and real-time travel time information for buses can help passengers better plan their trips and minimize waiting times. A dynamic travel time prediction model for buses addressing the cases on road with multiple bus routes is proposed in this paper, based on support vector machines (SVMs) and Kalman filtering-based algorithm. In the proposed model, the well-trained SVM model predicts the baseline bus travel times from the historical bus trip data; the Kalman filtering-based dynamic algorithm can adjust bus travel times with the latest bus operation information and the estimated baseline travel times. The performance of the proposed dynamic model is validated with the real-world data on road with multiple bus routes in Shenzhen, China. The results show that the proposed dynamic model is feasible and applicable for bus travel time prediction and has the best prediction performance among all the five models proposed in the study in terms of prediction accuracy on road with multiple bus routes. PMID:26294903

Estimation of the full-field dynamic response of a floating bridge using Kalman-type filtering algorithms

NASA Astrophysics Data System (ADS)

Petersen, Ø. W.; Øiseth, O.; Nord, T. S.; Lourens, E.

2018-07-01

Numerical predictions of the dynamic response of complex structures are often uncertain due to uncertainties inherited from the assumed load effects. Inverse methods can estimate the true dynamic response of a structure through system inversion, combining measured acceleration data with a system model. This article presents a case study of full-field dynamic response estimation of a long-span floating bridge: the Bergøysund Bridge in Norway. This bridge is instrumented with a network of 14 triaxial accelerometers. The system model consists of 27 vibration modes with natural frequencies below 2 Hz, obtained from a tuned finite element model that takes the fluid-structure interaction with the surrounding water into account. Two methods, a joint input-state estimation algorithm and a dual Kalman filter, are applied to estimate the full-field response of the bridge. The results demonstrate that the displacements and the accelerations can be estimated at unmeasured locations with reasonable accuracy when the wave loads are the dominant source of excitation.

Dynamic Bus Travel Time Prediction Models on Road with Multiple Bus Routes.

PubMed

Bai, Cong; Peng, Zhong-Ren; Lu, Qing-Chang; Sun, Jian

2015-01-01

Accurate and real-time travel time information for buses can help passengers better plan their trips and minimize waiting times. A dynamic travel time prediction model for buses addressing the cases on road with multiple bus routes is proposed in this paper, based on support vector machines (SVMs) and Kalman filtering-based algorithm. In the proposed model, the well-trained SVM model predicts the baseline bus travel times from the historical bus trip data; the Kalman filtering-based dynamic algorithm can adjust bus travel times with the latest bus operation information and the estimated baseline travel times. The performance of the proposed dynamic model is validated with the real-world data on road with multiple bus routes in Shenzhen, China. The results show that the proposed dynamic model is feasible and applicable for bus travel time prediction and has the best prediction performance among all the five models proposed in the study in terms of prediction accuracy on road with multiple bus routes.

Spiking Neural Network Decoder for Brain-Machine Interfaces.

PubMed

Dethier, Julie; Gilja, Vikash; Nuyujukian, Paul; Elassaad, Shauki A; Shenoy, Krishna V; Boahen, Kwabena

2011-01-01

We used a spiking neural network (SNN) to decode neural data recorded from a 96-electrode array in premotor/motor cortex while a rhesus monkey performed a point-to-point reaching arm movement task. We mapped a Kalman-filter neural prosthetic decode algorithm developed to predict the arm's velocity on to the SNN using the Neural Engineering Framework and simulated it using Nengo , a freely available software package. A 20,000-neuron network matched the standard decoder's prediction to within 0.03% (normalized by maximum arm velocity). A 1,600-neuron version of this network was within 0.27%, and run in real-time on a 3GHz PC. These results demonstrate that a SNN can implement a statistical signal processing algorithm widely used as the decoder in high-performance neural prostheses (Kalman filter), and achieve similar results with just a few thousand neurons. Hardware SNN implementations-neuromorphic chips-may offer power savings, essential for realizing fully-implantable cortically controlled prostheses.

Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

NASA Astrophysics Data System (ADS)

Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric

2017-12-01

This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.

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.

Advances of the smooth variable structure filter: square-root and two-pass formulations

NASA Astrophysics Data System (ADS)

Gadsden, S. Andrew; Lee, Andrew S.

2017-01-01

The smooth variable structure filter (SVSF) has seen significant development and research activity in recent years. It is based on sliding mode concepts, which utilize a switching gain that brings an inherent amount of stability to the estimation process. In an effort to improve upon the numerical stability of the SVSF, a square-root formulation is derived. The square-root SVSF is based on Potter's algorithm. The proposed formulation is computationally more efficient and reduces the risks of failure due to numerical instability. The new strategy is applied on target tracking scenarios for the purposes of state estimation, and the results are compared with the popular Kalman filter. In addition, the SVSF is reformulated to present a two-pass smoother based on the SVSF gain. The proposed method is applied on an aerospace flight surface actuator, and the results are compared with the Kalman-based two-pass smoother.

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

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

PubMed

Yang, Gongliu; Liu, Yuanyuan; Li, Ming; Song, Shunguang

2015-10-23

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.

Kalman Filtered Bio Heat Transfer Model Based Self-adaptive Hybrid Magnetic Resonance Thermometry.

PubMed

Zhang, Yuxin; Chen, Shuo; Deng, Kexin; Chen, Bingyao; Wei, Xing; Yang, Jiafei; Wang, Shi; Ying, Kui

2017-01-01

To develop a self-adaptive and fast thermometry method by combining the original hybrid magnetic resonance thermometry method and the bio heat transfer equation (BHTE) model. The proposed Kalman filtered Bio Heat Transfer Model Based Self-adaptive Hybrid Magnetic Resonance Thermometry, abbreviated as KalBHT hybrid method, introduced the BHTE model to synthesize a window on the regularization term of the hybrid algorithm, which leads to a self-adaptive regularization both spatially and temporally with change of temperature. Further, to decrease the sensitivity to accuracy of the BHTE model, Kalman filter is utilized to update the window at each iteration time. To investigate the effect of the proposed model, computer heating simulation, phantom microwave heating experiment and dynamic in-vivo model validation of liver and thoracic tumor were conducted in this study. The heating simulation indicates that the KalBHT hybrid algorithm achieves more accurate results without adjusting λ to a proper value in comparison to the hybrid algorithm. The results of the phantom heating experiment illustrate that the proposed model is able to follow temperature changes in the presence of motion and the temperature estimated also shows less noise in the background and surrounding the hot spot. The dynamic in-vivo model validation with heating simulation demonstrates that the proposed model has a higher convergence rate, more robustness to susceptibility problem surrounding the hot spot and more accuracy of temperature estimation. In the healthy liver experiment with heating simulation, the RMSE of the hot spot of the proposed model is reduced to about 50% compared to the RMSE of the original hybrid model and the convergence time becomes only about one fifth of the hybrid model. The proposed model is able to improve the accuracy of the original hybrid algorithm and accelerate the convergence rate of MR temperature estimation.

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.

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.

UAV Control on the Basis of 3D Landmark Bearing-Only Observations

PubMed Central

Karpenko, Simon; Konovalenko, Ivan; Miller, Alexander; Miller, Boris; Nikolaev, Dmitry

2015-01-01

The article presents an approach to the control of a UAV on the basis of 3D landmark observations. The novelty of the work is the usage of the 3D RANSAC algorithm developed on the basis of the landmarks’ position prediction with the aid of a modified Kalman-type filter. Modification of the filter based on the pseudo-measurements approach permits obtaining unbiased UAV position estimation with quadratic error characteristics. Modeling of UAV flight on the basis of the suggested algorithm shows good performance, even under significant external perturbations. PMID:26633394

Nonlinear Attitude Filtering Methods

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Crassidis, John L.; Cheng, Yang

2005-01-01

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filter, but employ various modifications in order to provide better convergence or improve other performance characteristics. Examples of such approaches include: filter QUEST, extended QUEST, the super-iterated extended Kalman filter, the interlaced extended Kalman filter, and the second-order Kalman filter. Filters that propagate and update a discrete set of sigma points rather than using linearized equations for the mean and covariance are also reviewed. A two-step approach is discussed with a first-step state that linearizes the measurement model and an iterative second step to recover the desired attitude states. These approaches are all based on the Gaussian assumption that the probability density function is adequately specified by its mean and covariance. Other approaches that do not require this assumption are reviewed, including particle filters and a Bayesian filter based on a non-Gaussian, finite-parameter probability density function on SO(3). Finally, the predictive filter, nonlinear observers and adaptive approaches are shown. The strengths and weaknesses of the various approaches are discussed.

Multi-vehicle detection with identity awareness using cascade Adaboost and Adaptive Kalman filter for driver assistant system.

PubMed

Wang, Baofeng; Qi, Zhiquan; Chen, Sizhong; Liu, Zhaodu; Ma, Guocheng

2017-01-01

Vision-based vehicle detection is an important issue for advanced driver assistance systems. In this paper, we presented an improved multi-vehicle detection and tracking method using cascade Adaboost and Adaptive Kalman filter(AKF) with target identity awareness. A cascade Adaboost classifier using Haar-like features was built for vehicle detection, followed by a more comprehensive verification process which could refine the vehicle hypothesis in terms of both location and dimension. In vehicle tracking, each vehicle was tracked with independent identity by an Adaptive Kalman filter in collaboration with a data association approach. The AKF adaptively adjusted the measurement and process noise covariance through on-line stochastic modelling to compensate the dynamics changes. The data association correctly assigned different detections with tracks using global nearest neighbour(GNN) algorithm while considering the local validation. During tracking, a temporal context based track management was proposed to decide whether to initiate, maintain or terminate the tracks of different objects, thus suppressing the sparse false alarms and compensating the temporary detection failures. Finally, the proposed method was tested on various challenging real roads, and the experimental results showed that the vehicle detection performance was greatly improved with higher accuracy and robustness.

The Local Ensemble Transform Kalman Filter with the Weather Research and Forecasting Model: Experiments with Real Observations

NASA Astrophysics Data System (ADS)

Miyoshi, Takemasa; Kunii, Masaru

2012-03-01

The local ensemble transform Kalman filter (LETKF) is implemented with the Weather Research and Forecasting (WRF) model, and real observations are assimilated to assess the newly-developed WRF-LETKF system. The WRF model is a widely-used mesoscale numerical weather prediction model, and the LETKF is an ensemble Kalman filter (EnKF) algorithm particularly efficient in parallel computer architecture. This study aims to provide the basis of future research on mesoscale data assimilation using the WRF-LETKF system, an additional testbed to the existing EnKF systems with the WRF model used in the previous studies. The particular LETKF system adopted in this study is based on the system initially developed in 2004 and has been continuously improved through theoretical studies and wide applications to many kinds of dynamical models including realistic geophysical models. Most recent and important improvements include an adaptive covariance inflation scheme which considers the spatial and temporal inhomogeneity of inflation parameters. Experiments show that the LETKF successfully assimilates real observations and that adaptive inflation is advantageous. Additional experiments with various ensemble sizes show that using more ensemble members improves the analyses consistently.

Stochastic nonlinear mixed effects: a metformin case study.

PubMed

Matzuka, Brett; Chittenden, Jason; Monteleone, Jonathan; Tran, Hien

2016-02-01

In nonlinear mixed effect (NLME) modeling, the intra-individual variability is a collection of errors due to assay sensitivity, dosing, sampling, as well as model misspecification. Utilizing stochastic differential equations (SDE) within the NLME framework allows the decoupling of the measurement errors from the model misspecification. This leads the SDE approach to be a novel tool for model refinement. Using Metformin clinical pharmacokinetic (PK) data, the process of model development through the use of SDEs in population PK modeling was done to study the dynamics of absorption rate. A base model was constructed and then refined by using the system noise terms of the SDEs to track model parameters and model misspecification. This provides the unique advantage of making no underlying assumptions about the structural model for the absorption process while quantifying insufficiencies in the current model. This article focuses on implementing the extended Kalman filter and unscented Kalman filter in an NLME framework for parameter estimation and model development, comparing the methodologies, and illustrating their challenges and utility. The Kalman filter algorithms were successfully implemented in NLME models using MATLAB with run time differences between the ODE and SDE methods comparable to the differences found by Kakhi for their stochastic deconvolution.

Reduction of Used Memory Ensemble Kalman Filtering (RumEnKF): A data assimilation scheme for memory intensive, high performance computing

NASA Astrophysics Data System (ADS)

Hut, Rolf; Amisigo, Barnabas A.; Steele-Dunne, Susan; van de Giesen, Nick

2015-12-01

Reduction of Used Memory Ensemble Kalman Filtering (RumEnKF) is introduced as a variant on the Ensemble Kalman Filter (EnKF). RumEnKF differs from EnKF in that it does not store the entire ensemble, but rather only saves the first two moments of the ensemble distribution. In this way, the number of ensemble members that can be calculated is less dependent on available memory, and mainly on available computing power (CPU). RumEnKF is developed to make optimal use of current generation super computer architecture, where the number of available floating point operations (flops) increases more rapidly than the available memory and where inter-node communication can quickly become a bottleneck. RumEnKF reduces the used memory compared to the EnKF when the number of ensemble members is greater than half the number of state variables. In this paper, three simple models are used (auto-regressive, low dimensional Lorenz and high dimensional Lorenz) to show that RumEnKF performs similarly to the EnKF. Furthermore, it is also shown that increasing the ensemble size has a similar impact on the estimation error from the three algorithms.

An Application of UAV Attitude Estimation Using a Low-Cost Inertial Navigation System

NASA Technical Reports Server (NTRS)

Eure, Kenneth W.; Quach, Cuong Chi; Vazquez, Sixto L.; Hogge, Edward F.; Hill, Boyd L.

2013-01-01

Unmanned Aerial Vehicles (UAV) are playing an increasing role in aviation. Various methods exist for the computation of UAV attitude based on low cost microelectromechanical systems (MEMS) and Global Positioning System (GPS) receivers. There has been a recent increase in UAV autonomy as sensors are becoming more compact and onboard processing power has increased significantly. Correct UAV attitude estimation will play a critical role in navigation and separation assurance as UAVs share airspace with civil air traffic. This paper describes attitude estimation derived by post-processing data from a small low cost Inertial Navigation System (INS) recorded during the flight of a subscale commercial off the shelf (COTS) UAV. Two discrete time attitude estimation schemes are presented here in detail. The first is an adaptation of the Kalman Filter to accommodate nonlinear systems, the Extended Kalman Filter (EKF). The EKF returns quaternion estimates of the UAV attitude based on MEMS gyro, magnetometer, accelerometer, and pitot tube inputs. The second scheme is the complementary filter which is a simpler algorithm that splits the sensor frequency spectrum based on noise characteristics. The necessity to correct both filters for gravity measurement errors during turning maneuvers is demonstrated. It is shown that the proposed algorithms may be used to estimate UAV attitude. The effects of vibration on sensor measurements are discussed. Heuristic tuning comments pertaining to sensor filtering and gain selection to achieve acceptable performance during flight are given. Comparisons of attitude estimation performance are made between the EKF and the complementary filter.

Kalman and particle filtering methods for full vehicle and tyre identification

NASA Astrophysics Data System (ADS)

Bogdanski, Karol; Best, Matthew C.

2018-05-01

This paper considers identification of all significant vehicle handling dynamics of a test vehicle, including identification of a combined-slip tyre model, using only those sensors currently available on most vehicle controller area network buses. Using an appropriately simple but efficient model structure, all of the independent parameters are found from test vehicle data, with the resulting model accuracy demonstrated on independent validation data. The paper extends previous work on augmented Kalman Filter state estimators to concentrate wholly on parameter identification. It also serves as a review of three alternative filtering methods; identifying forms of the unscented Kalman filter, extended Kalman filter and particle filter are proposed and compared for effectiveness, complexity and computational efficiency. All three filters are suited to applications of system identification and the Kalman Filters can also operate in real-time in on-line model predictive controllers or estimators.

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 other sources (water vapor radiometers, GNSS, ray-traced delays from numerical weather models) and from a classical least squares solution of the VLBI data. Taking the radiometer time series as a reference, the Kalman filter solution showed the smallest root mean square. Due to the high correlation between the ZWD and station coordinates, investigations of the baseline lengths are of great interest in this context as well. Comparing baseline length repeatabilities from the classical least squares fit with those from the Kalman filter, the filter results present a better performance of up to 15%. To further improve the performance of the ZWD estimation, the noise parameters of the Kalman filter were modeled individually for each station. From ZWD time series at all involved VLBI sites, the power spectral densities of the white noise processes which are driving the random walk processes have been derived. Applying this station-based model results in an improvement of the baseline length repeatabilities of additional 2-3%.

Adaptive Estimation of Multiple Fading Factors for GPS/INS Integrated Navigation Systems.

PubMed

Jiang, Chen; Zhang, Shu-Bi; Zhang, Qiu-Zhao

2017-06-01

The Kalman filter has been widely applied in the field of dynamic navigation and positioning. However, its performance will be degraded in the presence of significant model errors and uncertain interferences. In the literature, the fading filter was proposed to control the influences of the model errors, and the H-infinity filter can be adopted to address the uncertainties by minimizing the estimation error in the worst case. In this paper, a new multiple fading factor, suitable for the Global Positioning System (GPS) and the Inertial Navigation System (INS) integrated navigation system, is proposed based on the optimization of the filter, and a comprehensive filtering algorithm is constructed by integrating the advantages of the H-infinity filter and the proposed multiple fading filter. Measurement data of the GPS/INS integrated navigation system are collected under actual conditions. Stability and robustness of the proposed filtering algorithm are tested with various experiments and contrastive analysis are performed with the measurement data. Results demonstrate that both the filter divergence and the influences of outliers are restrained effectively with the proposed filtering algorithm, and precision of the filtering results are improved simultaneously.

Design of Low-Cost Vehicle Roll Angle Estimator Based on Kalman Filters and an Iot Architecture.

PubMed

Garcia Guzman, Javier; Prieto Gonzalez, Lisardo; Pajares Redondo, Jonatan; Sanz Sanchez, Susana; Boada, Beatriz L

2018-06-03

In recent years, there have been many advances in vehicle technologies based on the efficient use of real-time data provided by embedded sensors. Some of these technologies can help you avoid or reduce the severity of a crash such as the Roll Stability Control (RSC) systems for commercial vehicles. In RSC, several critical variables to consider such as sideslip or roll angle can only be directly measured using expensive equipment. These kind of devices would increase the price of commercial vehicles. Nevertheless, sideslip or roll angle or values can be estimated using MEMS sensors in combination with data fusion algorithms. The objectives stated for this research work consist of integrating roll angle estimators based on Linear and Unscented Kalman filters to evaluate the precision of the results obtained and determining the fulfillment of the hard real-time processing constraints to embed this kind of estimators in IoT architectures based on low-cost equipment able to be deployed in commercial vehicles. An experimental testbed composed of a van with two sets of low-cost kits was set up, the first one including a Raspberry Pi 3 Model B, and the other having an Intel Edison System on Chip. This experimental environment was tested under different conditions for comparison. The results obtained from low-cost experimental kits, based on IoT architectures and including estimators based on Kalman filters, provide accurate roll angle estimation. Also, these results show that the processing time to get the data and execute the estimations based on Kalman Filters fulfill hard real time constraints.

Application of unscented Kalman filter for robust pose estimation in image-guided surgery

NASA Astrophysics Data System (ADS)

Vaccarella, Alberto; De Momi, Elena; Valenti, Marta; Ferrigno, Giancarlo; Enquobahrie, Andinet

2012-02-01

Image-guided surgery (IGS) allows clinicians to view current, intra-operative scenes superimposed on preoperative images (typically MRI or CT scans). IGS systems use localization systems to track and visualize surgical tools overlaid on top of preoperative images of the patient during surgery. The most commonly used localization systems in the Operating Rooms (OR) are optical tracking systems (OTS) due to their ease of use and cost effectiveness. However, OTS' suffer from the major drawback of line-of-sight requirements. State space approaches based on different implementations of the Kalman filter have recently been investigated in order to compensate for short line-of-sight occlusion. However, the proposed parameterizations for the rigid body orientation suffer from singularities at certain values of rotation angles. The purpose of this work is to develop a quaternion-based Unscented Kalman Filter (UKF) for robust optical tracking of both position and orientation of surgical tools in order to compensate marker occlusion issues. This paper presents preliminary results towards a Kalman-based Sensor Management Engine (SME). The engine will filter and fuse multimodal tracking streams of data. This work was motivated by our experience working in robot-based applications for keyhole neurosurgery (ROBOCAST project). The algorithm was evaluated using real data from NDI Polaris tracker. The results show that our estimation technique is able to compensate for marker occlusion with a maximum error of 2.5° for orientation and 2.36 mm for position. The proposed approach will be useful in over-crowded state-of-the-art ORs where achieving continuous visibility of all tracked objects will be difficult.

A biased filter for linear discrete dynamic systems.

NASA Technical Reports Server (NTRS)

Chang, J. W.; Hoerl, A. E.; Leathrum, J. F.

1972-01-01

A recursive estimator, the ridge filter, was developed for the linear discrete dynamic estimation problem. Theorems were established to show that the ridge filter can be, on the average, closer to the expected value of the system state than the Kalman filter. On the other hand, Kalman filter, on the average, is closer to the instantaneous system state than the ridge filter. The ridge filter has been formulated in such a way that the computational features of the Kalman filter are preserved.

Stochastic Prediction and Feedback Control of Router Queue Size in a Virtual Network Environment

DTIC Science & Technology

2014-09-18

predictor equations, while the update equations for measurement can be thought of as corrector equations. 11 2.3.1.1 Predict Equations In the... Adaptive Filters and Self -Learning Systems. Springer London, 2005. [11] Zarchan, P., and Musoff, H. Fundamentals of Kalman filtering: A Practical...iv AFIT-ENG-T-14-S-10 Abstract Modern congestion and routing management algorithms work well for networks with static topologies and moderate

A PC-based magnetometer-only attitude and rate determination system for gyroless spacecraft

NASA Technical Reports Server (NTRS)

Challa, M.; Natanson, G.; Deutschmann, J.; Galal, K.

1995-01-01

This paper describes a prototype PC-based system that uses measurements from a three-axis magnetometer (TAM) to estimate the state (three-axis attitude and rates) of a spacecraft given no a priori information other than the mass properties. The system uses two algorithms that estimate the spacecraft's state - a deterministic magnetic-field only algorithm and a Kalman filter for gyroless spacecraft. The algorithms are combined by invoking the deterministic algorithm to generate the spacecraft state at epoch using a small batch of data and then using this deterministic epoch solution as the initial condition for the Kalman filter during the production run. System input comprises processed data that includes TAM and reference magnetic field data. Additional information, such as control system data and measurements from line-of-sight sensors, can be input to the system if available. Test results are presented using in-flight data from two three-axis stabilized spacecraft: Solar, Anomalous, and Magnetospheric Particle Explorer (SAMPEX) (gyroless, Sun-pointing) and Earth Radiation Budget Satellite (ERBS) (gyro-based, Earth-pointing). The results show that, using as little as 700 s of data, the system is capable of accuracies of 1.5 deg in attitude and 0.01 deg/s in rates; i.e., within SAMPEX mission requirements.

An Adaptive Low-Cost INS/GNSS Tightly-Coupled Integration Architecture Based on Redundant Measurement Noise Covariance Estimation.

PubMed

Li, Zheng; Zhang, Hai; Zhou, Qifan; Che, Huan

2017-09-05

The main objective of the introduced study is to design an adaptive Inertial Navigation System/Global Navigation Satellite System (INS/GNSS) tightly-coupled integration system that can provide more reliable navigation solutions by making full use of an adaptive Kalman filter (AKF) and satellite selection algorithm. To achieve this goal, we develop a novel redundant measurement noise covariance estimation (RMNCE) theorem, which adaptively estimates measurement noise properties by analyzing the difference sequences of system measurements. The proposed RMNCE approach is then applied to design both a modified weighted satellite selection algorithm and a type of adaptive unscented Kalman filter (UKF) to improve the performance of the tightly-coupled integration system. In addition, an adaptive measurement noise covariance expanding algorithm is developed to mitigate outliers when facing heavy multipath and other harsh situations. Both semi-physical simulation and field experiments were conducted to evaluate the performance of the proposed architecture and were compared with state-of-the-art algorithms. The results validate that the RMNCE provides a significant improvement in the measurement noise covariance estimation and the proposed architecture can improve the accuracy and reliability of the INS/GNSS tightly-coupled systems. The proposed architecture can effectively limit positioning errors under conditions of poor GNSS measurement quality and outperforms all the compared schemes.

An Adaptive Low-Cost INS/GNSS Tightly-Coupled Integration Architecture Based on Redundant Measurement Noise Covariance Estimation

PubMed Central

Li, Zheng; Zhang, Hai; Zhou, Qifan; Che, Huan

2017-01-01

The main objective of the introduced study is to design an adaptive Inertial Navigation System/Global Navigation Satellite System (INS/GNSS) tightly-coupled integration system that can provide more reliable navigation solutions by making full use of an adaptive Kalman filter (AKF) and satellite selection algorithm. To achieve this goal, we develop a novel redundant measurement noise covariance estimation (RMNCE) theorem, which adaptively estimates measurement noise properties by analyzing the difference sequences of system measurements. The proposed RMNCE approach is then applied to design both a modified weighted satellite selection algorithm and a type of adaptive unscented Kalman filter (UKF) to improve the performance of the tightly-coupled integration system. In addition, an adaptive measurement noise covariance expanding algorithm is developed to mitigate outliers when facing heavy multipath and other harsh situations. Both semi-physical simulation and field experiments were conducted to evaluate the performance of the proposed architecture and were compared with state-of-the-art algorithms. The results validate that the RMNCE provides a significant improvement in the measurement noise covariance estimation and the proposed architecture can improve the accuracy and reliability of the INS/GNSS tightly-coupled systems. The proposed architecture can effectively limit positioning errors under conditions of poor GNSS measurement quality and outperforms all the compared schemes. PMID:28872629

How Magnetic Disturbance Influences the Attitude and Heading in Magnetic and Inertial Sensor-Based Orientation Estimation

PubMed Central

Li, Qingguo

2017-01-01

With the advancements in micro-electromechanical systems (MEMS) technologies, magnetic and inertial sensors are becoming more and more accurate, lightweight, smaller in size as well as low-cost, which in turn boosts their applications in human movement analysis. However, challenges still exist in the field of sensor orientation estimation, where magnetic disturbance represents one of the obstacles limiting their practical application. The objective of this paper is to systematically analyze exactly how magnetic disturbances affects the attitude and heading estimation for a magnetic and inertial sensor. First, we reviewed four major components dealing with magnetic disturbance, namely decoupling attitude estimation from magnetic reading, gyro bias estimation, adaptive strategies of compensating magnetic disturbance and sensor fusion algorithms. We review and analyze the features of existing methods of each component. Second, to understand each component in magnetic disturbance rejection, four representative sensor fusion methods were implemented, including gradient descent algorithms, improved explicit complementary filter, dual-linear Kalman filter and extended Kalman filter. Finally, a new standardized testing procedure has been developed to objectively assess the performance of each method against magnetic disturbance. Based upon the testing results, the strength and weakness of the existing sensor fusion methods were easily examined, and suggestions were presented for selecting a proper sensor fusion algorithm or developing new sensor fusion method. PMID:29283432

Intelligent Control for Drag Reduction on the X-48B Vehicle

NASA Technical Reports Server (NTRS)

Griffin, Brian Joseph; Brown, Nelson Andrew; Yoo, Seung Yeun

2011-01-01

This paper focuses on the development of an intelligent control technology for in-flight drag reduction. The system is integrated with and demonstrated on the full X-48B nonlinear simulation. The intelligent control system utilizes a peak-seeking control method implemented with a time-varying Kalman filter. Performance functional coordinate and magnitude measurements, or independent and dependent parameters respectively, are used by the Kalman filter to provide the system with gradient estimates of the designed performance function which is used to drive the system toward a local minimum in a steepestdescent approach. To ensure ease of integration and algorithm performance, a single-input single-output approach was chosen. The framework, specific implementation considerations, simulation results, and flight feasibility issues related to this platform are discussed.

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.

A Kalman Filter Clock Algorithm for Use in the Presence of Flicker Frequency Modulation Noise

DTIC Science & Technology

2004-09-01

40, S335-S341. [5] P. M. Harris, J. A. Davis, M. G. Cox, and S. L. Shemar, 2003, “ Least - squares analysis of time series data and its application to two - way satellite time and frequency transfer measurements ,” Metrologia

Analysis, preliminary design and simulation systems for control-structure interaction problems

NASA Technical Reports Server (NTRS)

Park, K. C.; Alvin, Kenneth F.

1991-01-01

Software aspects of control-structure interaction (CSI) analysis are discussed. The following subject areas are covered: (1) implementation of a partitioned algorithm for simulation of large CSI problems; (2) second-order discrete Kalman filtering equations for CSI simulations; and (3) parallel computations and control of adaptive structures.

Tuning of Kalman filter parameters via genetic algorithm for state-of-charge estimation in battery management system.

PubMed

Ting, T O; Man, Ka Lok; Lim, Eng Gee; Leach, Mark

2014-01-01

In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area.

An extended Kalman filter for mouse tracking.

PubMed

Choi, Hongjun; Kim, Mingi; Lee, Onseok

2018-05-19

Animal tracking is an important tool for observing behavior, which is useful in various research areas. Animal specimens can be tracked using dynamic models and observation models that require several types of data. Tracking mouse has several barriers due to the physical characteristics of the mouse, their unpredictable movement, and cluttered environments. Therefore, we propose a reliable method that uses a detection stage and a tracking stage to successfully track mouse. The detection stage detects the surface area of the mouse skin, and the tracking stage implements an extended Kalman filter to estimate the state variables of a nonlinear model. The changes in the overall shape of the mouse are tracked using an oval-shaped tracking model to estimate the parameters for the ellipse. An experiment is conducted to demonstrate the performance of the proposed tracking algorithm using six video images showing various types of movement, and the ground truth values for synthetic images are compared to the values generated by the tracking algorithm. A conventional manual tracking method is also applied to compare across eight experimenters. Furthermore, the effectiveness of the proposed tracking method is also demonstrated by applying the tracking algorithm with actual images of mouse. Graphical abstract.

Tuning of Kalman Filter Parameters via Genetic Algorithm for State-of-Charge Estimation in Battery Management System

PubMed Central

Ting, T. O.; Lim, Eng Gee

2014-01-01

In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area. PMID:25162041

Estimating Fluctuating Pressures From Distorted Measurements

NASA Technical Reports Server (NTRS)

Whitmore, Stephen A.; Leondes, Cornelius T.

1994-01-01

Two algorithms extract estimates of time-dependent input (upstream) pressures from outputs of pressure sensors located at downstream ends of pneumatic tubes. Effect deconvolutions that account for distoring effects of tube upon pressure signal. Distortion of pressure measurements by pneumatic tubes also discussed in "Distortion of Pressure Signals in Pneumatic Tubes," (ARC-12868). Varying input pressure estimated from measured time-varying output pressure by one of two deconvolution algorithms that take account of measurement noise. Algorithms based on minimum-covariance (Kalman filtering) theory.

In-Space Calibration of a Gyro Quadruplet

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, Richard R.

2001-01-01

This work presents a new approach to gyro calibration where, in addition to being used for computing attitude that is needed in the calibration process, the gyro outputs are also used as measurements in a Kalman filter. This work also presents an algorithm for calibrating a quadruplet rather than the customary triad gyro set. In particular, a new misalignment error model is derived for this case. The new calibration algorithm is applied to the EOS-AQUA satellite gyros. The effectiveness of the new algorithm is demonstrated through simulations.

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.

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.

On the performance of digital phase locked loops in the threshold region

NASA Technical Reports Server (NTRS)

Hurst, G. T.; Gupta, S. C.

1974-01-01

Extended Kalman filter algorithms are used to obtain a digital phase lock loop structure for demodulation of angle modulated signals. It is shown that the error variance equations obtained directly from this structure enable one to predict threshold if one retains higher frequency terms. This is in sharp contrast to the similar analysis of the analog phase lock loop, where the higher frequency terms are filtered out because of the low pass filter in the loop. Results are compared to actual simulation results and threshold region results obtained previously.

Unscented Kalman filter assimilation of time-lapse self-potential data for monitoring solute transport

NASA Astrophysics Data System (ADS)

Cui, Yi-an; Liu, Lanbo; Zhu, Xiaoxiong

2017-08-01

Monitoring the extent and evolution of contaminant plumes in local and regional groundwater systems from existing landfills is critical in contamination control and remediation. The self-potential survey is an efficient and economical nondestructive geophysical technique that can be used to investigate underground contaminant plumes. Based on the unscented transform, we have built a Kalman filtering cycle to conduct time-lapse data assimilation for monitoring the transport of solute based on the solute transport experiment using a bench-scale physical model. The data assimilation was formed by modeling the evolution based on the random walk model and observation correcting based on the self-potential forward. Thus, monitoring self-potential data can be inverted by the data assimilation technique. As a result, we can reconstruct the dynamic process of the contaminant plume instead of using traditional frame-to-frame static inversion, which may cause inversion artifacts. The data assimilation inversion algorithm was evaluated through noise-added synthetic time-lapse self-potential data. The result of the numerical experiment shows validity, accuracy and tolerance to the noise of the dynamic inversion. To validate the proposed algorithm, we conducted a scaled-down sandbox self-potential observation experiment to generate time-lapse data that closely mimics the real-world contaminant monitoring setup. The results of physical experiments support the idea that the data assimilation method is a potentially useful approach for characterizing the transport of contamination plumes using the unscented Kalman filter (UKF) data assimilation technique applied to field time-lapse self-potential data.

A real-time recursive filter for the attitude determination of the Spacelab instrument pointing subsystem

NASA Technical Reports Server (NTRS)

West, M. E.

1992-01-01

A real-time estimation filter which reduces sensitivity to system variations and reduces the amount of preflight computation is developed for the instrument pointing subsystem (IPS). The IPS is a three-axis stabilized platform developed to point various astronomical observation instruments aboard the shuttle. Currently, the IPS utilizes a linearized Kalman filter (LKF), with premission defined gains, to compensate for system drifts and accumulated attitude errors. Since the a priori gains are generated for an expected system, variations result in a suboptimal estimation process. This report compares the performance of three real-time estimation filters with the current LKF implementation. An extended Kalman filter and a second-order Kalman filter are developed to account for the system nonlinearities, while a linear Kalman filter implementation assumes that the nonlinearities are negligible. The performance of each of the four estimation filters are compared with respect to accuracy, stability, settling time, robustness, and computational requirements. It is shown, that for the current IPS pointing requirements, the linear Kalman filter provides improved robustness over the LKF with less computational requirements than the two real-time nonlinear estimation filters.

A transition matrix approach to the Davenport gryo calibration scheme

NASA Technical Reports Server (NTRS)

Natanson, G. A.

1998-01-01

The in-flight gyro calibration scheme commonly used by NASA Goddard Space Flight Center (GSFC) attitude ground support teams closely follows an original version of the Davenport algorithm developed in the late seventies. Its basic idea is to minimize the least-squares differences between attitudes gyro- propagated over the course of a maneuver and those determined using post- maneuver sensor measurements. The paper represents the scheme in a recursive form by combining necessary partials into a rectangular matrix, which is propagated in exactly the same way as a Kalman filters square transition matrix. The nontrivial structure of the propagation matrix arises from the fact that attitude errors are not included in the state vector, and therefore their derivatives with respect to estimated a parameters do not appear in the transition matrix gyro defined in the conventional way. In cases when the required accuracy can be achieved by a single iteration, representation of the Davenport gyro calibration scheme in a recursive form allows one to discard each gyro measurement immediately after it was used to propagate the attitude and state transition matrix. Another advantage of the new approach is that it utilizes the same expression for the error sensitivity matrix as that used by the Kalman filter. As a result the suggested modification of the Davenport algorithm made it possible to reuse software modules implemented in the Kalman filter estimator, where both attitude errors and gyro calibration parameters are included in the state vector. The new approach has been implemented in the ground calibration utilities used to support the Tropical Rainfall Measuring Mission (TRMM). The paper analyzes some preliminary results of gyro calibration performed by the TRMM ground attitude support team. It is demonstrated that an effect of the second iteration on estimated values of calibration parameters is negligibly small, and therefore there is no need to store processed gyro data. This opens a promising opportunity for onboard implementation of the suggested recursive procedure by combining, it with the Kalman filter used to obtain necessary attitude solutions at the beginning and end of each maneuver.

Filtering in Hybrid Dynamic Bayesian Networks

NASA Technical Reports Server (NTRS)

Andersen, Morten Nonboe; Andersen, Rasmus Orum; Wheeler, Kevin

2000-01-01

We implement a 2-time slice dynamic Bayesian network (2T-DBN) framework and make a 1-D state estimation simulation, an extension of the experiment in (v.d. Merwe et al., 2000) and compare different filtering techniques. Furthermore, we demonstrate experimentally that inference in a complex hybrid DBN is possible by simulating fault detection in a watertank system, an extension of the experiment in (Koller & Lerner, 2000) using a hybrid 2T-DBN. In both experiments, we perform approximate inference using standard filtering techniques, Monte Carlo methods and combinations of these. In the watertank simulation, we also demonstrate the use of 'non-strict' Rao-Blackwellisation. We show that the unscented Kalman filter (UKF) and UKF in a particle filtering framework outperform the generic particle filter, the extended Kalman filter (EKF) and EKF in a particle filtering framework with respect to accuracy in terms of estimation RMSE and sensitivity with respect to choice of network structure. Especially we demonstrate the superiority of UKF in a PF framework when our beliefs of how data was generated are wrong. Furthermore, we investigate the influence of data noise in the watertank simulation using UKF and PFUKD and show that the algorithms are more sensitive to changes in the measurement noise level that the process noise level. Theory and implementation is based on (v.d. Merwe et al., 2000).

Generalized Optimal-State-Constraint Extended Kalman Filter (OSC-EKF)

DTIC Science & Technology

2017-02-01

ARL-TR-7948• FEB 2017 US Army Research Laboratory GeneralizedOptimal-State-Constraint ExtendedKalman Filter (OSC-EKF) by James M Maley, Kevin...originator. ARL-TR-7948• FEB 2017 US Army Research Laboratory GeneralizedOptimal-State-Constraint ExtendedKalman Filter (OSC-EKF) by James M Maley Weapons and...

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

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

2014-06-01

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.

Combined line-of-sight error and angular position to generate feedforward control for a charge-coupled device-based tracking loop

NASA Astrophysics Data System (ADS)

Tang, Tao; Cai, Huaxiang; Huang, Yongmei; Ren, Ge

2015-10-01

A feedforward control based on data fusion is proposed to enhance closed-loop performance. The target trajectory as the observed value of a Kalman filter is recovered by synthesizing line-of-sight error and angular position from the encoder. A Kalman filter based on a Singer acceleration model is employed to estimate the target velocity. In this control scheme, the control stability is influenced by the bandwidth of the Kalman filter and time misalignment. The transfer function of the Kalman filter in the frequency domain is built for analyzing the closed loop stability, which shows that the Kalman filter is the major factor that affects the control stability. The feedforward control proposed here is verified through simulations and experiments.

Kalman filter data assimilation: Targeting observations and parameter estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bellsky, Thomas, E-mail: bellskyt@asu.edu; 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 locatedmore » 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.« less

INS/GNSS Tightly-Coupled Integration Using Quaternion-Based AUPF for USV.

PubMed

Xia, Guoqing; Wang, Guoqing

2016-08-02

This paper addresses the problem of integration of Inertial Navigation System (INS) and Global Navigation Satellite System (GNSS) for the purpose of developing a low-cost, robust and highly accurate navigation system for unmanned surface vehicles (USVs). A tightly-coupled integration approach is one of the most promising architectures to fuse the GNSS data with INS measurements. However, the resulting system and measurement models turn out to be nonlinear, and the sensor stochastic measurement errors are non-Gaussian and distributed in a practical system. Particle filter (PF), one of the most theoretical attractive non-linear/non-Gaussian estimation methods, is becoming more and more attractive in navigation applications. However, the large computation burden limits its practical usage. For the purpose of reducing the computational burden without degrading the system estimation accuracy, a quaternion-based adaptive unscented particle filter (AUPF), which combines the adaptive unscented Kalman filter (AUKF) with PF, has been proposed in this paper. The unscented Kalman filter (UKF) is used in the algorithm to improve the proposal distribution and generate a posterior estimates, which specify the PF importance density function for generating particles more intelligently. In addition, the computational complexity of the filter is reduced with the avoidance of the re-sampling step. Furthermore, a residual-based covariance matching technique is used to adapt the measurement error covariance. A trajectory simulator based on a dynamic model of USV is used to test the proposed algorithm. Results show that quaternion-based AUPF can significantly improve the overall navigation accuracy and reliability.

"FORCE" learning in recurrent neural networks as data assimilation

NASA Astrophysics Data System (ADS)

Duane, Gregory S.

2017-12-01

It is shown that the "FORCE" algorithm for learning in arbitrarily connected networks of simple neuronal units can be cast as a Kalman Filter, with a particular state-dependent form for the background error covariances. The resulting interpretation has implications for initialization of the learning algorithm, leads to an extension to include interactions between the weight updates for different neurons, and can represent relationships within groups of multiple target output signals.

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.

Embedded Relative Navigation Sensor Fusion Algorithms for Autonomous Rendezvous and Docking Missions

NASA Technical Reports Server (NTRS)

DeKock, Brandon K.; Betts, Kevin M.; McDuffie, James H.; Dreas, Christine B.

2008-01-01

bd Systems (a subsidiary of SAIC) has developed a suite of embedded relative navigation sensor fusion algorithms to enable NASA autonomous rendezvous and docking (AR&D) missions. Translational and rotational Extended Kalman Filters (EKFs) were developed for integrating measurements based on the vehicles' orbital mechanics and high-fidelity sensor error models and provide a solution with increased accuracy and robustness relative to any single relative navigation sensor. The filters were tested tinough stand-alone covariance analysis, closed-loop testing with a high-fidelity multi-body orbital simulation, and hardware-in-the-loop (HWIL) testing in the Marshall Space Flight Center (MSFC) Flight Robotics Laboratory (FRL).

Frequency-scanning interferometry using a time-varying Kalman filter for dynamic tracking measurements.

PubMed

Jia, Xingyu; Liu, Zhigang; Tao, Long; Deng, Zhongwen

2017-10-16

Frequency scanning interferometry (FSI) with a single external cavity diode laser (ECDL) and time-invariant Kalman filtering is an effective technique for measuring the distance of a dynamic target. However, due to the hysteresis of the piezoelectric ceramic transducer (PZT) actuator in the ECDL, the optical frequency sweeps of the ECDL exhibit different behaviors, depending on whether the frequency is increasing or decreasing. Consequently, the model parameters of Kalman filter appear time varying in each iteration, which produces state estimation errors with time-invariant filtering. To address this, in this paper, a time-varying Kalman filter is proposed to model the instantaneous movement of a target relative to the different optical frequency tuning durations of the ECDL. The combination of the FSI method with the time-varying Kalman filter was theoretically analyzed, and the simulation and experimental results show the proposed method greatly improves the performance of dynamic FSI measurements.

A Fixed-Lag Kalman Smoother to Filter Power Line Interference in Electrocardiogram Recordings.

PubMed

Warmerdam, G J J; Vullings, R; Schmitt, L; Van Laar, J O E H; Bergmans, J W M

2017-08-01

Filtering power line interference (PLI) from electrocardiogram (ECG) recordings can lead to significant distortions of the ECG and mask clinically relevant features in ECG waveform morphology. The objective of this study is to filter PLI from ECG recordings with minimal distortion of the ECG waveform. In this paper, we propose a fixed-lag Kalman smoother with adaptive noise estimation. The performance of this Kalman smoother in filtering PLI is compared to that of a fixed-bandwidth notch filter and several adaptive PLI filters that have been proposed in the literature. To evaluate the performance, we corrupted clean neonatal ECG recordings with various simulated PLI. Furthermore, examples are shown of filtering real PLI from an adult and a fetal ECG recording. The fixed-lag Kalman smoother outperforms other PLI filters in terms of step response settling time (improvements that range from 0.1 to 1 s) and signal-to-noise ratio (improvements that range from 17 to 23 dB). Our fixed-lag Kalman smoother can be used for semi real-time applications with a limited delay of 0.4 s. The fixed-lag Kalman smoother presented in this study outperforms other methods for filtering PLI and leads to minimal distortion of the ECG waveform.

Adaptive Fading Memory H∞ Filter Design for Compensation of Delayed Components in Self Powered Flux Detectors

NASA Astrophysics Data System (ADS)

Tamboli, Prakash Kumar; Duttagupta, Siddhartha P.; Roy, Kallol

2015-08-01

The paper deals with dynamic compensation of delayed Self Powered Flux Detectors (SPFDs) using discrete time H∞ filtering method for improving the response of SPFDs with significant delayed components such as Platinum and Vanadium SPFD. We also present a comparative study between the Linear Matrix Inequality (LMI) based H∞ filtering and Algebraic Riccati Equation (ARE) based Kalman filtering methods with respect to their delay compensation capabilities. Finally an improved recursive H∞ filter based on the adaptive fading memory technique is proposed which provides an improved performance over existing methods. The existing delay compensation algorithms do not account for the rate of change in the signal for determining the filter gain and therefore add significant noise during the delay compensation process. The proposed adaptive fading memory H∞ filter minimizes the overall noise very effectively at the same time keeps the response time at minimum values. The recursive algorithm is easy to implement in real time as compared to the LMI (or ARE) based solutions.

Automated Driftmeter Fused with Inertial Navigation

DTIC Science & Technology

2014-03-27

6 IMU Inertial Measurement Unit . . . . . . . . . . . . . . . . . . . . . . . 7 SLAM Simultaneous...timing lines to remain horizontal at all times, regardless of turbulence and within 20 degrees of roll , pitch, and yaw of the aircraft. It had two...introduced in 1960 [2]. The Kalman filter algorithm has been used to merge inertial navigational data from Inertial Measurement Units ( IMU ) with

Comparisons of Four Methods for Estimating a Dynamic Factor Model

ERIC Educational Resources Information Center

Zhang, Zhiyong; Hamaker, Ellen L.; Nesselroade, John R.

2008-01-01

Four methods for estimating a dynamic factor model, the direct autoregressive factor score (DAFS) model, are evaluated and compared. The first method estimates the DAFS model using a Kalman filter algorithm based on its state space model representation. The second one employs the maximum likelihood estimation method based on the construction of a…

Integrated WiFi/PDR/Smartphone Using an Unscented Kalman Filter Algorithm for 3D Indoor Localization.

PubMed

Chen, Guoliang; Meng, Xiaolin; Wang, Yunjia; Zhang, Yanzhe; Tian, Peng; Yang, Huachao

2015-09-23

Because of the high calculation cost and poor performance of a traditional planar map when dealing with complicated indoor geographic information, a WiFi fingerprint indoor positioning system cannot be widely employed on a smartphone platform. By making full use of the hardware sensors embedded in the smartphone, this study proposes an integrated approach to a three-dimensional (3D) indoor positioning system. First, an improved K-means clustering method is adopted to reduce the fingerprint database retrieval time and enhance positioning efficiency. Next, with the mobile phone's acceleration sensor, a new step counting method based on auto-correlation analysis is proposed to achieve cell phone inertial navigation positioning. Furthermore, the integration of WiFi positioning with Pedestrian Dead Reckoning (PDR) obtains higher positional accuracy with the help of the Unscented Kalman Filter algorithm. Finally, a hybrid 3D positioning system based on Unity 3D, which can carry out real-time positioning for targets in 3D scenes, is designed for the fluent operation of mobile terminals.

Integrated WiFi/PDR/Smartphone Using an Unscented Kalman Filter Algorithm for 3D Indoor Localization

PubMed Central

Chen, Guoliang; Meng, Xiaolin; Wang, Yunjia; Zhang, Yanzhe; Tian, Peng; Yang, Huachao

2015-01-01

Because of the high calculation cost and poor performance of a traditional planar map when dealing with complicated indoor geographic information, a WiFi fingerprint indoor positioning system cannot be widely employed on a smartphone platform. By making full use of the hardware sensors embedded in the smartphone, this study proposes an integrated approach to a three-dimensional (3D) indoor positioning system. First, an improved K-means clustering method is adopted to reduce the fingerprint database retrieval time and enhance positioning efficiency. Next, with the mobile phone’s acceleration sensor, a new step counting method based on auto-correlation analysis is proposed to achieve cell phone inertial navigation positioning. Furthermore, the integration of WiFi positioning with Pedestrian Dead Reckoning (PDR) obtains higher positional accuracy with the help of the Unscented Kalman Filter algorithm. Finally, a hybrid 3D positioning system based on Unity 3D, which can carry out real-time positioning for targets in 3D scenes, is designed for the fluent operation of mobile terminals. PMID:26404314

LiDAR-IMU Time Delay Calibration Based on Iterative Closest Point and Iterated Sigma Point Kalman Filter.

PubMed

Liu, Wanli

2017-03-08

The time delay calibration between Light Detection and Ranging (LiDAR) and Inertial Measurement Units (IMUs) is an essential prerequisite for its applications. However, the correspondences between LiDAR and IMU measurements are usually unknown, and thus cannot be computed directly for the time delay calibration. In order to solve the problem of LiDAR-IMU time delay calibration, this paper presents a fusion method based on iterative closest point (ICP) and iterated sigma point Kalman filter (ISPKF), which combines the advantages of ICP and ISPKF. The ICP algorithm can precisely determine the unknown transformation between LiDAR-IMU; and the ISPKF algorithm can optimally estimate the time delay calibration parameters. First of all, the coordinate transformation from the LiDAR frame to the IMU frame is realized. Second, the measurement model and time delay error model of LiDAR and IMU are established. Third, the methodology of the ICP and ISPKF procedure is presented for LiDAR-IMU time delay calibration. Experimental results are presented that validate the proposed method and demonstrate the time delay error can be accurately calibrated.

A Kalman-Filter-Based Common Algorithm Approach for Object Detection in Surgery Scene to Assist Surgeon's Situation Awareness in Robot-Assisted Laparoscopic Surgery

PubMed Central

2018-01-01

Although the use of the surgical robot is rapidly expanding for various medical treatments, there still exist safety issues and concerns about robot-assisted surgeries due to limited vision through a laparoscope, which may cause compromised situation awareness and surgical errors requiring rapid emergency conversion to open surgery. To assist surgeon's situation awareness and preventive emergency response, this study proposes situation information guidance through a vision-based common algorithm architecture for automatic detection and tracking of intraoperative hemorrhage and surgical instruments. The proposed common architecture comprises the location of the object of interest using feature texture, morphological information, and the tracking of the object based on Kalman filter for robustness with reduced error. The average recall and precision of the instrument detection in four prostate surgery videos were 96% and 86%, and the accuracy of the hemorrhage detection in two prostate surgery videos was 98%. Results demonstrate the robustness of the automatic intraoperative object detection and tracking which can be used to enhance the surgeon's preventive state recognition during robot-assisted surgery. PMID:29854366

Multiple vehicle tracking in aerial video sequence using driver behavior analysis and improved deterministic data association

NASA Astrophysics Data System (ADS)

Zhang, Xunxun; Xu, Hongke; Fang, Jianwu

2018-01-01

Along with the rapid development of the unmanned aerial vehicle technology, multiple vehicle tracking (MVT) in aerial video sequence has received widespread interest for providing the required traffic information. Due to the camera motion and complex background, MVT in aerial video sequence poses unique challenges. We propose an efficient MVT algorithm via driver behavior-based Kalman filter (DBKF) and an improved deterministic data association (IDDA) method. First, a hierarchical image registration method is put forward to compensate the camera motion. Afterward, to improve the accuracy of the state estimation, we propose the DBKF module by incorporating the driver behavior into the Kalman filter, where artificial potential field is introduced to reflect the driver behavior. Then, to implement the data association, a local optimization method is designed instead of global optimization. By introducing the adaptive operating strategy, the proposed IDDA method can also deal with the situation in which the vehicles suddenly appear or disappear. Finally, comprehensive experiments on the DARPA VIVID data set and KIT AIS data set demonstrate that the proposed algorithm can generate satisfactory and superior results.

Reliability based impact localization in composite panels using Bayesian updating and the Kalman filter

NASA Astrophysics Data System (ADS)

Morse, Llewellyn; Sharif Khodaei, Zahra; Aliabadi, M. H.

2018-01-01

In this work, a reliability based impact detection strategy for a sensorized composite structure is proposed. Impacts are localized using Artificial Neural Networks (ANNs) with recorded guided waves due to impacts used as inputs. To account for variability in the recorded data under operational conditions, Bayesian updating and Kalman filter techniques are applied to improve the reliability of the detection algorithm. The possibility of having one or more faulty sensors is considered, and a decision fusion algorithm based on sub-networks of sensors is proposed to improve the application of the methodology to real structures. A strategy for reliably categorizing impacts into high energy impacts, which are probable to cause damage in the structure (true impacts), and low energy non-damaging impacts (false impacts), has also been proposed to reduce the false alarm rate. The proposed strategy involves employing classification ANNs with different features extracted from captured signals used as inputs. The proposed methodologies are validated by experimental results on a quasi-isotropic composite coupon impacted with a range of impact energies.

False star detection and isolation during star tracking based on improved chi-square tests.

PubMed

Zhang, Hao; Niu, Yanxiong; Lu, Jiazhen; Yang, Yanqiang; Su, Guohua

2017-08-01

The star sensor is a precise attitude measurement device for a spacecraft. Star tracking is the main and key working mode for a star sensor. However, during star tracking, false stars become an inevitable interference for star sensor applications, which may result in declined measurement accuracy. A false star detection and isolation algorithm in star tracking based on improved chi-square tests is proposed in this paper. Two estimations are established based on a Kalman filter and a priori information, respectively. The false star detection is operated through adopting the global state chi-square test in a Kalman filter. The false star isolation is achieved using a local state chi-square test. Semi-physical experiments under different trajectories with various false stars are designed for verification. Experiment results show that various false stars can be detected and isolated from navigation stars during star tracking, and the attitude measurement accuracy is hardly influenced by false stars. The proposed algorithm is proved to have an excellent performance in terms of speed, stability, and robustness.

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.

Bilinear modeling and nonlinear estimation

NASA Technical Reports Server (NTRS)

Dwyer, Thomas A. W., III; Karray, Fakhreddine; Bennett, William H.

1989-01-01

New methods are illustrated for online nonlinear estimation applied to the lateral deflection of an elastic beam on board measurements of angular rates and angular accelerations. The development of the filter equations, together with practical issues of their numerical solution as developed from global linearization by nonlinear output injection are contrasted with the usual method of the extended Kalman filter (EKF). It is shown how nonlinear estimation due to gyroscopic coupling can be implemented as an adaptive covariance filter using off-the-shelf Kalman filter algorithms. The effect of the global linearization by nonlinear output injection is to introduce a change of coordinates in which only the process noise covariance is to be updated in online implementation. This is in contrast to the computational approach which arises in EKF methods arising by local linearization with respect to the current conditional mean. Processing refinements for nonlinear estimation based on optimal, nonlinear interpolation between observations are also highlighted. In these methods the extrapolation of the process dynamics between measurement updates is obtained by replacing a transition matrix with an operator spline that is optimized off-line from responses to selected test inputs.

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.

Linear-Quadratic Control of a MEMS Micromirror using Kalman Filtering

DTIC Science & Technology

2011-12-01

LINEAR-QUADRATIC CONTROL OF A MEMS MICROMIRROR USING KALMAN FILTERING THESIS Jamie P...A MEMS MICROMIRROR USING KALMAN FILTERING THESIS Presented to the Faculty Department of Electrical Engineering Graduate School of...actuated micromirrors fabricated by PolyMUMPs. Successful application of these techniques enables demonstration of smooth, stable deflections of 50% and

Seizure-Onset Mapping Based on Time-Variant Multivariate Functional Connectivity Analysis of High-Dimensional Intracranial EEG: A Kalman Filter Approach.

PubMed

Lie, Octavian V; van Mierlo, Pieter

2017-01-01

The visual interpretation of intracranial EEG (iEEG) is the standard method used in complex epilepsy surgery cases to map the regions of seizure onset targeted for resection. Still, visual iEEG analysis is labor-intensive and biased due to interpreter dependency. Multivariate parametric functional connectivity measures using adaptive autoregressive (AR) modeling of the iEEG signals based on the Kalman filter algorithm have been used successfully to localize the electrographic seizure onsets. Due to their high computational cost, these methods have been applied to a limited number of iEEG time-series (<60). The aim of this study was to test two Kalman filter implementations, a well-known multivariate adaptive AR model (Arnold et al. 1998) and a simplified, computationally efficient derivation of it, for their potential application to connectivity analysis of high-dimensional (up to 192 channels) iEEG data. When used on simulated seizures together with a multivariate connectivity estimator, the partial directed coherence, the two AR models were compared for their ability to reconstitute the designed seizure signal connections from noisy data. Next, focal seizures from iEEG recordings (73-113 channels) in three patients rendered seizure-free after surgery were mapped with the outdegree, a graph-theory index of outward directed connectivity. Simulation results indicated high levels of mapping accuracy for the two models in the presence of low-to-moderate noise cross-correlation. Accordingly, both AR models correctly mapped the real seizure onset to the resection volume. This study supports the possibility of conducting fully data-driven multivariate connectivity estimations on high-dimensional iEEG datasets using the Kalman filter approach.

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.

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

Attitude Determination Algorithm based on Relative Quaternion Geometry of Velocity Incremental Vectors for Cost Efficient AHRS Design

NASA Astrophysics Data System (ADS)

Lee, Byungjin; Lee, Young Jae; Sung, Sangkyung

2018-05-01

A novel attitude determination method is investigated that is computationally efficient and implementable in low cost sensor and embedded platform. Recent result on attitude reference system design is adapted to further develop a three-dimensional attitude determination algorithm through the relative velocity incremental measurements. For this, velocity incremental vectors, computed respectively from INS and GPS with different update rate, are compared to generate filter measurement for attitude estimation. In the quaternion-based Kalman filter configuration, an Euler-like attitude perturbation angle is uniquely introduced for reducing filter states and simplifying propagation processes. Furthermore, assuming a small angle approximation between attitude update periods, it is shown that the reduced order filter greatly simplifies the propagation processes. For performance verification, both simulation and experimental studies are completed. A low cost MEMS IMU and GPS receiver are employed for system integration, and comparison with the true trajectory or a high-grade navigation system demonstrates the performance of the proposed algorithm.

Multi-vehicle detection with identity awareness using cascade Adaboost and Adaptive Kalman filter for driver assistant system

PubMed Central

Wang, Baofeng; Qi, Zhiquan; Chen, Sizhong; Liu, Zhaodu; Ma, Guocheng

2017-01-01

Vision-based vehicle detection is an important issue for advanced driver assistance systems. In this paper, we presented an improved multi-vehicle detection and tracking method using cascade Adaboost and Adaptive Kalman filter(AKF) with target identity awareness. A cascade Adaboost classifier using Haar-like features was built for vehicle detection, followed by a more comprehensive verification process which could refine the vehicle hypothesis in terms of both location and dimension. In vehicle tracking, each vehicle was tracked with independent identity by an Adaptive Kalman filter in collaboration with a data association approach. The AKF adaptively adjusted the measurement and process noise covariance through on-line stochastic modelling to compensate the dynamics changes. The data association correctly assigned different detections with tracks using global nearest neighbour(GNN) algorithm while considering the local validation. During tracking, a temporal context based track management was proposed to decide whether to initiate, maintain or terminate the tracks of different objects, thus suppressing the sparse false alarms and compensating the temporary detection failures. Finally, the proposed method was tested on various challenging real roads, and the experimental results showed that the vehicle detection performance was greatly improved with higher accuracy and robustness. PMID:28296902

Validation on flight data of a closed-loop approach for GPS-based relative navigation of LEO satellites

NASA Astrophysics Data System (ADS)

Tancredi, U.; Renga, A.; Grassi, M.

2013-05-01

This paper describes a carrier-phase differential GPS approach for real-time relative navigation of LEO satellites flying in formation with large separations. These applications are characterized indeed by a highly varying number of GPS satellites in common view and large ionospheric differential errors, which significantly impact relative navigation performance and robustness. To achieve high relative positioning accuracy a navigation algorithm is proposed which processes double-difference code and carrier measurements on two frequencies, to fully exploit the integer nature of the related ambiguities. Specifically, a closed-loop scheme is proposed in which fixed estimates of the baseline and integer ambiguities produced by means of a partial integer fixing step are fed back to an Extended Kalman Filter for improving the float estimate at successive time instants. The approach also benefits from the inclusion in the filter state of the differential ionospheric delay in terms of the Vertical Total Electron Content of each satellite. The navigation algorithm performance is tested on actual flight data from GRACE mission. Results demonstrate the effectiveness of the proposed approach in managing integer unknowns in conjunction with Extended Kalman Filtering, and that centimeter-level accuracy can be achieved in real-time also with large separations.

Angular-Rate Estimation Using Delayed Quaternion Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, I. Y.; Harman, R. R.

1999-01-01

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared one that uses differentiated quaternion measurements to yield coarse rate measurements, which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear part of the rotas rotational dynamics equation of a body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This non unique decomposition, enables the treatment of the nonlinear spacecraft (SC) dynamics model as a linear one and, thus, the application of a PseudoLinear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the gain matrix and thus eliminates the need to compute recursively the filter covariance matrix. The replacement of the rotational dynamics by a simple Markov model is also examined. In this paper special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results are presented.

Towards guided data assimilation for operational hydrologic forecasting in the US Tennessee River basin

NASA Astrophysics Data System (ADS)

Weerts, A.; Wood, A. W.; Clark, M. P.; Carney, S.; Day, G. N.; Lemans, M.; Sumihar, J.; Newman, A. J.

2014-12-01

In the US, the forecasting approach used by the NWS River Forecast Centers and other regional organizations such as the Bonneville Power Administration (BPA) or Tennessee Valley Authority (TVA) has traditionally involved manual model input and state modifications made by forecasters in real-time. This process is time consuming and requires expert knowledge and experience. The benefits of automated data assimilation (DA) as a strategy for avoiding manual modification approaches have been demonstrated in research studies (eg. Seo et al., 2009). This study explores the usage of various ensemble DA algorithms within the operational platform used by TVA. The final goal is to identify a DA algorithm that will guide the manual modification process used by TVA forecasters and realize considerable time gains (without loss of quality or even enhance the quality) within the forecast process. We evaluate the usability of various popular algorithms for DA that have been applied on a limited basis for operational hydrology. To this end, Delft-FEWS was wrapped (via piwebservice) in OpenDA to enable execution of FEWS workflows (and the chained models within these workflows, including SACSMA, UNITHG and LAGK) in a DA framework. Within OpenDA, several filter methods are available. We considered 4 algorithms: particle filter (RRF), Ensemble Kalman Filter and Asynchronous Ensemble Kalman and Particle filter. Retrospective simulation results for one location and algorithm (AEnKF) are illustrated in Figure 1. The initial results are promising. We will present verification results for these methods (and possible more) for a variety of sub basins in the Tennessee River basin. Finally, we will offer recommendations for guided DA based on our results. References Seo, D.-J., L. Cajina, R. Corby and T. Howieson, 2009: Automatic State Updating for Operational Streamflow Forecasting via Variational Data Assimilation, 367, Journal of Hydrology, 255-275. Figure 1. Retrospectively simulated streamflow for the headwater basin above Powell River at Jonesville (red is observed flow, blue is simulated flow without DA, black is simulated flow with DA)

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.

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.

Near optimum digital phase locked loops.

NASA Technical Reports Server (NTRS)

Polk, D. R.; Gupta, S. C.

1972-01-01

Near optimum digital phase locked loops are derived utilizing nonlinear estimation theory. Nonlinear approximations are employed to yield realizable loop structures. Baseband equivalent loop gains are derived which under high signal to noise ratio conditions may be calculated off-line. Additional simplifications are made which permit the application of the Kalman filter algorithms to determine the optimum loop filter. Performance is evaluated by a theoretical analysis and by simulation. Theoretical and simulated results are discussed and a comparison to analog results is made.

Application of Kalman filters to robot calibration

NASA Technical Reports Server (NTRS)

Whitney, D. E.; Junkel, E. F.

1983-01-01

This report explores new uses of Kalman filter theory in manufacturing systems (robots in particular). The Kalman filter allows the robot to read its sensors plus external sensors and learn from its experience. In effect, the robot is given primitive intelligence. The study, which is applicable to any type of powered kinematic linkage, focuses on the calibration of a manipulator.

A low-cost GPS/INS integrated vehicle heading angle measurement system

NASA Astrophysics Data System (ADS)

Wu, Ye; Gao, Tongyue; Ding, Yi

2018-04-01

GPS can provide continuous heading information, but the accuracy is easily affected by the velocity and shelter from buildings or trees. For vehicle systems, we propose a low-cost heading angle update algorithm. Based on the GPS/INS integrated navigation kalman filter, we add the GPS heading angle to the measurement vector, and establish its error model. The experiment results show that this algorithm can effectively improve the accuracy of GPS heading angle.

Results of the Magnetometer Navigation (MAGNAV)lnflight Experiment

NASA Technical Reports Server (NTRS)

Thienel, Julie K.; Harman, Richard R.; Bar-Itzhack, Itzhack Y.; Lambertson, Mike

2004-01-01

The Magnetometer Navigation (MAGNAV) algorithm is currently running as a flight experiment as part of the Wide Field Infrared Explorer (WIRE) Post-Science Engineering Testbed. Initialization of MAGNAV occurred on September 4, 2003. MAGNAV is designed to autonomously estimate the spacecraft orbit, attitude, and rate using magnetometer and sun sensor 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 magnetic field and measured magnetic field components, as measured by the magnetometer throughout the entire spacecraft orbit, are a function of the spacecraft trajectory and attitude errors. Therefore, these errors are used to estimate both trajectory and attitude. In addition, the time rate of change of the magnetic field vector is used to estimate the spacecraft rotation rate. The estimation of the attitude and trajectory is augmented with the rate estimation into an Extended Kalman filter blended with a pseudo-linear Kalman filter. Sun sensor data is also used to improve the accuracy and observability of the attitude and rate estimates. This test serves to validate MAGNAV as a single low cost navigation system which utilizes reliable, flight qualified sensors. MAGNAV is intended as a backup algorithm, an initialization algorithm, or possibly a prime navigation algorithm for a mission with coarse requirements. Results from the first six months of operation are presented.

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.

MATSurv: multisensor air traffic surveillance system

NASA Astrophysics Data System (ADS)

Yeddanapudi, Murali; Bar-Shalom, Yaakov; Pattipati, Krishna R.; Gassner, Richard R.

1995-09-01

This paper deals with the design and implementation of MATSurv 1--an experimental Multisensor Air Traffic Surveillance system. The proposed system consists of a Kalman filter based state estimator used in conjunction with a 2D sliding window assignment algorithm. Real data from two FAA radars is used to evaluate the performance of this algorithm. The results indicate that the proposed algorithm provides a superior classification of the measurements into tracks (i.e., the most likely aircraft trajectories) when compared to the aircraft trajectories obtained using the measurement IDs (squawk or IFF code).

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.

Robust Controller for Turbulent and Convective Boundary Layers

DTIC Science & Technology

2006-08-01

filter and an optimal regulator. The Kalman filter equation and the optimal regulator equation corresponding to the state-space equations, (2.20), are...separate steady-state algebraic Riccati equations. The Kalman filter is used here as a state observer rather than as an estimator since no noises are...2001) which will not be repeated here. For robustness, in the design, the Kalman filter input matrix G has been set equal to the control input

Motion estimation using point cluster method and Kalman filter.

PubMed

Senesh, M; Wolf, A

2009-05-01

The most frequently used method in a three dimensional human gait analysis involves placing markers on the skin of the analyzed segment. This introduces a significant artifact, which strongly influences the bone position and orientation and joint kinematic estimates. In this study, we tested and evaluated the effect of adding a Kalman filter procedure to the previously reported point cluster technique (PCT) in the estimation of a rigid body motion. We demonstrated the procedures by motion analysis of a compound planar pendulum from indirect opto-electronic measurements of markers attached to an elastic appendage that is restrained to slide along the rigid body long axis. The elastic frequency is close to the pendulum frequency, as in the biomechanical problem, where the soft tissue frequency content is similar to the actual movement of the bones. Comparison of the real pendulum angle to that obtained by several estimation procedures--PCT, Kalman filter followed by PCT, and low pass filter followed by PCT--enables evaluation of the accuracy of the procedures. When comparing the maximal amplitude, no effect was noted by adding the Kalman filter; however, a closer look at the signal revealed that the estimated angle based only on the PCT method was very noisy with fluctuation, while the estimated angle based on the Kalman filter followed by the PCT was a smooth signal. It was also noted that the instantaneous frequencies obtained from the estimated angle based on the PCT method is more dispersed than those obtained from the estimated angle based on Kalman filter followed by the PCT method. Addition of a Kalman filter to the PCT method in the estimation procedure of rigid body motion results in a smoother signal that better represents the real motion, with less signal distortion than when using a digital low pass filter. Furthermore, it can be concluded that adding a Kalman filter to the PCT procedure substantially reduces the dispersion of the maximal and minimal instantaneous frequencies.

Hypersonic entry vehicle state estimation using nonlinearity-based adaptive cubature Kalman filters

NASA Astrophysics Data System (ADS)

Sun, Tao; Xin, Ming

2017-05-01

Guidance, navigation, and control of a hypersonic vehicle landing on the Mars rely on precise state feedback information, which is obtained from state estimation. The high uncertainty and nonlinearity of the entry dynamics make the estimation a very challenging problem. In this paper, a new adaptive cubature Kalman filter is proposed for state trajectory estimation of a hypersonic entry vehicle. This new adaptive estimation strategy is based on the measure of nonlinearity of the stochastic system. According to the severity of nonlinearity along the trajectory, the high degree cubature rule or the conventional third degree cubature rule is adaptively used in the cubature Kalman filter. This strategy has the benefit of attaining higher estimation accuracy only when necessary without causing excessive computation load. The simulation results demonstrate that the proposed adaptive filter exhibits better performance than the conventional third-degree cubature Kalman filter while maintaining the same performance as the uniform high degree cubature Kalman filter but with lower computation complexity.

Error Modelling for Multi-Sensor Measurements in Infrastructure-Free Indoor Navigation

PubMed Central

Ruotsalainen, Laura; Kirkko-Jaakkola, Martti; Rantanen, Jesperi; Mäkelä, Maija

2018-01-01

The long-term objective of our research is to develop a method for infrastructure-free simultaneous localization and mapping (SLAM) and context recognition for tactical situational awareness. Localization will be realized by propagating motion measurements obtained using a monocular camera, a foot-mounted Inertial Measurement Unit (IMU), sonar, and a barometer. Due to the size and weight requirements set by tactical applications, Micro-Electro-Mechanical (MEMS) sensors will be used. However, MEMS sensors suffer from biases and drift errors that may substantially decrease the position accuracy. Therefore, sophisticated error modelling and implementation of integration algorithms are key for providing a viable result. Algorithms used for multi-sensor fusion have traditionally been different versions of Kalman filters. However, Kalman filters are based on the assumptions that the state propagation and measurement models are linear with additive Gaussian noise. Neither of the assumptions is correct for tactical applications, especially for dismounted soldiers, or rescue personnel. Therefore, error modelling and implementation of advanced fusion algorithms are essential for providing a viable result. Our approach is to use particle filtering (PF), which is a sophisticated option for integrating measurements emerging from pedestrian motion having non-Gaussian error characteristics. This paper discusses the statistical modelling of the measurement errors from inertial sensors and vision based heading and translation measurements to include the correct error probability density functions (pdf) in the particle filter implementation. Then, model fitting is used to verify the pdfs of the measurement errors. Based on the deduced error models of the measurements, particle filtering method is developed to fuse all this information, where the weights of each particle are computed based on the specific models derived. The performance of the developed method is tested via two experiments, one at a university’s premises and another in realistic tactical conditions. The results show significant improvement on the horizontal localization when the measurement errors are carefully modelled and their inclusion into the particle filtering implementation correctly realized. PMID:29443918

Dual Fine Tracking Control of a Satellite Laser Communication Uplink

DTIC Science & Technology

2006-09-14

rejec- tion results for LQG control compared with adaptive least mean squares (LMS) and gradient adaptive lattice (GAL) algorithms , however, both...period [7, page 256]. The steady-state Kalman filter, defined by the predictor / corrector form, is implemented for each beam respectively as [7, page...Disturbance Environment . . . . . . . . . . . . . . . . . 97 B.4 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . 98 Appendix C . Aircraft

A survey of the state of the art and focused research in range systems, task 2

NASA Technical Reports Server (NTRS)

Yao, K.

1986-01-01

Contract generated publications are compiled which describe the research activities for the reporting period. Study topics include: equivalent configurations of systolic arrays; least squares estimation algorithms with systolic array architectures; modeling and equilization of nonlinear bandlimited satellite channels; and least squares estimation and Kalman filtering by systolic arrays.

Modeling Navigation System Performance of a Satellite-Observing Star Tracker Tightly Integrated with an Inertial Measurement Unit

DTIC Science & Technology

2015-03-26

tracker, an Inertial Measurement Unit (IMU), and a barometric altimeter using an Extended Kalman Filter (EKF). Models of each of these components are...Positioning 15 2.5 Detector Device Improvement . . . . . . . . . . . . . . . 15 2.6 Kalman Filter . . . . . . . . . . . . . . . . . . . . . . . . 17 2.6.1...Extended Kalman Filter . . . . . . . . . . . . . 17 2.7 System Properties . . . . . . . . . . . . . . . . . . . . . 21 2.8 Sun Exitance

Augmenting the Global Positioning System with Foreign Navigation Systems and Alternative Sensors

DTIC Science & Technology

2012-03-01

Patrick Y.C. Hwang . Introduction to Random Signals and Applied Kalman Filtering. John Wiley and Sons, 1997. [4] Dutt, Srilatha Indira, G. Sasi Bhushana Rao...A simulation was then setup for an autonomous aerial vehicle flight through the model using a Kalman Filter to combine the various sensors with GPS...21 2.7 Altimeter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 2.8 Kalman Filtering

Kalman filter for statistical monitoring of forest cover across sub-continental regions

Treesearch

Raymond L. Czaplewski

1991-01-01

The Kalman filter is a multivariate generalization of the composite estimator which recursively combines a current direct estimate with a past estimate that is updated for expected change over time with a prediction model. The Kalman filter can estimate proportions of different cover types for sub-continental regions each year. A random sample of high-resolution...

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.

Multilevel Mixture Kalman Filter

NASA Astrophysics Data System (ADS)

Guo, Dong; Wang, Xiaodong; Chen, Rong

2004-12-01

The mixture Kalman filter is a general sequential Monte Carlo technique for conditional linear dynamic systems. It generates samples of some indicator variables recursively based on sequential importance sampling (SIS) and integrates out the linear and Gaussian state variables conditioned on these indicators. Due to the marginalization process, the complexity of the mixture Kalman filter is quite high if the dimension of the indicator sampling space is high. In this paper, we address this difficulty by developing a new Monte Carlo sampling scheme, namely, the multilevel mixture Kalman filter. The basic idea is to make use of the multilevel or hierarchical structure of the space from which the indicator variables take values. That is, we draw samples in a multilevel fashion, beginning with sampling from the highest-level sampling space and then draw samples from the associate subspace of the newly drawn samples in a lower-level sampling space, until reaching the desired sampling space. Such a multilevel sampling scheme can be used in conjunction with the delayed estimation method, such as the delayed-sample method, resulting in delayed multilevel mixture Kalman filter. Examples in wireless communication, specifically the coherent and noncoherent 16-QAM over flat-fading channels, are provided to demonstrate the performance of the proposed multilevel mixture Kalman filter.

Application of wavelet-based multi-model Kalman filters to real-time flood forecasting

NASA Astrophysics Data System (ADS)

Chou, Chien-Ming; Wang, Ru-Yih

2004-04-01

This paper presents the application of a multimodel method using a wavelet-based Kalman filter (WKF) bank to simultaneously estimate decomposed state variables and unknown parameters for real-time flood forecasting. Applying the Haar wavelet transform alters the state vector and input vector of the state space. In this way, an overall detail plus approximation describes each new state vector and input vector, which allows the WKF to simultaneously estimate and decompose state variables. The wavelet-based multimodel Kalman filter (WMKF) is a multimodel Kalman filter (MKF), in which the Kalman filter has been substituted for a WKF. The WMKF then obtains M estimated state vectors. Next, the M state-estimates, each of which is weighted by its possibility that is also determined on-line, are combined to form an optimal estimate. Validations conducted for the Wu-Tu watershed, a small watershed in Taiwan, have demonstrated that the method is effective because of the decomposition of wavelet transform, the adaptation of the time-varying Kalman filter and the characteristics of the multimodel method. Validation results also reveal that the resulting method enhances the accuracy of the runoff prediction of the rainfall-runoff process in the Wu-Tu watershed.

Evaluation of an Enhanced Bank of Kalman Filters for In-Flight Aircraft Engine Sensor Fault Diagnostics

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2004-01-01

In this paper, an approach for in-flight fault detection and isolation (FDI) of aircraft engine sensors based on a bank of Kalman filters is developed. This approach utilizes multiple Kalman filters, each of which is designed based on a specific fault hypothesis. When the propulsion system experiences a fault, only one Kalman filter with the correct hypothesis is able to maintain the nominal estimation performance. Based on this knowledge, the isolation of faults is achieved. Since the propulsion system may experience component and actuator faults as well, a sensor FDI system must be robust in terms of avoiding misclassifications of any anomalies. The proposed approach utilizes a bank of (m+1) Kalman filters where m is the number of sensors being monitored. One Kalman filter is used for the detection of component and actuator faults while each of the other m filters detects a fault in a specific sensor. With this setup, the overall robustness of the sensor FDI system to anomalies is enhanced. Moreover, numerous component fault events can be accounted for by the FDI system. The sensor FDI system is applied to a commercial aircraft engine simulation, and its performance is evaluated at multiple power settings at a cruise operating point using various fault scenarios.

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

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

2014-12-03

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.

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 total computational time needed for the Kalman filters is under 25% of the total signal length rendering it possible to perform the filtering in real-time. Conclusions It is possible to measure in real-time heart and breathing rates using an adaptive Kalman filter approach. Adapting the Kalman filter matrices improves the estimation results and makes the filter universally deployable when measuring cardiorespiratory signals. PMID:24886253

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

PubMed

Foussier, Jerome; Teichmann, Daniel; Jia, Jing; Misgeld, Berno; Leonhardt, Steffen

2014-05-09

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. 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. 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 total computational time needed for the Kalman filters is under 25% of the total signal length rendering it possible to perform the filtering in real-time. It is possible to measure in real-time heart and breathing rates using an adaptive Kalman filter approach. Adapting the Kalman filter matrices improves the estimation results and makes the filter universally deployable when measuring cardiorespiratory signals.

An automated method of tuning an attitude estimator

NASA Technical Reports Server (NTRS)

Mason, Paul A. C.; Mook, D. Joseph

1995-01-01

Attitude determination is a major element of the operation and maintenance of a spacecraft. There are several existing methods of determining the attitude of a spacecraft. One of the most commonly used methods utilizes the Kalman filter to estimate the attitude of the spacecraft. Given an accurate model of a system and adequate observations, a Kalman filter can produce accurate estimates of the attitude. If the system model, filter parameters, or observations are inaccurate, the attitude estimates may be degraded. Therefore, it is advantageous to develop a method of automatically tuning the Kalman filter to produce the accurate estimates. In this paper, a three-axis attitude determination Kalman filter, which uses only magnetometer measurements, is developed and tested using real data. The appropriate filter parameters are found via the Process Noise Covariance Estimator (PNCE). The PNCE provides an optimal criterion for determining the best filter parameters.

Nonlinear estimation theory applied to the interplanetary orbit determination problem.

NASA Technical Reports Server (NTRS)

Tapley, B. D.; Choe, C. Y.

1972-01-01

Martingale theory and appropriate smoothing properties of Loeve (1953) have been used to develop a modified Gaussian second-order filter. The performance of the filter is evaluated through numerical simulation of a Jupiter flyby mission. The observations used in the simulation are on-board measurements of the angle between Jupiter and a fixed star taken at discrete time intervals. In the numerical study, the influence of each of the second-order terms is evaluated. Five filter algorithms are used in the simulations. Four of the filters are the modified Gaussian second-order filter and three approximations derived by neglecting one or more of the second-order terms in the equations. The fifth filter is the extended Kalman-Bucy filter which is obtained by neglecting all of the second-order terms.

Spatial operator approach to flexible multibody system dynamics and control

NASA Technical Reports Server (NTRS)

Rodriguez, G.

1991-01-01

The inverse and forward dynamics problems for flexible multibody systems were solved using the techniques of spatially recursive Kalman filtering and smoothing. These algorithms are easily developed using a set of identities associated with mass matrix factorization and inversion. These identities are easily derived using the spatial operator algebra developed by the author. Current work is aimed at computational experiments with the described algorithms and at modelling for control design of limber manipulator systems. It is also aimed at handling and manipulation of flexible objects.

Solar electric propulsion for terminal flight to rendezvous with comets and asteroids. [using guidance algorithm

NASA Technical Reports Server (NTRS)

Bennett, A.

1973-01-01

A guidance algorithm that provides precise rendezvous in the deterministic case while requiring only relative state information is developed. A navigation scheme employing only onboard relative measurements is built around a Kalman filter set in measurement coordinates. The overall guidance and navigation procedure is evaluated in the face of measurement errors by a detailed numerical simulation. Results indicate that onboard guidance and navigation for the terminal phase of rendezvous is possible with reasonable limits on measurement errors.

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.

DEKFIS user's guide: Discrete Extended Kalman Filter/Smoother program for aircraft and rotorcraft data consistency

NASA Technical Reports Server (NTRS)

1979-01-01

The computer program DEKFIS (discrete extended Kalman filter/smoother), formulated for aircraft and helicopter state estimation and data consistency, is described. DEKFIS is set up to pre-process raw test data by removing biases, correcting scale factor errors and providing consistency with the aircraft inertial kinematic equations. The program implements an extended Kalman filter/smoother using the Friedland-Duffy formulation.

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

PubMed

Gao, Siwei; Liu, Yanheng; Wang, Jian; Deng, Weiwen; Oh, Heekuck

2016-07-16

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.

Interface of the general fitting tool GENFIT2 in PandaRoot

NASA Astrophysics Data System (ADS)

Prencipe, Elisabetta; Spataro, Stefano; Stockmanns, Tobias; PANDA Collaboration

2017-10-01

\\bar{{{P}}}ANDA is a planned experiment at FAIR (Darmstadt) with a cooled antiproton beam in a range [1.5; 15] GeV/c, allowing a wide physics program in nuclear and particle physics. It is the only experiment worldwide, which combines a solenoid field (B=2T) and a dipole field (B=2Tm) in a spectrometer with a fixed target topology, in that energy regime. The tracking system of \\bar{{{P}}}ANDA involves the presence of a high performance silicon vertex detector, a GEM detector, a straw-tubes central tracker, a forward tracking system, and a luminosity monitor. The offline tracking algorithm is developed within the PandaRoot framework, which is a part of the FairRoot project. The tool here presented is based on algorithms containing the Kalman Filter equations and a deterministic annealing filter. This general fitting tool (GENFIT2) offers to users also a Runge-Kutta track representation, and interfaces with Millepede II (useful for alignment) and RAVE (vertex finder). It is independent on the detector geometry and the magnetic field map, and written in C++ object-oriented modular code. Several fitting algorithms are available with GENFIT2, with user-adjustable parameters; therefore the tool is of friendly usage. A check on the fit convergence is done by GENFIT2 as well. The Kalman-Filter-based algorithms have a wide range of applications; among those in particle physics they can perform extrapolations of track parameters and covariance matrices. The adoptions of the PandaRoot framework to connect to Genfit2 are described, and the impact of GENFIT2 on the physics simulations of \\bar{{{P}}}ANDA are shown: significant improvement is reported for those channels where a good low momentum tracking is required (pT < 400 MeV/c).

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

NASA Astrophysics Data System (ADS)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

Event-triggered Kalman-consensus filter for two-target tracking sensor networks.

PubMed

Su, Housheng; Li, Zhenghao; Ye, Yanyan

2017-11-01

This paper is concerned with the problem of event-triggered Kalman-consensus filter for two-target tracking sensor networks. According to the event-triggered protocol and the mean-square analysis, a suboptimal Kalman gain matrix is derived and a suboptimal event-triggered distributed filter is obtained. Based on the Kalman-consensus filter protocol, all sensors which only depend on its neighbors' information can track their corresponding targets. Furthermore, utilizing Lyapunov method and matrix theory, some sufficient conditions are presented for ensuring the stability of the system. Finally, a simulation example is presented to verify the effectiveness of the proposed event-triggered protocol. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Kalman filter based control for Adaptive Optics

NASA Astrophysics Data System (ADS)

Petit, Cyril; Quiros-Pacheco, Fernando; Conan, Jean-Marc; Kulcsár, Caroline; Raynaud, Henri-François; Fusco, Thierry

2004-12-01

Classical Adaptive Optics suffer from a limitation of the corrected Field Of View. This drawback has lead to the development of MultiConjugated Adaptive Optics. While the first MCAO experimental set-ups are presently under construction, little attention has been paid to the control loop. This is however a key element in the optimization process especially for MCAO systems. Different approaches have been proposed in recent articles for astronomical applications : simple integrator, Optimized Modal Gain Integrator and Kalman filtering. We study here Kalman filtering which seems a very promising solution. Following the work of Brice Leroux, we focus on a frequential characterization of kalman filters, computing a transfer matrix. The result brings much information about their behaviour and allows comparisons with classical controllers. It also appears that straightforward improvements of the system models can lead to static aberrations and vibrations filtering. Simulation results are proposed and analysed thanks to our frequential characterization. Related problems such as model errors, aliasing effect reduction or experimental implementation and testing of Kalman filter control loop on a simplified MCAO experimental set-up could be then discussed.

Model-Based Engine Control Architecture with an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The non-linear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.

Model-Based Engine Control Architecture with an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

This paper discusses the design and implementation of an extended Kalman filter (EKF) for model-based engine control (MBEC). Previously proposed MBEC architectures feature an optimal tuner Kalman Filter (OTKF) to produce estimates of both unmeasured engine parameters and estimates for the health of the engine. The success of this approach relies on the accuracy of the linear model and the ability of the optimal tuner to update its tuner estimates based on only a few sensors. Advances in computer processing are making it possible to replace the piece-wise linear model, developed off-line, with an on-board nonlinear model running in real-time. This will reduce the estimation errors associated with the linearization process, and is typically referred to as an extended Kalman filter. The nonlinear extended Kalman filter approach is applied to the Commercial Modular Aero-Propulsion System Simulation 40,000 (C-MAPSS40k) and compared to the previously proposed MBEC architecture. The results show that the EKF reduces the estimation error, especially during transient operation.

Upper Atmosphere Research Satellite (UARS) onboard attitude determination using a Kalman filter

NASA Technical Reports Server (NTRS)

Garrick, Joseph

1993-01-01

The Upper Atmospheric Research Satellite (UARS) requires a highly accurate knowledge of its attitude to accomplish its mission. Propagation of the attitude state using gyro measurements is not sufficient to meet the accuracy requirements, and must be supplemented by a observer/compensation process to correct for dynamics and observation anomalies. The process of amending the attitude state utilizes a well known method, the discrete Kalman Filter. This study is a sensitivity analysis of the discrete Kalman Filter as implemented in the UARS Onboard Computer (OBC). The stability of the Kalman Filter used in the normal on-orbit control mode within the OBC, is investigated for the effects of corrupted observations and nonlinear errors. Also, a statistical analysis on the residuals of the Kalman Filter is performed. These analysis is based on simulations using the UARS Dynamics Simulator (UARSDSIM) and compared against attitude requirements as defined by General Electric (GE). An independent verification of expected accuracies is performed using the Attitude Determination Error Analysis System (ADEAS).

Nonlinear estimation theory applied to orbit determination

NASA Technical Reports Server (NTRS)

Choe, C. Y.

1972-01-01

The development of an approximate nonlinear filter using the Martingale theory and appropriate smoothing properties is considered. Both the first order and the second order moments were estimated. The filter developed can be classified as a modified Gaussian second order filter. Its performance was evaluated in a simulated study of the problem of estimating the state of an interplanetary space vehicle during both a simulated Jupiter flyby and a simulated Jupiter orbiter mission. In addition to the modified Gaussian second order filter, the modified truncated second order filter was also evaluated in the simulated study. Results obtained with each of these filters were compared with numerical results obtained with the extended Kalman filter and the performance of each filter is determined by comparison with the actual estimation errors. The simulations were designed to determine the effects of the second order terms in the dynamic state relations, the observation state relations, and the Kalman gain compensation term. It is shown that the Kalman gain-compensated filter which includes only the Kalman gain compensation term is superior to all of the other filters.

An Empirical Comparison between Two Recursive Filters for Attitude and Rate Estimation of Spinning Spacecraft

NASA Technical Reports Server (NTRS)

Harman, Richard R.

2006-01-01

The advantages of inducing a constant spin rate on a spacecraft are well known. A variety of science missions have used this technique as a relatively low cost method for conducting science. Starting in the late 1970s, NASA focused on building spacecraft using 3-axis control as opposed to the single-axis control mentioned above. Considerable effort was expended toward sensor and control system development, as well as the development of ground systems to independently process the data. As a result, spinning spacecraft development and their resulting ground system development stagnated. In the 1990s, shrinking budgets made spinning spacecraft an attractive option for science. The attitude requirements for recent spinning spacecraft are more stringent and the ground systems must be enhanced in order to provide the necessary attitude estimation accuracy. Since spinning spacecraft (SC) typically have no gyroscopes for measuring attitude rate, any new estimator would need to rely on the spacecraft dynamics equations. One estimation technique that utilized the SC dynamics and has been used successfully in 3-axis gyro-less spacecraft ground systems is the pseudo-linear Kalman filter algorithm. Consequently, a pseudo-linear Kalman filter has been developed which directly estimates the spacecraft attitude quaternion and rate for a spinning SC. Recently, a filter using Markley variables was developed specifically for spinning spacecraft. The pseudo-linear Kalman filter has the advantage of being easier to implement but estimates the quaternion which, due to the relatively high spinning rate, changes rapidly for a spinning spacecraft. The Markley variable filter is more complicated to implement but, being based on the SC angular momentum, estimates parameters which vary slowly. This paper presents a comparison of the performance of these two filters. Monte-Carlo simulation runs will be presented which demonstrate the advantages and disadvantages of both filters.

Real-time precise orbit determination of LEO satellites using a single-frequency GPS receiver: Preliminary results of Chinese SJ-9A satellite

NASA Astrophysics Data System (ADS)

Sun, Xiucong; Han, Chao; Chen, Pei

2017-10-01

Spaceborne Global Positioning System (GPS) receivers are widely used for orbit determination of low-Earth-orbiting (LEO) satellites. With the improvement of measurement accuracy, single-frequency receivers are recently considered for low-cost small satellite missions. In this paper, a Schmidt-Kalman filter which processes single-frequency GPS measurements and broadcast ephemerides is proposed for real-time precise orbit determination of LEO satellites. The C/A code and L1 phase are linearly combined to eliminate the first-order ionospheric effects. Systematic errors due to ionospheric delay residual, group delay variation, phase center variation, and broadcast ephemeris errors, are lumped together into a noise term, which is modeled as a first-order Gauss-Markov process. In order to reduce computational complexity, the colored noise is considered rather than estimated in the orbit determination process. This ensures that the covariance matrix accurately represents the distribution of estimation errors without increasing the dimension of the state vector. The orbit determination algorithm is tested with actual flight data from the single-frequency GPS receiver onboard China's small satellite Shi Jian-9A (SJ-9A). Preliminary results using a 7-h data arc on October 25, 2012 show that the Schmidt-Kalman filter performs better than the standard Kalman filter in terms of accuracy.

Modeling, Monitoring and Fault Diagnosis of Spacecraft Air Contaminants

NASA Technical Reports Server (NTRS)

Ramirez, W. Fred; Skliar, Mikhail; Narayan, Anand; Morgenthaler, George W.; Smith, Gerald J.

1996-01-01

Progress and results in the development of an integrated air quality modeling, monitoring, fault detection, and isolation system are presented. The focus was on development of distributed models of the air contaminants transport, the study of air quality monitoring techniques based on the model of transport process and on-line contaminant concentration measurements, and sensor placement. Different approaches to the modeling of spacecraft air contamination are discussed, and a three-dimensional distributed parameter air contaminant dispersion model applicable to both laminar and turbulent transport is proposed. A two-dimensional approximation of a full scale transport model is also proposed based on the spatial averaging of the three dimensional model over the least important space coordinate. A computer implementation of the transport model is considered and a detailed development of two- and three-dimensional models illustrated by contaminant transport simulation results is presented. The use of a well established Kalman filtering approach is suggested as a method for generating on-line contaminant concentration estimates based on both real time measurements and the model of contaminant transport process. It is shown that high computational requirements of the traditional Kalman filter can render difficult its real-time implementation for high-dimensional transport model and a novel implicit Kalman filtering algorithm is proposed which is shown to lead to an order of magnitude faster computer implementation in the case of air quality monitoring.

LATTE Linking Acoustic Tests and Tagging Using Statistical Estimation

DTIC Science & Technology

2015-09-30

the complexity of the model: (from simplest to most complex) Kalman filter , Markov chain Monte-Carlo (MCMC) and ABC. Many of these methods have been...using SMMs fitted using Kalman filters . Therefore, using the DTAG data, we can estimate the distributions associated with 2D horizontal displacement...speed (a key problem in the previous Kalman filter implementation). This new approach also allows the animal’s horizontal movement direction to differ

Integrated Multi-Aperture Sensor and Navigation Fusion

DTIC Science & Technology

2010-02-01

Visio, Springer-Verlag Inc., New York, 2004. [3] R. G. Brown and P. Y. C. Hwang , Introduction to Random Signals and Applied Kalman Filtering, Third...formulate Kalman filter vision/inertial measurement observables for other images without the need to know (or measure) their feature ranges. As compared...Internal Data Fusion Multi-aperture/INS data fusion is formulated in the feature domain using the complementary Kalman filter methodology [3]. In this

Navigation in Difficult Environments: Multi-Sensor Fusion Techniques

DTIC Science & Technology

2010-03-01

Hwang , Introduction to Random Signals and Applied Kalman Filtering, 3rd ed., John Wiley & Sons, Inc., New York, 1997. [17] J. L. Farrell, “GPS/INS...nav solution Navigation outputs Estimation of inertial errors ( Kalman filter) Error estimates Core sensor Incoming signal INS Estimates of signal...the INS drift terms is performed using the mechanism of a complementary Kalman filter. The idea is that a signal parameter can be generally

Fusion of Inertial Sensors and Orthogonal Frequency Division Multiplexed (OFDM) Signals of Opportunity for Unassisted Navigation

DTIC Science & Technology

2009-03-01

P Hwang . Introduction to Random Signals and Applied Kalman Filtering. John Wiley & Sons, New York, 1997. ISBN 0-471-12839-2. 4. Burr, A. “The...communication signals, the need for the ref- erence receiver is reduced or possibly removed entirely. This research uses a Kalman Filter (KF) to optimally...15 2.5 Kalman Filter . . . . . . . . . . . . . . . . . . . . . . . . 17 2.5.1 State Propogation

Position Estimation for Projectiles Using Low-cost Sensors and Flight Dynamics

DTIC Science & Technology

2012-04-01

GPS/INS Loose-coupling Parameter Estimation ............................................................6 2.6 Extended Kalman Filter ...environment using low-cost measurement devices and projectile flight dynamics. An extended Kalman filter (EKF) was developed to blend accelerometer...kGPSIbias B GPSIkGPSIbias B GPSIGPSIbias B aρaρa ,,1,,, 1    (15) 7 2.6 Extended Kalman Filter A sequential EKF was used to combine

Orbit Determination Using Vinti’s Solution

DTIC Science & Technology

2016-09-15

Surveillance Network STK Systems Tool Kit TBP Two Body Problem TLE Two-line Element Set xv Acronym Definition UKF Unscented Kalman Filter WPAFB Wright...simplicity, stability, and speed. On the other hand, Kalman filters would be best suited for sequential estimation of stochastic or random components of a...be likened to how an Unscented Kalman Filter samples a system’s nonlinearities directly, avoiding linearizing the dynamics in the partials matrices

An iterated cubature unscented Kalman filter for large-DoF systems identification with noisy data

NASA Astrophysics Data System (ADS)

Ghorbani, Esmaeil; Cha, Young-Jin

2018-04-01

Structural and mechanical system identification under dynamic loading has been an important research topic over the last three or four decades. Many Kalman-filtering-based approaches have been developed for linear and nonlinear systems. For example, to predict nonlinear systems, an unscented Kalman filter was applied. However, from extensive literature reviews, the unscented Kalman filter still showed weak performance on systems with large degrees of freedom. In this research, a modified unscented Kalman filter is proposed by integration of a cubature Kalman filter to improve the system identification performance of systems with large degrees of freedom. The novelty of this work lies on conjugating the unscented transform with the cubature integration concept to find a more accurate output from the transformation of the state vector and its related covariance matrix. To evaluate the proposed method, three different numerical models (i.e., the single degree-of-freedom Bouc-Wen model, the linear 3-degrees-of-freedom system, and the 10-degrees-of-freedom system) are investigated. To evaluate the robustness of the proposed method, high levels of noise in the measured response data are considered. The results show that the proposed method is significantly superior to the traditional UKF for noisy measured data in systems with large degrees of freedom.

Filtering data from the collaborative initial glaucoma treatment study for improved identification of glaucoma progression.

PubMed

Schell, Greggory J; Lavieri, Mariel S; Stein, Joshua D; Musch, David C

2013-12-21

Open-angle glaucoma (OAG) is a prevalent, degenerate ocular disease which can lead to blindness without proper clinical management. The tests used to assess disease progression are susceptible to process and measurement noise. The aim of this study was to develop a methodology which accounts for the inherent noise in the data and improve significant disease progression identification. Longitudinal observations from the Collaborative Initial Glaucoma Treatment Study (CIGTS) were used to parameterize and validate a Kalman filter model and logistic regression function. The Kalman filter estimates the true value of biomarkers associated with OAG and forecasts future values of these variables. We develop two logistic regression models via generalized estimating equations (GEE) for calculating the probability of experiencing significant OAG progression: one model based on the raw measurements from CIGTS and another model based on the Kalman filter estimates of the CIGTS data. Receiver operating characteristic (ROC) curves and associated area under the ROC curve (AUC) estimates are calculated using cross-fold validation. The logistic regression model developed using Kalman filter estimates as data input achieves higher sensitivity and specificity than the model developed using raw measurements. The mean AUC for the Kalman filter-based model is 0.961 while the mean AUC for the raw measurements model is 0.889. Hence, using the probability function generated via Kalman filter estimates and GEE for logistic regression, we are able to more accurately classify patients and instances as experiencing significant OAG progression. A Kalman filter approach for estimating the true value of OAG biomarkers resulted in data input which improved the accuracy of a logistic regression classification model compared to a model using raw measurements as input. This methodology accounts for process and measurement noise to enable improved discrimination between progression and nonprogression in chronic diseases.

Highway traffic estimation of improved precision using the derivative-free nonlinear Kalman Filter

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Siano, Pierluigi; Zervos, Nikolaos; Melkikh, Alexey

2015-12-01

The paper proves that the PDE dynamic model of the highway traffic is a differentially flat one and by applying spatial discretization its shows that the model's transformation into an equivalent linear canonical state-space form is possible. For the latter representation of the traffic's dynamics, state estimation is performed with the use of the Derivative-free nonlinear Kalman Filter. The proposed filter consists of the Kalman Filter recursion applied on the transformed state-space model of the highway traffic. Moreover, it makes use of an inverse transformation, based again on differential flatness theory which enables to obtain estimates of the state variables of the initial nonlinear PDE model. By avoiding approximate linearizations and the truncation of nonlinear terms from the PDE model of the traffic's dynamics the proposed filtering methods outperforms, in terms of accuracy, other nonlinear estimators such as the Extended Kalman Filter. The article's theoretical findings are confirmed through simulation experiments.

A dynamical model improves reconstruction of handwriting from multichannel electromyographic recordings

PubMed Central

Okorokova, Elizaveta; Lebedev, Mikhail; Linderman, Michael; Ossadtchi, Alex

2015-01-01

In recent years, several assistive devices have been proposed to reconstruct arm and hand movements from electromyographic (EMG) activity. Although simple to implement and potentially useful to augment many functions, such myoelectric devices still need improvement before they become practical. Here we considered the problem of reconstruction of handwriting from multichannel EMG activity. Previously, linear regression methods (e.g., the Wiener filter) have been utilized for this purpose with some success. To improve reconstruction accuracy, we implemented the Kalman filter, which allows to fuse two information sources: the physical characteristics of handwriting and the activity of the leading hand muscles, registered by the EMG. Applying the Kalman filter, we were able to convert eight channels of EMG activity recorded from the forearm and the hand muscles into smooth reconstructions of handwritten traces. The filter operates in a causal manner and acts as a true predictor utilizing the EMGs from the past only, which makes the approach suitable for real-time operations. Our algorithm is appropriate for clinical neuroprosthetic applications and computer peripherals. Moreover, it is applicable to a broader class of tasks where predictive myoelectric control is needed. PMID:26578856

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.

Uncertainty Representation and Interpretation in Model-based Prognostics Algorithms based on Kalman Filter Estimation

DTIC Science & Technology

2012-09-01

interpreting the state vector as the health indicator and a threshold is used on this variable in order to compute EOL (end-of-life) and RUL. Here, we...End-of-life ( EOL ) would match the true spread and would not change from one experiment to another. This is, however, in practice impossible to achieve

A Model-based Prognostics Methodology for Electrolytic Capacitors Based on Electrical Overstress Accelerated Aging

NASA Technical Reports Server (NTRS)

Celaya, Jose; Kulkarni, Chetan; Biswas, Gautam; Saha, Sankalita; Goebel, Kai

2011-01-01

A remaining useful life prediction methodology for electrolytic capacitors is presented. This methodology is based on the Kalman filter framework and an empirical degradation model. Electrolytic capacitors are used in several applications ranging from power supplies on critical avionics equipment to power drivers for electro-mechanical actuators. These devices are known for their comparatively low reliability and given their criticality in electronics subsystems they are a good candidate for component level prognostics and health management. Prognostics provides a way to assess remaining useful life of a capacitor based on its current state of health and its anticipated future usage and operational conditions. We present here also, experimental results of an accelerated aging test under electrical stresses. The data obtained in this test form the basis for a remaining life prediction algorithm where a model of the degradation process is suggested. This preliminary remaining life prediction algorithm serves as a demonstration of how prognostics methodologies could be used for electrolytic capacitors. In addition, the use degradation progression data from accelerated aging, provides an avenue for validation of applications of the Kalman filter based prognostics methods typically used for remaining useful life predictions in other applications.

Towards A Model-Based Prognostics Methodology for Electrolytic Capacitors: A Case Study Based on Electrical Overstress Accelerated Aging

NASA Technical Reports Server (NTRS)

Celaya, Jose R.; Kulkarni, Chetan S.; Biswas, Gautam; Goebel, Kai

2012-01-01

A remaining useful life prediction methodology for electrolytic capacitors is presented. This methodology is based on the Kalman filter framework and an empirical degradation model. Electrolytic capacitors are used in several applications ranging from power supplies on critical avionics equipment to power drivers for electro-mechanical actuators. These devices are known for their comparatively low reliability and given their criticality in electronics subsystems they are a good candidate for component level prognostics and health management. Prognostics provides a way to assess remaining useful life of a capacitor based on its current state of health and its anticipated future usage and operational conditions. We present here also, experimental results of an accelerated aging test under electrical stresses. The data obtained in this test form the basis for a remaining life prediction algorithm where a model of the degradation process is suggested. This preliminary remaining life prediction algorithm serves as a demonstration of how prognostics methodologies could be used for electrolytic capacitors. In addition, the use degradation progression data from accelerated aging, provides an avenue for validation of applications of the Kalman filter based prognostics methods typically used for remaining useful life predictions in other applications.

LiDAR-IMU Time Delay Calibration Based on Iterative Closest Point and Iterated Sigma Point Kalman Filter

PubMed Central

Liu, Wanli

2017-01-01

The time delay calibration between Light Detection and Ranging (LiDAR) and Inertial Measurement Units (IMUs) is an essential prerequisite for its applications. However, the correspondences between LiDAR and IMU measurements are usually unknown, and thus cannot be computed directly for the time delay calibration. In order to solve the problem of LiDAR-IMU time delay calibration, this paper presents a fusion method based on iterative closest point (ICP) and iterated sigma point Kalman filter (ISPKF), which combines the advantages of ICP and ISPKF. The ICP algorithm can precisely determine the unknown transformation between LiDAR-IMU; and the ISPKF algorithm can optimally estimate the time delay calibration parameters. First of all, the coordinate transformation from the LiDAR frame to the IMU frame is realized. Second, the measurement model and time delay error model of LiDAR and IMU are established. Third, the methodology of the ICP and ISPKF procedure is presented for LiDAR-IMU time delay calibration. Experimental results are presented that validate the proposed method and demonstrate the time delay error can be accurately calibrated. PMID:28282897

Description of data on the Nimbus 7 LIMS map archive tape: Ozone and nitric acid

NASA Technical Reports Server (NTRS)

Remsberg, E. E.; Kurzeja, R. J.; Haggard, K. V.; Russell, J. M., III; Gordley, L. L.

1986-01-01

The Nimbus 7 Limb Infrared Monitor of the Stratosphere (LIMS) data set has been processed into a Fourier coefficient representation with a Kalman filter algorithm applied to profile data at individual latitudes and pressure levels. The algorithm produces synoptic data at noon Greenwich Mean Time (GMT) from the asynoptic orbital profiles. This form of the data set is easy to use and is appropriate for time series analysis and further data manipulation and display. Ozone and nitric acid results are grouped together in this report because the LIMS vertical field of views (FOV's) and analysis characteristics for these species are similar. A comparison of the orbital input data with mixing ratios derived from Kalman filter coefficients indicates errors in mixing ratio of generally less than 5 percent, with 15 percent being a maximum error. The high quality of the mapped data was indicated by coherence of both the phases and the amplitudes of waves with latitude and pressure. Examples of the mapped fields are presented, and details are given concerning the importance of diurnal variations, the removal of polar stratospheric cloud signatures, and the interpretation of bias effects in the data near the tops of profiles.

Overview and benchmark analysis of fuel cell parameters estimation for energy management purposes

NASA Astrophysics Data System (ADS)

Kandidayeni, M.; Macias, A.; Amamou, A. A.; Boulon, L.; Kelouwani, S.; Chaoui, H.

2018-03-01

Proton exchange membrane fuel cells (PEMFCs) have become the center of attention for energy conversion in many areas such as automotive industry, where they confront a high dynamic behavior resulting in their characteristics variation. In order to ensure appropriate modeling of PEMFCs, accurate parameters estimation is in demand. However, parameter estimation of PEMFC models is highly challenging due to their multivariate, nonlinear, and complex essence. This paper comprehensively reviews PEMFC models parameters estimation methods with a specific view to online identification algorithms, which are considered as the basis of global energy management strategy design, to estimate the linear and nonlinear parameters of a PEMFC model in real time. In this respect, different PEMFC models with different categories and purposes are discussed first. Subsequently, a thorough investigation of PEMFC parameter estimation methods in the literature is conducted in terms of applicability. Three potential algorithms for online applications, Recursive Least Square (RLS), Kalman filter, and extended Kalman filter (EKF), which has escaped the attention in previous works, have been then utilized to identify the parameters of two well-known semi-empirical models in the literature, Squadrito et al. and Amphlett et al. Ultimately, the achieved results and future challenges are discussed.

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 Kalman state filter.

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…

Walking Distance Estimation Using Walking Canes with Inertial Sensors

PubMed Central

Suh, Young Soo

2018-01-01

A walking distance estimation algorithm for cane users is proposed using an inertial sensor unit attached to various positions on the cane. A standard inertial navigation algorithm using an indirect Kalman filter was applied to update the velocity and position of the cane during movement. For quadripod canes, a standard zero-velocity measurement-updating method is proposed. For standard canes, a velocity-updating method based on an inverted pendulum model is proposed. The proposed algorithms were verified by three walking experiments with two different types of canes and different positions of the sensor module. PMID:29342971

Error analysis and algorithm implementation for an improved optical-electric tracking device based on MEMS

NASA Astrophysics Data System (ADS)

Sun, Hong; Wu, Qian-zhong

2013-09-01

In order to improve the precision of optical-electric tracking device, proposing a kind of improved optical-electric tracking device based on MEMS, in allusion to the tracking error of gyroscope senor and the random drift, According to the principles of time series analysis of random sequence, establish AR model of gyro random error based on Kalman filter algorithm, then the output signals of gyro are multiple filtered with Kalman filter. And use ARM as micro controller servo motor is controlled by fuzzy PID full closed loop control algorithm, and add advanced correction and feed-forward links to improve response lag of angle input, Free-forward can make output perfectly follow input. The function of lead compensation link is to shorten the response of input signals, so as to reduce errors. Use the wireless video monitor module and remote monitoring software (Visual Basic 6.0) to monitor servo motor state in real time, the video monitor module gathers video signals, and the wireless video module will sent these signals to upper computer, so that show the motor running state in the window of Visual Basic 6.0. At the same time, take a detailed analysis to the main error source. Through the quantitative analysis of the errors from bandwidth and gyro sensor, it makes the proportion of each error in the whole error more intuitive, consequently, decrease the error of the system. Through the simulation and experiment results shows the system has good following characteristic, and it is very valuable for engineering application.

Space Object Maneuver Detection Algorithms Using TLE Data

NASA Astrophysics Data System (ADS)

Pittelkau, M.

2016-09-01

An important aspect of Space Situational Awareness (SSA) is detection of deliberate and accidental orbit changes of space objects. Although space surveillance systems detect orbit maneuvers within their tracking algorithms, maneuver data are not readily disseminated for general use. However, two-line element (TLE) data is available and can be used to detect maneuvers of space objects. This work is an attempt to improve upon existing TLE-based maneuver detection algorithms. Three adaptive maneuver detection algorithms are developed and evaluated: The first is a fading-memory Kalman filter, which is equivalent to the sliding-window least-squares polynomial fit, but computationally more efficient and adaptive to the noise in the TLE data. The second algorithm is based on a sample cumulative distribution function (CDF) computed from a histogram of the magnitude-squared |V|2 of change-in-velocity vectors (V), which is computed from the TLE data. A maneuver detection threshold is computed from the median estimated from the CDF, or from the CDF and a specified probability of false alarm. The third algorithm is a median filter. The median filter is the simplest of a class of nonlinear filters called order statistics filters, which is within the theory of robust statistics. The output of the median filter is practically insensitive to outliers, or large maneuvers. The median of the |V|2 data is proportional to the variance of the V, so the variance is estimated from the output of the median filter. A maneuver is detected when the input data exceeds a constant times the estimated variance.

Development of an optimal automatic control law and filter algorithm for steep glideslope capture and glideslope tracking

NASA Technical Reports Server (NTRS)

Halyo, N.

1976-01-01

A digital automatic control law to capture a steep glideslope and track the glideslope to a specified altitude is developed for the longitudinal/vertical dynamics of a CTOL aircraft using modern estimation and control techniques. The control law uses a constant gain Kalman filter to process guidance information from the microwave landing system, and acceleration from body mounted accelerometer data. The filter outputs navigation data and wind velocity estimates which are used in controlling the aircraft. Results from a digital simulation of the aircraft dynamics and the control law are presented for various wind conditions.

Maximally Informative Statistics for Localization and Mapping

NASA Technical Reports Server (NTRS)

Deans, Matthew C.

2001-01-01

This paper presents an algorithm for localization and mapping for a mobile robot using monocular vision and odometry as its means of sensing. The approach uses the Variable State Dimension filtering (VSDF) framework to combine aspects of Extended Kalman filtering and nonlinear batch optimization. This paper describes two primary improvements to the VSDF. The first is to use an interpolation scheme based on Gaussian quadrature to linearize measurements rather than relying on analytic Jacobians. The second is to replace the inverse covariance matrix in the VSDF with its Cholesky factor to improve the computational complexity. Results of applying the filter to the problem of localization and mapping with omnidirectional vision are presented.

Inference of Spatio-Temporal Functions Over Graphs via Multikernel Kriged Kalman Filtering

NASA Astrophysics Data System (ADS)

Ioannidis, Vassilis N.; Romero, Daniel; Giannakis, Georgios B.

2018-06-01

Inference of space-time varying signals on graphs emerges naturally in a plethora of network science related applications. A frequently encountered challenge pertains to reconstructing such dynamic processes, given their values over a subset of vertices and time instants. The present paper develops a graph-aware kernel-based kriged Kalman filter that accounts for the spatio-temporal variations, and offers efficient online reconstruction, even for dynamically evolving network topologies. The kernel-based learning framework bypasses the need for statistical information by capitalizing on the smoothness that graph signals exhibit with respect to the underlying graph. To address the challenge of selecting the appropriate kernel, the proposed filter is combined with a multi-kernel selection module. Such a data-driven method selects a kernel attuned to the signal dynamics on-the-fly within the linear span of a pre-selected dictionary. The novel multi-kernel learning algorithm exploits the eigenstructure of Laplacian kernel matrices to reduce computational complexity. Numerical tests with synthetic and real data demonstrate the superior reconstruction performance of the novel approach relative to state-of-the-art alternatives.

A simple approach to nonlinear estimation of physical systems

USGS Publications Warehouse

Christakos, G.

1988-01-01

Recursive algorithms for estimating the states of nonlinear physical systems are developed. This requires some key hypotheses regarding the structure of the underlying processes. Members of this class of random processes have several desirable properties for the nonlinear estimation of random signals. An assumption is made about the form of the estimator, which may then take account of a wide range of applications. Under the above assumption, the estimation algorithm is mathematically suboptimal but effective and computationally attractive. It may be compared favorably to Taylor series-type filters, nonlinear filters which approximate the probability density by Edgeworth or Gram-Charlier series, as well as to conventional statistical linearization-type estimators. To link theory with practice, some numerical results for a simulated system are presented, in which the responses from the proposed and the extended Kalman algorithms are compared. ?? 1988.

Maximum correntropy square-root cubature Kalman filter with application to SINS/GPS integrated systems.

PubMed

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng

2018-05-31

For a nonlinear system, the cubature Kalman filter (CKF) and its square-root version are useful methods to solve the state estimation problems, and both can obtain good performance in Gaussian noises. However, their performances often degrade significantly in the face of non-Gaussian noises, particularly when the measurements are contaminated by some heavy-tailed impulsive noises. By utilizing the maximum correntropy criterion (MCC) to improve the robust performance instead of traditional minimum mean square error (MMSE) criterion, a new square-root nonlinear filter is proposed in this study, named as the maximum correntropy square-root cubature Kalman filter (MCSCKF). The new filter not only retains the advantage of square-root cubature Kalman filter (SCKF), but also exhibits robust performance against heavy-tailed non-Gaussian noises. A judgment condition that avoids numerical problem is also given. The results of two illustrative examples, especially the SINS/GPS integrated systems, demonstrate the desirable performance of the proposed filter. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Tightly-Coupled Image-Aided Inertial Navigation Using the Unscented Kalman Filter

DTIC Science & Technology

2007-01-01

Integrated GPS/MEMS Inertial Navigation Package. In Proceedings of ION GNSS 2004, pp. 825–832, September 2004. [2] R. G. Brown and P. Y. Hwang ...Tightly-Coupled Image-Aided Inertial Navigation Using the Unscented Kalman Filter S. Ebcin, Air Force Institute of Technology M. Veth, Air Force...inertial sen- sors using an extended Kalman filter (EKF) algo- rithm. In this approach, the image feature corre- spondence search was aided using the

Localization Methods for a Mobile Robot in Urban Environments

DTIC Science & Technology

2004-10-04

Columbia University, Department of Computer Science, 2001. [30] R. Brown and P. Hwang , Introduction to random signals and applied Kalman filtering, 3rd...sensor. An extended Kalman filter integrates the sensor data and keeps track of the uncertainty associated with it. The second method is based on...errors+ compass/GPS errors corrected odometry pose odometry error estimates zk zk h(x)~ h(x)~ Kalman Filter zk Fig. 4. A diagram of the extended

Comparison between GSTAR and GSTAR-Kalman Filter models on inflation rate forecasting in East Java

NASA Astrophysics Data System (ADS)

Rahma Prillantika, Jessica; Apriliani, Erna; Wahyuningsih, Nuri

2018-03-01

Up to now, we often find data which have correlation between time and location. This data also known as spatial data. Inflation rate is one type of spatial data because it is not only related to the events of the previous time, but also has relevance to the other location or elsewhere. In this research, we do comparison between GSTAR model and GSTAR-Kalman Filter to get prediction which have small error rate. Kalman Filter is one estimator that estimates state changes due to noise from white noise. The final result shows that Kalman Filter is able to improve the GSTAR forecast result. This is shown through simulation results in the form of graphs and clarified with smaller RMSE values.

On-Orbit Multi-Field Wavefront Control with a Kalman Filter

NASA Technical Reports Server (NTRS)

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

2008-01-01

A document describes a multi-field wavefront control (WFC) procedure for the James Webb Space Telescope (JWST) on-orbit optical telescope element (OTE) fine-phasing using wavefront measurements at the NIRCam pupil. The control is applied to JWST primary mirror (PM) segments and secondary mirror (SM) simultaneously with a carefully selected ordering. Through computer simulations, the multi-field WFC procedure shows that it can reduce the initial system wavefront error (WFE), as caused by random initial system misalignments within the JWST fine-phasing error budget, from a few dozen micrometers to below 50 nm across the entire NIRCam Field of View, and the WFC procedure is also computationally stable as the Monte-Carlo simulations indicate. With the incorporation of a Kalman Filter (KF) as an optical state estimator into the WFC process, the robustness of the JWST OTE alignment process can be further improved. In the presence of some large optical misalignments, the Kalman state estimator can provide a reasonable estimate of the optical state, especially for those degrees of freedom that have a significant impact on the system WFE. The state estimate allows for a few corrections to the optical state to push the system towards its nominal state, and the result is that a large part of the WFE can be eliminated in this step. When the multi-field WFC procedure is applied after Kalman state estimate and correction, the stability of fine-phasing control is much more certain. Kalman Filter has been successfully applied to diverse applications as a robust and optimal state estimator. In the context of space-based optical system alignment based on wavefront measurements, a KF state estimator can combine all available wavefront measurements, past and present, as well as measurement and actuation error statistics to generate a Maximum-Likelihood optimal state estimator. The strength and flexibility of the KF algorithm make it attractive for use in real-time optical system alignment when WFC alone cannot effectively align the system.

Distributed Kalman filtering compared to Fourier domain preconditioned conjugate gradient for laser guide star tomography on extremely large telescopes.

PubMed

Gilles, Luc; Massioni, Paolo; Kulcsár, Caroline; Raynaud, Henri-François; Ellerbroek, Brent

2013-05-01

This paper discusses the performance and cost of two computationally efficient Fourier-based tomographic wavefront reconstruction algorithms for wide-field laser guide star (LGS) adaptive optics (AO). The first algorithm is the iterative Fourier domain preconditioned conjugate gradient (FDPCG) algorithm developed by Yang et al. [Appl. Opt.45, 5281 (2006)], combined with pseudo-open-loop control (POLC). FDPCG's computational cost is proportional to N log(N), where N denotes the dimensionality of the tomography problem. The second algorithm is the distributed Kalman filter (DKF) developed by Massioni et al. [J. Opt. Soc. Am. A28, 2298 (2011)], which is a noniterative spatially invariant controller. When implemented in the Fourier domain, DKF's cost is also proportional to N log(N). Both algorithms are capable of estimating spatial frequency components of the residual phase beyond the wavefront sensor (WFS) cutoff frequency thanks to regularization, thereby reducing WFS spatial aliasing at the expense of more computations. We present performance and cost analyses for the LGS multiconjugate AO system under design for the Thirty Meter Telescope, as well as DKF's sensitivity to uncertainties in wind profile prior information. We found that, provided the wind profile is known to better than 10% wind speed accuracy and 20 deg wind direction accuracy, DKF, despite its spatial invariance assumptions, delivers a significantly reduced wavefront error compared to the static FDPCG minimum variance estimator combined with POLC. Due to its nonsequential nature and high degree of parallelism, DKF is particularly well suited for real-time implementation on inexpensive off-the-shelf graphics processing units.

Spacecraft alignment estimation. [for onboard sensors

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.; Bierman, Gerald J.

1988-01-01

A numerically well-behaved factorized methodology is developed for estimating spacecraft sensor alignments from prelaunch and inflight data without the need to compute the spacecraft attitude or angular velocity. Such a methodology permits the estimation of sensor alignments (or other biases) in a framework free of unknown dynamical variables. In actual mission implementation such an algorithm is usually better behaved than one that must compute sensor alignments simultaneously with the spacecraft attitude, for example by means of a Kalman filter. In particular, such a methodology is less sensitive to data dropouts of long duration, and the derived measurement used in the attitude-independent algorithm usually makes data checking and editing of outliers much simpler than would be the case in the filter.

Improving Geostationary Satellite GPS Positioning Error Using Dynamic Two-Way Time Transfer Measurements

DTIC Science & Technology

2007-11-01

P. Y. C. Hwang . 1997, Introduction to Random Signals and Applied Kalman Filtering (John Wiley & Sons, New York). [7] S. Hutsell, 1995, “Fine Tuning...data to generate pseudorange and TWTT measurements for a geostationary satellite. The kalman function inputs the generated measurements into a... Kalman filter and predicts the state of the satellite at each epoch in the simulation. The analyze_results function takes the results of the Kalman

Sensor Fusion Based on an Integrated Neural Network and Probability Density Function (PDF) Dual Kalman Filter for On-Line Estimation of Vehicle Parameters and States.

PubMed

Vargas-Melendez, Leandro; Boada, Beatriz L; Boada, Maria Jesus L; Gauchia, Antonio; Diaz, Vicente

2017-04-29

Vehicles with a high center of gravity (COG), such as light trucks and heavy vehicles, are prone to rollover. This kind of accident causes nearly 33 % of all deaths from passenger vehicle crashes. Nowadays, these vehicles are incorporating roll stability control (RSC) systems to improve their safety. Most of the RSC systems require the vehicle roll angle as a known input variable to predict the lateral load transfer. The vehicle roll angle can be directly measured by a dual antenna global positioning system (GPS), but it is expensive. For this reason, it is important to estimate the vehicle roll angle from sensors installed onboard in current vehicles. On the other hand, the knowledge of the vehicle's parameters values is essential to obtain an accurate vehicle response. Some of vehicle parameters cannot be easily obtained and they can vary over time. In this paper, an algorithm for the simultaneous on-line estimation of vehicle's roll angle and parameters is proposed. This algorithm uses a probability density function (PDF)-based truncation method in combination with a dual Kalman filter (DKF), to guarantee that both vehicle's states and parameters are within bounds that have a physical meaning, using the information obtained from sensors mounted on vehicles. Experimental results show the effectiveness of the proposed algorithm.

A Cost-Effective Vehicle Localization Solution Using an Interacting Multiple Model−Unscented Kalman Filters (IMM-UKF) Algorithm and Grey Neural Network

PubMed Central

Xu, Qimin; Li, Xu; Chan, Ching-Yao

2017-01-01

In this paper, we propose a cost-effective localization solution for land vehicles, which can simultaneously adapt to the uncertain noise of inertial sensors and bridge Global Positioning System (GPS) outages. First, three Unscented Kalman filters (UKFs) with different noise covariances are introduced into the framework of Interacting Multiple Model (IMM) algorithm to form the proposed IMM-based UKF, termed as IMM-UKF. The IMM algorithm can provide a soft switching among the three UKFs and therefore adapt to different noise characteristics. Further, two IMM-UKFs are executed in parallel when GPS is available. One fuses the information of low-cost GPS, in-vehicle sensors, and micro electromechanical system (MEMS)-based reduced inertial sensor systems (RISS), while the other fuses only in-vehicle sensors and MEMS-RISS. The differences between the state vectors of the two IMM-UKFs are considered as training data of a Grey Neural Network (GNN) module, which is known for its high prediction accuracy with a limited amount of samples. The GNN module can predict and compensate position errors when GPS signals are blocked. To verify the feasibility and effectiveness of the proposed solution, road-test experiments with various driving scenarios were performed. The experimental results indicate that the proposed solution outperforms all the compared methods. PMID:28629165

Sensor Fusion Based on an Integrated Neural Network and Probability Density Function (PDF) Dual Kalman Filter for On-Line Estimation of Vehicle Parameters and States

PubMed Central

Vargas-Melendez, Leandro; Boada, Beatriz L.; Boada, Maria Jesus L.; Gauchia, Antonio; Diaz, Vicente

2017-01-01

Vehicles with a high center of gravity (COG), such as light trucks and heavy vehicles, are prone to rollover. This kind of accident causes nearly 33% of all deaths from passenger vehicle crashes. Nowadays, these vehicles are incorporating roll stability control (RSC) systems to improve their safety. Most of the RSC systems require the vehicle roll angle as a known input variable to predict the lateral load transfer. The vehicle roll angle can be directly measured by a dual antenna global positioning system (GPS), but it is expensive. For this reason, it is important to estimate the vehicle roll angle from sensors installed onboard in current vehicles. On the other hand, the knowledge of the vehicle’s parameters values is essential to obtain an accurate vehicle response. Some of vehicle parameters cannot be easily obtained and they can vary over time. In this paper, an algorithm for the simultaneous on-line estimation of vehicle’s roll angle and parameters is proposed. This algorithm uses a probability density function (PDF)-based truncation method in combination with a dual Kalman filter (DKF), to guarantee that both vehicle’s states and parameters are within bounds that have a physical meaning, using the information obtained from sensors mounted on vehicles. Experimental results show the effectiveness of the proposed algorithm. PMID:28468252

Smoothing-based compressed state Kalman filter for joint state-parameter estimation: Applications in reservoir characterization and CO2 storage monitoring

NASA Astrophysics Data System (ADS)

Li, Y. J.; Kokkinaki, Amalia; Darve, Eric F.; Kitanidis, Peter K.

2017-08-01

The operation of most engineered hydrogeological systems relies on simulating physical processes using numerical models with uncertain parameters and initial conditions. Predictions by such uncertain models can be greatly improved by Kalman-filter techniques that sequentially assimilate monitoring data. Each assimilation constitutes a nonlinear optimization, which is solved by linearizing an objective function about the model prediction and applying a linear correction to this prediction. However, if model parameters and initial conditions are uncertain, the optimization problem becomes strongly nonlinear and a linear correction may yield unphysical results. In this paper, we investigate the utility of one-step ahead smoothing, a variant of the traditional filtering process, to eliminate nonphysical results and reduce estimation artifacts caused by nonlinearities. We present the smoothing-based compressed state Kalman filter (sCSKF), an algorithm that combines one step ahead smoothing, in which current observations are used to correct the state and parameters one step back in time, with a nonensemble covariance compression scheme, that reduces the computational cost by efficiently exploring the high-dimensional state and parameter space. Numerical experiments show that when model parameters are uncertain and the states exhibit hyperbolic behavior with sharp fronts, as in CO2 storage applications, one-step ahead smoothing reduces overshooting errors and, by design, gives physically consistent state and parameter estimates. We compared sCSKF with commonly used data assimilation methods and showed that for the same computational cost, combining one step ahead smoothing and nonensemble compression is advantageous for real-time characterization and monitoring of large-scale hydrogeological systems with sharp moving fronts.

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.

Lidar inversion of atmospheric backscatter and extinction-to-backscatter ratios by use of a Kalman filter.

PubMed

Rocadenbosch, F; Soriano, C; Comerón, A; Baldasano, J M

1999-05-20

A first inversion of the backscatter profile and extinction-to-backscatter ratio from pulsed elastic-backscatter lidar returns is treated by means of an extended Kalman filter (EKF). The EKF approach enables one to overcome the intrinsic limitations of standard straightforward nonmemory procedures such as the slope method, exponential curve fitting, and the backward inversion algorithm. Whereas those procedures are inherently not adaptable because independent inversions are performed for each return signal and neither the statistics of the signals nor a priori uncertainties (e.g., boundary calibrations) are taken into account, in the case of the Kalman filter the filter updates itself because it is weighted by the imbalance between the a priori estimates of the optical parameters (i.e., past inversions) and the new estimates based on a minimum-variance criterion, as long as there are different lidar returns. Calibration errors and initialization uncertainties can be assimilated also. The study begins with the formulation of the inversion problem and an appropriate atmospheric stochastic model. Based on extensive simulation and realistic conditions, it is shown that the EKF approach enables one to retrieve the optical parameters as time-range-dependent functions and hence to track the atmospheric evolution; the performance of this approach is limited only by the quality and availability of the a priori information and the accuracy of the atmospheric model used. The study ends with an encouraging practical inversion of a live scene measured at the Nd:YAG elastic-backscatter lidar station at our premises at the Polytechnic University of Catalonia, Barcelona.

Design of a TDOA location engine and development of a location system based on chirp spread spectrum.

PubMed

Wang, Rui-Rong; Yu, Xiao-Qing; Zheng, Shu-Wang; Ye, Yang

2016-01-01

Location based services (LBS) provided by wireless sensor networks have garnered a great deal of attention from researchers and developers in recent years. Chirp spread spectrum (CSS) signaling formatting with time difference of arrival (TDOA) ranging technology is an effective LBS technique in regards to positioning accuracy, cost, and power consumption. The design and implementation of the location engine and location management based on TDOA location algorithms were the focus of this study; as the core of the system, the location engine was designed as a series of location algorithms and smoothing algorithms. To enhance the location accuracy, a Kalman filter algorithm and moving weighted average technique were respectively applied to smooth the TDOA range measurements and location results, which are calculated by the cooperation of a Kalman TDOA algorithm and a Taylor TDOA algorithm. The location management server, the information center of the system, was designed with Data Server and Mclient. To evaluate the performance of the location algorithms and the stability of the system software, we used a Nanotron nanoLOC Development Kit 3.0 to conduct indoor and outdoor location experiments. The results indicated that the location system runs stably with high accuracy at absolute error below 0.6 m.

A two-level approach to VLBI terrestrial and celestial reference frames using both least-squares adjustment and Kalman filter algorithms

NASA Astrophysics Data System (ADS)

Soja, B.; Krasna, H.; Boehm, J.; Gross, R. S.; Abbondanza, C.; Chin, T. M.; Heflin, M. B.; Parker, J. W.; Wu, X.

2017-12-01

The most recent realizations of the ITRS include several innovations, two of which are especially relevant to this study. On the one hand, the IERS ITRS combination center at DGFI-TUM introduced a two-level approach with DTRF2014, consisting of a classical deterministic frame based on normal equations and an optional coordinate time series of non-tidal displacements calculated from geophysical loading models. On the other hand, the JTRF2014 by the combination center at JPL is a time series representation of the ITRF determined by Kalman filtering. Both the JTRF2014 and the second level of the DTRF2014 are thus able to take into account short-term variations in the station coordinates. In this study, based on VLBI data, we combine these two approaches, applying them to the determination of both terrestrial and celestial reference frames. Our product has two levels like DTRF2014, with the second level being a Kalman filter solution like JTRF2014. First, we compute a classical TRF and CRF in a global least-squares adjustment by stacking normal equations from 5446 VLBI sessions between 1979 and 2016 using the Vienna VLBI and Satellite Software VieVS (solution level 1). Next, we obtain coordinate residuals from the global adjustment by applying the level-1 TRF and CRF in the single-session analysis and estimating coordinate offsets. These residuals are fed into a Kalman filter and smoother, taking into account the stochastic properties of the individual stations and radio sources. The resulting coordinate time series (solution level 2) serve as an additional layer representing irregular variations not considered in the first level of our approach. Both levels of our solution are implemented in VieVS in order to test their individual and combined performance regarding the repeatabilities of estimated baseline lengths, EOP, and radio source coordinates.

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 discussed. In addition, architecture of a complete end-to-end candidate flight system that provides navigation with highly autonomous control using data from GPS is presented.

Stratospheric Assimilation of Chemical Tracer Observations Using a Kalman Filter. Pt. 2; Chi-Square Validated Results and Analysis of Variance and Correlation Dynamics

NASA Technical Reports Server (NTRS)

Menard, Richard; Chang, Lang-Ping

1998-01-01

A Kalman filter system designed for the assimilation of limb-sounding observations of stratospheric chemical tracers, which has four tunable covariance parameters, was developed in Part I (Menard et al. 1998) The assimilation results of CH4 observations from the Cryogenic Limb Array Etalon Sounder instrument (CLAES) and the Halogen Observation Experiment instrument (HALOE) on board of the Upper Atmosphere Research Satellite are described in this paper. A robust (chi)(sup 2) criterion, which provides a statistical validation of the forecast and observational error covariances, was used to estimate the tunable variance parameters of the system. In particular, an estimate of the model error variance was obtained. The effect of model error on the forecast error variance became critical after only three days of assimilation of CLAES observations, although it took 14 days of forecast to double the initial error variance. We further found that the model error due to numerical discretization as arising in the standard Kalman filter algorithm, is comparable in size to the physical model error due to wind and transport modeling errors together. Separate assimilations of CLAES and HALOE observations were compared to validate the state estimate away from the observed locations. A wave-breaking event that took place several thousands of kilometers away from the HALOE observation locations was well captured by the Kalman filter due to highly anisotropic forecast error correlations. The forecast error correlation in the assimilation of the CLAES observations was found to have a structure similar to that in pure forecast mode except for smaller length scales. Finally, we have conducted an analysis of the variance and correlation dynamics to determine their relative importance in chemical tracer assimilation problems. Results show that the optimality of a tracer assimilation system depends, for the most part, on having flow-dependent error correlation rather than on evolving the error variance.

A Comparative Analysis of Kalman Filters Using a Hypervelocity Missile Simulation.

DTIC Science & Technology

1981-12-01

2-29 2.9 Summary ......... ...................... . 2-35 III. Kalman Filter Development ..... ............... ... 3-1 3.1 Introduction...3-2 3.1.4 Assumptions ................ 3-3 3.2 Development of Line-of-Sight Filters ......... ... 3-4 3.2.1 Introduction ....... .............. . 3-4... Development of Inertial Filters ... ......... ... 3-20 3.3.1 Introduction ...... ................ ... 3-20 3.3.2 Filter Model I.I

Using filtered forecasting techniques to determine personalized monitoring schedules for patients with open-angle glaucoma.

PubMed

Schell, Greggory J; Lavieri, Mariel S; Helm, Jonathan E; Liu, Xiang; Musch, David C; Van Oyen, Mark P; Stein, Joshua D

2014-08-01

To determine whether dynamic and personalized schedules of visual field (VF) testing and intraocular pressure (IOP) measurements result in an improvement in disease progression detection compared with fixed interval schedules for performing these tests when evaluating patients with open-angle glaucoma (OAG). Secondary analyses using longitudinal data from 2 randomized controlled trials. A total of 571 participants from the Advanced Glaucoma Intervention Study (AGIS) and the Collaborative Initial Glaucoma Treatment Study (CIGTS). Perimetric and tonometric data were obtained for AGIS and CIGTS trial participants and used to parameterize and validate a Kalman filter model. The Kalman filter updates knowledge about each participant's disease dynamics as additional VF tests and IOP measurements are obtained. After incorporating the most recent VF and IOP measurements, the model forecasts each participant's disease dynamics into the future and characterizes the forecasting error. To determine personalized schedules for future VF tests and IOP measurements, we developed an algorithm by combining the Kalman filter for state estimation with the predictive power of logistic regression to identify OAG progression. The algorithm was compared with 1-, 1.5-, and 2-year fixed interval schedules of obtaining VF and IOP measurements. Length of diagnostic delay in detecting OAG progression, efficiency of detecting progression, and number of VF and IOP measurements needed to assess for progression. Participants were followed in the AGIS and CIGTS trials for a mean (standard deviation) of 6.5 (2.8) years. Our forecasting model achieved a 29% increased efficiency in identifying OAG progression (P<0.0001) and detected OAG progression 57% sooner (reduced diagnostic delay) (P = 0.02) than following a fixed yearly monitoring schedule, without increasing the number of VF tests and IOP measurements required. The model performed well for patients with mild and advanced disease. The model performed significantly more testing of patients who exhibited OAG progression than nonprogressing patients (1.3 vs. 1.0 tests per year; P<0.0001). Use of dynamic and personalized testing schedules can enhance the efficiency of OAG progression detection and reduce diagnostic delay compared with yearly fixed monitoring intervals. If further validation studies confirm these findings, such algorithms may be able to greatly enhance OAG management. Copyright © 2014 American Academy of Ophthalmology. Published by Elsevier Inc. All rights reserved.

Handheld Synthetic Array Final Report, Part A

DTIC Science & Technology

2014-12-01

Measurement Unit 4/143 IEEE Institute of Electrical and Electronics Engineers KF Kalman Filter KL Kullback - Leibler LAMBDA Least-squares... testing the algorithms for the LOS AN wireless beamforming. Given a good set of feature points, the ego-motion is sufficiently accurate to... of little value to the overall SLAM and the RSS observables are used instead. While individual RSS measurements are low in information value, the

Profiling atmospheric water vapor by microwave radiometry

NASA Technical Reports Server (NTRS)

Wang, J. R.; Wilheit, T. T.; Szejwach, G.; Gesell, L. H.; Nieman, R. A.; Niver, D. S.; Krupp, B. M.; Gagliano, J. A.; King, J. L.

1983-01-01

High-altitude microwave radiometric observations at frequencies near 92 and 183.3 GHz were used to study the potential of retrieving atmospheric water vapor profiles over both land and water. An algorithm based on an extended kalman-Bucy filter was implemented and applied for the water vapor retrieval. The results show great promise in atmospheric water vapor profiling by microwave radiometry heretofore not attainable at lower frequencies.

Airborne Network Optimization with Dynamic Network Update

DTIC Science & Technology

2015-03-26

Faculty Department of Electrical and Computer Engineering Graduate School of Engineering and Management Air Force Institute of Technology Air University...Member Dr. Barry E. Mullins Member AFIT-ENG-MS-15-M-030 Abstract Modern networks employ congestion and routing management algorithms that can perform...airborne networks. Intelligent agents can make use of Kalman filter predictions to make informed decisions to manage communication in airborne networks. The

Optimal Search Strategy for the Definition of a DNAPL Source

DTIC Science & Technology

2009-08-01

29. Flow field results for stochastic model (colored contours) and potentiometric map created by hydrogeologist using well water level measurements...potentiometric map created by hydrogeologist using well water level measurements (black contours). 5.1.3. Source search algorithm Figure 30 shows the 15...and C. D. Tankersley, “Forecasting piezometric head levels in the Floridian aquifer: A Kalman filtering approach”, Water Resources Research, 29(11

Sensor failure detection system. [for the F100 turbofan engine

NASA Technical Reports Server (NTRS)

Beattie, E. C.; Laprad, R. F.; Mcglone, M. E.; Rock, S. M.; Akhter, M. M.

1981-01-01

Advanced concepts for detecting, isolating, and accommodating sensor failures were studied to determine their applicability to the gas turbine control problem. Five concepts were formulated based upon such techniques as Kalman filters and a screening process led to the selection of one advanced concept for further evaluation. The selected advanced concept uses a Kalman filter to generate residuals, a weighted sum square residuals technique to detect soft failures, likelihood ratio testing of a bank of Kalman filters for isolation, and reconfiguring of the normal mode Kalman filter by eliminating the failed input to accommodate the failure. The advanced concept was compared to a baseline parameter synthesis technique. The advanced concept was shown to be a viable concept for detecting, isolating, and accommodating sensor failures for the gas turbine applications.

A Comparison of Filter-based Approaches for Model-based Prognostics

NASA Technical Reports Server (NTRS)

Daigle, Matthew John; Saha, Bhaskar; Goebel, Kai

2012-01-01

Model-based prognostics approaches use domain knowledge about a system and its failure modes through the use of physics-based models. Model-based prognosis is generally divided into two sequential problems: a joint state-parameter estimation problem, in which, using the model, the health of a system or component is determined based on the observations; and a prediction problem, in which, using the model, the stateparameter distribution is simulated forward in time to compute end of life and remaining useful life. The first problem is typically solved through the use of a state observer, or filter. The choice of filter depends on the assumptions that may be made about the system, and on the desired algorithm performance. In this paper, we review three separate filters for the solution to the first problem: the Daum filter, an exact nonlinear filter; the unscented Kalman filter, which approximates nonlinearities through the use of a deterministic sampling method known as the unscented transform; and the particle filter, which approximates the state distribution using a finite set of discrete, weighted samples, called particles. Using a centrifugal pump as a case study, we conduct a number of simulation-based experiments investigating the performance of the different algorithms as applied to prognostics.

Magnetometer-Only Attitude and Rate Estimates for Spinning Spacecraft

NASA Technical Reports Server (NTRS)

Challa, M.; Natanson, G.; Ottenstein, N.

2000-01-01

A deterministic algorithm and a Kalman filter for gyroless spacecraft are used independently to estimate the three-axis attitude and rates of rapidly spinning spacecraft using only magnetometer data. In-flight data from the Wide-Field Infrared Explorer (WIRE) during its tumble, and the Fast Auroral Snapshot Explorer (FAST) during its nominal mission mode are used to show that the algorithms can successfully estimate the above in spite of the high rates. Results using simulated data are used to illustrate the importance of accurate and frequent data.

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.

Kalman filter to update forest cover estimates

Treesearch

Raymond L. Czaplewski

1990-01-01

The Kalman filter is a statistical estimator that combines a time-series of independent estimates, using a prediction model that describes expected changes in the state of a system over time. An expensive inventory can be updated using model predictions that are adjusted with more recent, but less expensive and precise, monitoring data. The concepts of the Kalman...

Toward the Development of a Coupled COAMPS-ROMS Ensemble Kalman Filter and Adjoint with a focus on the Indian Ocean and the Intraseasonal Oscillation

DTIC Science & Technology

2015-09-30

1 Approved for public release; distribution is unlimited. Toward the Development of a Coupled COAMPS-ROMS Ensemble Kalman Filter and Adjoint...system at NCAR. (2) Compare the performance of the Ensemble Kalman Filter (EnKF) using the Data Assimilation Research Testbed (DART) and 4...undercurrent is clearly visible. Figure 2 shows the horizontal temperature structure and circulation at a depth of 50 m within the surface mixed layer

Comparison of different filter methods for data assimilation in the unsaturated zone

NASA Astrophysics Data System (ADS)

Lange, Natascha; Berkhahn, Simon; Erdal, Daniel; Neuweiler, Insa

2016-04-01

The unsaturated zone is an important compartment, which plays a role for the division of terrestrial water fluxes into surface runoff, groundwater recharge and evapotranspiration. For data assimilation in coupled systems it is therefore important to have a good representation of the unsaturated zone in the model. Flow processes in the unsaturated zone have all the typical features of flow in porous media: Processes can have long memory and as observations are scarce, hydraulic model parameters cannot be determined easily. However, they are important for the quality of model predictions. On top of that, the established flow models are highly non-linear. For these reasons, the use of the popular Ensemble Kalman filter as a data assimilation method to estimate state and parameters in unsaturated zone models could be questioned. With respect to the long process memory in the subsurface, it has been suggested that iterative filters and smoothers may be more suitable for parameter estimation in unsaturated media. We test the performance of different iterative filters and smoothers for data assimilation with a focus on parameter updates in the unsaturated zone. In particular we compare the Iterative Ensemble Kalman Filter and Smoother as introduced by Bocquet and Sakov (2013) as well as the Confirming Ensemble Kalman Filter and the modified Restart Ensemble Kalman Filter proposed by Song et al. (2014) to the original Ensemble Kalman Filter (Evensen, 2009). This is done with simple test cases generated numerically. We consider also test examples with layering structure, as a layering structure is often found in natural soils. We assume that observations are water content, obtained from TDR probes or other observation methods sampling relatively small volumes. Particularly in larger data assimilation frameworks, a reasonable balance between computational effort and quality of results has to be found. Therefore, we compare computational costs of the different methods as well as the quality of open loop model predictions and the estimated parameters. Bocquet, M. and P. Sakov, 2013: Joint state and parameter estimation with an iterative ensemble Kalman smoother, Nonlinear Processes in Geophysics 20(5): 803-818. Evensen, G., 2009: Data assimilation: The ensemble Kalman filter. Springer Science & Business Media. Song, X.H., L.S. Shi, M. Ye, J.Z. Yang and I.M. Navon, 2014: Numerical comparison of iterative ensemble Kalman filters for unsaturated flow inverse modeling. Vadose Zone Journal 13(2), 10.2136/vzj2013.05.0083.

Processing Functional Near Infrared Spectroscopy Signal with a Kalman Filter to Assess Working Memory during Simulated Flight.

PubMed

Durantin, Gautier; Scannella, Sébastien; Gateau, Thibault; Delorme, Arnaud; Dehais, Frédéric

2015-01-01

Working memory (WM) is a key executive function for operating aircraft, especially when pilots have to recall series of air traffic control instructions. There is a need to implement tools to monitor WM as its limitation may jeopardize flight safety. An innovative way to address this issue is to adopt a Neuroergonomics approach that merges knowledge and methods from Human Factors, System Engineering, and Neuroscience. A challenge of great importance for Neuroergonomics is to implement efficient brain imaging techniques to measure the brain at work and to design Brain Computer Interfaces (BCI). We used functional near infrared spectroscopy as it has been already successfully tested to measure WM capacity in complex environment with air traffic controllers (ATC), pilots, or unmanned vehicle operators. However, the extraction of relevant features from the raw signal in ecological environment is still a critical issue due to the complexity of implementing real-time signal processing techniques without a priori knowledge. We proposed to implement the Kalman filtering approach, a signal processing technique that is efficient when the dynamics of the signal can be modeled. We based our approach on the Boynton model of hemodynamic response. We conducted a first experiment with nine participants involving a basic WM task to estimate the noise covariances of the Kalman filter. We then conducted a more ecological experiment in our flight simulator with 18 pilots who interacted with ATC instructions (two levels of difficulty). The data was processed with the same Kalman filter settings implemented in the first experiment. This filter was benchmarked with a classical pass-band IIR filter and a Moving Average Convergence Divergence (MACD) filter. Statistical analysis revealed that the Kalman filter was the most efficient to separate the two levels of load, by increasing the observed effect size in prefrontal areas involved in WM. In addition, the use of a Kalman filter increased the performance of the classification of WM levels based on brain signal. The results suggest that Kalman filter is a suitable approach for real-time improvement of near infrared spectroscopy signal in ecological situations and the development of BCI.

Processing Functional Near Infrared Spectroscopy Signal with a Kalman Filter to Assess Working Memory during Simulated Flight

PubMed Central

Durantin, Gautier; Scannella, Sébastien; Gateau, Thibault; Delorme, Arnaud; Dehais, Frédéric

2016-01-01

Working memory (WM) is a key executive function for operating aircraft, especially when pilots have to recall series of air traffic control instructions. There is a need to implement tools to monitor WM as its limitation may jeopardize flight safety. An innovative way to address this issue is to adopt a Neuroergonomics approach that merges knowledge and methods from Human Factors, System Engineering, and Neuroscience. A challenge of great importance for Neuroergonomics is to implement efficient brain imaging techniques to measure the brain at work and to design Brain Computer Interfaces (BCI). We used functional near infrared spectroscopy as it has been already successfully tested to measure WM capacity in complex environment with air traffic controllers (ATC), pilots, or unmanned vehicle operators. However, the extraction of relevant features from the raw signal in ecological environment is still a critical issue due to the complexity of implementing real-time signal processing techniques without a priori knowledge. We proposed to implement the Kalman filtering approach, a signal processing technique that is efficient when the dynamics of the signal can be modeled. We based our approach on the Boynton model of hemodynamic response. We conducted a first experiment with nine participants involving a basic WM task to estimate the noise covariances of the Kalman filter. We then conducted a more ecological experiment in our flight simulator with 18 pilots who interacted with ATC instructions (two levels of difficulty). The data was processed with the same Kalman filter settings implemented in the first experiment. This filter was benchmarked with a classical pass-band IIR filter and a Moving Average Convergence Divergence (MACD) filter. Statistical analysis revealed that the Kalman filter was the most efficient to separate the two levels of load, by increasing the observed effect size in prefrontal areas involved in WM. In addition, the use of a Kalman filter increased the performance of the classification of WM levels based on brain signal. The results suggest that Kalman filter is a suitable approach for real-time improvement of near infrared spectroscopy signal in ecological situations and the development of BCI. PMID:26834607

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.

Flight data processing with the F-8 adaptive algorithm

NASA Technical Reports Server (NTRS)

Hartmann, G.; Stein, G.; Petersen, K.

1977-01-01

An explicit adaptive control algorithm based on maximum likelihood estimation of parameters has been designed for NASA's DFBW F-8 aircraft. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm has been implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer and 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. The software and its performance evaluation based on flight data are described

On-line estimation of nonlinear physical systems

USGS Publications Warehouse

Christakos, G.

1988-01-01

Recursive algorithms for estimating states of nonlinear physical systems are presented. Orthogonality properties are rediscovered and the associated polynomials are used to linearize state and observation models of the underlying random processes. This requires some key hypotheses regarding the structure of these processes, which may then take account of a wide range of applications. The latter include streamflow forecasting, flood estimation, environmental protection, earthquake engineering, and mine planning. The proposed estimation algorithm may be compared favorably to Taylor series-type filters, nonlinear filters which approximate the probability density by Edgeworth or Gram-Charlier series, as well as to conventional statistical linearization-type estimators. Moreover, the method has several advantages over nonrecursive estimators like disjunctive kriging. To link theory with practice, some numerical results for a simulated system are presented, in which responses from the proposed and extended Kalman algorithms are compared. ?? 1988 International Association for Mathematical Geology.

Ares I-X Best Estimated Trajectory Analysis and Results

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.; Beck, Roger E.; Starr, Brett R.; Derry, Stephen D.; Brandon, Jay; Olds, Aaron D.

2011-01-01

The Ares I-X trajectory reconstruction produced best estimated trajectories of the flight test vehicle ascent through stage separation, and of the first and upper stage entries after separation. The trajectory reconstruction process combines on-board, ground-based, and atmospheric measurements to produce the trajectory estimates. The Ares I-X vehicle had a number of on-board and ground based sensors that were available, including inertial measurement units, radar, air-data, and weather balloons. However, due to problems with calibrations and/or data, not all of the sensor data were used. The trajectory estimate was generated using an Iterative Extended Kalman Filter algorithm, which is an industry standard processing algorithm for filtering and estimation applications. This paper describes the methodology and results of the trajectory reconstruction process, including flight data preprocessing and input uncertainties, trajectory estimation algorithms, output transformations, and comparisons with preflight predictions.

Ares I-X Best Estimated Trajectory and Comparison with Pre-Flight Predictions

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.; Beck, Roger E.; Derry, Stephen D.; Brandon, Jay M.; Starr, Brett R.; Tartabini, Paul V.; Olds, Aaron D.

2011-01-01

The Ares I-X trajectory reconstruction produced best estimated trajectories of the flight test vehicle ascent through stage separation, and of the first and upper stage entries after separation. The trajectory reconstruction process combines on-board, ground-based, and atmospheric measurements to produce the trajectory estimates. The Ares I-X vehicle had a number of on-board and ground based sensors that were available, including inertial measurement units, radar, air- data, and weather balloons. However, due to problems with calibrations and/or data, not all of the sensor data were used. The trajectory estimate was generated using an Iterative Extended Kalman Filter algorithm, which is an industry standard processing algorithm for filtering and estimation applications. This paper describes the methodology and results of the trajectory reconstruction process, including flight data preprocessing and input uncertainties, trajectory estimation algorithms, output transformations, and comparisons with preflight predictions.

Reduced-Drift Virtual Gyro from an Array of Low-Cost Gyros.

PubMed

Vaccaro, Richard J; Zaki, Ahmed S

2017-02-11

A Kalman filter approach for combining the outputs of an array of high-drift gyros to obtain a virtual lower-drift gyro has been known in the literature for more than a decade. The success of this approach depends on the correlations of the random drift components of the individual gyros. However, no method of estimating these correlations has appeared in the literature. This paper presents an algorithm for obtaining the statistical model for an array of gyros, including the cross-correlations of the individual random drift components. In order to obtain this model, a new statistic, called the "Allan covariance" between two gyros, is introduced. The gyro array model can be used to obtain the Kalman filter-based (KFB) virtual gyro. Instead, we consider a virtual gyro obtained by taking a linear combination of individual gyro outputs. The gyro array model is used to calculate the optimal coefficients, as well as to derive a formula for the drift of the resulting virtual gyro. The drift formula for the optimal linear combination (OLC) virtual gyro is identical to that previously derived for the KFB virtual gyro. Thus, a Kalman filter is not necessary to obtain a minimum drift virtual gyro. The theoretical results of this paper are demonstrated using simulated as well as experimental data. In experimental results with a 28-gyro array, the OLC virtual gyro has a drift spectral density 40 times smaller than that obtained by taking the average of the gyro signals.

Estimation of Hidden State Variables of the Intracranial System Using Constrained Nonlinear Kalman Filters

PubMed Central

Nenov, Valeriy; Bergsneider, Marvin; Glenn, Thomas C.; Vespa, Paul; Martin, Neil

2007-01-01

Impeded by the rigid skull, assessment of physiological variables of the intracranial system is difficult. A hidden state estimation approach is used in the present work to facilitate the estimation of unobserved variables from available clinical measurements including intracranial pressure (ICP) and cerebral blood flow velocity (CBFV). The estimation algorithm is based on a modified nonlinear intracranial mathematical model, whose parameters are first identified in an offline stage using a nonlinear optimization paradigm. Following the offline stage, an online filtering process is performed using a nonlinear Kalman filter (KF)-like state estimator that is equipped with a new way of deriving the Kalman gain satisfying the physiological constraints on the state variables. The proposed method is then validated by comparing different state estimation methods and input/output (I/O) configurations using simulated data. It is also applied to a set of CBFV, ICP and arterial blood pressure (ABP) signal segments from brain injury patients. The results indicated that the proposed constrained nonlinear KF achieved the best performance among the evaluated state estimators and that the state estimator combined with the I/O configuration that has ICP as the measured output can potentially be used to estimate CBFV continuously. Finally, the state estimator combined with the I/O configuration that has both ICP and CBFV as outputs can potentially estimate the lumped cerebral arterial radii, which are not measurable in a typical clinical environment. PMID:17281533

Research on the attitude detection technology of the tetrahedron robot

NASA Astrophysics Data System (ADS)

Gong, Hao; Chen, Keshan; Ren, Wenqiang; Cai, Xin

2017-10-01

The traditional attitude detection technology can't tackle the problem of attitude detection of the polyhedral robot. Thus we propose a novel algorithm of multi-sensor data fusion which is based on Kalman filter. In the algorithm a tetrahedron robot is investigated. We devise an attitude detection system for the polyhedral robot and conduct the verification of data fusion algorithm. It turns out that the minimal attitude detection system we devise could capture attitudes of the tetrahedral robot in different working conditions. Thus the Kinematics model we establish for the tetrahedron robot is correct and the feasibility of the attitude detection system is proven.

Home Camera-Based Fall Detection System for the Elderly.

PubMed

de Miguel, Koldo; Brunete, Alberto; Hernando, Miguel; Gambao, Ernesto

2017-12-09

Falls are the leading cause of injury and death in elderly individuals. Unfortunately, fall detectors are typically based on wearable devices, and the elderly often forget to wear them. In addition, fall detectors based on artificial vision are not yet available on the market. In this paper, we present a new low-cost fall detector for smart homes based on artificial vision algorithms. Our detector combines several algorithms (background subtraction, Kalman filtering and optical flow) as input to a machine learning algorithm with high detection accuracy. Tests conducted on over 50 different fall videos have shown a detection ratio of greater than 96%.

Testing of Gyroless Estimation Algorithms for the Fuse Spacecraft

NASA Technical Reports Server (NTRS)

Harman, R.; Thienel, J.; Oshman, Yaakov

2004-01-01

This paper documents the testing and development of magnetometer-based gyroless attitude and rate estimation algorithms for the Far Ultraviolet Spectroscopic Explorer (FUSE). The results of two approaches are presented, one relies on a kinematic model for propagation, a method used in aircraft tracking, and the other is a pseudolinear Kalman filter that utilizes Euler's equations in the propagation of the estimated rate. Both algorithms are tested using flight data collected over a few months after the failure of two of the reaction wheels. The question of closed-loop stability is addressed. The ability of the controller to meet the science slew requirements, without the gyros, is analyzed.

Home Camera-Based Fall Detection System for the Elderly

PubMed Central

de Miguel, Koldo

2017-01-01

Falls are the leading cause of injury and death in elderly individuals. Unfortunately, fall detectors are typically based on wearable devices, and the elderly often forget to wear them. In addition, fall detectors based on artificial vision are not yet available on the market. In this paper, we present a new low-cost fall detector for smart homes based on artificial vision algorithms. Our detector combines several algorithms (background subtraction, Kalman filtering and optical flow) as input to a machine learning algorithm with high detection accuracy. Tests conducted on over 50 different fall videos have shown a detection ratio of greater than 96%. PMID:29232846

A self-paced brain-computer interface for controlling a robot simulator: an online event labelling paradigm and an extended Kalman filter based algorithm for online training.

PubMed

Tsui, Chun Sing Louis; Gan, John Q; Roberts, Stephen J

2009-03-01

Due to the non-stationarity of EEG signals, online training and adaptation are essential to EEG based brain-computer interface (BCI) systems. Self-paced BCIs offer more natural human-machine interaction than synchronous BCIs, but it is a great challenge to train and adapt a self-paced BCI online because the user's control intention and timing are usually unknown. This paper proposes a novel motor imagery based self-paced BCI paradigm for controlling a simulated robot in a specifically designed environment which is able to provide user's control intention and timing during online experiments, so that online training and adaptation of the motor imagery based self-paced BCI can be effectively investigated. We demonstrate the usefulness of the proposed paradigm with an extended Kalman filter based method to adapt the BCI classifier parameters, with experimental results of online self-paced BCI training with four subjects.

PMHT Approach for Multi-Target Multi-Sensor Sonar Tracking in Clutter.

PubMed

Li, Xiaohua; Li, Yaan; Yu, Jing; Chen, Xiao; Dai, Miao

2015-11-06

Multi-sensor sonar tracking has many advantages, such as the potential to reduce the overall measurement uncertainty and the possibility to hide the receiver. However, the use of multi-target multi-sensor sonar tracking is challenging because of the complexity of the underwater environment, especially the low target detection probability and extremely large number of false alarms caused by reverberation. In this work, to solve the problem of multi-target multi-sensor sonar tracking in the presence of clutter, a novel probabilistic multi-hypothesis tracker (PMHT) approach based on the extended Kalman filter (EKF) and unscented Kalman filter (UKF) is proposed. The PMHT can efficiently handle the unknown measurements-to-targets and measurements-to-transmitters data association ambiguity. The EKF and UKF are used to deal with the high degree of nonlinearity in the measurement model. The simulation results show that the proposed algorithm can improve the target tracking performance in a cluttered environment greatly, and its computational load is low.

A Study about Kalman Filters Applied to Embedded Sensors

PubMed Central

Valade, Aurélien; Acco, Pascal; Grabolosa, Pierre; Fourniols, Jean-Yves

2017-01-01

Over the last decade, smart sensors have grown in complexity and can now handle multiple measurement sources. This work establishes a methodology to achieve better estimates of physical values by processing raw measurements within a sensor using multi-physical models and Kalman filters for data fusion. A driving constraint being production cost and power consumption, this methodology focuses on algorithmic complexity while meeting real-time constraints and improving both precision and reliability despite low power processors limitations. Consequently, processing time available for other tasks is maximized. The known problem of estimating a 2D orientation using an inertial measurement unit with automatic gyroscope bias compensation will be used to illustrate the proposed methodology applied to a low power STM32L053 microcontroller. This application shows promising results with a processing time of 1.18 ms at 32 MHz with a 3.8% CPU usage due to the computation at a 26 Hz measurement and estimation rate. PMID:29206187