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.

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

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.

Utah State University Global Assimilation of Ionospheric Measurements Gauss-Markov Kalman filter model of the ionosphere: Model description and validation

NASA Astrophysics Data System (ADS)

Scherliess, L.; Schunk, R. W.; Sojka, J. J.; Thompson, D. C.; Zhu, L.

2006-11-01

The Utah State University Gauss-Markov Kalman Filter (GMKF) was developed as part of the Global Assimilation of Ionospheric Measurements (GAIM) program. The GMKF uses a physics-based model of the ionosphere and a Gauss-Markov Kalman filter as a basis for assimilating a diverse set of real-time (or near real-time) observations. The physics-based model is the Ionospheric Forecast Model (IFM), which accounts for five ion species and covers the E region, F region, and the topside from 90 to 1400 km altitude. Within the GMKF, the IFM derived ionospheric densities constitute a background density field on which perturbations are superimposed based on the available data and their errors. In the current configuration, the GMKF assimilates slant total electron content (TEC) from a variable number of global positioning satellite (GPS) ground sites, bottomside electron density (Ne) profiles from a variable number of ionosondes, in situ Ne from four Defense Meteorological Satellite Program (DMSP) satellites, and nighttime line-of-sight ultraviolet (UV) radiances measured by satellites. To test the GMKF for real-time operations and to validate its ionospheric density specifications, we have tested the model performance for a variety of geophysical conditions. During these model runs various combination of data types and data quantities were assimilated. To simulate real-time operations, the model ran continuously and automatically and produced three-dimensional global electron density distributions in 15 min increments. In this paper we will describe the Gauss-Markov Kalman filter model and present results of our validation study, with an emphasis on comparisons with independent observations.

Ozone data assimilation with GEOS-Chem: a comparison between 3-D-Var, 4-D-Var, and suboptimal Kalman filter approaches

NASA Astrophysics Data System (ADS)

Singh, K.; Sandu, A.; Bowman, K. W.; Parrington, M.; Jones, D. B. A.; Lee, M.

2011-08-01

Chemistry transport models determine the evolving chemical state of the atmosphere by solving the fundamental equations that govern physical and chemical transformations subject to initial conditions of the atmospheric state and surface boundary conditions, e.g., surface emissions. The development of data assimilation techniques synthesize model predictions with measurements in a rigorous mathematical framework that provides observational constraints on these conditions. Two families of data assimilation methods are currently widely used: variational and Kalman filter (KF). The variational approach is based on control theory and formulates data assimilation as a minimization problem of a cost functional that measures the model-observations mismatch. The Kalman filter approach is rooted in statistical estimation theory and provides the analysis covariance together with the best state estimate. Suboptimal Kalman filters employ different approximations of the covariances in order to make the computations feasible with large models. Each family of methods has both merits and drawbacks. This paper compares several data assimilation methods used for global chemical data assimilation. Specifically, we evaluate data assimilation approaches for improving estimates of the summertime global tropospheric ozone distribution in August 2006 based on ozone observations from the NASA Tropospheric Emission Spectrometer and the GEOS-Chem chemistry transport model. The resulting analyses are compared against independent ozonesonde measurements to assess the effectiveness of each assimilation method. All assimilation methods provide notable improvements over the free model simulations, which differ from the ozonesonde measurements by about 20 % (below 200 hPa). Four dimensional variational data assimilation with window lengths between five days and two weeks is the most accurate method, with mean differences between analysis profiles and ozonesonde measurements of 1-5 %. Two sequential

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

Simultaneous assimilation of AIRS and GOSAT CO2 observations with Ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Liu, J.; Kalnay, E.; Fung, I.; Kang, J.

2012-12-01

Lack of CO2 vertical information could lead to bias in the surface CO2 flux estimation (Stephens et al., 2007). Liu et al. (2012) showed that assimilating AIRS CO2 observations, which are sensitive to middle to upper troposphere CO2, improves CO2 concentration, especially in the middle to upper troposphere. GOSAT is sensitive to CO2 over the whole column, but the spatial coverage is sparser than AIRS. In this study, we assimilate AIRS and GOSAT CO2 observations simultaneously along with surface flask CO2 observations and meteorology observations with Ensemble Kalman filter (EnKF) to constrain CO2 vertical profiles simulated by NCAR carbon-climate model. We will show the impact of assimilating AIRS and GOSAT CO2 on the CO2 vertical gradient, seasonal cycle and spatial gradient by assimilating only GOSAT or AIRS and comparing to the control experiment. The quality of CO2 analysis will be examined by validating against independent CO2 aircraft observations, and analyzing the relationship between CO2 analysis fields and major circulation, such as Madden Julian Oscillation. We will also discuss the deficiencies of the observation network in understanding the carbon cycle.

An approximate Kalman filter for ocean data assimilation: An example with an idealized Gulf Stream model

NASA Technical Reports Server (NTRS)

Fukumori, Ichiro; Malanotte-Rizzoli, Paola

1995-01-01

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kalman filter based on approximation of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.

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

Assimilation of Tropical Cyclone Track and Wind Radius Data with an Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Kunii, M.

2014-12-01

Improving tropical cyclone (TC) forecasts is one of the most important issues in meteorology, but TC intensity forecasts are a challenging task. Because the lack of observations near TCs usually results in degraded accuracy of initial fields, utilizing TC advisory data in data assimilation typically has started with an ensemble Kalman filtering (EnKF). In this study, TC intensity and position information was directly assimilated using the EnKF, and the impact of these observations was investigated by comparing different assimilation strategies. Another experiment with TC wind radius data was carried out to examine the influence of TC shape parameters. Sensitivity experiments indicated that the assimilation of TC intensity and position data yielded results that were superior to those based on conventional assimilation of TC minimum sea level pressure as a standard surface pressure observation. Assimilation of TC radius data modified TC outer circulations closer to observations. The impacts of these TC parameters were also evaluated using the case of Typhoon Talas in 2011. The TC intensity, position, and wind radius data led to improved TC track forecasts and thence to improved precipitation forecasts. These results imply that initialization with these TC-related observations benefits TC forecasts, offering promise for the prevention and mitigation of natural disasters caused by TCs.

A Wavelet Based Suboptimal Kalman Filter for Assimilation of Stratospheric Chemical Tracer Observations

NASA Technical Reports Server (NTRS)

Auger, Ludovic; Tangborn, Andrew; Atlas, Robert (Technical Monitor)

2002-01-01

A suboptimal Kalman filter system which evolves error covariances in terms of a truncated set of wavelet coefficients has been developed for the assimilation of chemical tracer observations of CH4. The truncation is carried out in such a way that the resolution of the error covariance, is reduced only in the zonal direction, where gradients are smaller. Assimilation experiments which last 24 days, and used different degrees of truncation were carried out. These reduced the covariance, by 90, 97 and 99 % and the computational cost of covariance propagation by 80, 93 and 96 % respectively. The difference in both error covariance and the tracer field between the truncated and full systems over this period were found to be not growing in the first case, and a growing relatively slowly in the later two cases. The largest errors in the tracer fields were found to occur in regions of largest zonal gradients in the tracer field.

Simultaneous assimilation of AIRS Xco2 and meteorological observations in a carbon climate model with an ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Liu, Junjie; Fung, Inez; Kalnay, Eugenia; Kang, Ji-Sun; Olsen, Edward T.; Chen, Luke

2012-03-01

This study is our first step toward the generation of 6 hourly 3-D CO2 fields that can be used to validate CO2 forecast models by combining CO2 observations from multiple sources using ensemble Kalman filtering. We discuss a procedure to assimilate Atmospheric Infrared Sounder (AIRS) column-averaged dry-air mole fraction of CO2 (Xco2) in conjunction with meteorological observations with the coupled Local Ensemble Transform Kalman Filter (LETKF)-Community Atmospheric Model version 3.5. We examine the impact of assimilating AIRS Xco2 observations on CO2 fields by comparing the results from the AIRS-run, which assimilates both AIRS Xco2 and meteorological observations, to those from the meteor-run, which only assimilates meteorological observations. We find that assimilating AIRS Xco2 results in a surface CO2 seasonal cycle and the N-S surface gradient closer to the observations. When taking account of the CO2 uncertainty estimation from the LETKF, the CO2 analysis brackets the observed seasonal cycle. Verification against independent aircraft observations shows that assimilating AIRS Xco2 improves the accuracy of the CO2 vertical profiles by about 0.5-2 ppm depending on location and altitude. The results show that the CO2 analysis ensemble spread at AIRS Xco2 space is between 0.5 and 2 ppm, and the CO2 analysis ensemble spread around the peak level of the averaging kernels is between 1 and 2 ppm. This uncertainty estimation is consistent with the magnitude of the CO2 analysis error verified against AIRS Xco2 observations and the independent aircraft CO2 vertical profiles.

ASCAT soil moisture data assimilation through the Ensemble Kalman Filter for improving streamflow simulation in Mediterranean catchments

NASA Astrophysics Data System (ADS)

Loizu, Javier; Massari, Christian; Álvarez-Mozos, Jesús; Casalí, Javier; Goñi, Mikel

2016-04-01

Assimilation of Surface Soil Moisture (SSM) observations obtained from remote sensing techniques have been shown to improve streamflow prediction at different time scales of hydrological modeling. Different sensors and methods have been tested for their application in SSM estimation, especially in the microwave region of the electromagnetic spectrum. The available observation devices include passive microwave sensors such as the Advanced Microwave Scanning Radiometer - Earth Observation System (AMSR-E) onboard the Aqua satellite and the Soil Moisture and Ocean Salinity (SMOS) mission. On the other hand, active microwave systems include Scatterometers (SCAT) onboard the European Remote Sensing satellites (ERS-1/2) and the Advanced Scatterometer (ASCAT) onboard MetOp-A satellite. Data assimilation (DA) include different techniques that have been applied in hydrology and other fields for decades. These techniques include, among others, Kalman Filtering (KF), Variational Assimilation or Particle Filtering. From the initial KF method, different techniques were developed to suit its application to different systems. The Ensemble Kalman Filter (EnKF), extensively applied in hydrological modeling improvement, shows its capability to deal with nonlinear model dynamics without linearizing model equations, as its main advantage. The objective of this study was to investigate whether data assimilation of SSM ASCAT observations, through the EnKF method, could improve streamflow simulation of mediterranean catchments with TOPLATS hydrological complex model. The DA technique was programmed in FORTRAN, and applied to hourly simulations of TOPLATS catchment model. TOPLATS (TOPMODEL-based Land-Atmosphere Transfer Scheme) was applied on its lumped version for two mediterranean catchments of similar size, located in northern Spain (Arga, 741 km2) and central Italy (Nestore, 720 km2). The model performs a separated computation of energy and water balances. In those balances, the soil

Water Budget Estimation by Assimilating Multiple Observations and Hydrological Modeling Using Constrained Ensemble Kalman Filtering

NASA Astrophysics Data System (ADS)

Pan, M.; Wood, E. F.

2004-05-01

This study explores a method to estimate various components of the water cycle (ET, runoff, land storage, etc.) based on a number of different info sources, including both observations and observation-enhanced model simulations. Different from existing data assimilations, this constrained Kalman filtering approach keeps the water budget perfectly closed while updating the states of the underlying model (VIC model) optimally using observations. Assimilating different data sources in this way has several advantages: (1) physical model is included to make estimation time series smooth, missing-free, and more physically consistent; (2) uncertainties in the model and observations are properly addressed; (3) model is constrained by observation thus to reduce model biases; (4) balance of water is always preserved along the assimilation. Experiments are carried out in Southern Great Plain region where necessary observations have been collected. This method may also be implemented in other applications with physical constraints (e.g. energy cycles) and at different scales.

Data assimilation of ground GPG total electron content into a physics-based ionosheric model by use of the Kalman filter

NASA Technical Reports Server (NTRS)

Hajj, G. A.; Wilson, B. D.; Wang, C.; Pi, X.; Rosen, I. G.

2004-01-01

A three-dimensional (3-D) Global Assimilative Ionospheric Model (GAIM) is currently being developed by a joint University of Southern California and Jet Propulsion Laboratory (JPL) team. To estimate the electron density on a global grid, GAIM uses a first-principles ionospheric physics model and the Kalman filter as one of its possible estimation techniques.

The Ensemble Kalman Filter for Groundwater Plume Characterization: A Case Study.

PubMed

Ross, James L; Andersen, Peter F

2018-04-17

The Kalman filter is an efficient data assimilation tool to refine an estimate of a state variable using measured data and the variable's correlations in space and/or time. The ensemble Kalman filter (EnKF) (Evensen 2004, 2009) is a Kalman filter variant that employs Monte Carlo analysis to define the correlations that help to refine the updated state. While use of EnKF in hydrology is somewhat limited, it has been successfully applied in other fields of engineering (e.g., oil reservoir modeling, weather forecasting). Here, EnKF is used to refine a simulated groundwater tetrachloroethylene (TCE) plume that underlies the Tooele Army Depot-North (TEAD-N) in Utah, based on observations of TCE in the aquifer. The resulting EnKF-based assimilated plume is simulated forward in time to predict future plume migration. The correlations that underpin EnKF updating implicitly contain information about how the plume developed over time under the influence of complex site hydrology and variable source history, as they are predicated on multiple realizations of a well-calibrated numerical groundwater flow and transport model. The EnKF methodology is compared to an ordinary kriging-based assimilation method with respect to the accurate representation of plume concentrations in order to determine the relative efficacy of EnKF for water quality data assimilation. © 2018, National Ground Water Association.

Generic Kalman Filter Software

NASA Technical Reports Server (NTRS)

Lisano, Michael E., II; Crues, Edwin Z.

2005-01-01

The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on

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.

Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem

NASA Astrophysics Data System (ADS)

Man, J.; Li, W.; Zeng, L.; Wu, L.

2015-12-01

The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the Polynomial Chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so called "cure of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF is even more computationally expensive than EnKF. Motivated by recent developments in uncertainty quantification, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problem. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to alleviate the inconsistency between model parameters and states. The performance of RAPCKF is tested by unsaturated flow numerical cases. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.

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

NASA Technical Reports Server (NTRS)

Tangborn, Andrew; Auger, Ludovic

2003-01-01

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

Ensemble kalman filtering to perform data assimilation with soil water content probes and pedotransfer functions in modeling water flow in variably saturated soils

USDA-ARS?s Scientific Manuscript database

Data from modern soil water contents probes can be used for data assimilation in soil water flow modeling, i.e. continual correction of the flow model performance based on observations. The ensemble Kalman filter appears to be an appropriate method for that. The method requires estimates of the unce...

Ensemble Kalman Filter versus Ensemble Smoother for Data Assimilation in Groundwater Modeling

NASA Astrophysics Data System (ADS)

Li, L.; Cao, Z.; Zhou, H.

2017-12-01

Groundwater modeling calls for an effective and robust integrating method to fill the gap between the model and data. The Ensemble Kalman Filter (EnKF), a real-time data assimilation method, has been increasingly applied in multiple disciplines such as petroleum engineering and hydrogeology. In this approach, the groundwater models are sequentially updated using measured data such as hydraulic head and concentration data. As an alternative to the EnKF, the Ensemble Smoother (ES) was proposed with updating models using all the data together, and therefore needs a much less computational cost. To further improve the performance of the ES, an iterative ES was proposed for continuously updating the models by assimilating measurements together. In this work, we compare the performance of the EnKF, the ES and the iterative ES using a synthetic example in groundwater modeling. The hydraulic head data modeled on the basis of the reference conductivity field are utilized to inversely estimate conductivities at un-sampled locations. Results are evaluated in terms of the characterization of conductivity and groundwater flow and solute transport predictions. It is concluded that: (1) the iterative ES could achieve a comparable result with the EnKF, but needs a less computational cost; (2) the iterative ES has the better performance than the ES through continuously updating. These findings suggest that the iterative ES should be paid much more attention for data assimilation in groundwater modeling.

[Simulating of carbon fluxes in bamboo forest ecosystem using BEPS model based on the LAI assimilated with Dual Ensemble Kalman Filter].

PubMed

Li, Xue Jian; Mao, Fang Jie; Du, Hua Qiang; Zhou, Guo Mo; Xu, Xiao Jun; Li, Ping Heng; Liu, Yu Li; Cui, Lu

2016-12-01

LAI is one of the most important observation data in the research of carbon cycle of forest ecosystem, and it is also an important parameter to drive process-based ecosystem model. The Moso bamboo forest (MBF) and Lei bamboo forest (LBF) were selected as the study targets. Firstly, the MODIS LAI time series data during 2014-2015 was assimilated with Dual Ensemble Kalman Filter method. Secondly, the high quality assimilated MBF LAI and LBF LAI were used as input dataset to drive BEPS model for simulating the gross primary productivity (GPP), net ecosystem exchange (NEE) and total ecosystem respiration (TER) of the two types of bamboo forest ecosystem, respectively. The modeled carbon fluxes were evaluated by the observed carbon fluxes data, and the effects of different quality LAI inputs on carbon cycle simulation were also studied. The LAI assimilated using Dual Ensemble Kalman Filter of MBF and LBF were significantly correlated with the observed LAI, with high R 2 of 0.81 and 0.91 respectively, and lower RMSE and absolute bias, which represented the great improvement of the accuracy of MODIS LAI products. With the driving of assimilated LAI, the modeled GPP, NEE, and TER were also highly correlated with the flux observation data, with the R 2 of 0.66, 0.47, and 0.64 for MBF, respectively, and 0.66, 0.45, and 0.73 for LBF, respectively. The accuracy of carbon fluxes modeled with assimilated LAI was higher than that acquired by the locally adjusted cubic-spline capping method, in which, the accuracy of mo-deled NEE for MBF and LBF increased by 11.2% and 11.8% at the most degrees, respectively.

Simultaneous Estimation of Model State Variables and Observation and Forecast Biases Using a Two-Stage Hybrid Kalman Filter

NASA Technical Reports Server (NTRS)

Pauwels, V. R. N.; DeLannoy, G. J. M.; Hendricks Franssen, H.-J.; Vereecken, H.

2013-01-01

In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.

A reduced order model based on Kalman filtering for sequential data assimilation of turbulent flows

NASA Astrophysics Data System (ADS)

Meldi, M.; Poux, A.

2017-10-01

A Kalman filter based sequential estimator is presented in this work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state integrating available observation in the CFD model, naturally preserving a zero-divergence condition for the velocity field. Because of the prohibitive costs associated with a complete Kalman Filter application, two model reduction strategies have been proposed and assessed. These strategies dramatically reduce the increase in computational costs of the model, which can be quantified in an augmentation of 10%- 15% with respect to the classical numerical simulation. In addition, an extended analysis of the behavior of the numerical model covariance Q has been performed. Optimized values are strongly linked to the truncation error of the discretization procedure. The estimator has been applied to the analysis of a number of test cases exhibiting increasing complexity, including turbulent flow configurations. The results show that the augmented flow successfully improves the prediction of the physical quantities investigated, even when the observation is provided in a limited region of the physical domain. In addition, the present work suggests that these Data Assimilation techniques, which are at an embryonic stage of development in CFD, may have the potential to be pushed even further using the augmented prediction as a powerful tool for the optimization of the free parameters in the numerical simulation.

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.

Local ensemble transform Kalman filter for ionospheric data assimilation: Observation influence analysis during a geomagnetic storm event

NASA Astrophysics Data System (ADS)

Durazo, Juan A.; Kostelich, Eric J.; Mahalov, Alex

2017-09-01

We propose a targeted observation strategy, based on the influence matrix diagnostic, that optimally selects where additional observations may be placed to improve ionospheric forecasts. This strategy is applied in data assimilation observing system experiments, where synthetic electron density vertical profiles, which represent those of Constellation Observing System for Meteorology, Ionosphere, and Climate/Formosa satellite 3, are assimilated into the Thermosphere-Ionosphere-Electrodynamics General Circulation Model using the local ensemble transform Kalman filter during the 26 September 2011 geomagnetic storm. During each analysis step, the observation vector is augmented with five synthetic vertical profiles optimally placed to target electron density errors, using our targeted observation strategy. Forecast improvement due to assimilation of augmented vertical profiles is measured with the root-mean-square error (RMSE) of analyzed electron density, averaged over 600 km regions centered around the augmented vertical profile locations. Assimilating vertical profiles with targeted locations yields about 60%-80% reduction in electron density RMSE, compared to a 15% average reduction when assimilating randomly placed vertical profiles. Assimilating vertical profiles whose locations target the zonal component of neutral winds (Un) yields on average a 25% RMSE reduction in Un estimates, compared to a 2% average improvement obtained with randomly placed vertical profiles. These results demonstrate that our targeted strategy can improve data assimilation efforts during extreme events by detecting regions where additional observations would provide the largest benefit to the forecast.

Application of a data assimilation method via an ensemble Kalman filter to reactive urea hydrolysis transport modeling

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

Juxiu Tong; Bill X. Hu; Hai Huang

2014-03-01

With growing importance of water resources in the world, remediations of anthropogenic contaminations due to reactive solute transport become even more important. A good understanding of reactive rate parameters such as kinetic parameters is the key to accurately predicting reactive solute transport processes and designing corresponding remediation schemes. For modeling reactive solute transport, it is very difficult to estimate chemical reaction rate parameters due to complex processes of chemical reactions and limited available data. To find a method to get the reactive rate parameters for the reactive urea hydrolysis transport modeling and obtain more accurate prediction for the chemical concentrations,more » we developed a data assimilation method based on an ensemble Kalman filter (EnKF) method to calibrate reactive rate parameters for modeling urea hydrolysis transport in a synthetic one-dimensional column at laboratory scale and to update modeling prediction. We applied a constrained EnKF method to pose constraints to the updated reactive rate parameters and the predicted solute concentrations based on their physical meanings after the data assimilation calibration. From the study results we concluded that we could efficiently improve the chemical reactive rate parameters with the data assimilation method via the EnKF, and at the same time we could improve solute concentration prediction. The more data we assimilated, the more accurate the reactive rate parameters and concentration prediction. The filter divergence problem was also solved in this study.« less

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.

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.

Implementation of a reduced order Kalman filter to assimilate ocean color data into a coupled physical-biochemical model of the North Aegean Sea.

NASA Astrophysics Data System (ADS)

Kalaroni, Sofia; Tsiaras, Kostas; Economou-Amilli, Athena; Petihakis, George; Politikos, Dimitrios; Triantafyllou, George

2013-04-01

Within the framework of the European project OPEC (Operational Ecology), a data assimilation system was implemented to describe chlorophyll-a concentrations of the North Aegean, as well the impact on the European anchovy (Engraulis encrasicolus) biomass distribution provided by a bioenergetics model, related to the density of three low trophic level functional groups of zooplankton (heterotrophic flagellates, microzooplankton and mesozooplankton). The three-dimensional hydrodynamic-biogeochemical model comprises two on-line coupled sub-models: the Princeton Ocean Model (POM) and the European Regional Seas Ecosystem Model (ERSEM). The assimilation scheme is based on the Singular Evolutive Extended Kalman (SEEK) filter and its variant that uses a fixed correction base (SFEK). For the initialization, SEEK filter uses a reduced order error covariance matrix provided by the dominant Empirical Orthogonal Functions (EOF) of model. The assimilation experiments were performed for year 2003 using SeaWiFS chlorophyll-a data during which the physical model uses the atmospheric forcing obtained from the regional climate model HIRHAM5. The assimilation system is validated by assessing the relevance of the system in fitting the data, the impact of the assimilation on non-observed biochemical parameters and the overall quality of the forecasts.

Evaluation of the observation operator Jacobian for leaf area index data assimilation with an extended Kalman filter

NASA Astrophysics Data System (ADS)

Rüdiger, Christoph; Albergel, CléMent; Mahfouf, Jean-FrançOis; Calvet, Jean-Christophe; Walker, Jeffrey P.

2010-05-01

To quantify carbon and water fluxes between the vegetation and the atmosphere in a consistent manner, land surface models now include interactive vegetation components. These models treat the vegetation biomass as a prognostic model state, allowing the model to dynamically adapt the vegetation states to environmental conditions. However, it is expected that the prediction skill of such models can be greatly increased by assimilating biophysical observations such as leaf area index (LAI). The Jacobian of the observation operator, a central aspect of data assimilation methods such as the extended Kalman filter (EKF) and the variational assimilation methods, provides the required linear relationship between the observation and the model states. In this paper, the Jacobian required for assimilating LAI into the Interaction between the Soil, Biosphere and Atmosphere-A-gs land surface model using the EKF is studied. In particular, sensitivity experiments were undertaken on the size of the initial perturbation for estimating the Jacobian and on the length of the time window between initial state and available observation. It was found that small perturbations (0.1% of the state) typically lead to accurate estimates of the Jacobian. While other studies have shown that the assimilation of LAI with 10 day assimilation windows is possible, 1 day assimilation intervals can be chosen to comply with numerical weather prediction requirements. Moreover, the seasonal dependence of the Jacobian revealed contrasted groups of Jacobian values due to environmental factors. Further analyses showed the Jacobian values to vary as a function of the LAI itself, which has important implications for its assimilation in different seasons, as the size of the LAI increments will subsequently vary due to the variability of the Jacobian.

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.

Simultaneous Radar and Satellite Data Storm-Scale Assimilation Using an Ensemble Kalman Filter Approach for 24 May 2011

NASA Technical Reports Server (NTRS)

Jones, Thomas A.; Stensrud, David; Wicker, Louis; Minnis, Patrick; Palikonda, Rabindra

2015-01-01

Assimilating high-resolution radar reflectivity and radial velocity into convection-permitting numerical weather prediction models has proven to be an important tool for improving forecast skill of convection. The use of satellite data for the application is much less well understood, only recently receiving significant attention. Since both radar and satellite data provide independent information, combing these two sources of data in a robust manner potentially represents the future of high-resolution data assimilation. This research combines Geostationary Operational Environmental Satellite 13 (GOES-13) cloud water path (CWP) retrievals with Weather Surveillance Radar-1988 Doppler (WSR-88D) reflectivity and radial velocity to examine the impacts of assimilating each for a severe weather event occurring in Oklahoma on 24 May 2011. Data are assimilated into a 3-km model using an ensemble adjustment Kalman filter approach with 36 members over a 2-h assimilation window between 1800 and 2000 UTC. Forecasts are then generated for 90 min at 5-min intervals starting at 1930 and 2000 UTC. Results show that both satellite and radar data are able to initiate convection, but that assimilating both spins up a storm much faster. Assimilating CWP also performs well at suppressing spurious precipitation and cloud cover in the model as well as capturing the anvil characteristics of developed storms. Radar data are most effective at resolving the 3D characteristics of the core convection. Assimilating both satellite and radar data generally resulted in the best model analysis and most skillful forecast for this event.

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence

PubMed Central

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

2015-01-01

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

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.

PubMed

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

2015-08-25

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

Data Assimilation by Ensemble Kalman Filter during One-Dimensional Nonlinear Consolidation in Randomly Heterogeneous Highly Compressible Aquitards

NASA Astrophysics Data System (ADS)

Zapata Norberto, B.; Morales-Casique, E.; Herrera, G. S.

2017-12-01

Severe land subsidence due to groundwater extraction may occur in multiaquifer systems where highly compressible aquitards are present. The highly compressible nature of the aquitards leads to nonlinear consolidation where the groundwater flow parameters are stress-dependent. The case is further complicated by the heterogeneity of the hydrogeologic and geotechnical properties of the aquitards. We explore the effect of realistic vertical heterogeneity of hydrogeologic and geotechnical parameters on the consolidation of highly compressible aquitards by means of 1-D Monte Carlo numerical simulations. 2000 realizations are generated for each of the following parameters: hydraulic conductivity (K), compression index (Cc) and void ratio (e). The correlation structure, the mean and the variance for each parameter were obtained from a literature review about field studies in the lacustrine sediments of Mexico City. The results indicate that among the parameters considered, random K has the largest effect on the ensemble average behavior of the system. Random K leads to the largest variance (and therefore largest uncertainty) of total settlement, groundwater flux and time to reach steady state conditions. We further propose a data assimilation scheme by means of ensemble Kalman filter to estimate the ensemble mean distribution of K, pore-pressure and total settlement. We consider the case where pore-pressure measurements are available at given time intervals. We test our approach by generating a 1-D realization of K with exponential spatial correlation, and solving the nonlinear flow and consolidation problem. These results are taken as our "true" solution. We take pore-pressure "measurements" at different times from this "true" solution. The ensemble Kalman filter method is then employed to estimate ensemble mean distribution of K, pore-pressure and total settlement based on the sequential assimilation of these pore-pressure measurements. The ensemble-mean estimates from

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.

Assimilation of attenuated data from X-band network radars using ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Cheng, Jing

To use reflectivity data from X-band radars for quantitative precipitation estimation and storm-scale data assimilation, the effect of attenuation must be properly accounted for. Traditional approaches try to make correction to the attenuated reflectivity first before using the data. An alternative, theoretically more attractive approach builds the attenuation effect into the reflectivity observation operator of a data assimilation system, such as an ensemble Kalman filter (EnKF), allowing direct assimilation of the attenuated reflectivity and taking advantage of microphysical state estimation using EnKF methods for a potentially more accurate solution. This study first tests the approach for the CASA (Center for Collaborative Adaptive Sensing of the Atmosphere) X-band radar network configuration through observing system simulation experiments (OSSE) for a quasi-linear convective system (QLCS) that has more significant attenuation than isolated storms. To avoid the problem of potentially giving too much weight to fully attenuated reflectivity, an analytical, echo-intensity-dependent model for the observation error (AEM) is developed and is found to improve the performance of the filter. By building the attenuation into the forward observation operator and combining it with the application of AEM, the assimilation of attenuated CASA observations is able to produce a reasonably accurate analysis of the QLCS inside CASA radar network coverage. Compared with foregoing assimilation of radar data with weak radar reflectivity or assimilating only radial velocity data, our method can suppress the growth of spurious echoes while obtaining a more accurate analysis in the terms of root-mean-square (RMS) error. Sensitivity experiments are designed to examine the effectiveness of AEM by introducing multiple sources of observation errors into the simulated observations. The performance of such an approach in the presence of resolution-induced model error is also evaluated and

Assessing a local ensemble Kalman filter: perfect model experiments with the National Centers for Environmental Prediction global model

NASA Astrophysics Data System (ADS)

Szunyogh, Istvan; Kostelich, Eric J.; Gyarmati, G.; Patil, D. J.; Hunt, Brian R.; Kalnay, Eugenia; Ott, Edward; Yorke, James A.

2005-08-01

The accuracy and computational efficiency of the recently proposed local ensemble Kalman filter (LEKF) data assimilation scheme is investigated on a state-of-the-art operational numerical weather prediction model using simulated observations. The model selected for this purpose is the T62 horizontal- and 28-level vertical-resolution version of the Global Forecast System (GFS) of the National Center for Environmental Prediction. The performance of the data assimilation system is assessed for different configurations of the LEKF scheme. It is shown that a modest size (40-member) ensemble is sufficient to track the evolution of the atmospheric state with high accuracy. For this ensemble size, the computational time per analysis is less than 9 min on a cluster of PCs. The analyses are extremely accurate in the mid-latitude storm track regions. The largest analysis errors, which are typically much smaller than the observational errors, occur where parametrized physical processes play important roles. Because these are also the regions where model errors are expected to be the largest, limitations of a real-data implementation of the ensemble-based Kalman filter may be easily mistaken for model errors. In light of these results, the importance of testing the ensemble-based Kalman filter data assimilation systems on simulated observations is stressed.

Subsurface characterization with localized ensemble Kalman filter employing adaptive thresholding

NASA Astrophysics Data System (ADS)

Delijani, Ebrahim Biniaz; Pishvaie, Mahmoud Reza; Boozarjomehry, Ramin Bozorgmehry

2014-07-01

Ensemble Kalman filter, EnKF, as a Monte Carlo sequential data assimilation method has emerged promisingly for subsurface media characterization during past decade. Due to high computational cost of large ensemble size, EnKF is limited to small ensemble set in practice. This results in appearance of spurious correlation in covariance structure leading to incorrect or probable divergence of updated realizations. In this paper, a universal/adaptive thresholding method is presented to remove and/or mitigate spurious correlation problem in the forecast covariance matrix. This method is, then, extended to regularize Kalman gain directly. Four different thresholding functions have been considered to threshold forecast covariance and gain matrices. These include hard, soft, lasso and Smoothly Clipped Absolute Deviation (SCAD) functions. Three benchmarks are used to evaluate the performances of these methods. These benchmarks include a small 1D linear model and two 2D water flooding (in petroleum reservoirs) cases whose levels of heterogeneity/nonlinearity are different. It should be noted that beside the adaptive thresholding, the standard distance dependant localization and bootstrap Kalman gain are also implemented for comparison purposes. We assessed each setup with different ensemble sets to investigate the sensitivity of each method on ensemble size. The results indicate that thresholding of forecast covariance yields more reliable performance than Kalman gain. Among thresholding function, SCAD is more robust for both covariance and gain estimation. Our analyses emphasize that not all assimilation cycles do require thresholding and it should be performed wisely during the early assimilation cycles. The proposed scheme of adaptive thresholding outperforms other methods for subsurface characterization of underlying benchmarks.

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.

Optimal interpolation and the Kalman filter. [for analysis of numerical weather predictions

NASA Technical Reports Server (NTRS)

Cohn, S.; Isaacson, E.; Ghil, M.

1981-01-01

The estimation theory of stochastic-dynamic systems is described and used in a numerical study of optimal interpolation. The general form of data assimilation methods is reviewed. The Kalman-Bucy, KB filter, and optimal interpolation (OI) filters are examined for effectiveness in performance as gain matrices using a one-dimensional form of the shallow-water equations. Control runs in the numerical analyses were performed for a ten-day forecast in concert with the OI method. The effects of optimality, initialization, and assimilation were studied. It was found that correct initialization is necessary in order to localize errors, especially near boundary points. Also, the use of small forecast error growth rates over data-sparse areas was determined to offset inaccurate modeling of correlation functions near boundaries.

Examining dynamic interactions among experimental factors influencing hydrologic data assimilation with the ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Wang, S.; Huang, G. H.; Baetz, B. W.; Cai, X. M.; Ancell, B. C.; Fan, Y. R.

2017-11-01

The ensemble Kalman filter (EnKF) is recognized as a powerful data assimilation technique that generates an ensemble of model variables through stochastic perturbations of forcing data and observations. However, relatively little guidance exists with regard to the proper specification of the magnitude of the perturbation and the ensemble size, posing a significant challenge in optimally implementing the EnKF. This paper presents a robust data assimilation system (RDAS), in which a multi-factorial design of the EnKF experiments is first proposed for hydrologic ensemble predictions. A multi-way analysis of variance is then used to examine potential interactions among factors affecting the EnKF experiments, achieving optimality of the RDAS with maximized performance of hydrologic predictions. The RDAS is applied to the Xiangxi River watershed which is the most representative watershed in China's Three Gorges Reservoir region to demonstrate its validity and applicability. Results reveal that the pairwise interaction between perturbed precipitation and streamflow observations has the most significant impact on the performance of the EnKF system, and their interactions vary dynamically across different settings of the ensemble size and the evapotranspiration perturbation. In addition, the interactions among experimental factors vary greatly in magnitude and direction depending on different statistical metrics for model evaluation including the Nash-Sutcliffe efficiency and the Box-Cox transformed root-mean-square error. It is thus necessary to test various evaluation metrics in order to enhance the robustness of hydrologic prediction systems.

Data Assimilation Into Physics-Based Models Via Kalman Filters

NASA Astrophysics Data System (ADS)

Schunk, R. W.; Scherliess, L.; Sojka, J. J.

2002-12-01

The magnetosphere-ionosphere-thermosphere (M-I-T) system is a highly dynamic, coupled, and nonlinear system that can vary significantly from hour to hour at any location. The coupling is particularly strong during geomagnetic storms and substorms, but there are appreciable time delays associated with the transfer of mass, momentum, and energy between the domains. Therefore, both global physics-based models and vast observational data sets are needed to elucidate the dynamics, energetics, and coupling in the M-I-T system. Fortunately, during the coming decade, tens of millions of measurements of the global M-I-T system could become available from a variety of in situ and remote sensing instruments. Some of the measurements will provide direct information about the state variables (densities, drift velocities, and temperatures), while others will provide indirect information, such as optical emissions and magnetic perturbations. The data sources available could include: thousands of ground-based GPS Total Electron Content (TEC) receivers; a world-wide network of ionosondes; hundreds of magnetometers both on the ground and in space; occultations from the COSMIC Satellites, numerous ground-based tomography chains; auroral images from the POLAR Satellite; images of the magnetosphere and plasmasphere from the IMAGE Satellite; SuperDARN radar measurements in the polar regions; the Living With a Star (LWS) Solar Dynamics Observatory and the LWS Radiation Belt and Ionosphere-Thermosphere Storm Probes; and the world-wide network of incoherent scatter radars. To optimize the scientific return and to provide specifications and forecasts for societal applications, the global models and data must be combined in an optimum way. A powerful way of assimilating multiple data types into a time-dependent, physics-based, numerical model is via a Kalman filter. The basic principle of this approach is to combine measurements from multiple instrument types with the information obtained

MR fingerprinting reconstruction with Kalman filter.

PubMed

Zhang, Xiaodi; Zhou, Zechen; Chen, Shiyang; Chen, Shuo; Li, Rui; Hu, Xiaoping

2017-09-01

Magnetic resonance fingerprinting (MR fingerprinting or MRF) is a newly introduced quantitative magnetic resonance imaging technique, which enables simultaneous multi-parameter mapping in a single acquisition with improved time efficiency. The current MRF reconstruction method is based on dictionary matching, which may be limited by the discrete and finite nature of the dictionary and the computational cost associated with dictionary construction, storage and matching. In this paper, we describe a reconstruction method based on Kalman filter for MRF, which avoids the use of dictionary to obtain continuous MR parameter measurements. With this Kalman filter framework, the Bloch equation of inversion-recovery balanced steady state free-precession (IR-bSSFP) MRF sequence was derived to predict signal evolution, and acquired signal was entered to update the prediction. The algorithm can gradually estimate the accurate MR parameters during the recursive calculation. Single pixel and numeric brain phantom simulation were implemented with Kalman filter and the results were compared with those from dictionary matching reconstruction algorithm to demonstrate the feasibility and assess the performance of Kalman filter algorithm. The results demonstrated that Kalman filter algorithm is applicable for MRF reconstruction, eliminating the need for a pre-define dictionary and obtaining continuous MR parameter in contrast to the dictionary matching algorithm. Copyright © 2017 Elsevier Inc. All rights reserved.

Weak constrained localized ensemble transform Kalman filter for radar data assimilation

NASA Astrophysics Data System (ADS)

Janjic, Tijana; Lange, Heiner

2015-04-01

The applications on convective scales require data assimilation with a numerical model with single digit horizontal resolution in km and time evolving error covariances. The ensemble Kalman filter (EnKF) algorithm incorporates these two requirements. However, some challenges for the convective scale applications remain unresolved when using the EnKF approach. These include a need on convective scale to estimate fields that are nonnegative (as rain, graupel, snow) and use of data sets as radar reflectivity or cloud products that have the same property. What underlines these examples are errors that are non-Gaussian in nature causing a problem with EnKF, which uses Gaussian error assumptions to produce the estimates from the previous forecast and the incoming data. Since the proper estimates of hydrometeors are crucial for prediction on convective scales, question arises whether EnKF method can be modified to improve these estimates and whether there is a way of optimizing use of radar observations to initialize NWP models due to importance of this data set for prediction of connective storms. In order to deal with non-Gaussian errors different approaches can be taken in the EnKF framework. For example, variables can be transformed by assuming the relevant state variables follow an appropriate pre-specified non-Gaussian distribution, such as the lognormal and truncated Gaussian distribution or, more generally, by carrying out a parameterized change of state variables known as Gaussian anamorphosis. In a recent work by Janjic et al. 2014, it was shown on a simple example how conservation of mass could be beneficial for assimilation of positive variables. The method developed in the paper outperformed the EnKF as well as the EnKF with the lognormal change of variables. As argued in the paper the reason for this, is that each of these methods preserves mass (EnKF) or positivity (lognormal EnKF) but not both. Only once both positivity and mass were preserved in a new

Data Assimilation in a Solar Dynamo Model Using Ensemble Kalman Filters: Sensitivity and Robustness in Reconstruction of Meridional Flow Speed

NASA Astrophysics Data System (ADS)

Dikpati, Mausumi; Anderson, Jeffrey L.; Mitra, Dhrubaditya

2016-09-01

We implement an Ensemble Kalman Filter procedure using the Data Assimilation Research Testbed for assimilating “synthetic” meridional flow-speed data in a Babcock-Leighton-type flux-transport solar dynamo model. By performing several “observing system simulation experiments,” we reconstruct time variation in meridional flow speed and analyze sensitivity and robustness of reconstruction. Using 192 ensemble members including 10 observations, each with 4% error, we find that flow speed is reconstructed best if observations of near-surface poloidal fields from low latitudes and tachocline toroidal fields from midlatitudes are assimilated. If observations include a mixture of poloidal and toroidal fields from different latitude locations, reconstruction is reasonably good for ≤slant 40 % error in low-latitude data, even if observational error in polar region data becomes 200%, but deteriorates when observational error increases in low- and midlatitude data. Solar polar region observations are known to contain larger errors than those in low latitudes; our forward operator (a flux-transport dynamo model here) can sustain larger errors in polar region data, but is more sensitive to errors in low-latitude data. An optimal reconstruction is obtained if an assimilation interval of 15 days is used; 10- and 20-day assimilation intervals also give reasonably good results. Assimilation intervals \\lt 5 days do not produce faithful reconstructions of flow speed, because the system requires a minimum time to develop dynamics to respond to flow variations. Reconstruction also deteriorates if an assimilation interval \\gt 45 days is used, because the system’s inherent memory interferes with its short-term dynamics during a substantially long run without updating.

A Global Carbon Assimilation System using a modified EnKF assimilation method

NASA Astrophysics Data System (ADS)

Zhang, S.; Zheng, X.; Chen, Z.; Dan, B.; Chen, J. M.; Yi, X.; Wang, L.; Wu, G.

2014-10-01

A Global Carbon Assimilation System based on Ensemble Kalman filter (GCAS-EK) is developed for assimilating atmospheric CO2 abundance data into an ecosystem model to simultaneously estimate the surface carbon fluxes and atmospheric CO2 distribution. This assimilation approach is based on the ensemble Kalman filter (EnKF), but with several new developments, including using analysis states to iteratively estimate ensemble forecast errors, and a maximum likelihood estimation of the inflation factors of the forecast and observation errors. The proposed assimilation approach is tested in observing system simulation experiments and then used to estimate the terrestrial ecosystem carbon fluxes and atmospheric CO2 distributions from 2002 to 2008. The results showed that this assimilation approach can effectively reduce the biases and uncertainties of the carbon fluxes simulated by the ecosystem model.

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.

Adaptable Iterative and Recursive Kalman Filter Schemes

NASA Technical Reports Server (NTRS)

Zanetti, Renato

2014-01-01

Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.

[Simulation of cropland soil moisture based on an ensemble Kalman filter].

PubMed

Liu, Zhao; Zhou, Yan-Lian; Ju, Wei-Min; Gao, Ping

2011-11-01

By using an ensemble Kalman filter (EnKF) to assimilate the observed soil moisture data, the modified boreal ecosystem productivity simulator (BEPS) model was adopted to simulate the dynamics of soil moisture in winter wheat root zones at Xuzhou Agro-meteorological Station, Jiangsu Province of China during the growth seasons in 2000-2004. After the assimilation of observed data, the determination coefficient, root mean square error, and average absolute error of simulated soil moisture were in the ranges of 0.626-0.943, 0.018-0.042, and 0.021-0.041, respectively, with the simulation precision improved significantly, as compared with that before assimilation, indicating the applicability of data assimilation in improving the simulation of soil moisture. The experimental results at single point showed that the errors in the forcing data and observations and the frequency and soil depth of the assimilation of observed data all had obvious effects on the simulated soil moisture.

Assimilation of IASI partial tropospheric columns with an Ensemble Kalman Filter over Europe

NASA Astrophysics Data System (ADS)

Coman, A.; Foret, G.; Beekmann, M.; Eremenko, M.; Dufour, G.; Gaubert, B.; Ung, A.; Schmechtig, C.; Flaud, J.-M.; Bergametti, G.

2011-09-01

Partial lower tropospheric ozone columns provided by the IASI (Infrared Atmospheric Sounding Interferometer) instrument have been assimilated into a chemistry-transport model at continental scale (CHIMERE) using an Ensemble Kalman Filter (EnKF). Analyses are made for the month of July 2007 over the European domain. Launched in 2006, aboard the MetOp-A satellite, IASI shows high sensitivity for ozone in the free troposphere and low sensitivity at the ground; therefore it is important to evaluate if assimilation of these observations can improve free tropospheric ozone, and possibly surface ozone. The analyses are validated against independent ozone observations from sondes, MOZAIC1 aircraft and ground based stations (AIRBASE - the European Air quality dataBase) and compared with respect to the free run of CHIMERE. These comparisons show a decrease in error of 6 parts-per-billion (ppb) in the free troposphere over the Frankfurt area, and also a reduction of the root mean square error (respectively bias) at the surface of 19% (33%) for more than 90% of existing ground stations. This provides evidence of the potential of data assimilation of tropospheric IASI columns to better describe the tropospheric ozone distribution, including surface ozone, despite the lower sensitivity. The changes in concentration resulting from the observational constraints were quantified and several geophysical explanations for the findings of this study were drawn. The corrections were most pronounced over Italy and the Mediterranean region, on the average we noted an average reduction of 8-9 ppb in the free troposphere with respect to the free run, and still a reduction of 5.5 ppb at ground, likely due to a longer residence time of air masses in this part associated to the general circulation pattern (i.e. dominant western circulation) and to persistent anticyclonic conditions over the Mediterranean basin. This is an important geophysical result, since the ozone burden is large over this

Assimilation of IASI partial tropospheric columns with an Ensemble Kalman Filter over Europe

NASA Astrophysics Data System (ADS)

Coman, A.; Foret, G.; Beekmann, M.; Eremenko, M.; Dufour, G.; Gaubert, B.; Ung, A.; Schmechtig, C.; Flaud, J.-M.; Bergametti, G.

2012-03-01

Partial lower tropospheric ozone columns provided by the IASI (Infrared Atmospheric Sounding Interferometer) instrument have been assimilated into a chemistry-transport model at continental scale (CHIMERE) using an Ensemble Square Root Kalman Filter (EnSRF). Analyses are made for the month of July 2007 over the European domain. Launched in 2006, aboard the MetOp-A satellite, IASI shows high sensitivity for ozone in the free troposphere and low sensitivity at the ground; therefore it is important to evaluate if assimilation of these observations can improve free tropospheric ozone, and possibly surface ozone. The analyses are validated against independent ozone observations from sondes, MOZAIC1 aircraft and ground based stations (AIRBASE - the European Air quality dataBase) and compared with respect to the free run of CHIMERE. These comparisons show a decrease in error of 6 parts-per-billion (ppb) in the free troposphere over the Frankfurt area, and also a reduction of the root mean square error (respectively bias) at the surface of 19% (33%) for more than 90% of existing ground stations. This provides evidence of the potential of data assimilation of tropospheric IASI columns to better describe the tropospheric ozone distribution, including surface ozone, despite the lower sensitivity. The changes in concentration resulting from the observational constraints were quantified and several geophysical explanations for the findings of this study were drawn. The corrections were most pronounced over Italy and the Mediterranean region, we noted an average reduction of 8-9 ppb in the free troposphere with respect to the free run, and still a reduction of 5.5 ppb at ground, likely due to a longer residence time of air masses in this part associated to the general circulation pattern (i.e. dominant western circulation) and to persistent anticyclonic conditions over the Mediterranean basin. This is an important geophysical result, since the ozone burden is large over this

Suboptimal schemes for atmospheric data assimilation based on the Kalman filter

NASA Technical Reports Server (NTRS)

Todling, Ricardo; Cohn, Stephen E.

1994-01-01

This work is directed toward approximating the evolution of forecast error covariances for data assimilation. The performance of different algorithms based on simplification of the standard Kalman filter (KF) is studied. These are suboptimal schemes (SOSs) when compared to the KF, which is optimal for linear problems with known statistics. The SOSs considered here are several versions of optimal interpolation (OI), a scheme for height error variance advection, and a simplified KF in which the full height error covariance is advected. To employ a methodology for exact comparison among these schemes, a linear environment is maintained, in which a beta-plane shallow-water model linearized about a constant zonal flow is chosen for the test-bed dynamics. The results show that constructing dynamically balanced forecast error covariances rather than using conventional geostrophically balanced ones is essential for successful performance of any SOS. A posteriori initialization of SOSs to compensate for model - data imbalance sometimes results in poor performance. Instead, properly constructed dynamically balanced forecast error covariances eliminate the need for initialization. When the SOSs studied here make use of dynamically balanced forecast error covariances, the difference among their performances progresses naturally from conventional OI to the KF. In fact, the results suggest that even modest enhancements of OI, such as including an approximate dynamical equation for height error variances while leaving height error correlation structure homogeneous, go a long way toward achieving the performance of the KF, provided that dynamically balanced cross-covariances are constructed and that model errors are accounted for properly. The results indicate that such enhancements are necessary if unconventional data are to have a positive impact.

A Kalman filter for a two-dimensional shallow-water model

NASA Technical Reports Server (NTRS)

Parrish, D. F.; Cohn, S. E.

1985-01-01

A two-dimensional Kalman filter is described for data assimilation for making weather forecasts. The filter is regarded as superior to the optimal interpolation method because the filter determines the forecast error covariance matrix exactly instead of using an approximation. A generalized time step is defined which includes expressions for one time step of the forecast model, the error covariance matrix, the gain matrix, and the evolution of the covariance matrix. Subsequent time steps are achieved by quantifying the forecast variables or employing a linear extrapolation from a current variable set, assuming the forecast dynamics are linear. Calculations for the evolution of the error covariance matrix are banded, i.e., are performed only with the elements significantly different from zero. Experimental results are provided from an application of the filter to a shallow-water simulation covering a 6000 x 6000 km grid.

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.

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).

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.

Improving Simulated Soil Moisture Fields Through Assimilation of AMSR-E Soil Moisture Retrievals with an Ensemble Kalman Filter and a Mass Conservation Constraint

NASA Technical Reports Server (NTRS)

Li, Bailing; Toll, David; Zhan, Xiwu; Cosgrove, Brian

2011-01-01

Model simulated soil moisture fields are often biased due to errors in input parameters and deficiencies in model physics. Satellite derived soil moisture estimates, if retrieved appropriately, represent the spatial mean of soil moisture in a footprint area, and can be used to reduce model bias (at locations near the surface) through data assimilation techniques. While assimilating the retrievals can reduce model bias, it can also destroy the mass balance enforced by the model governing equation because water is removed from or added to the soil by the assimilation algorithm. In addition, studies have shown that assimilation of surface observations can adversely impact soil moisture estimates in the lower soil layers due to imperfect model physics, even though the bias near the surface is decreased. In this study, an ensemble Kalman filter (EnKF) with a mass conservation updating scheme was developed to assimilate the actual value of Advanced Microwave Scanning Radiometer (AMSR-E) soil moisture retrievals to improve the mean of simulated soil moisture fields by the Noah land surface model. Assimilation results using the conventional and the mass conservation updating scheme in the Little Washita watershed of Oklahoma showed that, while both updating schemes reduced the bias in the shallow root zone, the mass conservation scheme provided better estimates in the deeper profile. The mass conservation scheme also yielded physically consistent estimates of fluxes and maintained the water budget. Impacts of model physics on the assimilation results are discussed.

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.

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

Global carbon assimilation system using a local ensemble Kalman filter with multiple ecosystem models

NASA Astrophysics Data System (ADS)

Zhang, Shupeng; Yi, Xue; Zheng, Xiaogu; Chen, Zhuoqi; Dan, Bo; Zhang, Xuanze

2014-11-01

In this paper, a global carbon assimilation system (GCAS) is developed for optimizing the global land surface carbon flux at 1° resolution using multiple ecosystem models. In GCAS, three ecosystem models, Boreal Ecosystem Productivity Simulator, Carnegie-Ames-Stanford Approach, and Community Atmosphere Biosphere Land Exchange, produce the prior fluxes, and an atmospheric transport model, Model for OZone And Related chemical Tracers, is used to calculate atmospheric CO2 concentrations resulting from these prior fluxes. A local ensemble Kalman filter is developed to assimilate atmospheric CO2 data observed at 92 stations to optimize the carbon flux for six land regions, and the Bayesian model averaging method is implemented in GCAS to calculate the weighted average of the optimized fluxes based on individual ecosystem models. The weights for the models are found according to the closeness of their forecasted CO2 concentration to observation. Results of this study show that the model weights vary in time and space, allowing for an optimum utilization of different strengths of different ecosystem models. It is also demonstrated that spatial localization is an effective technique to avoid spurious optimization results for regions that are not well constrained by the atmospheric data. Based on the multimodel optimized flux from GCAS, we found that the average global terrestrial carbon sink over the 2002-2008 period is 2.97 ± 1.1 PgC yr-1, and the sinks are 0.88 ± 0.52, 0.27 ± 0.33, 0.67 ± 0.39, 0.90 ± 0.68, 0.21 ± 0.31, and 0.04 ± 0.08 PgC yr-1 for the North America, South America, Africa, Eurasia, Tropical Asia, and Australia, respectively. This multimodel GCAS can be used to improve global carbon cycle estimation.

Robotic fish tracking method based on suboptimal interval Kalman filter

NASA Astrophysics Data System (ADS)

Tong, Xiaohong; Tang, Chao

2017-11-01

Autonomous Underwater Vehicle (AUV) research focused on tracking and positioning, precise guidance and return to dock and other fields. The robotic fish of AUV has become a hot application in intelligent education, civil and military etc. In nonlinear tracking analysis of robotic fish, which was found that the interval Kalman filter algorithm contains all possible filter results, but the range is wide, relatively conservative, and the interval data vector is uncertain before implementation. This paper proposes a ptimization algorithm of suboptimal interval Kalman filter. Suboptimal interval Kalman filter scheme used the interval inverse matrix with its worst inverse instead, is more approximate nonlinear state equation and measurement equation than the standard interval Kalman filter, increases the accuracy of the nominal dynamic system model, improves the speed and precision of tracking system. Monte-Carlo simulation results show that the optimal trajectory of sub optimal interval Kalman filter algorithm is better than that of the interval Kalman filter method and the standard method of the filter.

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.

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.

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.

The Impact of Ensemble Kalman Filter Assimilation of Near-Surface Observations on the Predictability of Atmospheric Conditions over Complex Terrain: Results from Recent MATERHORN Field Program

NASA Astrophysics Data System (ADS)

Pu, Z.; Zhang, H.

2013-12-01

Near-surface atmospheric observations are the main conventional observations for weather forecasts. However, in modern numerical weather prediction, the use of surface observations, especially those data over complex terrain, remains a unique challenge. There are fundamental difficulties in assimilating surface observations with three-dimensional variational data assimilation (3DVAR). In our early study[1] (Pu et al. 2013), a series of observing system simulation experiments was performed with the ensemble Kalman filter (EnKF) and compared with 3DVAR for its ability to assimilate surface observations with 3DVAR. Using the advanced research version of the Weather Research and Forecasting (WRF) model, results demonstrate that the EnKF can overcome some fundamental limitations that 3DVAR has in assimilating surface observations over complex terrain. Specifically, through its flow-dependent background error term, the EnKF produces more realistic analysis increments over complex terrain in general. Over complex terrain, the EnKF clearly performs better than 3DVAR, because it is more capable of handling surface data in the presence of terrain misrepresentation. With this presentation, we further examine the impact of EnKF data assimilation on the predictability of atmospheric conditions over complex terrain with the WRF model and the observations obtained from the most recent field experiments of the Mountain Terrain Atmospheric Modeling and Observations (MATERHORN) Program. The MATERHORN program provides comprehensive observations over mountainous regions, allowing the opportunity to study the predictability of atmospheric conditions over complex terrain in great details. Specifically, during fall 2012 and spring 2013, comprehensive observations were collected of soil states, surface energy budgets, near-surface atmospheric conditions, and profiling measurements from multiple platforms (e.g., balloon, lidar, radiosondes, etc.) over Dugway Proving Ground (DPG), Utah

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.

Multivariate localization methods for ensemble Kalman filtering

NASA Astrophysics Data System (ADS)

Roh, S.; Jun, M.; Szunyogh, I.; Genton, M. G.

2015-12-01

In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (element-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables that exist at the same locations has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

Multivariate localization methods for ensemble Kalman filtering

NASA Astrophysics Data System (ADS)

Roh, S.; Jun, M.; Szunyogh, I.; Genton, M. G.

2015-05-01

In ensemble Kalman filtering (EnKF), the small number of ensemble members that is feasible to use in a practical data assimilation application leads to sampling variability of the estimates of the background error covariances. The standard approach to reducing the effects of this sampling variability, which has also been found to be highly efficient in improving the performance of EnKF, is the localization of the estimates of the covariances. One family of localization techniques is based on taking the Schur (entry-wise) product of the ensemble-based sample covariance matrix and a correlation matrix whose entries are obtained by the discretization of a distance-dependent correlation function. While the proper definition of the localization function for a single state variable has been extensively investigated, a rigorous definition of the localization function for multiple state variables has been seldom considered. This paper introduces two strategies for the construction of localization functions for multiple state variables. The proposed localization functions are tested by assimilating simulated observations experiments into the bivariate Lorenz 95 model with their help.

Final report on "Carbon Data Assimilation with a Coupled Ensemble Kalman Filter"

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

Kalnay, Eugenia; Kang, Ji-Sun; Fung, Inez

2014-07-23

We proposed (and accomplished) the development of an Ensemble Kalman Filter (EnKF) approach for the estimation of surface carbon fluxes as if they were parameters, augmenting the model with them. Our system is quite different from previous approaches, such as carbon flux inversions, 4D-Var, and EnKF with approximate background error covariance (Peters et al., 2008). We showed (using observing system simulation experiments, OSSEs) that these differences lead to a more accurate estimation of the evolving surface carbon fluxes at model grid-scale resolution. The main properties of the LETKF-C are: a) The carbon cycle LETKF is coupled with the simultaneous assimilationmore » of the standard atmospheric variables, so that the ensemble wind transport of the CO2 provides an estimation of the carbon transport uncertainty. b) The use of an assimilation window (6hr) much shorter than the months-long windows used in other methods. This avoids the inevitable “blurring” of the signal that takes place in long windows due to turbulent mixing since the CO2 does not have time to mix before the next window. In this development we introduced new, advanced techniques that have since been adopted by the EnKF community (Kang, 2009, Kang et al., 2011, Kang et al. 2012). These advances include “variable localization” that reduces sampling errors in the estimation of the forecast error covariance, more advanced adaptive multiplicative and additive inflations, and vertical localization based on the time scale of the processes. The main result has been obtained using the LETKF-C with all these advances, and assimilating simulated atmospheric CO2 observations from different observing systems (surface flask observations of CO2 but no surface carbon fluxes observations, total column CO2 from GoSAT/OCO-2, and upper troposphere AIRS retrievals). After a spin-up of about one month, the LETKF-C succeeded in reconstructing the true evolving surface fluxes of carbon at a model grid

Final Technical Report [Carbon Data Assimilation with a Coupled Ensemble Kalman Filter

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

Kalnay, Eugenia

2013-08-30

We proposed (and accomplished) the development of an Ensemble Kalman Filter (EnKF) approach for the estimation of surface carbon fluxes as if they were parameters, augmenting the model with them. Our system is quite different from previous approaches, such as carbon flux inversions, 4D-­Var, and EnKF with approximate background error covariance (Peters et al., 2008). We showed (using observing system simulation experiments, OSSEs) that these differences lead to a more accurate estimation of the evolving surface carbon fluxes at model grid-scale resolution. The main properties of the LETKF-­C are: a) The carbon cycle LETKF is coupled with the simultaneous assimilationmore » of the standard atmospheric variables, so that the ensemble wind transport of the CO2 provides an estimation of the carbon transport uncertainty. b) The use of an assimilation window (6hr) much shorter than the months-long windows used in other methods. This avoids the inevitable “blurring” of the signal that takes place in long windows due to turbulent mixing since the CO2 does not have time to mix before the next window. In this development we introduced new, advanced techniques that have since been adopted by the EnKF community (Kang, 2009, Kang et al., 2011, Kang et al. 2012). These advances include “variable localization” that reduces sampling errors in the estimation of the forecast error covariance, more advanced adaptive multiplicative and additive inflations, and vertical localization based on the time scale of the processes. The main result has been obtained using the LETKF-­C with all these advances, and assimilating simulated atmospheric CO2 observations from different observing systems (surface flask observations of CO2 but no surface carbon fluxes observations, total column CO2 from GoSAT/OCO-­2, and upper troposphere AIRS retrievals). After a spin-­up of about one month, the LETKF-­C succeeded in reconstructing the true evolving surface fluxes of carbon at a model

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

UDU/T/ covariance factorization for Kalman filtering

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

Hydrologic data assimilation with a hillslope-scale-resolving model and L band radar observations: Synthetic experiments with the ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Flores, Alejandro N.; Bras, Rafael L.; Entekhabi, Dara

2012-08-01

Soil moisture information is critical for applications like landslide susceptibility analysis and military trafficability assessment. Existing technologies cannot observe soil moisture at spatial scales of hillslopes (e.g., 100 to 102 m) and over large areas (e.g., 102 to 105 km2) with sufficiently high temporal coverage (e.g., days). Physics-based hydrologic models can simulate soil moisture at the necessary spatial and temporal scales, albeit with error. We develop and test a data assimilation framework based on the ensemble Kalman filter for constraining uncertain simulated high-resolution soil moisture fields to anticipated remote sensing products, specifically NASA's Soil Moisture Active-Passive (SMAP) mission, which will provide global L band microwave observation approximately every 2-3 days. The framework directly assimilates SMAP synthetic 3 km radar backscatter observations to update hillslope-scale bare soil moisture estimates from a physics-based model. Downscaling from 3 km observations to hillslope scales is achieved through the data assimilation algorithm. Assimilation reduces bias in near-surface soil moisture (e.g., top 10 cm) by approximately 0.05 m3/m3and expected root-mean-square errors by at least 60% in much of the watershed, relative to an open loop simulation. However, near-surface moisture estimates in channel and valley bottoms do not improve, and estimates of profile-integrated moisture throughout the watershed do not substantially improve. We discuss the implications of this work, focusing on ongoing efforts to improve soil moisture estimation in the entire soil profile through joint assimilation of other satellite (e.g., vegetation) and in situ soil moisture measurements.

Ensemble Kalman filter for the reconstruction of the Earth's mantle circulation

NASA Astrophysics Data System (ADS)

Bocher, Marie; Fournier, Alexandre; Coltice, Nicolas

2018-02-01

Recent advances in mantle convection modeling led to the release of a new generation of convection codes, able to self-consistently generate plate-like tectonics at their surface. Those models physically link mantle dynamics to surface tectonics. Combined with plate tectonic reconstructions, they have the potential to produce a new generation of mantle circulation models that use data assimilation methods and where uncertainties in plate tectonic reconstructions are taken into account. We provided a proof of this concept by applying a suboptimal Kalman filter to the reconstruction of mantle circulation (Bocher et al., 2016). Here, we propose to go one step further and apply the ensemble Kalman filter (EnKF) to this problem. The EnKF is a sequential Monte Carlo method particularly adapted to solve high-dimensional data assimilation problems with nonlinear dynamics. We tested the EnKF using synthetic observations consisting of surface velocity and heat flow measurements on a 2-D-spherical annulus model and compared it with the method developed previously. The EnKF performs on average better and is more stable than the former method. Less than 300 ensemble members are sufficient to reconstruct an evolution. We use covariance adaptive inflation and localization to correct for sampling errors. We show that the EnKF results are robust over a wide range of covariance localization parameters. The reconstruction is associated with an estimation of the error, and provides valuable information on where the reconstruction is to be trusted or not.

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.

Performance Analysis of Local Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Tong, Xin T.

2018-03-01

Ensemble Kalman filter (EnKF) is an important data assimilation method for high-dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only information within a local radius. This paper rigorously analyzes the local EnKF (LEnKF) for linear systems and shows that the filter error can be dominated by the ensemble covariance, as long as (1) the sample size exceeds the logarithmic of state dimension and a constant that depends only on the local radius; (2) the forecast covariance matrix admits a stable localized structure. In particular, this indicates that with small system and observation noises, the filter error will be accurate in long time even if the initialization is not. The analysis also reveals an intrinsic inconsistency caused by the localization technique, and a stable localized structure is necessary to control this inconsistency. While this structure is usually taken for granted for the operation of LEnKF, it can also be rigorously proved for linear systems with sparse local observations and weak local interactions. These theoretical results are also validated by numerical implementation of LEnKF on a simple stochastic turbulence in two dynamical regimes.

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

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.

A quantum extended Kalman filter

NASA Astrophysics Data System (ADS)

Emzir, Muhammad F.; Woolley, Matthew J.; Petersen, Ian R.

2017-06-01

In quantum physics, a stochastic master equation (SME) estimates the state (density operator) of a quantum system in the Schrödinger picture based on a record of measurements made on the system. In the Heisenberg picture, the SME is a quantum filter. For a linear quantum system subject to linear measurements and Gaussian noise, the dynamics may be described by quantum stochastic differential equations (QSDEs), also known as quantum Langevin equations, and the quantum filter reduces to a so-called quantum Kalman filter. In this article, we introduce a quantum extended Kalman filter (quantum EKF), which applies a commutative approximation and a time-varying linearization to systems of nonlinear QSDEs. We will show that there are conditions under which a filter similar to a classical EKF can be implemented for quantum systems. The boundedness of estimation errors and the filtering problem with ‘state-dependent’ covariances for process and measurement noises are also discussed. We demonstrate the effectiveness of the quantum EKF by applying it to systems that involve multiple modes, nonlinear Hamiltonians, and simultaneous jump-diffusive measurements.

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

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.

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

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

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.

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

Design considerations for a suboptimal Kalman filter

NASA Astrophysics Data System (ADS)

Difilippo, D. J.

1995-06-01

In designing a suboptimal Kalman filter, the designer must decide how to simplify the system error model without causing the filter estimation errors to increase to unacceptable levels. Deletion of certain error states and decoupling of error state dynamics are the two principal model simplifications that are commonly used in suboptimal filter design. For the most part, the decisions as to which error states can be deleted or decoupled are based on the designer's understanding of the physics of the particular system. Consequently, the details of a suboptimal design are usually unique to the specific application. In this paper, the process of designing a suboptimal Kalman filter is illustrated for the case of an airborne transfer-of-alignment (TOA) system used for synthetic aperture radar (SAR) motion compensation. In this application, the filter must continuously transfer the alignment of an onboard Doppler-damped master inertial navigation system (INS) to a strapdown navigator that processes information from a less accurate inertial measurement unit (IMU) mounted on the radar antenna. The IMU is used to measure spurious antenna motion during the SAR imaging interval, so that compensating phase corrections can be computed and applied to the radar returns, thereby presenting image degradation that would otherwise result from such motions. The principles of SAR are described in many references, for instance. The primary function of the TOA Kalman filter in a SAR motion compensation system is to control strapdown navigator attitude errors, and to a less degree, velocity and heading errors. Unlike a classical navigation application, absolute positional accuracy is not important. The motion compensation requirements for SAR imaging are discussed in some detail. This TOA application is particularly appropriate as a vehicle for discussing suboptimal filter design, because the system contains features that can be exploited to allow both deletion and decoupling of error

A Method of Successive Corrections of the Control Subspace in the Reduced-Order Variational Data Assimilation

DTIC Science & Technology

2009-02-01

Evensen, G., 2003: The ensemble Kalman filter : Theoretical formulation and practical implementation. Ocean Dyn., 53, 343–357, doi:10.1007/s10236-003...0036-9. ——, 2006: Data Assimilation: The Ensemble Kalman Filter . Springer, 288 pp. Fang, F., C. C. Pain, I. M. Navon, G. J. Gorman, M. D. Piggott, P. A...E. J. Kostelich, M. Corazza, E. Kalnay, and D. J. Patil, 2004: A local ensemble Kalman filter for atmospheric data assimilation. Tellus, 56A, 415–428

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

NASA Technical Reports Server (NTRS)

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

2000-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2000-01-01

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

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).

Comparison of different incremental analysis update schemes in a realistic assimilation system with Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Yan, Y.; Barth, A.; Beckers, J. M.; Brankart, J. M.; Brasseur, P.; Candille, G.

2017-07-01

In this paper, three incremental analysis update schemes (IAU 0, IAU 50 and IAU 100) are compared in the same assimilation experiments with a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. The difference between the three IAU schemes lies on the position of the increment update window. The relevance of each IAU scheme is evaluated through analyses on both thermohaline and dynamical variables. The validation of the assimilation results is performed according to both deterministic and probabilistic metrics against different sources of observations. For deterministic validation, the ensemble mean and the ensemble spread are compared to the observations. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centred random variable (RCRV) score. The obtained results show that 1) the IAU 50 scheme has the same performance as the IAU 100 scheme 2) the IAU 50/100 schemes outperform the IAU 0 scheme in error covariance propagation for thermohaline variables in relatively stable region, while the IAU 0 scheme outperforms the IAU 50/100 schemes in dynamical variables estimation in dynamically active region 3) in case with sufficient number of observations and good error specification, the impact of IAU schemes is negligible. The differences between the IAU 0 scheme and the IAU 50/100 schemes are mainly due to different model integration time and different instability (density inversion, large vertical velocity, etc.) induced by the increment update. The longer model integration time with the IAU 50/100 schemes, especially the free model integration, on one hand, allows for better re-establishment of the equilibrium model state, on the other hand, smooths the strong gradients in dynamically active region.

Assimilating MODIS-based albedo and snow cover fraction into the Common Land Model to improve snow depth simulation with direct insertion and deterministic ensemble Kalman filter methods

NASA Astrophysics Data System (ADS)

Xu, Jianhui; Shu, Hong

2014-09-01

This study assesses the analysis performance of assimilating the Moderate Resolution Imaging Spectroradiometer (MODIS)-based albedo and snow cover fraction (SCF) separately or jointly into the physically based Common Land Model (CoLM). A direct insertion method (DI) is proposed to assimilate the black and white-sky albedos into the CoLM. The MODIS-based albedo is calculated with the MODIS bidirectional reflectance distribution function (BRDF) model parameters product (MCD43B1) and the solar zenith angle as estimated in the CoLM for each time step. Meanwhile, the MODIS SCF (MOD10A1) is assimilated into the CoLM using the deterministic ensemble Kalman filter (DEnKF) method. A new DEnKF-albedo assimilation scheme for integrating the DI and DEnKF assimilation schemes is proposed. Our assimilation results are validated against in situ snow depth observations from November 2008 to March 2009 at five sites in the Altay region of China. The experimental results show that all three data assimilation schemes can improve snow depth simulations. But overall, the DEnKF-albedo assimilation shows the best analysis performance as it significantly reduces the bias and root-mean-square error (RMSE) during the snow accumulation and ablation periods at all sites except for the Fuyun site. The SCF assimilation via DEnKF produces better results than the albedo assimilation via DI, implying that the albedo assimilation that indirectly updates the snow depth state variable is less efficient than the direct SCF assimilation. For the Fuyun site, the DEnKF-albedo scheme tends to overestimate the snow depth accumulation with the maximum bias and RMSE values because of the large positive innovation (observation minus forecast).

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.

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.

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.

An approximate Kalman filter for ocean data assimilation: An example with an idealized Gulf Stream model

NASA Astrophysics Data System (ADS)

Fukumori, Ichiro; Malanotte-Rizzoli, Paola

1995-04-01

A practical method of data assimilation for use with large, nonlinear, ocean general circulation models is explored. A Kaiman filter based on approximations of the state error covariance matrix is presented, employing a reduction of the effective model dimension, the error's asymptotic steady state limit, and a time-invariant linearization of the dynamic model for the error integration. The approximations lead to dramatic computational savings in applying estimation theory to large complex systems. We examine the utility of the approximate filter in assimilating different measurement types using a twin experiment of an idealized Gulf Stream. A nonlinear primitive equation model of an unstable east-west jet is studied with a state dimension exceeding 170,000 elements. Assimilation of various pseudomeasurements are examined, including velocity, density, and volume transport at localized arrays and realistic distributions of satellite altimetry and acoustic tomography observations. Results are compared in terms of their effects on the accuracies of the estimation. The approximate filter is shown to outperform an empirical nudging scheme used in a previous study. The examples demonstrate that useful approximate estimation errors can be computed in a practical manner for general circulation models.

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...

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.

Unscented Kalman Filter for Brain-Machine Interfaces

PubMed Central

Li, Zheng; O'Doherty, Joseph E.; Hanson, Timothy L.; Lebedev, Mikhail A.; Henriquez, Craig S.; Nicolelis, Miguel A. L.

2009-01-01

Brain machine interfaces (BMIs) are devices that convert neural signals into commands to directly control artificial actuators, such as limb prostheses. Previous real-time methods applied to decoding behavioral commands from the activity of populations of neurons have generally relied upon linear models of neural tuning and were limited in the way they used the abundant statistical information contained in the movement profiles of motor tasks. Here, we propose an n-th order unscented Kalman filter which implements two key features: (1) use of a non-linear (quadratic) model of neural tuning which describes neural activity significantly better than commonly-used linear tuning models, and (2) augmentation of the movement state variables with a history of n-1 recent states, which improves prediction of the desired command even before incorporating neural activity information and allows the tuning model to capture relationships between neural activity and movement at multiple time offsets simultaneously. This new filter was tested in BMI experiments in which rhesus monkeys used their cortical activity, recorded through chronically implanted multielectrode arrays, to directly control computer cursors. The 10th order unscented Kalman filter outperformed the standard Kalman filter and the Wiener filter in both off-line reconstruction of movement trajectories and real-time, closed-loop BMI operation. PMID:19603074

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.

Improving wind energy forecasts using an Ensemble Kalman Filter data assimilation technique in a fully coupled hydrologic and atmospheric model

NASA Astrophysics Data System (ADS)

Williams, J. L.; Maxwell, R. M.; Delle Monache, L.

2012-12-01

Wind power is rapidly gaining prominence as a major source of renewable energy. Harnessing this promising energy source is challenging because of the chaotic nature of wind and its propensity to change speed and direction over short time scales. Accurate forecasting tools are critical to support the integration of wind energy into power grids and to maximize its impact on renewable energy portfolios. Numerous studies have shown that soil moisture distribution and land surface vegetative processes profoundly influence atmospheric boundary layer development and weather processes on local and regional scales. Using the PF.WRF model, a fully-coupled hydrologic and atmospheric model employing the ParFlow hydrologic model with the Weather Research and Forecasting model coupled via mass and energy fluxes across the land surface, we have explored the connections between the land surface and the atmosphere in terms of land surface energy flux partitioning and coupled variable fields including hydraulic conductivity, soil moisture and wind speed, and demonstrated that reductions in uncertainty in these coupled fields propagate through the hydrologic and atmospheric system. We have adapted the Data Assimilation Research Testbed (DART), an implementation of the robust Ensemble Kalman Filter data assimilation algorithm, to expand our capability to nudge forecasts produced with the PF.WRF model using observational data. Using a semi-idealized simulation domain, we examine the effects of assimilating observations of variables such as wind speed and temperature collected in the atmosphere, and land surface and subsurface observations such as soil moisture on the quality of forecast outputs. The sensitivities we find in this study will enable further studies to optimize observation collection to maximize the utility of the PF.WRF-DART forecasting system.

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

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%.

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.

Ocean Predictability and Uncertainty Forecasts Using Local Ensemble Transfer Kalman Filter (LETKF)

NASA Astrophysics Data System (ADS)

Wei, M.; Hogan, P. J.; Rowley, C. D.; Smedstad, O. M.; Wallcraft, A. J.; Penny, S. G.

2017-12-01

Ocean predictability and uncertainty are studied with an ensemble system that has been developed based on the US Navy's operational HYCOM using the Local Ensemble Transfer Kalman Filter (LETKF) technology. One of the advantages of this method is that the best possible initial analysis states for the HYCOM forecasts are provided by the LETKF which assimilates operational observations using ensemble method. The background covariance during this assimilation process is implicitly supplied with the ensemble avoiding the difficult task of developing tangent linear and adjoint models out of HYCOM with the complicated hybrid isopycnal vertical coordinate for 4D-VAR. The flow-dependent background covariance from the ensemble will be an indispensable part in the next generation hybrid 4D-Var/ensemble data assimilation system. The predictability and uncertainty for the ocean forecasts are studied initially for the Gulf of Mexico. The results are compared with another ensemble system using Ensemble Transfer (ET) method which has been used in the Navy's operational center. The advantages and disadvantages are discussed.

Hybrid Data Assimilation without Ensemble Filtering

NASA Technical Reports Server (NTRS)

Todling, Ricardo; Akkraoui, Amal El

2014-01-01

The Global Modeling and Assimilation Office is preparing to upgrade its three-dimensional variational system to a hybrid approach in which the ensemble is generated using a square-root ensemble Kalman filter (EnKF) and the variational problem is solved using the Grid-point Statistical Interpolation system. As in most EnKF applications, we found it necessary to employ a combination of multiplicative and additive inflations, to compensate for sampling and modeling errors, respectively and, to maintain the small-member ensemble solution close to the variational solution; we also found it necessary to re-center the members of the ensemble about the variational analysis. During tuning of the filter we have found re-centering and additive inflation to play a considerably larger role than expected, particularly in a dual-resolution context when the variational analysis is ran at larger resolution than the ensemble. This led us to consider a hybrid strategy in which the members of the ensemble are generated by simply converting the variational analysis to the resolution of the ensemble and applying additive inflation, thus bypassing the EnKF. Comparisons of this, so-called, filter-free hybrid procedure with an EnKF-based hybrid procedure and a control non-hybrid, traditional, scheme show both hybrid strategies to provide equally significant improvement over the control; more interestingly, the filter-free procedure was found to give qualitatively similar results to the EnKF-based procedure.

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...

Ensemble Kalman filtering in presence of inequality constraints

NASA Astrophysics Data System (ADS)

van Leeuwen, P. J.

2009-04-01

Kalman filtering is presence of constraints is an active area of research. Based on the Gaussian assumption for the probability-density functions, it looks hard to bring in extra constraints in the formalism. On the other hand, in geophysical systems we often encounter constraints related to e.g. the underlying physics or chemistry, which are violated by the Gaussian assumption. For instance, concentrations are always non-negative, model layers have non-negative thickness, and sea-ice concentration is between 0 and 1. Several methods to bring inequality constraints into the Kalman-filter formalism have been proposed. One of them is probability density function (pdf) truncation, in which the Gaussian mass from the non-allowed part of the variables is just equally distributed over the pdf where the variables are alolwed, as proposed by Shimada et al. 1998. However, a problem with this method is that the probability that e.g. the sea-ice concentration is zero, is zero! The new method proposed here does not have this drawback. It assumes that the probability-density function is a truncated Gaussian, but the truncated mass is not distributed equally over all allowed values of the variables, but put into a delta distribution at the truncation point. This delta distribution can easily be handled with in Bayes theorem, leading to posterior probability density functions that are also truncated Gaussians with delta distributions at the truncation location. In this way a much better representation of the system is obtained, while still keeping most of the benefits of the Kalman-filter formalism. In the full Kalman filter the formalism is prohibitively expensive in large-scale systems, but efficient implementation is possible in ensemble variants of the kalman filter. Applications to low-dimensional systems and large-scale systems will be discussed.

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

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul

2016-05-03

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d

Deterministic Mean-Field Ensemble Kalman Filtering

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

Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d

Kalman Filter Techniques for Accelerated Cartesian Dynamic Cardiac Imaging

PubMed Central

Feng, Xue; Salerno, Michael; Kramer, Christopher M.; Meyer, Craig H.

2012-01-01

In dynamic MRI, spatial and temporal parallel imaging can be exploited to reduce scan time. Real-time reconstruction enables immediate visualization during the scan. Commonly used view-sharing techniques suffer from limited temporal resolution, and many of the more advanced reconstruction methods are either retrospective, time-consuming, or both. A Kalman filter model capable of real-time reconstruction can be used to increase the spatial and temporal resolution in dynamic MRI reconstruction. The original study describing the use of the Kalman filter in dynamic MRI was limited to non-Cartesian trajectories, because of a limitation intrinsic to the dynamic model used in that study. Here the limitation is overcome and the model is applied to the more commonly used Cartesian trajectory with fast reconstruction. Furthermore, a combination of the Kalman filter model with Cartesian parallel imaging is presented to further increase the spatial and temporal resolution and SNR. Simulations and experiments were conducted to demonstrate that the Kalman filter model can increase the temporal resolution of the image series compared with view sharing techniques and decrease the spatial aliasing compared with TGRAPPA. The method requires relatively little computation, and thus is suitable for real-time reconstruction. PMID:22926804

Constraining the ensemble Kalman filter for improved streamflow forecasting

NASA Astrophysics Data System (ADS)

Maxwell, Deborah H.; Jackson, Bethanna M.; McGregor, James

2018-05-01

Data assimilation techniques such as the Ensemble Kalman Filter (EnKF) are often applied to hydrological models with minimal state volume/capacity constraints enforced during ensemble generation. Flux constraints are rarely, if ever, applied. Consequently, model states can be adjusted beyond physically reasonable limits, compromising the integrity of model output. In this paper, we investigate the effect of constraining the EnKF on forecast performance. A "free run" in which no assimilation is applied is compared to a completely unconstrained EnKF implementation, a 'typical' hydrological implementation (in which mass constraints are enforced to ensure non-negativity and capacity thresholds of model states are not exceeded), and then to a more tightly constrained implementation where flux as well as mass constraints are imposed to force the rate of water movement to/from ensemble states to be within physically consistent boundaries. A three year period (2008-2010) was selected from the available data record (1976-2010). This was specifically chosen as it had no significant data gaps and represented well the range of flows observed in the longer dataset. Over this period, the standard implementation of the EnKF (no constraints) contained eight hydrological events where (multiple) physically inconsistent state adjustments were made. All were selected for analysis. Mass constraints alone did little to improve forecast performance; in fact, several were significantly degraded compared to the free run. In contrast, the combined use of mass and flux constraints significantly improved forecast performance in six events relative to all other implementations, while the remaining two events showed no significant difference in performance. Placing flux as well as mass constraints on the data assimilation framework encourages physically consistent state estimation and results in more accurate and reliable forward predictions of streamflow for robust decision-making. We also

Computationally efficient video restoration for Nyquist sampled imaging sensors combining an affine-motion-based temporal Kalman filter and adaptive Wiener filter.

PubMed

Rucci, Michael; Hardie, Russell C; Barnard, Kenneth J

2014-05-01

In this paper, we present a computationally efficient video restoration algorithm to address both blur and noise for a Nyquist sampled imaging system. The proposed method utilizes a temporal Kalman filter followed by a correlation-model based spatial adaptive Wiener filter (AWF). The Kalman filter employs an affine background motion model and novel process-noise variance estimate. We also propose and demonstrate a new multidelay temporal Kalman filter designed to more robustly treat local motion. The AWF is a spatial operation that performs deconvolution and adapts to the spatially varying residual noise left in the Kalman filter stage. In image areas where the temporal Kalman filter is able to provide significant noise reduction, the AWF can be aggressive in its deconvolution. In other areas, where less noise reduction is achieved with the Kalman filter, the AWF balances the deconvolution with spatial noise reduction. In this way, the Kalman filter and AWF work together effectively, but without the computational burden of full joint spatiotemporal processing. We also propose a novel hybrid system that combines a temporal Kalman filter and BM3D processing. To illustrate the efficacy of the proposed methods, we test the algorithms on both simulated imagery and video collected with a visible camera.

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

A Study Into the Effects of Kalman Filtered Noise in Advanced Guidance Laws of Missile Navigation

DTIC Science & Technology

2014-03-01

Kalman filtering algorithm is a highly effective linear state estimator . Known as the workhorse of estimation , the discrete time Kalman filter uses ...15]. At any discrete time 1k  the state estimate can be determined by (3.7). A Kalman filter estimates the state using the process described in...acceleration is calculated using Kalman filter outputs. It is not available to the Kalman filter for

Application of a dual unscented Kalman filter for simultaneous state and parameter estimation in problems of surface-atmosphere exchange

Treesearch

J.H. Gove; D.Y. Hollinger; D.Y. Hollinger

2006-01-01

A dual unscented Kalman filter (UKF) was used to assimilate net CO2 exchange (NEE) data measured over a spruce-hemlock forest at the Howland AmeriFlux site in Maine, USA, into a simple physiological model for the purpose of filling gaps in an eddy flux time series. In addition to filling gaps in the measurement record, the UKF approach provides continuous estimates of...

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

NASA Technical Reports Server (NTRS)

Gourdeau, L.; Verron, J.; Murtugudde, R.; Busalacchi, A. J.

1997-01-01

A new implementation of the extended Kaman filter is developed for the purpose of assimilating altimetric observations into a primitive equation model of the tropical Pacific. Its specificity consists in defining the errors into a reduced basis that evolves in time with the model dynamic. Validation by twin experiments is conducted and the method is shown to be efficient in quasi real conditions. Data from the first 2 years of the Topex/Poseidon mission are assimilated into the Gent & Cane [1989] model. Assimilation results are evaluated against independent in situ data, namely TAO mooring observations.

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…

Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter

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

Zhou, Ning; Huang, Zhenyu; Welch, Greg

2012-05-24

To reduce the computational load of the ensemble Kalman filter while maintaining its efficacy, an optimization algorithm based on the generalized eigenvalue decomposition method is proposed for identifying the most informative measurement subspace. When the number of measurements is large, the proposed algorithm can be used to make an effective tradeoff between computational complexity and estimation accuracy. This algorithm also can be extended to other Kalman filters for measurement subspace selection.

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.

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.

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 techniques for accelerated Cartesian dynamic cardiac imaging.

PubMed

Feng, Xue; Salerno, Michael; Kramer, Christopher M; Meyer, Craig H

2013-05-01

In dynamic MRI, spatial and temporal parallel imaging can be exploited to reduce scan time. Real-time reconstruction enables immediate visualization during the scan. Commonly used view-sharing techniques suffer from limited temporal resolution, and many of the more advanced reconstruction methods are either retrospective, time-consuming, or both. A Kalman filter model capable of real-time reconstruction can be used to increase the spatial and temporal resolution in dynamic MRI reconstruction. The original study describing the use of the Kalman filter in dynamic MRI was limited to non-Cartesian trajectories because of a limitation intrinsic to the dynamic model used in that study. Here the limitation is overcome, and the model is applied to the more commonly used Cartesian trajectory with fast reconstruction. Furthermore, a combination of the Kalman filter model with Cartesian parallel imaging is presented to further increase the spatial and temporal resolution and signal-to-noise ratio. Simulations and experiments were conducted to demonstrate that the Kalman filter model can increase the temporal resolution of the image series compared with view-sharing techniques and decrease the spatial aliasing compared with TGRAPPA. The method requires relatively little computation, and thus is suitable for real-time reconstruction. Copyright © 2012 Wiley Periodicals, Inc.

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.

Using Kalman Filter Chemical Data Assimilation to Study Ozone Catalytic Loss Cycles in January 1992

NASA Technical Reports Server (NTRS)

Lary, David J.

2002-01-01

This paper presents for the first time a global study of the ozone catalytic destruction cycles operating in the stratosphere using a stratospheric analyses for January 1992. The chemical analyses were produced using a Kalman filter data assimilation system. Because a major component of the variability of trace gases is due to the atmospheric motions the analyses have been cast in a flow-tracking coordinate system that moves with the large scale flow pattern. Particular attention is paid to the kinetic aspects of these cycles such as the rate limiting step and chain length. Although it is an important kinetic parameter, the chain length of the various cycles is seldom considered when the various catalytic cycles are discussed. This survey highlights that in the low stratosphere the cycles involving HO2 and halogens (notably bromine) are particularly important. In approximate order of effectiveness the most important ozone loss cycles in the polar lower stratosphere are the BrO/ClO, HO2/BrO, and OH/HO2 cycles. The ClO/ClO cycle clearly delineates the regions of chlorine activation. The chain length of the HO2/ClO, OH/HO2, Br/BrO, and ClO/NO2, clearly delineate the vortex edge region. The chain length of the BrO/NO2 and Cl/NO2 cycles highlight the regions of chemical processing outside the vortex where streamers of chemically processed air are stripped-off and transported away from the vortex. This is also true in the very low stratosphere for the Cl/ClO and BrO/ClO cycles.

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.

Information flow in an atmospheric model and data assimilation

NASA Astrophysics Data System (ADS)

Yoon, Young-noh

2011-12-01

Weather forecasting consists of two processes, model integration and analysis (data assimilation). During the model integration, the state estimate produced by the analysis evolves to the next cycle time according to the atmospheric model to become the background estimate. The analysis then produces a new state estimate by combining the background state estimate with new observations, and the cycle repeats. In an ensemble Kalman filter, the probability distribution of the state estimate is represented by an ensemble of sample states, and the covariance matrix is calculated using the ensemble of sample states. We perform numerical experiments on toy atmospheric models introduced by Lorenz in 2005 to study the information flow in an atmospheric model in conjunction with ensemble Kalman filtering for data assimilation. This dissertation consists of two parts. The first part of this dissertation is about the propagation of information and the use of localization in ensemble Kalman filtering. If we can perform data assimilation locally by considering the observations and the state variables only near each grid point, then we can reduce the number of ensemble members necessary to cover the probability distribution of the state estimate, reducing the computational cost for the data assimilation and the model integration. Several localized versions of the ensemble Kalman filter have been proposed. Although tests applying such schemes have proven them to be extremely promising, a full basic understanding of the rationale and limitations of localization is currently lacking. We address these issues and elucidate the role played by chaotic wave dynamics in the propagation of information and the resulting impact on forecasts. The second part of this dissertation is about ensemble regional data assimilation using joint states. Assuming that we have a global model and a regional model of higher accuracy defined in a subregion inside the global region, we propose a data

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

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.

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

NASA Technical Reports Server (NTRS)

Kelly, D. A.; Fermelia, A.; Lee, G. K. F.

1990-01-01

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

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

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.

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

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.

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.

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%.

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.

An Improved Interacting Multiple Model Filtering Algorithm Based on the Cubature Kalman Filter for Maneuvering Target Tracking.

PubMed

Zhu, Wei; Wang, Wei; Yuan, Gannan

2016-06-01

In order to improve the tracking accuracy, model estimation accuracy and quick response of multiple model maneuvering target tracking, the interacting multiple models five degree cubature Kalman filter (IMM5CKF) is proposed in this paper. In the proposed algorithm, the interacting multiple models (IMM) algorithm processes all the models through a Markov Chain to simultaneously enhance the model tracking accuracy of target tracking. Then a five degree cubature Kalman filter (5CKF) evaluates the surface integral by a higher but deterministic odd ordered spherical cubature rule to improve the tracking accuracy and the model switch sensitivity of the IMM algorithm. Finally, the simulation results demonstrate that the proposed algorithm exhibits quick and smooth switching when disposing different maneuver models, and it also performs better than the interacting multiple models cubature Kalman filter (IMMCKF), interacting multiple models unscented Kalman filter (IMMUKF), 5CKF and the optimal mode transition matrix IMM (OMTM-IMM).

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.

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.

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.

Calibration of a Land Subsidence Model Using InSAR Data via the Ensemble Kalman Filter.

PubMed

Li, Liangping; Zhang, Meijing; Katzenstein, Kurt

2017-11-01

The application of interferometric synthetic aperture radar (InSAR) has been increasingly used to improve capabilities to model land subsidence in hydrogeologic studies. A number of investigations over the last decade show how spatially detailed time-lapse images of ground displacements could be utilized to advance our understanding for better predictions. In this work, we use simulated land subsidences as observed measurements, mimicking InSAR data to inversely infer inelastic specific storage in a stochastic framework. The inelastic specific storage is assumed as a random variable and modeled using a geostatistical method such that the detailed variations in space could be represented and also that the uncertainties of both characterization of specific storage and prediction of land subsidence can be assessed. The ensemble Kalman filter (EnKF), a real-time data assimilation algorithm, is used to inversely calibrate a land subsidence model by matching simulated subsidences with InSAR data. The performance of the EnKF is demonstrated in a synthetic example in which simulated surface deformations using a reference field are assumed as InSAR data for inverse modeling. The results indicate: (1) the EnKF can be used successfully to calibrate a land subsidence model with InSAR data; the estimation of inelastic specific storage is improved, and uncertainty of prediction is reduced, when all the data are accounted for; and (2) if the same ensemble is used to estimate Kalman gain, the analysis errors could cause filter divergence; thus, it is essential to include localization in the EnKF for InSAR data assimilation. © 2017, National Ground Water Association.

Kalman Filtering Approach to Blind Equalization

DTIC Science & Technology

1993-12-01

NAVAL POSTGRADUATE SCHOOL Monterey, California •GR AD13 DTIC 94-07381 AR 0C199 THESIS S 0 LECTE4u KALMAN FILTERING APPROACH TO BLIND EQUALIZATION by...FILTERING APPROACH 5. FUNDING NUMBERS TO BLIND EQUALIZATION S. AUTHOR(S) Mehmet Kutlu 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) S...which introduces errors due to intersymbol interference. The solution to this problem is provided by equalizers which use a training sequence to adapt to

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.

Data Assimilation in the ADAPT Photospheric Flux Transport Model

DOE PAGES

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

2015-03-17

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

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.

Kalman filter estimation of human pilot-model parameters

NASA Technical Reports Server (NTRS)

Schiess, J. R.; Roland, V. R.

1975-01-01

The parameters of a human pilot-model transfer function are estimated by applying the extended Kalman filter to the corresponding retarded differential-difference equations in the time domain. Use of computer-generated data indicates that most of the parameters, including the implicit time delay, may be reasonably estimated in this way. When applied to two sets of experimental data obtained from a closed-loop tracking task performed by a human, the Kalman filter generated diverging residuals for one of the measurement types, apparently because of model assumption errors. Application of a modified adaptive technique was found to overcome the divergence and to produce reasonable estimates of most of the parameters.

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

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.

Assessing an ensemble Kalman filter inference of Manning's n coefficient of an idealized tidal inlet against a polynomial chaos-based MCMC

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Sraj, Ihab; Knio, Omar; Dawson, Clint; Le Maitre, Olivier; Hoteit, Ibrahim

2017-08-01

Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning's n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and

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).

Modified ensemble Kalman filter for nuclear accident atmospheric dispersion: prediction improved and source estimated.

PubMed

Zhang, X L; Su, G F; Yuan, H Y; Chen, J G; Huang, Q Y

2014-09-15

Atmospheric dispersion models play an important role in nuclear power plant accident management. A reliable estimation of radioactive material distribution in short range (about 50 km) is in urgent need for population sheltering and evacuation planning. However, the meteorological data and the source term which greatly influence the accuracy of the atmospheric dispersion models are usually poorly known at the early phase of the emergency. In this study, a modified ensemble Kalman filter data assimilation method in conjunction with a Lagrangian puff-model is proposed to simultaneously improve the model prediction and reconstruct the source terms for short range atmospheric dispersion using the off-site environmental monitoring data. Four main uncertainty parameters are considered: source release rate, plume rise height, wind speed and wind direction. Twin experiments show that the method effectively improves the predicted concentration distribution, and the temporal profiles of source release rate and plume rise height are also successfully reconstructed. Moreover, the time lag in the response of ensemble Kalman filter is shortened. The method proposed here can be a useful tool not only in the nuclear power plant accident emergency management but also in other similar situation where hazardous material is released into the atmosphere. Copyright © 2014 Elsevier B.V. All rights reserved.

A comparison of linear and non-linear data assimilation methods using the NEMO ocean model

NASA Astrophysics Data System (ADS)

Kirchgessner, Paul; Tödter, Julian; Nerger, Lars

2015-04-01

The assimilation behavior of the widely used LETKF is compared with the Equivalent Weight Particle Filter (EWPF) in a data assimilation application with an idealized configuration of the NEMO ocean model. The experiments show how the different filter methods behave when they are applied to a realistic ocean test case. The LETKF is an ensemble-based Kalman filter, which assumes Gaussian error distributions and hence implicitly requires model linearity. In contrast, the EWPF is a fully nonlinear data assimilation method that does not rely on a particular error distribution. The EWPF has been demonstrated to work well in highly nonlinear situations, like in a model solving a barotropic vorticity equation, but it is still unknown how the assimilation performance compares to ensemble Kalman filters in realistic situations. For the experiments, twin assimilation experiments with a square basin configuration of the NEMO model are performed. The configuration simulates a double gyre, which exhibits significant nonlinearity. The LETKF and EWPF are both implemented in PDAF (Parallel Data Assimilation Framework, http://pdaf.awi.de), which ensures identical experimental conditions for both filters. To account for the nonlinearity, the assimilation skill of the two methods is assessed by using different statistical metrics, like CRPS and Histograms.

Development of GPS Receiver Kalman Filter Algorithms for Stationary, Low-Dynamics, and High-Dynamics Applications

DTIC Science & Technology

2016-06-01

UNCLASSIFIED Development of GPS Receiver Kalman Filter Algorithms for Stationary, Low-Dynamics, and High-Dynamics Applications Peter W. Sarunic 1 1...determine instantaneous estimates of receiver position and then goes on to develop three Kalman filter based estimators, which use stationary receiver...used in actual GPS receivers, and cover a wide range of applications. While the standard form of the Kalman filter , of which the three filters just

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.

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.

The Navstar GPS master control station's Kalman filter experience

NASA Technical Reports Server (NTRS)

Scardera, Michael P.

1990-01-01

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

Application of adaptive Kalman filter in vehicle laser Doppler velocimetry

NASA Astrophysics Data System (ADS)

Fan, Zhe; Sun, Qiao; Du, Lei; Bai, Jie; Liu, Jingyun

2018-03-01

Due to the variation of road conditions and motor characteristics of vehicle, great root-mean-square (rms) error and outliers would be caused. Application of Kalman filter in laser Doppler velocimetry(LDV) is important to improve the velocity measurement accuracy. In this paper, the state-space model is built by using current statistical model. A strategy containing two steps is adopted to make the filter adaptive and robust. First, the acceleration variance is adaptively adjusted by using the difference of predictive observation and measured observation. Second, the outliers would be identified and the measured noise variance would be adjusted according to the orthogonal property of innovation to reduce the impaction of outliers. The laboratory rotating table experiments show that adaptive Kalman filter greatly reduces the rms error from 0.59 cm/s to 0.22 cm/s and has eliminated all the outliers. Road experiments compared with a microwave radar show that the rms error of LDV is 0.0218 m/s, and it proves that the adaptive Kalman filtering is suitable for vehicle speed signal processing.

An Adaptive Kalman Filter using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

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.

An improved conscan algorithm based on a Kalman filter

NASA Technical Reports Server (NTRS)

Eldred, D. B.

1994-01-01

Conscan is commonly used by DSN antennas to allow adaptive tracking of a target whose position is not precisely known. This article describes an algorithm that is based on a Kalman filter and is proposed to replace the existing fast Fourier transform based (FFT-based) algorithm for conscan. Advantages of this algorithm include better pointing accuracy, continuous update information, and accommodation of missing data. Additionally, a strategy for adaptive selection of the conscan radius is proposed. The performance of the algorithm is illustrated through computer simulations and compared to the FFT algorithm. The results show that the Kalman filter algorithm is consistently superior.

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 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.

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).

Constraining a Coastal Ocean Model by Surface Observations Using an Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

De Mey, P. J.; Ayoub, N. K.

2016-02-01

We explore the impact of assimilating sea surface temperature (SST) and sea surface height (SSH) observations in the Bay of Biscay (North-East Atlantic). The study is conducted in the SYMPHONIE coastal circulation model (Marsaleix et al., 2009) on a 3kmx3km grid, with 43 sigma levels. Ensembles are generated by perturbing the wind forcing to analyze the model error subspace spanned by its response to wind forcing uncertainties. The assimilation method is a 4D Ensemble Kalman Filter algorithm with localization. We use the SDAP code developed in the team (https://sourceforge.net/projects/sequoia-dap/). In a first step before the assimilation of real observations, we set up an Ensemble twin experiment protocol where a nature run as well as noisy pseudo-observations of SST and SSH are generated from an Ensemble member (later discarded from the assimilative Ensemble). Our objectives are to assess (1) the adequacy of the choice of error source and perturbation strategy and (2) how effective the surface observational constraint is at constraining the surface and subsurface fields. We first illustrate characteristics of the error subspace generated by the perturbation strategy. We then show that, while the EnKF solves a single seamless problem regardless of the region within our domain, the nature and effectiveness of the data constraint over the shelf differ from those over the abyssal plain.

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

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

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.

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...

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.

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.

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.

A Kalman Filtering Perspective for Multiatlas Segmentation*

PubMed Central

Gao, Yi; Zhu, Liangjia; Cates, Joshua; MacLeod, Rob S.; Bouix, Sylvain; Tannenbaum, Allen

2016-01-01

In multiatlas segmentation, one typically registers several atlases to the novel image, and their respective segmented label images are transformed and fused to form the final segmentation. In this work, we provide a new dynamical system perspective for multiatlas segmentation, inspired by the following fact: The transformation that aligns the current atlas to the novel image can be not only computed by direct registration but also inferred from the transformation that aligns the previous atlas to the image together with the transformation between the two atlases. This process is similar to the global positioning system on a vehicle, which gets position by inquiring from the satellite and by employing the previous location and velocity—neither answer in isolation being perfect. To solve this problem, a dynamical system scheme is crucial to combine the two pieces of information; for example, a Kalman filtering scheme is used. Accordingly, in this work, a Kalman multiatlas segmentation is proposed to stabilize the global/affine registration step. The contributions of this work are twofold. First, it provides a new dynamical systematic perspective for standard independent multiatlas registrations, and it is solved by Kalman filtering. Second, with very little extra computation, it can be combined with most existing multiatlas segmentation schemes for better registration/segmentation accuracy. PMID:26807162

Multilevel ensemble Kalman filtering

DOE PAGES

Hoel, Hakon; Law, Kody J. H.; Tempone, Raul

2016-06-14

This study embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. Finally, the resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.

Displacement data assimilation

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

Rosenthal, W. Steven; Venkataramani, Shankar; Mariano, Arthur J.

We show that modifying a Bayesian data assimilation scheme by incorporating kinematically-consistent displacement corrections produces a scheme that is demonstrably better at estimating partially observed state vectors in a setting where feature information is important. While the displacement transformation is generic, here we implement it within an ensemble Kalman Filter framework and demonstrate its effectiveness in tracking stochastically perturbed vortices.

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

Ensemble Kalman filter inference of spatially-varying Manning's n coefficients in the coastal ocean

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Knio, Omar; Dawson, Clint; Maître, Olivier Le; Hoteit, Ibrahim

2018-07-01

Ensemble Kalman (EnKF) filtering is an established framework for large scale state estimation problems. EnKFs can also be used for state-parameter estimation, using the so-called "Joint-EnKF" approach. The idea is simply to augment the state vector with the parameters to be estimated and assign invariant dynamics for the time evolution of the parameters. In this contribution, we investigate the efficiency of the Joint-EnKF for estimating spatially-varying Manning's n coefficients used to define the bottom roughness in the Shallow Water Equations (SWEs) of a coastal ocean model. Observation System Simulation Experiments (OSSEs) are conducted using the ADvanced CIRCulation (ADCIRC) model, which solves a modified form of the Shallow Water Equations. A deterministic EnKF, the Singular Evolutive Interpolated Kalman (SEIK) filter, is used to estimate a vector of Manning's n coefficients defined at the model nodal points by assimilating synthetic water elevation data. It is found that with reasonable ensemble size (O (10)) , the filter's estimate converges to the reference Manning's field. To enhance performance, we have further reduced the dimension of the parameter search space through a Karhunen-Loéve (KL) expansion. We have also iterated on the filter update step to better account for the nonlinearity of the parameter estimation problem. We study the sensitivity of the system to the ensemble size, localization scale, dimension of retained KL modes, and number of iterations. The performance of the proposed framework in term of estimation accuracy suggests that a well-tuned Joint-EnKF provides a promising robust approach to infer spatially varying seabed roughness parameters in the context of coastal ocean modeling.

Data assimilation for groundwater flow modelling using Unbiased Ensemble Square Root Filter: Case study in Guantao, North China Plain

NASA Astrophysics Data System (ADS)

Li, N.; Kinzelbach, W.; Li, H.; Li, W.; Chen, F.; Wang, L.

2017-12-01

Data assimilation techniques are widely used in hydrology to improve the reliability of hydrological models and to reduce model predictive uncertainties. This provides critical information for decision makers in water resources management. This study aims to evaluate a data assimilation system for the Guantao groundwater flow model coupled with a one-dimensional soil column simulation (Hydrus 1D) using an Unbiased Ensemble Square Root Filter (UnEnSRF) originating from the Ensemble Kalman Filter (EnKF) to update parameters and states, separately or simultaneously. To simplify the coupling between unsaturated and saturated zone, a linear relationship obtained from analyzing inputs to and outputs from Hydrus 1D is applied in the data assimilation process. Unlike EnKF, the UnEnSRF updates parameter ensemble mean and ensemble perturbations separately. In order to keep the ensemble filter working well during the data assimilation, two factors are introduced in the study. One is called damping factor to dampen the update amplitude of the posterior ensemble mean to avoid nonrealistic values. The other is called inflation factor to relax the posterior ensemble perturbations close to prior to avoid filter inbreeding problems. The sensitivities of the two factors are studied and their favorable values for the Guantao model are determined. The appropriate observation error and ensemble size were also determined to facilitate the further analysis. This study demonstrated that the data assimilation of both model parameters and states gives a smaller model prediction error but with larger uncertainty while the data assimilation of only model states provides a smaller predictive uncertainty but with a larger model prediction error. Data assimilation in a groundwater flow model will improve model prediction and at the same time make the model converge to the true parameters, which provides a successful base for applications in real time modelling or real time controlling strategies

An ensemble Kalman filter with a high-resolution atmosphere-ocean coupled model for tropical cyclone forecasts

NASA Astrophysics Data System (ADS)

Kunii, M.; Ito, K.; Wada, A.

2015-12-01

An ensemble Kalman filter (EnKF) using a regional mesoscale atmosphere-ocean coupled model was developed to represent the uncertainties of sea surface temperature (SST) in ensemble data assimilation strategies. The system was evaluated through data assimilation cycle experiments over a one-month period from July to August 2014, during which a tropical cyclone as well as severe rainfall events occurred. The results showed that the data assimilation cycle with the coupled model could reproduce SST distributions realistically even without updating SST and salinity during the data assimilation cycle. Therefore, atmospheric variables and radiation applied as a forcing to ocean models can control oceanic variables to some extent in the current data assimilation configuration. However, investigations of the forecast error covariance estimated in EnKF revealed that the correlation between atmospheric and oceanic variables could possibly lead to less flow-dependent error covariance for atmospheric variables owing to the difference in the time scales between atmospheric and oceanic variables. A verification of the analyses showed positive impacts of applying the ocean model to EnKF on precipitation forecasts. The use of EnKF with the coupled model system captured intensity changes of a tropical cyclone better than it did with an uncoupled atmosphere model, even though the impact on the track forecast was negligibly small.

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

PubMed

Liu, Hua; Wu, Wen

2017-03-31

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.

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 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.

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.

Flexible Generation of Kalman Filter Code

NASA Technical Reports Server (NTRS)

Richardson, Julian; Wilson, Edward

2006-01-01

Domain-specific program synthesis can automatically generate high quality code in complex domains from succinct specifications, but the range of programs which can be generated by a given synthesis system is typically narrow. Obtaining code which falls outside this narrow scope necessitates either 1) extension of the code generator, which is usually very expensive, or 2) manual modification of the generated code, which is often difficult and which must be redone whenever changes are made to the program specification. In this paper, we describe adaptations and extensions of the AUTOFILTER Kalman filter synthesis system which greatly extend the range of programs which can be generated. Users augment the input specification with a specification of code fragments and how those fragments should interleave with or replace parts of the synthesized filter. This allows users to generate a much wider range of programs without their needing to modify the synthesis system or edit generated code. We demonstrate the usefulness of the approach by applying it to the synthesis of a complex state estimator which combines code from several Kalman filters with user-specified code. The work described in this paper allows the complex design decisions necessary for real-world applications to be reflected in the synthesized code. When executed on simulated input data, the generated state estimator was found to produce comparable estimates to those produced by a handcoded estimator

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.

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

Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking

PubMed Central

Liu, Hua; Wu, Wen

2017-01-01

For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model cubature Kalman filter (IMMCKF) and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF). PMID:28608843

Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking.

PubMed

Liu, Hua; Wu, Wen

2017-06-13

For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model cubature Kalman filter (IMMCKF) and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF).

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.

Forecasting Geomagnetic Activity Using Kalman Filters

NASA Astrophysics Data System (ADS)

Veeramani, T.; Sharma, A.

2006-05-01

The coupling of energy from the solar wind to the magnetosphere leads to the geomagnetic activity in the form of storms and substorms and are characterized by indices such as AL, Dst and Kp. The geomagnetic activity has been predicted near-real time using local linear filter models of the system dynamics wherein the time series of the input solar wind and the output magnetospheric response were used to reconstruct the phase space of the system by a time-delay embedding technique. Recently, the radiation belt dynamics have been studied using a adaptive linear state space model [Rigler et al. 2004]. This was achieved by assuming a linear autoregressive equation for the underlying process and an adaptive identification of the model parameters using a Kalman filter approach. We use such a model for predicting the geomagnetic activity. In the case of substorms, the Bargatze et al [1985] data set yields persistence like behaviour when a time resolution of 2.5 minutes was used to test the model for the prediction of the AL index. Unlike the local linear filters, which are driven by the solar wind input without feedback from the observations, the Kalman filter makes use of the observations as and when available to optimally update the model parameters. The update procedure requires the prediction intervals to be long enough so that the forecasts can be used in practice. The time resolution of the data suitable for such forecasting is studied by taking averages over different durations.

Implementation of surface soil moisture data assimilation with watershed scale distributed hydrological model

USDA-ARS?s Scientific Manuscript database

This paper aims to investigate how surface soil moisture data assimilation affects each hydrologic process and how spatially varying inputs affect the potential capability of surface soil moisture assimilation at the watershed scale. The Ensemble Kalman Filter (EnKF) is coupled with a watershed scal...

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.

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.

Real-Time Diagnosis of Faults Using a Bank of Kalman Filters

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2006-01-01

A new robust method of automated real-time diagnosis of faults in an aircraft engine or a similar complex system involves the use of a bank of Kalman filters. In order to be highly reliable, a diagnostic system must be designed to account for the numerous failure conditions that an aircraft engine may encounter in operation. The method achieves this objective though the utilization of multiple Kalman filters, each of which is uniquely designed based on a specific failure hypothesis. A fault-detection-and-isolation (FDI) system, developed based on this method, is able to isolate faults in sensors and actuators while detecting component faults (abrupt degradation in engine component performance). By affording a capability for real-time identification of minor faults before they grow into major ones, the method promises to enhance safety and reduce operating costs. The robustness of this method is further enhanced by incorporating information regarding the aging condition of an engine. In general, real-time fault diagnostic methods use the nominal performance of a "healthy" new engine as a reference condition in the diagnostic process. Such an approach does not account for gradual changes in performance associated with aging of an otherwise healthy engine. By incorporating information on gradual, aging-related changes, the new method makes it possible to retain at least some of the sensitivity and accuracy needed to detect incipient faults while preventing false alarms that could result from erroneous interpretation of symptoms of aging as symptoms of failures. The figure schematically depicts an FDI system according to the new method. The FDI system is integrated with an engine, from which it accepts two sets of input signals: sensor readings and actuator commands. Two main parts of the FDI system are a bank of Kalman filters and a subsystem that implements FDI decision rules. Each Kalman filter is designed to detect a specific sensor or actuator fault. When a sensor

Assimilating leaf area index of three typical types of subtropical forest in China from MODIS time series data based on the integrated ensemble Kalman filter and PROSAIL model

NASA Astrophysics Data System (ADS)

Li, Xuejian; Mao, Fangjie; Du, Huaqiang; Zhou, Guomo; Xu, Xiaojun; Han, Ning; Sun, Shaobo; Gao, Guolong; Chen, Liang

2017-04-01

Subtropical forest ecosystems play essential roles in the global carbon cycle and in carbon sequestration functions, which challenge the traditional understanding of the main functional areas of carbon sequestration in the temperate forests of Europe and America. The leaf area index (LAI) is an important biological parameter in the spatiotemporal simulation of the carbon cycle, and it has considerable significance in carbon cycle research. Dynamic retrieval based on remote sensing data is an important method with which to obtain large-scale high-accuracy assessments of LAI. This study developed an algorithm for assimilating LAI dynamics based on an integrated ensemble Kalman filter using MODIS LAI data, MODIS reflectance data, and canopy reflectance data modeled by PROSAIL, for three typical types of subtropical forest (Moso bamboo forest, Lei bamboo forest, and evergreen and deciduous broadleaf forest) in China during 2014-2015. There were some errors of assimilation in winter, because of the bad data quality of the MODIS product. Overall, the assimilated LAI well matched the observed LAI, with R2 of 0.82, 0.93, and 0.87, RMSE of 0.73, 0.49, and 0.42, and aBIAS of 0.50, 0.23, and 0.03 for Moso bamboo forest, Lei bamboo forest, and evergreen and deciduous broadleaf forest, respectively. The algorithm greatly decreased the uncertainty of the MODIS LAI in the growing season and it improved the accuracy of the MODIS LAI. The advantage of the algorithm is its use of biophysical parameters (e.g., measured LAI) in the LAI assimilation, which makes it possible to assimilate long-term MODIS LAI time series data, and to provide high-accuracy LAI data for the study of carbon cycle characteristics in subtropical forest ecosystems.

Terrain shape estimation from optical flow, using Kalman filtering

NASA Astrophysics Data System (ADS)

Hoff, William A.; Sklair, Cheryl W.

1990-01-01

As one moves through a static environment, the visual world as projected on the retina seems to flow past. This apparent motion, called optical flow, can be an important source of depth perception for autonomous robots. An important application is in planetary exploration -the landing vehicle must find a safe landing site in rugged terrain, and an autonomous rover must be able to navigate safely through this terrain. In this paper, we describe a solution to this problem. Image edge points are tracked between frames of a motion sequence, and the range to the points is calculated from the displacement of the edge points and the known motion of the camera. Kalman filtering is used to incrementally improve the range estimates to those points, and provide an estimate of the uncertainty in each range. Errors in camera motion and image point measurement can also be modelled with Kalman filtering. A surface is then interpolated to these points, providing a complete map from which hazards such as steeply sloping areas can be detected. Using the method of extended Kalman filtering, our approach allows arbitrary camera motion. Preliminary results of an implementation are presented, and show that the resulting range accuracy is on the order of 1-2% of the range.

Assimilating AmeriFlux Site Data into the Community Land Model with Carbon-Nitrogen Coupling via the Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Pettijohn, J. C.; Law, B. E.; Williams, M. D.; Stoeckli, R.; Thornton, P. E.; Hudiburg, T. M.; Thomas, C. K.; Martin, J.; Hill, T. C.

2009-12-01

The assimilation of terrestrial carbon, water and nutrient cycle measurements into land surface models of these processes is fundamental to improving our ability to predict how these ecosystems may respond to climate change. A combination of measurements and models, each with their own systematic biases, must be considered when constraining the nonlinear behavior of these coupled dynamics. As such, we use the sequential Ensemble Kalman Filter (EnKF) to assimilate eddy covariance (EC) and other site-level AmeriFlux measurements into the NCAR Community Land Model with Carbon-Nitrogen coupling (CLM-CN v3.5), run in single-column mode at a 30-minute time step, to improve estimates of relatively unconstrained model state variables and parameters. Specifically, we focus on a semi-arid ponderosa pine site (US-ME2) in the Pacific Northwest to identify the mechanisms by which this ecosystem responds to severe late summer drought. Our EnKF analysis includes water, carbon, energy and nitrogen state variables (e.g., 10 volumetric soil moisture levels (0-3.43 m), ponderosa pine and shrub evapotranspiration and net ecosystem exchange of carbon dioxide stocks and flux components, snow depth, etc.) and associated parameters (e.g., PFT-level rooting distribution parameters, maximum subsurface runoff coefficient, soil hydraulic conductivity decay factor, snow aging parameters, maximum canopy conductance, C:N ratios, etc.). The effectiveness of the EnKF in constraining state variables and associated parameters is sensitive to their relative frequencies, in that C-N state variables and parameters with long time constants require similarly long time series in the analysis. We apply the EnKF kernel perturbation routine to disrupt preliminary convergence of covariances, which has been found in recent studies to be a problem more characteristic of low frequency vegetation state variables and parameters than high frequency ones more heavily coupled with highly varying climate (e

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.

Robust double gain unscented Kalman filter for small satellite attitude estimation

NASA Astrophysics Data System (ADS)

Cao, Lu; Yang, Weiwei; Li, Hengnian; Zhang, Zhidong; Shi, Jianjun

2017-08-01

Limited by the low precision of small satellite sensors, the estimation theories with high performance remains the most popular research topic for the attitude estimation. The Kalman filter (KF) and its extensions have been widely applied in the satellite attitude estimation and achieved plenty of achievements. However, most of the existing methods just take use of the current time-step's priori measurement residuals to complete the measurement update and state estimation, which always ignores the extraction and utilization of the previous time-step's posteriori measurement residuals. In addition, the uncertainty model errors always exist in the attitude dynamic system, which also put forward the higher performance requirements for the classical KF in attitude estimation problem. Therefore, the novel robust double gain unscented Kalman filter (RDG-UKF) is presented in this paper to satisfy the above requirements for the small satellite attitude estimation with the low precision sensors. It is assumed that the system state estimation errors can be exhibited in the measurement residual; therefore, the new method is to derive the second Kalman gain Kk2 for making full use of the previous time-step's measurement residual to improve the utilization efficiency of the measurement data. Moreover, the sequence orthogonal principle and unscented transform (UT) strategy are introduced to robust and enhance the performance of the novel Kalman Filter in order to reduce the influence of existing uncertainty model errors. Numerical simulations show that the proposed RDG-UKF is more effective and robustness in dealing with the model errors and low precision sensors for the attitude estimation of small satellite by comparing with the classical unscented Kalman Filter (UKF).

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.

Gaussian Process Kalman Filter for Focal Plane Wavefront Correction and Exoplanet Signal Extraction

NASA Astrophysics Data System (ADS)

Sun, He; Kasdin, N. Jeremy

2018-01-01

Currently, the ultimate limitation of space-based coronagraphy is the ability to subtract the residual PSF after wavefront correction to reveal the planet. Called reference difference imaging (RDI), the technique consists of conducting wavefront control to collect the reference point spread function (PSF) by observing a bright star, and then extracting target planet signals by subtracting a weighted sum of reference PSFs. Unfortunately, this technique is inherently inefficient because it spends a significant fraction of the observing time on the reference star rather than the target star with the planet. Recent progress in model based wavefront estimation suggests an alternative approach. A Kalman filter can be used to estimate the stellar PSF for correction by the wavefront control system while simultaneously estimating the planet signal. Without observing the reference star, the (extended) Kalman filter directly utilizes the wavefront correction data and combines the time series observations and model predictions to estimate the stellar PSF and planet signals. Because wavefront correction is used during the entire observation with no slewing, the system has inherently better stability. In this poster we show our results aimed at further improving our Kalman filter estimation accuracy by including not only temporal correlations but also spatial correlations among neighboring pixels in the images. This technique is known as a Gaussian process Kalman filter (GPKF). We also demonstrate the advantages of using a Kalman filter rather than RDI by simulating a real space exoplanet detection mission.

An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

NASA Astrophysics Data System (ADS)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

Optimal and consistent estimation of the state of space objects is pivotal to surveillance and tracking applications. However, probabilistic estimation of space objects is made difficult by the non-Gaussianity and nonlinearity associated with orbital mechanics. In this paper, we present an unscented Kalman-particle hybrid filtering framework for recursive Bayesian estimation of space objects. The hybrid filtering scheme is designed to provide accurate and consistent estimates when measurements are sparse without incurring a large computational cost. It employs an unscented Kalman filter (UKF) for estimation when measurements are available. When the target is outside the field of view (FOV) of the sensor, it updates the state probability density function (PDF) via a sequential Monte Carlo method. The hybrid filter addresses the problem of particle depletion through a suitably designed filter transition scheme. To assess the performance of the hybrid filtering approach, we consider two test cases of space objects that are assumed to undergo full three dimensional orbital motion under the effects of J 2 and atmospheric drag perturbations. It is demonstrated that the hybrid filters can furnish fast, accurate and consistent estimates outperforming standard UKF and particle filter (PF) implementations.

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

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.

Simultaneous Assimilation of AMSR-E Brightness Temperature and MODIS LST to Improve Soil Moisture with Dual Ensemble Kalman Smoother

NASA Astrophysics Data System (ADS)

Huang, Chunlin; Chen, Weijin; Wang, Weizhen; Gu, Juan

2017-04-01

Uncertainties in model parameters can easily cause systematic differences between model states and observations from ground or satellites, which significantly affect the accuracy of soil moisture estimation in data assimilation systems. In this paper, a novel soil moisture assimilation scheme is developed to simultaneously assimilate AMSR-E brightness temperature (TB) and MODIS Land Surface Temperature (LST), which can correct model bias by simultaneously updating model states and parameters with dual ensemble Kalman filter (DEnKS). The Common Land Model (CoLM) and a Q-h Radiative Transfer Model (RTM) are adopted as model operator and observation operator, respectively. The assimilation experiment is conducted in Naqu, Tibet Plateau, from May 31 to September 27, 2011. Compared with in-situ measurements, the accuracy of soil moisture estimation is tremendously improved in terms of a variety of scales. The updated soil temperature by assimilating MODIS LST as input of RTM can reduce the differences between the simulated and observed brightness temperatures to a certain degree, which helps to improve the estimation of soil moisture and model parameters. The updated parameters show large discrepancy with the default ones and the former effectively reduces the states bias of CoLM. Results demonstrate the potential of assimilating both microwave TB and MODIS LST to improve the estimation of soil moisture and related parameters. Furthermore, this study also indicates that the developed scheme is an effective soil moisture downscaling approach for coarse-scale microwave TB.

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 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

Data assimilation in integrated hydrological modelling in the presence of observation bias

NASA Astrophysics Data System (ADS)

Rasmussen, J.; Madsen, H.; Jensen, K. H.; Refsgaard, J. C.

2015-08-01

The use of bias-aware Kalman filters for estimating and correcting observation bias in groundwater head observations is evaluated using both synthetic and real observations. In the synthetic test, groundwater head observations with a constant bias and unbiased stream discharge observations are assimilated in a catchment scale integrated hydrological model with the aim of updating stream discharge and groundwater head, as well as several model parameters relating to both stream flow and groundwater modeling. The Colored Noise Kalman filter (ColKF) and the Separate bias Kalman filter (SepKF) are tested and evaluated for correcting the observation biases. The study found that both methods were able to estimate most of the biases and that using any of the two bias estimation methods resulted in significant improvements over using a bias-unaware Kalman Filter. While the convergence of the ColKF was significantly faster than the convergence of the SepKF, a much larger ensemble size was required as the estimation of biases would otherwise fail. Real observations of groundwater head and stream discharge were also assimilated, resulting in improved stream flow modeling in terms of an increased Nash-Sutcliffe coefficient while no clear improvement in groundwater head modeling was observed. Both the ColKF and the SepKF tended to underestimate the biases, which resulted in drifting model behavior and sub-optimal parameter estimation, but both methods provided better state updating and parameter estimation than using a bias-unaware filter.

Data assimilation in integrated hydrological modelling in the presence of observation bias

NASA Astrophysics Data System (ADS)

Rasmussen, Jørn; Madsen, Henrik; Høgh Jensen, Karsten; Refsgaard, Jens Christian

2016-05-01

The use of bias-aware Kalman filters for estimating and correcting observation bias in groundwater head observations is evaluated using both synthetic and real observations. In the synthetic test, groundwater head observations with a constant bias and unbiased stream discharge observations are assimilated in a catchment-scale integrated hydrological model with the aim of updating stream discharge and groundwater head, as well as several model parameters relating to both streamflow and groundwater modelling. The coloured noise Kalman filter (ColKF) and the separate-bias Kalman filter (SepKF) are tested and evaluated for correcting the observation biases. The study found that both methods were able to estimate most of the biases and that using any of the two bias estimation methods resulted in significant improvements over using a bias-unaware Kalman filter. While the convergence of the ColKF was significantly faster than the convergence of the SepKF, a much larger ensemble size was required as the estimation of biases would otherwise fail. Real observations of groundwater head and stream discharge were also assimilated, resulting in improved streamflow modelling in terms of an increased Nash-Sutcliffe coefficient while no clear improvement in groundwater head modelling was observed. Both the ColKF and the SepKF tended to underestimate the biases, which resulted in drifting model behaviour and sub-optimal parameter estimation, but both methods provided better state updating and parameter estimation than using a bias-unaware filter.

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.

Hybrid vs Adaptive Ensemble Kalman Filtering for Storm Surge Forecasting

NASA Astrophysics Data System (ADS)

Altaf, M. U.; Raboudi, N.; Gharamti, M. E.; Dawson, C.; McCabe, M. F.; Hoteit, I.

2014-12-01

Recent storm surge events due to Hurricanes in the Gulf of Mexico have motivated the efforts to accurately forecast water levels. Toward this goal, a parallel architecture has been implemented based on a high resolution storm surge model, ADCIRC. However the accuracy of the model notably depends on the quality and the recentness of the input data (mainly winds and bathymetry), model parameters (e.g. wind and bottom drag coefficients), and the resolution of the model grid. Given all these uncertainties in the system, the challenge is to build an efficient prediction system capable of providing accurate forecasts enough ahead of time for the authorities to evacuate the areas at risk. We have developed an ensemble-based data assimilation system to frequently assimilate available data into the ADCIRC model in order to improve the accuracy of the model. In this contribution we study and analyze the performances of different ensemble Kalman filter methodologies for efficient short-range storm surge forecasting, the aim being to produce the most accurate forecasts at the lowest possible computing time. Using Hurricane Ike meteorological data to force the ADCIRC model over a domain including the Gulf of Mexico coastline, we implement and compare the forecasts of the standard EnKF, the hybrid EnKF and an adaptive EnKF. The last two schemes have been introduced as efficient tools for enhancing the behavior of the EnKF when implemented with small ensembles by exploiting information from a static background covariance matrix. Covariance inflation and localization are implemented in all these filters. Our results suggest that both the hybrid and the adaptive approach provide significantly better forecasts than those resulting from the standard EnKF, even when implemented with much smaller ensembles.

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.

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.

A nonlinear Kalman filtering approach to embedded control of turbocharged diesel engines

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Siano, Pierluigi; Arsie, Ivan

2014-10-01

The development of efficient embedded control for turbocharged Diesel engines, requires the programming of elaborated nonlinear control and filtering methods. To this end, in this paper nonlinear control for turbocharged Diesel engines is developed with the use of Differential flatness theory and the Derivative-free nonlinear Kalman Filter. It is shown that the dynamic model of the turbocharged Diesel engine is differentially flat and admits dynamic feedback linearization. It is also shown that the dynamic model can be written in the linear Brunovsky canonical form for which a state feedback controller can be easily designed. To compensate for modeling errors and external disturbances the Derivative-free nonlinear Kalman Filter is used and redesigned as a disturbance observer. The filter consists of the Kalman Filter recursion on the linearized equivalent of the Diesel engine model and of an inverse transformation based on differential flatness theory which enables to obtain estimates for the state variables of the initial nonlinear model. Once the disturbances variables are identified it is possible to compensate them by including an additional control term in the feedback loop. The efficiency of the proposed control method is tested through simulation experiments.

Robust Kriged Kalman Filtering

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

Baingana, Brian; Dall'Anese, Emiliano; Mateos, Gonzalo

2015-11-11

Although the kriged Kalman filter (KKF) has well-documented merits for prediction of spatial-temporal processes, its performance degrades in the presence of outliers due to anomalous events, or measurement equipment failures. This paper proposes a robust KKF model that explicitly accounts for presence of measurement outliers. Exploiting outlier sparsity, a novel l1-regularized estimator that jointly predicts the spatial-temporal process at unmonitored locations, while identifying measurement outliers is put forth. Numerical tests are conducted on a synthetic Internet protocol (IP) network, and real transformer load data. Test results corroborate the effectiveness of the novel estimator in joint spatial prediction and outlier identification.

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.

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.

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.

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

Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy

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.

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.

Real time estimation of ship motions using Kalman filtering techniques

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

Spacecraft Dynamics Should be Considered in Kalman Filter Attitude Estimation

NASA Technical Reports Server (NTRS)

Yang, Yaguang; Zhou, Zhiqiang

2016-01-01

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

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.

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.

Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation

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

PubMed

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

2016-05-09

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

Preservation of physical properties with Ensemble-type Kalman Filter Algorithms

NASA Astrophysics Data System (ADS)

Janjic, T.

2017-12-01

We show the behavior of the localized Ensemble Kalman filter (EnKF) with respect to preservation of positivity, conservation of mass, energy and enstrophy in toy models that conserve these properties. In order to preserve physical properties in the analysis as well as to deal with the non-Gaussianity in an EnKF framework, Janjic et al. 2014 proposed the use of physically based constraints in the analysis step to constrain the solution. In particular, constraints were used to ensure that the ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. In the study, mass and positivity were both preserved by formulating the filter update as a set of quadratic programming problems that incorporate nonnegativity constraints. Simple numerical experiments indicated that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that were more physically plausible both for individual ensemble members and for the ensemble mean. Moreover, in experiments designed to mimic the most important characteristics of convective motion, it is shown that the mass conservation- and positivity-constrained rain significantly suppresses noise seen in localized EnKF results. This is highly desirable in order to avoid spurious storms from appearing in the forecast starting from this initial condition (Lange and Craig 2014). In addition, the root mean square error is reduced for all fields and total mass of the rain is correctly simulated. Similarly, the enstrophy, divergence, as well as energy spectra can as well be strongly affected by localization radius, thinning interval, and inflation and depend on the variable that is observed (Zeng and Janjic, 2016). We constructed the ensemble data assimilation algorithm that conserves mass, total energy and enstrophy (Zeng et al., 2017). With 2D shallow water model experiments, it is found that the conservation of enstrophy within the data assimilation

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

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

Lall, Pradeep; Wei, Junchao; Davis, J Lynn

2014-06-24

Abstract— Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life ismore » defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. Life prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models

Development and verification of a new wind speed forecasting system using an ensemble Kalman filter data assimilation technique in a fully coupled hydrologic and atmospheric model

NASA Astrophysics Data System (ADS)

Williams, John L.; Maxwell, Reed M.; Monache, Luca Delle

2013-12-01

Wind power is rapidly gaining prominence as a major source of renewable energy. Harnessing this promising energy source is challenging because of the chaotic nature of wind and its inherently intermittent nature. Accurate forecasting tools are critical to support the integration of wind energy into power grids and to maximize its impact on renewable energy portfolios. We have adapted the Data Assimilation Research Testbed (DART), a community software facility which includes the ensemble Kalman filter (EnKF) algorithm, to expand our capability to use observational data to improve forecasts produced with a fully coupled hydrologic and atmospheric modeling system, the ParFlow (PF) hydrologic model and the Weather Research and Forecasting (WRF) mesoscale atmospheric model, coupled via mass and energy fluxes across the land surface, and resulting in the PF.WRF model. Numerous studies have shown that soil moisture distribution and land surface vegetative processes profoundly influence atmospheric boundary layer development and weather processes on local and regional scales. We have used the PF.WRF model to explore the connections between the land surface and the atmosphere in terms of land surface energy flux partitioning and coupled variable fields including hydraulic conductivity, soil moisture, and wind speed and demonstrated that reductions in uncertainty in these coupled fields realized through assimilation of soil moisture observations propagate through the hydrologic and atmospheric system. The sensitivities found in this study will enable further studies to optimize observation strategies to maximize the utility of the PF.WRF-DART forecasting system.

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

PubMed

Gauterin, Eckhard; Kammerer, Philipp; Kühn, Martin; Schulte, Horst

2016-05-01

Advanced model-based control of wind turbines requires knowledge of the states and the wind speed. This paper benchmarks a nonlinear Takagi-Sugeno observer for wind speed estimation with enhanced Kalman Filter techniques: The performance and robustness towards model-structure uncertainties of the Takagi-Sugeno observer, a Linear, Extended and Unscented Kalman Filter are assessed. Hence the Takagi-Sugeno observer and enhanced Kalman Filter techniques are compared based on reduced-order models of a reference wind turbine with different modelling details. The objective is the systematic comparison with different design assumptions and requirements and the numerical evaluation of the reconstruction quality of the wind speed. Exemplified by a feedforward loop employing the reconstructed wind speed, the benefit of wind speed estimation within wind turbine control is illustrated. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

NASA Astrophysics Data System (ADS)

Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

2016-08-01

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKFOSA. Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25 % more accurate state and parameter estimations than the joint and dual approaches.

Control of AUVs using differential flatness theory and the derivative-free nonlinear Kalman Filter

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Raffo, Guilerme

2015-12-01

The paper proposes nonlinear control and filtering for Autonomous Underwater Vessels (AUVs) based on differential flatness theory and on the use of the Derivative-free nonlinear Kalman Filter. First, it is shown that the 6-DOF dynamic model of the AUV is a differentially flat one. This enables its transformation into the linear canonical (Brunovsky) form and facilitates the design of a state feedback controller. A problem that has to be dealt with is the uncertainty about the parameters of the AUV's dynamic model, as well the external perturbations which affect its motion. To cope with this, it is proposed to use a disturbance observer which is based on the Derivative-free nonlinear Kalman Filter. The considered filtering method consists of the standard Kalman Filter recursion applied on the linearized model of the vessel and of an inverse transformation based on differential flatness theory, which enables to obtain estimates of the state variables of the initial nonlinear model of the vessel. The Kalman Filter-based disturbance observer performs simultaneous estimation of the non-measurable state variables of the AUV and of the perturbation terms that affect its dynamics. By estimating such disturbances, their compensation is also succeeded through suitable modification of the feedback control input. The efficiency of the proposed AUV control and estimation scheme is confirmed through simulation experiments.

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.

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.

Three-axis attitude determination via Kalman filtering of magnetometer data

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

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.

A survey of implicit particle filters for data assimilation [Implicit particle filters for data assimilation

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

Chorin, Alexandre J.; Morzfeld, Matthias; Tu, Xuemin

Implicit particle filters for data assimilation update the particles by first choosing probabilities and then looking for particle locations that assume them, guiding the particles one by one to the high probability domain. We provide a detailed description of these filters, with illustrative examples, together with new, more general, methods for solving the algebraic equations and with a new algorithm for parameter identification.

Reconstruction of the 1997/1998 El Nino from TOPEX/POSEIDON and TOGA/TAO Data Using a Massively Parallel Pacific-Ocean Model and Ensemble Kalman Filter

NASA Technical Reports Server (NTRS)

Keppenne, C. L.; Rienecker, M.; Borovikov, A. Y.

1999-01-01

Two massively parallel data assimilation systems in which the model forecast-error covariances are estimated from the distribution of an ensemble of model integrations are applied to the assimilation of 97-98 TOPEX/POSEIDON altimetry and TOGA/TAO temperature data into a Pacific basin version the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. in the first system, ensemble of model runs forced by an ensemble of atmospheric model simulations is used to calculate asymptotic error statistics. The data assimilation then occurs in the reduced phase space spanned by the corresponding leading empirical orthogonal functions. The second system is an ensemble Kalman filter in which new error statistics are computed during each assimilation cycle from the time-dependent ensemble distribution. The data assimilation experiments are conducted on NSIPP's 512-processor CRAY T3E. The two data assimilation systems are validated by withholding part of the data and quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The pros and cons of each system are discussed.

L70 life prediction for solid state lighting using Kalman Filter and Extended Kalman Filter based models

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

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-08-08

Solid-state lighting (SSL) luminaires containing light emitting diodes (LEDs) have the potential of seeing excessive temperatures when being transported across country or being stored in non-climate controlled warehouses. They are also being used in outdoor applications in desert environments that see little or no humidity but will experience extremely high temperatures during the day. This makes it important to increase our understanding of what effects high temperature exposure for a prolonged period of time will have on the usability and survivability of these devices. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is definedmore » by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of LEDs from LM-80 test data. Several failure mechanisms may be active in a LED at a single time causing lumen depreciation. The underlying TM-21 Model may not capture the failure physics in presence of multiple failure mechanisms. Correlation of lumen maintenance with underlying physics of degradation at system-level is needed. In this paper, Kalman Filter (KF) and Extended Kalman Filters (EKF) have been used to develop a 70-percent Lumen Maintenance Life Prediction Model for LEDs used in SSL luminaires. Ten-thousand hour LM-80 test data for various LEDs have been used for model development. System state at each future time has been computed based on the state space at preceding time step, system dynamics matrix, control vector, control matrix, measurement matrix, measured vector, process noise and measurement noise. The future state of the lumen depreciation has been estimated based on a second order Kalman Filter model and a Bayesian Framework. The measured state variable has been related to the underlying damage using physics-based models. Life

Ocean state and uncertainty forecasts using HYCOM with Local Ensemble Transfer Kalman Filter (LETKF)

NASA Astrophysics Data System (ADS)

Wei, Mozheng; Hogan, Pat; Rowley, Clark; Smedstad, Ole-Martin; Wallcraft, Alan; Penny, Steve

2017-04-01

An ensemble forecast system based on the US Navy's operational HYCOM using Local Ensemble Transfer Kalman Filter (LETKF) technology has been developed for ocean state and uncertainty forecasts. One of the advantages is that the best possible initial analysis states for the HYCOM forecasts are provided by the LETKF which assimilates the operational observations using ensemble method. The background covariance during this assimilation process is supplied with the ensemble, thus it avoids the difficulty of developing tangent linear and adjoint models for 4D-VAR from the complicated hybrid isopycnal vertical coordinate in HYCOM. Another advantage is that the ensemble system provides the valuable uncertainty estimate corresponding to every state forecast from HYCOM. Uncertainty forecasts have been proven to be critical for the downstream users and managers to make more scientifically sound decisions in numerical prediction community. In addition, ensemble mean is generally more accurate and skilful than the single traditional deterministic forecast with the same resolution. We will introduce the ensemble system design and setup, present some results from 30-member ensemble experiment, and discuss scientific, technical and computational issues and challenges, such as covariance localization, inflation, model related uncertainties and sensitivity to the ensemble size.

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.

Applying Kalman filtering to investigate tropospheric effects in VLBI

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

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

Ensemble streamflow assimilation with the National Water Model.

NASA Astrophysics Data System (ADS)

Rafieeinasab, A.; McCreight, J. L.; Noh, S.; Seo, D. J.; Gochis, D.

2017-12-01

Through case studies of flooding across the US, we compare the performance of the National Water Model (NWM) data assimilation (DA) scheme to that of a newly implemented ensemble Kalman filter approach. The NOAA National Water Model (NWM) is an operational implementation of the community WRF-Hydro modeling system. As of August 2016, the NWM forecasts of distributed hydrologic states and fluxes (including soil moisture, snowpack, ET, and ponded water) over the contiguous United States have been publicly disseminated by the National Center for Environmental Prediction (NCEP) . It also provides streamflow forecasts at more than 2.7 million river reaches up to 30 days in advance. The NWM employs a nudging scheme to assimilate more than 6,000 USGS streamflow observations and provide initial conditions for its forecasts. A problem with nudging is how the forecasts relax quickly to open-loop bias in the forecast. This has been partially addressed by an experimental bias correction approach which was found to have issues with phase errors during flooding events. In this work, we present an ensemble streamflow data assimilation approach combining new channel-only capabilities of the NWM and HydroDART (a coupling of the offline WRF-Hydro model and NCAR's Data Assimilation Research Testbed; DART). Our approach focuses on the single model state of discharge and incorporates error distributions on channel-influxes (overland and groundwater) in the assimilation via an ensemble Kalman filter (EnKF). In order to avoid filter degeneracy associated with a limited number of ensemble at large scale, DART's covariance inflation (Anderson, 2009) and localization capabilities are implemented and evaluated. The current NWM data assimilation scheme is compared to preliminary results from the EnKF application for several flooding case studies across the US.

Temperature profile retrievals with extended Kalman-Bucy filters

NASA Technical Reports Server (NTRS)

Ledsham, W. H.; Staelin, D. H.

1979-01-01

The Extended Kalman-Bucy Filter is a powerful technique for estimating non-stationary random parameters in situations where the received signal is a noisy non-linear function of those parameters. A practical causal filter for retrieving atmospheric temperature profiles from radiances observed at a single scan angle by the Scanning Microwave Spectrometer (SCAMS) carried on the Nimbus 6 satellite typically shows approximately a 10-30% reduction in rms error about the mean at almost all levels below 70 mb when compared with a regression inversion.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Assimilation of the ESA CCI Soil Moisture ACTIVE and PASSIVE Product into the SURFEX Land Surface Model using the Ensemble Transform Kalman Filter

NASA Astrophysics Data System (ADS)

Blyverket, J.; Hamer, P.; Bertino, L.; Lahoz, W. A.

2017-12-01

The European Space Agency Climate Change Initiative for soil moisture (ESA CCI SM) was initiated in 2012 for a period of six years, the objective for this period was to produce the most complete and consistent global soil moisture data record based on both active and passive sensors. The ESA CCI SM products consist of three surface soil moisture datasets: The ACTIVE product and the PASSIVE product were created by fusing scatterometer and radiometer soil moisture data, respectively. The COMBINED product is a blended product based on the former two datasets. In this study we assimilate globally both the ACTIVE and PASSIVE product at a 25 km spatial resolution. The different satellite platforms have different overpass times, an observation is mapped to the hours 00.00, 06.00, 12.00 or 18.00 if it falls within a 3 hour window centred at these times. We use the SURFEX land surface model with the ISBA diffusion scheme for the soil hydrology. For the assimilation routine we apply the Ensemble Transform Kalman Filter (ETKF). The land surface model is driven by perturbed MERRA-2 atmospheric forcing data, which has a temporal resolution of one hour and is mapped to the SURFEX model grid. Bias between the land surface model and the ESA CCI product is removed by cumulative distribution function (CDF) matching. This work is a step towards creating a global root zone soil moisture product from the most comprehensive satellite surface soil moisture product available. As a first step we consider the period from 2010 - 2016. This allows for comparison against other global root zone soil moisture products (SMAP Level 4, which is independent of the ESA CCI SM product).

Kalman filter approach for uncertainty quantification in time-resolved laser-induced incandescence.

PubMed

Hadwin, Paul J; Sipkens, Timothy A; Thomson, Kevin A; Liu, Fengshan; Daun, Kyle J

2018-03-01

Time-resolved laser-induced incandescence (TiRe-LII) data can be used to infer spatially and temporally resolved volume fractions and primary particle size distributions of soot-laden aerosols, but these estimates are corrupted by measurement noise as well as uncertainties in the spectroscopic and heat transfer submodels used to interpret the data. Estimates of the temperature, concentration, and size distribution of soot primary particles within a sample aerosol are typically made by nonlinear regression of modeled spectral incandescence decay, or effective temperature decay, to experimental data. In this work, we employ nonstationary Bayesian estimation techniques to infer aerosol properties from simulated and experimental LII signals, specifically the extended Kalman filter and Schmidt-Kalman filter. These techniques exploit the time-varying nature of both the measurements and the models, and they reveal how uncertainty in the estimates computed from TiRe-LII data evolves over time. Both techniques perform better when compared with standard deterministic estimates; however, we demonstrate that the Schmidt-Kalman filter produces more realistic uncertainty estimates.

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.

Multi-scale assimilation of remotely sensed snow observations for hydrologic estimation

NASA Astrophysics Data System (ADS)

Andreadis, K.; Lettenmaier, D.

2008-12-01

Data assimilation provides a framework for optimally merging model predictions and remote sensing observations of snow properties (snow cover extent, water equivalent, grain size, melt state), ideally overcoming limitations of both. A synthetic twin experiment is used to evaluate a data assimilation system that would ingest remotely sensed observations from passive microwave and visible wavelength sensors (brightness temperature and snow cover extent derived products, respectively) with the objective of estimating snow water equivalent. Two data assimilation techniques are used, the Ensemble Kalman filter and the Ensemble Multiscale Kalman filter (EnMKF). One of the challenges inherent in such a data assimilation system is the discrepancy in spatial scales between the different types of snow-related observations. The EnMKF represents the sample model error covariance with a tree that relates the system state variables at different locations and scales through a set of parent-child relationships. This provides an attractive framework to efficiently assimilate observations at different spatial scales. This study provides a first assessment of the feasibility of a system that would assimilate observations from multiple sensors (MODIS snow cover and AMSR-E brightness temperatures) and at different spatial scales for snow water equivalent estimation. The relative value of the different types of observations is examined. Additionally, the error characteristics of both model and observations are discussed.

Estimating the soil moisture profile by assimilating near-surface observations with the ensemble Kalman filter (EnKF)

NASA Astrophysics Data System (ADS)

Zhang, Shuwen; Li, Haorui; Zhang, Weidong; Qiu, Chongjian; Li, Xin

2005-11-01

The paper investigates the ability to retrieve the true soil moisture profile by assimilating near-surface soil moisture into a soil moisture model with an ensemble Kaiman filter (EnKF) assimilation scheme, including the effect of ensemble size, update interval and nonlinearities in the profile retrieval, the required time for full retrieval of the soil moisture profiles, and the possible influence of the depth of the soil moisture observation. These questions are addressed by a desktop study using synthetic data. The “true” soil moisture profiles are generated from the soil moisture model under the boundary condition of 0.5 cm d-1 evaporation. To test the assimilation schemes, the model is initialized with a poor initial guess of the soil moisture profile, and different ensemble sizes are tested showing that an ensemble of 40 members is enough to represent the covariance of the model forecasts. Also compared are the results with those from the direct insertion assimilation scheme, showing that the EnKF is superior to the direct insertion assimilation scheme, for hourly observations, with retrieval of the soil moisture profile being achieved in 16 h as compared to 12 days or more. For daily observations, the true soil moisture profile is achieved in about 15 days with the EnKF, but it is impossible to approximate the true moisture within 18 days by using direct insertion. It is also found that observation depth does not have a significant effect on profile retrieval time for the EnKF. The nonlinearities have some negative influence on the optimal estimates of soil moisture profile but not very seriously.

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.

State and force observers based on multibody models and the indirect Kalman filter

NASA Astrophysics Data System (ADS)

Sanjurjo, Emilio; Dopico, Daniel; Luaces, Alberto; Naya, Miguel Ángel

2018-06-01

The aim of this work is to present two new methods to provide state observers by combining multibody simulations with indirect extended Kalman filters. One of the methods presented provides also input force estimation. The observers have been applied to two mechanism with four different sensor configurations, and compared to other multibody-based observers found in the literature to evaluate their behavior, namely, the unscented Kalman filter (UKF), and the indirect extended Kalman filter with simplified Jacobians (errorEKF). The new methods have some more computational cost than the errorEKF, but still much less than the UKF. Regarding their accuracy, both are better than the errorEKF. The method with input force estimation outperforms also the UKF, while the method without force estimation achieves results almost identical to those of the UKF. All the methods have been implemented as a reusable MATLAB® toolkit which has been released as Open Source in https://github.com/MBDS/mbde-matlab.

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.

Morphodynamic data assimilation used to understand changing coasts

USGS Publications Warehouse

Plant, Nathaniel G.; Long, Joseph W.

2015-01-01

Morphodynamic data assimilation blends observations with model predictions and comes in many forms, including linear regression, Kalman filter, brute-force parameter estimation, variational assimilation, and Bayesian analysis. Importantly, data assimilation can be used to identify sources of prediction errors that lead to improved fundamental understanding. Overall, models incorporating data assimilation yield better information to the people who must make decisions impacting safety and wellbeing in coastal regions that experience hazards due to storms, sea-level rise, and erosion. We present examples of data assimilation associated with morphologic change. We conclude that enough morphodynamic predictive capability is available now to be useful to people, and that we will increase our understanding and the level of detail of our predictions through assimilation of observations and numerical-statistical models.

Kalman filter control of a model of spatiotemporal cortical dynamics

PubMed Central

Schiff, Steven J; Sauer, Tim

2007-01-01

Recent advances in Kalman filtering to estimate system state and parameters in nonlinear systems have offered the potential to apply such approaches to spatiotemporal nonlinear systems. We here adapt the nonlinear method of unscented Kalman filtering to observe the state and estimate parameters in a computational spatiotemporal excitable system that serves as a model for cerebral cortex. We demonstrate the ability to track spiral wave dynamics, and to use an observer system to calculate control signals delivered through applied electrical fields. We demonstrate how this strategy can control the frequency of such a system, or quench the wave patterns, while minimizing the energy required for such results. These findings are readily testable in experimental applications, and have the potential to be applied to the treatment of human disease. PMID:18310806

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.

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.

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.

Gossip and Distributed Kalman Filtering: Weak Consensus Under Weak Detectability

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-04-01

The paper presents the gossip interactive Kalman filter (GIKF) for distributed Kalman filtering for networked systems and sensor networks, where inter-sensor communication and observations occur at the same time-scale. The communication among sensors is random; each sensor occasionally exchanges its filtering state information with a neighbor depending on the availability of the appropriate network link. We show that under a weak distributed detectability condition: 1. the GIKF error process remains stochastically bounded, irrespective of the instability properties of the random process dynamics; and 2. the network achieves \\emph{weak consensus}, i.e., the conditional estimation error covariance at a (uniformly) randomly selected sensor converges in distribution to a unique invariant measure on the space of positive semi-definite matrices (independent of the initial state.) To prove these results, we interpret the filtered states (estimates and error covariances) at each node in the GIKF as stochastic particles with local interactions. We analyze the asymptotic properties of the error process by studying as a random dynamical system the associated switched (random) Riccati equation, the switching being dictated by a non-stationary Markov chain on the network graph.

Information-Based Analysis of Data Assimilation (Invited)

NASA Astrophysics Data System (ADS)

Nearing, G. S.; Gupta, H. V.; Crow, W. T.; Gong, W.

2013-12-01

Data assimilation is defined as the Bayesian conditioning of uncertain model simulations on observations for the purpose of reducing uncertainty about model states. Practical data assimilation methods make the application of Bayes' law tractable either by employing assumptions about the prior, posterior and likelihood distributions (e.g., the Kalman family of filters) or by using resampling methods (e.g., bootstrap filter). We propose to quantify the efficiency of these approximations in an OSSE setting using information theory and, in an OSSE or real-world validation setting, to measure the amount - and more importantly, the quality - of information extracted from observations during data assimilation. To analyze DA assumptions, uncertainty is quantified as the Shannon-type entropy of a discretized probability distribution. The maximum amount of information that can be extracted from observations about model states is the mutual information between states and observations, which is equal to the reduction in entropy in our estimate of the state due to Bayesian filtering. The difference between this potential and the actual reduction in entropy due to Kalman (or other type of) filtering measures the inefficiency of the filter assumptions. Residual uncertainty in DA posterior state estimates can be attributed to three sources: (i) non-injectivity of the observation operator, (ii) noise in the observations, and (iii) filter approximations. The contribution of each of these sources is measurable in an OSSE setting. The amount of information extracted from observations by data assimilation (or system identification, including parameter estimation) can also be measured by Shannon's theory. Since practical filters are approximations of Bayes' law, it is important to know whether the information that is extracted form observations by a filter is reliable. We define information as either good or bad, and propose to measure these two types of information using partial

Estimating Power System Dynamic States Using Extended Kalman Filter

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

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

2014-10-31

Abstract—The state estimation tools which are currently deployed in power system control rooms are based on a steady state assumption. As a result, the suite of operational tools that rely on state estimation results as inputs do not have dynamic information available and their accuracy is compromised. This paper investigates the application of Extended Kalman Filtering techniques for estimating dynamic states in the state estimation process. The new formulated “dynamic state estimation” includes true system dynamics reflected in differential equations, not like previously proposed “dynamic state estimation” which only considers the time-variant snapshots based on steady state modeling. This newmore » dynamic state estimation using Extended Kalman Filter has been successfully tested on a multi-machine system. Sensitivity studies with respect to noise levels, sampling rates, model errors, and parameter errors are presented as well to illustrate the robust performance of the developed dynamic state estimation process.« less

Neuromorphic Kalman filter implementation in IBM’s TrueNorth

NASA Astrophysics Data System (ADS)

Carney, R.; Bouchard, K.; Calafiura, P.; Clark, D.; Donofrio, D.; Garcia-Sciveres, M.; Livezey, J.

2017-10-01

Following the advent of a post-Moore’s law field of computation, novel architectures continue to emerge. With composite, multi-million connection neuromorphic chips like IBM’s TrueNorth, neural engineering has now become a feasible technology in this novel computing paradigm. High Energy Physics experiments are continuously exploring new methods of computation and data handling, including neuromorphic, to support the growing challenges of the field and be prepared for future commodity computing trends. This work details the first instance of a Kalman filter implementation in IBM’s neuromorphic architecture, TrueNorth, for both parallel and serial spike trains. The implementation is tested on multiple simulated systems and its performance is evaluated with respect to an equivalent non-spiking Kalman filter. The limits of the implementation are explored whilst varying the size of weight and threshold registers, the number of spikes used to encode a state, size of neuron block for spatial encoding, and neuron potential reset schemes.

EMPIRE and pyenda: Two ensemble-based data assimilation systems written in Fortran and Python

NASA Astrophysics Data System (ADS)

Geppert, Gernot; Browne, Phil; van Leeuwen, Peter Jan; Merker, Claire

2017-04-01

We present and compare the features of two ensemble-based data assimilation frameworks, EMPIRE and pyenda. Both frameworks allow to couple models to the assimilation codes using the Message Passing Interface (MPI), leading to extremely efficient and fast coupling between models and the data-assimilation codes. The Fortran-based system EMPIRE (Employing Message Passing Interface for Researching Ensembles) is optimized for parallel, high-performance computing. It currently includes a suite of data assimilation algorithms including variants of the ensemble Kalman and several the particle filters. EMPIRE is targeted at models of all kinds of complexity and has been coupled to several geoscience models, eg. the Lorenz-63 model, a barotropic vorticity model, the general circulation model HadCM3, the ocean model NEMO, and the land-surface model JULES. The Python-based system pyenda (Python Ensemble Data Assimilation) allows Fortran- and Python-based models to be used for data assimilation. Models can be coupled either using MPI or by using a Python interface. Using Python allows quick prototyping and pyenda is aimed at small to medium scale models. pyenda currently includes variants of the ensemble Kalman filter and has been coupled to the Lorenz-63 model, an advection-based precipitation nowcasting scheme, and the dynamic global vegetation model JSBACH.

Combining Earth Orientation Measurements Using a Kalman Filter

NASA Technical Reports Server (NTRS)

Gross, R.

2000-01-01

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

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

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

Kao, Jim; Flicker, Dawn; Ide, Kayo

2006-05-20

This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from amore » single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.« less

Simultaneous Estimation of Microphysical Parameters and Atmospheric State Variables With Radar Data and Ensemble Square-root Kalman Filter

NASA Astrophysics Data System (ADS)

Tong, M.; Xue, M.

2006-12-01

An important source of model error for convective-scale data assimilation and prediction is microphysical parameterization. This study investigates the possibility of estimating up to five fundamental microphysical parameters, which are closely involved in the definition of drop size distribution of microphysical species in a commonly used single-moment ice microphysics scheme, using radar observations and the ensemble Kalman filter method. The five parameters include the intercept parameters for rain, snow and hail/graupel, and the bulk densities of hail/graupel and snow. Parameter sensitivity and identifiability are first examined. The ensemble square-root Kalman filter (EnSRF) is employed for simultaneous state and parameter estimation. OSS experiments are performed for a model-simulated supercell storm, in which the five microphysical parameters are estimated individually or in different combinations starting from different initial guesses. When error exists in only one of the microphysical parameters, the parameter can be successfully estimated without exception. The estimation of multiple parameters is found to be less robust, with end results of estimation being sensitive to the realization of the initial parameter perturbation. This is believed to be because of the reduced parameter identifiability and the existence of non-unique solutions. The results of state estimation are, however, always improved when simultaneous parameter estimation is performed, even when the estimated parameters values are not accurate.

A Kalman-Filter-Based Approach to Combining Independent Earth-Orientation Series

NASA Technical Reports Server (NTRS)

Gross, Richard S.; Eubanks, T. M.; Steppe, J. A.; Freedman, A. P.; Dickey, J. O.; Runge, T. F.

1998-01-01

An approach. based upon the use of a Kalman filter. that is currently employed at the Jet Propulsion Laboratory (JPL) for combining independent measurements of the Earth's orientation, is presented. Since changes in the Earth's orientation can be described is a randomly excited stochastic process, the uncertainty in our knowledge of the Earth's orientation grows rapidly in the absence of measurements. The Kalman-filter methodology allows for an objective accounting of this uncertainty growth, thereby facilitating the intercomparison of measurements taken at different epochs (not necessarily uniformly spaced in time) and with different precision. As an example of this approach to combining Earth-orientation series, a description is given of a combination, SPACE95, that has been generated recently at JPL.

Estimation and correction of different flavors of surface observation biases in ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Lorente-Plazas, Raquel; Hacker, Josua P.; Collins, Nancy; Lee, Jared A.

2017-04-01

The impact of assimilating surface observations has been shown in several publications, for improving weather prediction inside of the boundary layer as well as the flow aloft. However, the assimilation of surface observations is often far from optimal due to the presence of both model and observation biases. The sources of these biases can be diverse: an instrumental offset, errors associated to the comparison of point-based observations and grid-cell average, etc. To overcome this challenge, a method was developed using the ensemble Kalman filter. The approach consists on representing each observation bias as a parameter. These bias parameters are added to the forward operator and they extend the state vector. As opposed to the observation bias estimation approaches most common in operational systems (e.g. for satellite radiances), the state vector and parameters are simultaneously updated by applying the Kalman filter equations to the augmented state. The method to estimate and correct the observation bias is evaluated using observing system simulation experiments (OSSEs) with the Weather Research and Forecasting (WRF) model. OSSEs are constructed for the conventional observation network including radiosondes, aircraft observations, atmospheric motion vectors, and surface observations. Three different kinds of biases are added to 2-meter temperature for synthetic METARs. From the simplest to more sophisticated, imposed biases are: (1) a spatially invariant bias, (2) a spatially varying bias proportional to topographic height differences between the model and the observations, and (3) bias that is proportional to the temperature. The target region characterized by complex terrain is the western U.S. on a domain with 30-km grid spacing. Observations are assimilated every 3 hours using an 80-member ensemble during September 2012. Results demonstrate that the approach is able to estimate and correct the bias when it is spatially invariant (experiment 1). More

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

PubMed

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

2013-06-01

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

Software Would Largely Automate Design of Kalman Filter

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

Robust cubature Kalman filter for GNSS/INS with missing observations and colored measurement noise.

PubMed

Cui, Bingbo; Chen, Xiyuan; Tang, Xihua; Huang, Haoqian; Liu, Xiao

2018-01-01

In order to improve the accuracy of GNSS/INS working in GNSS-denied environment, a robust cubature Kalman filter (RCKF) is developed by considering colored measurement noise and missing observations. First, an improved cubature Kalman filter (CKF) is derived by considering colored measurement noise, where the time-differencing approach is applied to yield new observations. Then, after analyzing the disadvantages of existing methods, the measurement augment in processing colored noise is translated into processing the uncertainties of CKF, and new sigma point update framework is utilized to account for the bounded model uncertainties. By reusing the diffused sigma points and approximation residual in the prediction stage of CKF, the RCKF is developed and its error performance is analyzed theoretically. Results of numerical experiment and field test reveal that RCKF is more robust than CKF and extended Kalman filter (EKF), and compared with EKF, the heading error of land vehicle is reduced by about 72.4%. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Change detection in the dynamics of an intracellular protein synthesis model using nonlinear Kalman filtering.

PubMed

Rigatos, Gerasimos G; Rigatou, Efthymia G; Djida, Jean Daniel

2015-10-01

A method for early diagnosis of parametric changes in intracellular protein synthesis models (e.g. the p53 protein - mdm2 inhibitor model) is developed with the use of a nonlinear Kalman Filtering approach (Derivative-free nonlinear Kalman Filter) and of statistical change detection methods. The intracellular protein synthesis dynamic model is described by a set of coupled nonlinear differential equations. It is shown that such a dynamical system satisfies differential flatness properties and this allows to transform it, through a change of variables (diffeomorphism), to the so-called linear canonical form. For the linearized equivalent of the dynamical system, state estimation can be performed using the Kalman Filter recursion. Moreover, by applying an inverse transformation based on the previous diffeomorphism it becomes also possible to obtain estimates of the state variables of the initial nonlinear model. By comparing the output of the Kalman Filter (which is assumed to correspond to the undistorted dynamical model) with measurements obtained from the monitored protein synthesis system, a sequence of differences (residuals) is obtained. The statistical processing of the residuals with the use of x2 change detection tests, can provide indication within specific confidence intervals about parametric changes in the considered biological system and consequently indications about the appearance of specific diseases (e.g. malignancies).

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

A Novel Kalman Filter for Human Motion Tracking With an Inertial-Based Dynamic Inclinometer.

PubMed

Ligorio, Gabriele; Sabatini, Angelo M

2015-08-01

Design and development of a linear Kalman filter to create an inertial-based inclinometer targeted to dynamic conditions of motion. The estimation of the body attitude (i.e., the inclination with respect to the vertical) was treated as a source separation problem to discriminate the gravity and the body acceleration from the specific force measured by a triaxial accelerometer. The sensor fusion between triaxial gyroscope and triaxial accelerometer data was performed using a linear Kalman filter. Wrist-worn inertial measurement unit data from ten participants were acquired while performing two dynamic tasks: 60-s sequence of seven manual activities and 90 s of walking at natural speed. Stereophotogrammetric data were used as a reference. A statistical analysis was performed to assess the significance of the accuracy improvement over state-of-the-art approaches. The proposed method achieved, on an average, a root mean square attitude error of 3.6° and 1.8° in manual activities and locomotion tasks (respectively). The statistical analysis showed that, when compared to few competing methods, the proposed method improved the attitude estimation accuracy. A novel Kalman filter for inertial-based attitude estimation was presented in this study. A significant accuracy improvement was achieved over state-of-the-art approaches, due to a filter design that better matched the basic optimality assumptions of Kalman filtering. Human motion tracking is the main application field of the proposed method. Accurately discriminating the two components present in the triaxial accelerometer signal is well suited for studying both the rotational and the linear body kinematics.

Demodulation of moire fringes in digital holographic interferometry using an extended Kalman filter.

PubMed

Ramaiah, Jagadesh; Rastogi, Pramod; Rajshekhar, Gannavarpu

2018-03-10

This paper presents a method for extracting multiple phases from a single moire fringe pattern in digital holographic interferometry. The method relies on component separation using singular value decomposition and an extended Kalman filter for demodulating the moire fringes. The Kalman filter is applied by modeling the interference field locally as a multi-component polynomial phase signal and extracting the associated multiple polynomial coefficients using the state space approach. In addition to phase, the corresponding multiple phase derivatives can be simultaneously extracted using the proposed method. The applicability of the proposed method is demonstrated using simulation and experimental results.

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

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.

VLBI real-time analysis by Kalman Filtering

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

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

Soil moisture assimilation using a modified ensemble transform Kalman filter with water balance constraint

NASA Astrophysics Data System (ADS)

Wu, Guocan; Zheng, Xiaogu; Dan, Bo

2016-04-01

The shallow soil moisture observations are assimilated into Common Land Model (CoLM) to estimate the soil moisture in different layers. The forecast error is inflated to improve the analysis state accuracy and the water balance constraint is adopted to reduce the water budget residual in the assimilation procedure. The experiment results illustrate that the adaptive forecast error inflation can reduce the analysis error, while the proper inflation layer can be selected based on the -2log-likelihood function of the innovation statistic. The water balance constraint can result in reducing water budget residual substantially, at a low cost of assimilation accuracy loss. The assimilation scheme can be potentially applied to assimilate the remote sensing data.

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

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

Truong, Son H.

1999-01-01

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

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

NASA Technical Reports Server (NTRS)

Truong, S. H.

1999-01-01

Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman filter and GPS data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. These systems, however, still rely on manual tuning from analysts. A sophisticated neuro-fuzzy component fully integrated with the flight navigation system can perform the self-tuning capability for the Kalman filter and help the navigation system recover from estimation errors in real time.

Ensemble-Based Assimilation of Aerosol Observations in GEOS-5

NASA Technical Reports Server (NTRS)

Buchard, V.; Da Silva, A.

2016-01-01

MERRA-2 is the latest Aerosol Reanalysis produced at NASA's Global Modeling Assimilation Office (GMAO) from 1979 to present. This reanalysis is based on a version of the GEOS-5 model radiatively coupled to GOCART aerosols and includes assimilation of bias corrected Aerosol Optical Depth (AOD) from AVHRR over ocean, MODIS sensors on both Terra and Aqua satellites, MISR over bright surfaces and AERONET data. In order to assimilate lidar profiles of aerosols, we are updating the aerosol component of our assimilation system to an Ensemble Kalman Filter (EnKF) type of scheme using ensembles generated routinely by the meteorological assimilation. Following the work performed with the first NASA's aerosol reanalysis (MERRAero), we first validate the vertical structure of MERRA-2 aerosol assimilated fields using CALIOP data over regions of particular interest during 2008.

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

Application of a Bank of Kalman Filters for Aircraft Engine Fault Diagnostics

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2003-01-01

In this paper, a bank of Kalman filters is applied to aircraft gas turbine engine sensor and actuator fault detection and isolation (FDI) in conjunction with the detection of component faults. This approach uses multiple Kalman filters, each of which is designed for detecting a specific sensor or actuator fault. In the event that a fault does occur, all filters except the one using the correct hypothesis will produce large estimation errors, thereby isolating the specific fault. In the meantime, a set of parameters that indicate engine component performance is estimated for the detection of abrupt degradation. The proposed FDI approach is applied to a nonlinear engine simulation at nominal and aged conditions, and the evaluation results for various engine faults at cruise operating conditions are given. The ability of the proposed approach to reliably detect and isolate sensor and actuator faults is demonstrated.

Data Assimilation Results from PLASMON

NASA Astrophysics Data System (ADS)

Jorgensen, A. M.; Lichtenberger, J.; Duffy, J.; Friedel, R. H.; Clilverd, M.; Heilig, B.; Vellante, M.; Manninen, J. K.; Raita, T.; Rodger, C. J.; Collier, A.; Reda, J.; Holzworth, R. H.; Ober, D. M.; Boudouridis, A.; Zesta, E.; Chi, P. J.

2013-12-01

VLF and magnetometer observations can be used to remotely sense the plasmasphere. VLF whistler waves can be used to measure the electron density and magnetic Field Line Resonance (FLR) measurements can be used to measure the mass density. In principle it is then possible to remotely map the plasmasphere with a network of ground-based stations which are also less expensive and more permanent than satellites. The PLASMON project, funded by the EU FP-7 program, is in the process of doing just this. A large number of ground-based observations will be input into a data assimilative framework which models the plasmasphere structure and dynamics. The data assimilation framework combines the Ensemble Kalman Filter with the Dynamic Global Core Plasma Model. In this presentation we will describe the plasmasphere model, the data assimilation approach that we have taken, PLASMON data and data assimilation results for specific events.

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

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

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.

Virtual microphone sensing through vibro-acoustic modelling and Kalman filtering

NASA Astrophysics Data System (ADS)

van de Walle, A.; Naets, F.; Desmet, W.

2018-05-01

This work proposes a virtual microphone methodology which enables full field acoustic measurements for vibro-acoustic systems. The methodology employs a Kalman filtering framework in order to combine a reduced high-fidelity vibro-acoustic model with a structural excitation measurement and small set of real microphone measurements on the system under investigation. By employing model order reduction techniques, a high order finite element model can be converted in a much smaller model which preserves the desired accuracy and maintains the main physical properties of the original model. Due to the low order of the reduced-order model, it can be effectively employed in a Kalman filter. The proposed methodology is validated experimentally on a strongly coupled vibro-acoustic system. The virtual sensor vastly improves the accuracy with respect to regular forward simulation. The virtual sensor also allows to recreate the full sound field of the system, which is very difficult/impossible to do through classical measurements.

Unscented Kalman Filter-Trained Neural Networks for Slip Model Prediction

PubMed Central

Li, Zhencai; Wang, Yang; Liu, Zhen

2016-01-01

The purpose of this work is to investigate the accurate trajectory tracking control of a wheeled mobile robot (WMR) based on the slip model prediction. Generally, a nonholonomic WMR may increase the slippage risk, when traveling on outdoor unstructured terrain (such as longitudinal and lateral slippage of wheels). In order to control a WMR stably and accurately under the effect of slippage, an unscented Kalman filter and neural networks (NNs) are applied to estimate the slip model in real time. This method exploits the model approximating capabilities of nonlinear state–space NN, and the unscented Kalman filter is used to train NN’s weights online. The slip parameters can be estimated and used to predict the time series of deviation velocity, which can be used to compensate control inputs of a WMR. The results of numerical simulation show that the desired trajectory tracking control can be performed by predicting the nonlinear slip model. PMID:27467703

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.

Operational aspects of asynchronous filtering for improved flood forecasting

NASA Astrophysics Data System (ADS)

Rakovec, Oldrich; Weerts, Albrecht; Sumihar, Julius; Uijlenhoet, Remko

2014-05-01

Hydrological forecasts can be made more reliable and less uncertain by recursively improving initial conditions. A common way of improving the initial conditions is to make use of data assimilation (DA), a feedback mechanism or update methodology which merges model estimates with available real world observations. The traditional implementation of the Ensemble Kalman Filter (EnKF; e.g. Evensen, 2009) is synchronous, commonly named a three dimensional (3-D) assimilation, which means that all assimilated observations correspond to the time of update. Asynchronous DA, also called four dimensional (4-D) assimilation, refers to an updating methodology, in which observations being assimilated into the model originate from times different to the time of update (Evensen, 2009; Sakov 2010). This study investigates how the capabilities of the DA procedure can be improved by applying alternative Kalman-type methods, e.g., the Asynchronous Ensemble Kalman Filter (AEnKF). The AEnKF assimilates observations with smaller computational costs than the original EnKF, which is beneficial for operational purposes. The results of discharge assimilation into a grid-based hydrological model for the Upper Ourthe catchment in Belgian Ardennes show that including past predictions and observations in the AEnKF improves the model forecasts as compared to the traditional EnKF. Additionally we show that elimination of the strongly non-linear relation between the soil moisture storage and assimilated discharge observations from the model update becomes beneficial for an improved operational forecasting, which is evaluated using several validation measures. In the current study we employed the HBV-96 model built within a recently developed open source modelling environment OpenStreams (2013). The advantage of using OpenStreams (2013) is that it enables direct communication with OpenDA (2013), an open source data assimilation toolbox. OpenDA provides a number of algorithms for model calibration

ERP Estimation using a Kalman Filter in VLBI

NASA Astrophysics Data System (ADS)

Karbon, M.; Soja, B.; Nilsson, T.; Heinkelmann, R.; Liu, L.; Lu, C.; Mora-Diaz, J. A.; Raposo-Pulido, V.; Xu, M.; Schuh, H.

2014-12-01

Geodetic Very Long Baseline Interferometry (VLBI) is one of the primary space geodetic techniques, providing the full set of Earth Orientation Parameters (EOP), and it is unique for observing long term Universal Time (UT1). For applications such as satellite-based navigation and positioning, accurate and continuous ERP obtained in near real-time are essential. They also allow the precise tracking of interplanetary spacecraft. One of the goals of VGOS (VLBI Global Observing System) is to provide such near real-time ERP. With the launch of this next generation VLBI system, the International VLBI Service for Geodesy and Astrometry (IVS) increased its efforts not only to reach 1 mm accuracy on a global scale but also to reduce the time span between the collection of VLBI observations and the availability of the final results substantially. Project VLBI-ART contributes to these objectives by implementing an elaborate Kalman filter, which represents a perfect tool for analyzing VLBI data in quasi real-time. The goal is to implement it in the GFZ version of the Vienna VLBI Software (VieVS) as a completely automated tool, i.e., with no need for human interaction. Here we present the methodology and first results of Kalman filtered EOP from VLBI data.

Assimilation of river altimetry data for effective bed elevation and roughness coefficient

NASA Astrophysics Data System (ADS)

Brêda, João Paulo L. F.; Paiva, Rodrigo C. D.; Bravo, Juan Martin; Passaia, Otávio

2017-04-01

Hydrodynamic models of large rivers are important prediction tools of river discharge, height and floods. However, these techniques still carry considerable errors; part of them related to parameters uncertainties related to river bathymetry and roughness coefficient. Data from recent spatial altimetry missions offers an opportunity to reduce parameters uncertainty through inverse methods. This study aims to develop and access different methods of altimetry data assimilation to improve river bottom levels and Manning roughness estimations in a 1-D hydrodynamic model. The case study was a 1,100 km reach of the Madeira River, a tributary of the Amazon. The tested assimilation methods are direct insertion, linear interpolation, SCE-UA global optimization algorithm and a Kalman Filter adaptation. The Kalman Filter method is composed by new physically based covariance functions developed from steady-flow and backwater equations. It is accessed the benefits of altimetry missions with different spatio-temporal resolutions, such as ICESAT-1, Envisat and Jason 2. Level time series of 5 gauging stations and 5 GPS river height profiles are used to assess and validate the assimilation methods. Finally, the potential of future missions are discussed, such as ICESAT-2 and SWOT satellites.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

Chemical Source Inversion using Assimilated Constituent Observations in an Idealized Two-dimensional System

NASA Technical Reports Server (NTRS)

Tangborn, Andrew; Cooper, Robert; Pawson, Steven; Sun, Zhibin

2009-01-01

We present a source inversion technique for chemical constituents that uses assimilated constituent observations rather than directly using the observations. The method is tested with a simple model problem, which is a two-dimensional Fourier-Galerkin transport model combined with a Kalman filter for data assimilation. Inversion is carried out using a Green's function method and observations are simulated from a true state with added Gaussian noise. The forecast state uses the same spectral spectral model, but differs by an unbiased Gaussian model error, and emissions models with constant errors. The numerical experiments employ both simulated in situ and satellite observation networks. Source inversion was carried out by either direct use of synthetically generated observations with added noise, or by first assimilating the observations and using the analyses to extract observations. We have conducted 20 identical twin experiments for each set of source and observation configurations, and find that in the limiting cases of a very few localized observations, or an extremely large observation network there is little advantage to carrying out assimilation first. However, in intermediate observation densities, there decreases in source inversion error standard deviation using the Kalman filter algorithm followed by Green's function inversion by 50% to 95%.

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.

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.

Improving hydrologic predictions of a catchment model via assimilation of surface soil moisture

USDA-ARS?s Scientific Manuscript database

This paper examines the potential for improving Soil and Water Assessment Tool (SWAT) hydrologic predictions within the 341 km2 Cobb Creek Watershed in southwestern Oklahoma through the assimilation of surface soil moisture observations using an Ensemble Kalman filter (EnKF). In a series of synthet...

Analyzing the carbon cycle with the local ensemble transform Kalman filter, online transport model and real observation data

NASA Astrophysics Data System (ADS)

Maki, T.; Sekiyama, T. T.; Shibata, K.; Miyazaki, K.; Miyoshi, T.; Yamada, K.; Yokoo, Y.; Iwasaki, T.

2011-12-01

In the current carbon cycle analysis, inverse modeling plays an important role. However, it requires enormous computational resources when we deal with more flux regions and more observations. The local ensemble transform Kalman filter (LETKF) is an alternative approach to reduce such problems. We constructed a carbon cycle analysis system with the LETKF and MRI (Meteorological Research Institute) online transport model (MJ98-CDTM). In MJ98-CDTM, an off-line transport model (CDTM) is directly coupled with the MRI/JMA GCM (MJ98). We further improved vertical transport processes in MJ98-CDTM from previous study. The LETKF includes enhanced features such as smoother to assimilate future observations, adaptive inflation and bias correction scheme. In this study, we use CO2 observations of surface data (continuous and flask), aircraft data (CONTRAIL) and satellite data (GOSAT), although we plan to assimilate AIRS tropospheric CO2 data. We developed a quality control system. We estimated 3-day-mean CO2 flux at a resolution of T42. Here, only CO2 concentrations and fluxes are analyzed whereas meteorological fields are nudged by the Japanese reanalysis (JCDAS). The horizontal localization length scale and assimilation window are chosen to be 1000 km and 3 days, respectively. The results indicate that the assimilation system works properly, better than free transport model run when we validate with independent CO2 concentration observational data and CO2 analysis data.

Scalable and balanced dynamic hybrid data assimilation

NASA Astrophysics Data System (ADS)

Kauranne, Tuomo; Amour, Idrissa; Gunia, Martin; Kallio, Kari; Lepistö, Ahti; Koponen, Sampsa

2017-04-01

Scalability of complex weather forecasting suites is dependent on the technical tools available for implementing highly parallel computational kernels, but to an equally large extent also on the dependence patterns between various components of the suite, such as observation processing, data assimilation and the forecast model. Scalability is a particular challenge for 4D variational assimilation methods that necessarily couple the forecast model into the assimilation process and subject this combination to an inherently serial quasi-Newton minimization process. Ensemble based assimilation methods are naturally more parallel, but large models force ensemble sizes to be small and that results in poor assimilation accuracy, somewhat akin to shooting with a shotgun in a million-dimensional space. The Variational Ensemble Kalman Filter (VEnKF) is an ensemble method that can attain the accuracy of 4D variational data assimilation with a small ensemble size. It achieves this by processing a Gaussian approximation of the current error covariance distribution, instead of a set of ensemble members, analogously to the Extended Kalman Filter EKF. Ensemble members are re-sampled every time a new set of observations is processed from a new approximation of that Gaussian distribution which makes VEnKF a dynamic assimilation method. After this a smoothing step is applied that turns VEnKF into a dynamic Variational Ensemble Kalman Smoother VEnKS. In this smoothing step, the same process is iterated with frequent re-sampling of the ensemble but now using past iterations as surrogate observations until the end result is a smooth and balanced model trajectory. In principle, VEnKF could suffer from similar scalability issues as 4D-Var. However, this can be avoided by isolating the forecast model completely from the minimization process by implementing the latter as a wrapper code whose only link to the model is calling for many parallel and totally independent model runs, all of them

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

PubMed Central

Ward, B. Douglas; Janik, John; Mazaheri, Yousef; Ma, Yan; DeYoe, Edgar A.

2013-01-01

This paper demonstrates the feasibility of real-time mapping of the visual field for clinical applications. Specifically, three aspects of this problem were considered: (1) experimental design, (2) statistical analysis, and (3) display of results. Proper experimental design is essential to achieving a successful outcome, particularly for real-time applications. A random-block experimental design was shown to have less sensitivity to measurement noise, as well as greater robustness to error in modeling of the hemodynamic impulse response function (IRF) and greater flexibility than common alternatives. In addition, random encoding of the visual field allows for the detection of voxels that are responsive to multiple, not necessarily contiguous, regions of the visual field. Due to its recursive nature, the Kalman filter is ideally suited for real-time statistical analysis of visual field mapping data. An important feature of the Kalman filter is that it can be used for nonstationary time series analysis. The capability of the Kalman filter to adapt, in real time, to abrupt changes in the baseline arising from subject motion inside the scanner and other external system disturbances is important for the success of clinical applications. The clinician needs real-time information to evaluate the success or failure of the imaging run and to decide whether to extend, modify, or terminate the run. Accordingly, the analytical software provides real-time displays of (1) brain activation maps for each stimulus segment, (2) voxel-wise spatial tuning profiles, (3) time plots of the variability of response parameters, and (4) time plots of activated volume. PMID:22100663

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

An Improved Unscented Kalman Filter Based Decoder for Cortical Brain-Machine Interfaces.

PubMed

Li, Simin; Li, Jie; Li, Zheng

2016-01-01

Brain-machine interfaces (BMIs) seek to connect brains with machines or computers directly, for application in areas such as prosthesis control. For this application, the accuracy of the decoding of movement intentions is crucial. We aim to improve accuracy by designing a better encoding model of primary motor cortical activity during hand movements and combining this with decoder engineering refinements, resulting in a new unscented Kalman filter based decoder, UKF2, which improves upon our previous unscented Kalman filter decoder, UKF1. The new encoding model includes novel acceleration magnitude, position-velocity interaction, and target-cursor-distance features (the decoder does not require target position as input, it is decoded). We add a novel probabilistic velocity threshold to better determine the user's intent to move. We combine these improvements with several other refinements suggested by others in the field. Data from two Rhesus monkeys indicate that the UKF2 generates offline reconstructions of hand movements (mean CC 0.851) significantly more accurately than the UKF1 (0.833) and the popular position-velocity Kalman filter (0.812). The encoding model of the UKF2 could predict the instantaneous firing rate of neurons (mean CC 0.210), given kinematic variables and past spiking, better than the encoding models of these two decoders (UKF1: 0.138, p-v Kalman: 0.098). In closed-loop experiments where each monkey controlled a computer cursor with each decoder in turn, the UKF2 facilitated faster task completion (mean 1.56 s vs. 2.05 s) and higher Fitts's Law bit rate (mean 0.738 bit/s vs. 0.584 bit/s) than the UKF1. These results suggest that the modeling and decoder engineering refinements of the UKF2 improve decoding performance. We believe they can be used to enhance other decoders as well.

An Improved Unscented Kalman Filter Based Decoder for Cortical Brain-Machine Interfaces

PubMed Central

Li, Simin; Li, Jie; Li, Zheng

2016-01-01

Brain-machine interfaces (BMIs) seek to connect brains with machines or computers directly, for application in areas such as prosthesis control. For this application, the accuracy of the decoding of movement intentions is crucial. We aim to improve accuracy by designing a better encoding model of primary motor cortical activity during hand movements and combining this with decoder engineering refinements, resulting in a new unscented Kalman filter based decoder, UKF2, which improves upon our previous unscented Kalman filter decoder, UKF1. The new encoding model includes novel acceleration magnitude, position-velocity interaction, and target-cursor-distance features (the decoder does not require target position as input, it is decoded). We add a novel probabilistic velocity threshold to better determine the user's intent to move. We combine these improvements with several other refinements suggested by others in the field. Data from two Rhesus monkeys indicate that the UKF2 generates offline reconstructions of hand movements (mean CC 0.851) significantly more accurately than the UKF1 (0.833) and the popular position-velocity Kalman filter (0.812). The encoding model of the UKF2 could predict the instantaneous firing rate of neurons (mean CC 0.210), given kinematic variables and past spiking, better than the encoding models of these two decoders (UKF1: 0.138, p-v Kalman: 0.098). In closed-loop experiments where each monkey controlled a computer cursor with each decoder in turn, the UKF2 facilitated faster task completion (mean 1.56 s vs. 2.05 s) and higher Fitts's Law bit rate (mean 0.738 bit/s vs. 0.584 bit/s) than the UKF1. These results suggest that the modeling and decoder engineering refinements of the UKF2 improve decoding performance. We believe they can be used to enhance other decoders as well. PMID:28066170

Maximum Correntropy Unscented Kalman Filter for Ballistic Missile Navigation System based on SINS/CNS Deeply Integrated Mode.

PubMed

Hou, Bowen; He, Zhangming; Li, Dong; Zhou, Haiyin; Wang, Jiongqi

2018-05-27

Strap-down inertial navigation system/celestial navigation system ( SINS/CNS) integrated navigation is a high precision navigation technique for ballistic missiles. The traditional navigation method has a divergence in the position error. A deeply integrated mode for SINS/CNS navigation system is proposed to improve the navigation accuracy of ballistic missile. The deeply integrated navigation principle is described and the observability of the navigation system is analyzed. The nonlinearity, as well as the large outliers and the Gaussian mixture noises, often exists during the actual navigation process, leading to the divergence phenomenon of the navigation filter. The new nonlinear Kalman filter on the basis of the maximum correntropy theory and unscented transformation, named the maximum correntropy unscented Kalman filter, is deduced, and the computational complexity is analyzed. The unscented transformation is used for restricting the nonlinearity of the system equation, and the maximum correntropy theory is used to deal with the non-Gaussian noises. Finally, numerical simulation illustrates the superiority of the proposed filter compared with the traditional unscented Kalman filter. The comparison results show that the large outliers and the influence of non-Gaussian noises for SINS/CNS deeply integrated navigation is significantly reduced through the proposed filter.

Advanced Kalman Filter for Real-Time Responsiveness in Complex Systems

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

Welch, Gregory Francis; Zhang, Jinghe

2014-06-10

Complex engineering systems pose fundamental challenges in real-time operations and control because they are highly dynamic systems consisting of a large number of elements with severe nonlinearities and discontinuities. Today’s tools for real-time complex system operations are mostly based on steady state models, unable to capture the dynamic nature and too slow to prevent system failures. We developed advanced Kalman filtering techniques and the formulation of dynamic state estimation using Kalman filtering techniques to capture complex system dynamics in aiding real-time operations and control. In this work, we looked at complex system issues including severe nonlinearity of system equations, discontinuitiesmore » caused by system controls and network switches, sparse measurements in space and time, and real-time requirements of power grid operations. We sought to bridge the disciplinary boundaries between Computer Science and Power Systems Engineering, by introducing methods that leverage both existing and new techniques. While our methods were developed in the context of electrical power systems, they should generalize to other large-scale scientific and engineering applications.« less

Error due to unresolved scales in estimation problems for atmospheric data assimilation

NASA Astrophysics Data System (ADS)

Janjic, Tijana

The error arising due to unresolved scales in data assimilation procedures is examined. The problem of estimating the projection of the state of a passive scalar undergoing advection at a sequence of times is considered. The projection belongs to a finite- dimensional function space and is defined on the continuum. Using the continuum projection of the state of a passive scalar, a mathematical definition is obtained for the error arising due to the presence, in the continuum system, of scales unresolved by the discrete dynamical model. This error affects the estimation procedure through point observations that include the unresolved scales. In this work, two approximate methods for taking into account the error due to unresolved scales and the resulting correlations are developed and employed in the estimation procedure. The resulting formulas resemble the Schmidt-Kalman filter and the usual discrete Kalman filter, respectively. For this reason, the newly developed filters are called the Schmidt-Kalman filter and the traditional filter. In order to test the assimilation methods, a two- dimensional advection model with nonstationary spectrum was developed for passive scalar transport in the atmosphere. An analytical solution on the sphere was found depicting the model dynamics evolution. Using this analytical solution the model error is avoided, and the error due to unresolved scales is the only error left in the estimation problem. It is demonstrated that the traditional and the Schmidt- Kalman filter work well provided the exact covariance function of the unresolved scales is known. However, this requirement is not satisfied in practice, and the covariance function must be modeled. The Schmidt-Kalman filter cannot be computed in practice without further approximations. Therefore, the traditional filter is better suited for practical use. Also, the traditional filter does not require modeling of the full covariance function of the unresolved scales, but only

Impact of observation error structure on satellite soil moisture assimilation into a rainfall-runoff model

USDA-ARS?s Scientific Manuscript database

In Ensemble Kalman Filter (EnKF)-based data assimilation, the background prediction of a model is updated using observations and relative weights based on the model prediction and observation uncertainties. In practice, both model and observation uncertainties are difficult to quantify and they have...

State updating of a distributed hydrological model with Ensemble Kalman Filtering: Effects of updating frequency and observation network density on forecast accuracy

NASA Astrophysics Data System (ADS)

Rakovec, O.; Weerts, A.; Hazenberg, P.; Torfs, P.; Uijlenhoet, R.

2012-12-01

This paper presents a study on the optimal setup for discharge assimilation within a spatially distributed hydrological model (Rakovec et al., 2012a). The Ensemble Kalman filter (EnKF) is employed to update the grid-based distributed states of such an hourly spatially distributed version of the HBV-96 model. By using a physically based model for the routing, the time delay and attenuation are modelled more realistically. The discharge and states at a given time step are assumed to be dependent on the previous time step only (Markov property). Synthetic and real world experiments are carried out for the Upper Ourthe (1600 km2), a relatively quickly responding catchment in the Belgian Ardennes. The uncertain precipitation model forcings were obtained using a time-dependent multivariate spatial conditional simulation method (Rakovec et al., 2012b), which is further made conditional on preceding simulations. We assess the impact on the forecasted discharge of (1) various sets of the spatially distributed discharge gauges and (2) the filtering frequency. The results show that the hydrological forecast at the catchment outlet is improved by assimilating interior gauges. This augmentation of the observation vector improves the forecast more than increasing the updating frequency. In terms of the model states, the EnKF procedure is found to mainly change the pdfs of the two routing model storages, even when the uncertainty in the discharge simulations is smaller than the defined observation uncertainty. Rakovec, O., Weerts, A. H., Hazenberg, P., Torfs, P. J. J. F., and Uijlenhoet, R.: State updating of a distributed hydrological model with Ensemble Kalman Filtering: effects of updating frequency and observation network density on forecast accuracy, Hydrol. Earth Syst. Sci. Discuss., 9, 3961-3999, doi:10.5194/hessd-9-3961-2012, 2012a. Rakovec, O., Hazenberg, P., Torfs, P. J. J. F., Weerts, A. H., and Uijlenhoet, R.: Generating spatial precipitation ensembles: impact of

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.

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter

PubMed Central

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Gu, Chengfan

2018-01-01

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation. PMID:29415509

Multi-Sensor Optimal Data Fusion Based on the Adaptive Fading Unscented Kalman Filter.

PubMed

Gao, Bingbing; Hu, Gaoge; Gao, Shesheng; Zhong, Yongmin; Gu, Chengfan

2018-02-06

This paper presents a new optimal data fusion methodology based on the adaptive fading unscented Kalman filter for multi-sensor nonlinear stochastic systems. This methodology has a two-level fusion structure: at the bottom level, an adaptive fading unscented Kalman filter based on the Mahalanobis distance is developed and serves as local filters to improve the adaptability and robustness of local state estimations against process-modeling error; at the top level, an unscented transformation-based multi-sensor optimal data fusion for the case of N local filters is established according to the principle of linear minimum variance to calculate globally optimal state estimation by fusion of local estimations. The proposed methodology effectively refrains from the influence of process-modeling error on the fusion solution, leading to improved adaptability and robustness of data fusion for multi-sensor nonlinear stochastic systems. It also achieves globally optimal fusion results based on the principle of linear minimum variance. Simulation and experimental results demonstrate the efficacy of the proposed methodology for INS/GNSS/CNS (inertial navigation system/global navigation satellite system/celestial navigation system) integrated navigation.

Design of Linear Quadratic Regulators and Kalman Filters

NASA Technical Reports Server (NTRS)

Lehtinen, B.; Geyser, L.

1986-01-01

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

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.

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.

Applying Ensemble Kalman Filter to Regional Ocean Circulation Model in the East Asian Marginal Sea

NASA Astrophysics Data System (ADS)

Pak, Gyun-Do; Kim, Young Ho; Chang, Kyung-Il

2010-05-01

We successfully apply the ensemble Kalman filter (EnKF) data assimilation scheme to the East Sea Regional Ocean Model (ESROM). The ESROM solves the three dimensional ocean primitive equations with the hydrostatic and Boussinesq approximations. The domain of ESROM fully covers East Sea with grid intervals of approximately 0.1˚. The ESROM has one inflow port, the Korea Strait, and two outflow ports, the Tsugaru and Soya straits. High resolution bathymetry of 1/60˚ (Choi et al., 2002) is adopted for the model topography. The ESROM is initialized using hydrographic data from World Ocean Atlas (WOA), and forced by monthly mean surface and open boundary conditions supplied from European Centre for Medium-Range Weather Forecast data, WOA and so on. The EnKF system is composed of 16 ensembles and thousands of observation data are assimilated at every assimilation step into its parallel version, which significantly reduces the required memory and computational time more than 3-fold compared with its serial version. To prevent the collapse of ensembles due to rank deficiency, we employ various schemes such as localization and inflation of the background error covariance and disturbance of observations. Sea surface temperature from the Advanced Very High Resolution Radiometer and in-situ temperature profiles from various sources including Argo floats have been assimilated into the EnKF system. For cyclonic circulation in the northern East Sea and paths of the East Korean Warm Current and the Nearshore Branch, the EnKF system reproduces the mean surface circulation more realistically than that in the case without data assimilation. Simulated area-averaged vertical temperature profiles also agrees well with the Generalized Digital Environmental Model data, which indicates that the EnKF system corrects the warming of subsurface temperature and the erosion of the permanent thermocline that are usually observed in numerical models without data assimilation. We also

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 Reduced Dimension Static, Linearized Kalman Filter and Smoother

NASA Technical Reports Server (NTRS)

Fukumori, I.

1995-01-01

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

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.

SSDA code to apply data assimilation in soil water flow modeling: Documentation and user manual

USDA-ARS?s Scientific Manuscript database

Soil water flow models are based on simplified assumptions about the mechanisms, processes, and parameters of water retention and flow. That causes errors in soil water flow model predictions. Data assimilation (DA) with the ensemble Kalman filter (EnKF) corrects modeling results based on measured s...

Control of motion stability of the line tracer robot using fuzzy logic and kalman filter

NASA Astrophysics Data System (ADS)

Novelan, M. S.; Tulus; Zamzami, E. M.

2018-03-01

Setting of motion and balance line tracer robot two wheels is actually a combination of a two-wheeled robot balance concept and the concept of line follower robot. The main objective of this research is to maintain the robot in an upright and can move to follow the line of the Wizard while maintaining balance. In this study the motion balance system on line tracer robot by considering the presence of a noise, so that it takes the estimator is used to mengestimasi the line tracer robot motion. The estimation is done by the method of Kalman Filter and the combination of Fuzzy logic-Fuzzy Kalman Filter called Kalman Filter, as well as optimal smooting. Based on the results of the study, the value of the output of the fuzzy results obtained from the sensor input value has been filtered before entering the calculation of the fuzzy. The results of the output of the fuzzy logic hasn’t been able to control dc motors are well balanced at the moment to be able to run. The results of the fuzzy logic by using membership function of triangular membership function or yet can control with good dc motor movement in order to be balanced

Sequential estimation and satellite data assimilation in meteorology and oceanography

NASA Technical Reports Server (NTRS)

Ghil, M.

1986-01-01

The central theme of this review article is the role that dynamics plays in estimating the state of the atmosphere and of the ocean from incomplete and noisy data. Objective analysis and inverse methods represent an attempt at relying mostly on the data and minimizing the role of dynamics in the estimation. Four-dimensional data assimilation tries to balance properly the roles of dynamical and observational information. Sequential estimation is presented as the proper framework for understanding this balance, and the Kalman filter as the ideal, optimal procedure for data assimilation. The optimal filter computes forecast error covariances of a given atmospheric or oceanic model exactly, and hence data assimilation should be closely connected with predictability studies. This connection is described, and consequences drawn for currently active areas of the atmospheric and oceanic sciences, namely, mesoscale meteorology, medium and long-range forecasting, and upper-ocean dynamics.

Assimilation of active and passive microwave observations for improved estimates of soil moisture and crop growth

USDA-ARS?s Scientific Manuscript database

An Ensemble Kalman Filter-based data assimilation framework that links a crop growth model with active and passive (AP) microwave models was developed to improve estimates of soil moisture (SM) and vegetation biomass over a growing season of soybean. Complementarities in AP observations were incorpo...

Tractography from HARDI using an Intrinsic Unscented Kalman Filter

PubMed Central

Cheng, Guang; Salehian, Hesamoddin; Forder, John R.; Vemuri, Baba C.

2014-01-01

A novel adaptation of the unscented Kalman filter (UKF) was recently introduced in literature for simultaneous multi-tensor estimation and fiber tractography from diffusion MRI. This technique has the advantage over other tractography methods in terms of computational efficiency, due to the fact that the UKF simultaneously estimates the diffusion tensors and propagates the most consistent direction to track along. This UKF and its variants reported later in literature however are not intrinsic to the space of diffusion tensors. Lack of this key property can possibly lead to inaccuracies in the multi-tensor estimation as well as in the tractography. In this paper, we propose a novel intrinsic unscented Kalman filter (IUKF) in the space of diffusion tensors which are symmetric positive definite matrices, that can be used for simultaneous recursive estimation of multi-tensors and propagation of directional information for use in fiber tractography from diffusion weighted MR data. In addition to being more accurate, IUKF retains all the advantages of UKF mentioned above. We demonstrate the accuracy and effectiveness of the proposed method via experiments publicly available phantom data from the fiber cup-challenge (MICCAI 2009) and diffusion weighted MR scans acquired from human brains and rat spinal cords. PMID:25203986

State updating of a distributed hydrological model with Ensemble Kalman Filtering: effects of updating frequency and observation network density on forecast accuracy

NASA Astrophysics Data System (ADS)

Rakovec, O.; Weerts, A. H.; Hazenberg, P.; Torfs, P. J. J. F.; Uijlenhoet, R.

2012-09-01

This paper presents a study on the optimal setup for discharge assimilation within a spatially distributed hydrological model. The Ensemble Kalman filter (EnKF) is employed to update the grid-based distributed states of such an hourly spatially distributed version of the HBV-96 model. By using a physically based model for the routing, the time delay and attenuation are modelled more realistically. The discharge and states at a given time step are assumed to be dependent on the previous time step only (Markov property). Synthetic and real world experiments are carried out for the Upper Ourthe (1600 km2), a relatively quickly responding catchment in the Belgian Ardennes. We assess the impact on the forecasted discharge of (1) various sets of the spatially distributed discharge gauges and (2) the filtering frequency. The results show that the hydrological forecast at the catchment outlet is improved by assimilating interior gauges. This augmentation of the observation vector improves the forecast more than increasing the updating frequency. In terms of the model states, the EnKF procedure is found to mainly change the pdfs of the two routing model storages, even when the uncertainty in the discharge simulations is smaller than the defined observation uncertainty.

Evaluation of an image-based tracking workflow with Kalman filtering for automatic image plane alignment in interventional MRI.

PubMed

Neumann, M; Cuvillon, L; Breton, E; de Matheli, M

2013-01-01

Recently, a workflow for magnetic resonance (MR) image plane alignment based on tracking in real-time MR images was introduced. The workflow is based on a tracking device composed of 2 resonant micro-coils and a passive marker, and allows for tracking of the passive marker in clinical real-time images and automatic (re-)initialization using the microcoils. As the Kalman filter has proven its benefit as an estimator and predictor, it is well suited for use in tracking applications. In this paper, a Kalman filter is integrated in the previously developed workflow in order to predict position and orientation of the tracking device. Measurement noise covariances of the Kalman filter are dynamically changed in order to take into account that, according to the image plane orientation, only a subset of the 3D pose components is available. The improved tracking performance of the Kalman extended workflow could be quantified in simulation results. Also, a first experiment in the MRI scanner was performed but without quantitative results yet.

Ensemble Data Assimilation Without Ensembles: Methodology and Application to Ocean Data Assimilation

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele M.; Kovach, Robin M.; Vernieres, Guillaume

2013-01-01

Two methods to estimate background error covariances for data assimilation are introduced. While both share properties with the ensemble Kalman filter (EnKF), they differ from it in that they do not require the integration of multiple model trajectories. Instead, all the necessary covariance information is obtained from a single model integration. The first method is referred-to as SAFE (Space Adaptive Forecast error Estimation) because it estimates error covariances from the spatial distribution of model variables within a single state vector. It can thus be thought of as sampling an ensemble in space. The second method, named FAST (Flow Adaptive error Statistics from a Time series), constructs an ensemble sampled from a moving window along a model trajectory. The underlying assumption in these methods is that forecast errors in data assimilation are primarily phase errors in space and/or time.

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

ECG fiducial point extraction using switching Kalman filter.

PubMed

Akhbari, Mahsa; Ghahjaverestan, Nasim Montazeri; Shamsollahi, Mohammad B; Jutten, Christian

2018-04-01

In this paper, we propose a novel method for extracting fiducial points (FPs) of the beats in electrocardiogram (ECG) signals using switching Kalman filter (SKF). In this method, according to McSharry's model, ECG waveforms (P-wave, QRS complex and T-wave) are modeled with Gaussian functions and ECG baselines are modeled with first order auto regressive models. In the proposed method, a discrete state variable called "switch" is considered that affects only the observation equations. We denote a mode as a specific observation equation and switch changes between 7 modes and corresponds to different segments of an ECG beat. At each time instant, the probability of each mode is calculated and compared among two consecutive modes and a path is estimated, which shows the relation of each part of the ECG signal to the mode with the maximum probability. ECG FPs are found from the estimated path. For performance evaluation, the Physionet QT database is used and the proposed method is compared with methods based on wavelet transform, partially collapsed Gibbs sampler (PCGS) and extended Kalman filter. For our proposed method, the mean error and the root mean square error across all FPs are 2 ms (i.e. less than one sample) and 14 ms, respectively. These errors are significantly smaller than those obtained using other methods. The proposed method achieves lesser RMSE and smaller variability with respect to others. Copyright © 2018 Elsevier B.V. All rights reserved.

Kalman Filtering for Genetic Regulatory Networks with Missing Values

PubMed Central

Liu, Qiuhua; Lai, Tianyue; Wang, Wu

2017-01-01

The filter problem with missing value for genetic regulation networks (GRNs) is addressed, in which the noises exist in both the state dynamics and measurement equations; furthermore, the correlation between process noise and measurement noise is also taken into consideration. In order to deal with the filter problem, a class of discrete-time GRNs with missing value, noise correlation, and time delays is established. Then a new observation model is proposed to decrease the adverse effect caused by the missing value and to decouple the correlation between process noise and measurement noise in theory. Finally, a Kalman filtering is used to estimate the states of GRNs. Meanwhile, a typical example is provided to verify the effectiveness of the proposed method, and it turns out to be the case that the concentrations of mRNA and protein could be estimated accurately. PMID:28814967

Application of Data Assimilation with the Root Zone Water Quality Model for Soil Moisture Profile Estimation

USDA-ARS?s Scientific Manuscript database

Estimation of soil moisture has received considerable attention in the areas of hydrology, agriculture, meteorology and environmental studies because of its role in the partitioning water and energy at the land surface. In this study, the Ensemble Kalman Filter (EnKF), a popular data assimilation te...

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

A mesoscale hybrid data assimilation system based on the JMA nonhydrostatic model

NASA Astrophysics Data System (ADS)

Ito, K.; Kunii, M.; Kawabata, T. T.; Saito, K. K.; Duc, L. L.

2015-12-01

This work evaluates the potential of a hybrid ensemble Kalman filter and four-dimensional variational (4D-Var) data assimilation system for predicting severe weather events from a deterministic point of view. This hybrid system is an adjoint-based 4D-Var system using a background error covariance matrix constructed from the mixture of a so-called NMC method and perturbations in a local ensemble transform Kalman filter data assimilation system, both of which are based on the Japan Meteorological Agency nonhydrostatic model. To construct the background error covariance matrix, we investigated two types of schemes. One is a spatial localization scheme and the other is neighboring ensemble approach, which regards the result at a horizontally spatially shifted point in each ensemble member as that obtained from a different realization of ensemble simulation. An assimilation of a pseudo single-observation located to the north of a tropical cyclone (TC) yielded an analysis increment of wind and temperature physically consistent with what is expected for a mature TC in both hybrid systems, whereas an analysis increment in a 4D-Var system using a static background error covariance distorted a structure of the mature TC. Real data assimilation experiments applied to 4 TCs and 3 local heavy rainfall events showed that hybrid systems and EnKF provided better initial conditions than the NMC-based 4D-Var, both for predicting the intensity and track forecast of TCs and for the location and amount of local heavy rainfall events.

Dual Extended Kalman Filter for the Identification of Time-Varying Human Manual Control Behavior

NASA Technical Reports Server (NTRS)

Popovici, Alexandru; Zaal, Peter M. T.; Pool, Daan M.

2017-01-01

A Dual Extended Kalman Filter was implemented for the identification of time-varying human manual control behavior. Two filters that run concurrently were used, a state filter that estimates the equalization dynamics, and a parameter filter that estimates the neuromuscular parameters and time delay. Time-varying parameters were modeled as a random walk. The filter successfully estimated time-varying human control behavior in both simulated and experimental data. Simple guidelines are proposed for the tuning of the process and measurement covariance matrices and the initial parameter estimates. The tuning was performed on simulation data, and when applied on experimental data, only an increase in measurement process noise power was required in order for the filter to converge and estimate all parameters. A sensitivity analysis to initial parameter estimates showed that the filter is more sensitive to poor initial choices of neuromuscular parameters than equalization parameters, and bad choices for initial parameters can result in divergence, slow convergence, or parameter estimates that do not have a real physical interpretation. The promising results when applied to experimental data, together with its simple tuning and low dimension of the state-space, make the use of the Dual Extended Kalman Filter a viable option for identifying time-varying human control parameters in manual tracking tasks, which could be used in real-time human state monitoring and adaptive human-vehicle haptic interfaces.

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.

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.

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

Enhanced Bank of Kalman Filters Developed and Demonstrated for In-Flight Aircraft Engine Sensor Fault Diagnostics

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2005-01-01

In-flight sensor fault detection and isolation (FDI) is critical to maintaining reliable engine operation during flight. The aircraft engine control system, which computes control commands on the basis of sensor measurements, operates the propulsion systems at the demanded conditions. Any undetected sensor faults, therefore, may cause the control system to drive the engine into an undesirable operating condition. It is critical to detect and isolate failed sensors as soon as possible so that such scenarios can be avoided. A challenging issue in developing reliable sensor FDI systems is to make them robust to changes in engine operating characteristics due to degradation with usage and other faults that can occur during flight. A sensor FDI system that cannot appropriately account for such scenarios may result in false alarms, missed detections, or misclassifications when such faults do occur. To address this issue, an enhanced bank of Kalman filters was developed, and its performance and robustness were demonstrated in a simulation environment. The bank of filters is composed of m + 1 Kalman filters, where m is the number of sensors being used by the control system and, thus, in need of monitoring. Each Kalman filter is designed on the basis of a unique fault hypothesis so that it will be able to maintain its performance if a particular fault scenario, hypothesized by that particular filter, takes place.

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.

Angular velocity estimation based on star vector with improved current statistical model Kalman filter.

PubMed

Zhang, Hao; Niu, Yanxiong; Lu, Jiazhen; Zhang, He

2016-11-20

Angular velocity information is a requisite for a spacecraft guidance, navigation, and control system. In this paper, an approach for angular velocity estimation based merely on star vector measurement with an improved current statistical model Kalman filter is proposed. High-precision angular velocity estimation can be achieved under dynamic conditions. The amount of calculation is also reduced compared to a Kalman filter. Different trajectories are simulated to test this approach, and experiments with real starry sky observation are implemented for further confirmation. The estimation accuracy is proved to be better than 10^-4  rad/s under various conditions. Both the simulation and the experiment demonstrate that the described approach is effective and shows an excellent performance under both static and dynamic conditions.

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.

Kalman Filter for Spinning Spacecraft Attitude Estimation

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Sedlak, Joseph E.

2008-01-01

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

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

Flatness-based control and Kalman filtering for a continuous-time macroeconomic model

NASA Astrophysics Data System (ADS)

Rigatos, G.; Siano, P.; Ghosh, T.; Busawon, K.; Binns, R.

2017-11-01

The article proposes flatness-based control for a nonlinear macro-economic model of the UK economy. The differential flatness properties of the model are proven. This enables to introduce a transformation (diffeomorphism) of the system's state variables and to express the state-space description of the model in the linear canonical (Brunowsky) form in which both the feedback control and the state estimation problem can be solved. For the linearized equivalent model of the macroeconomic system, stabilizing feedback control can be achieved using pole placement methods. Moreover, to implement stabilizing feedback control of the system by measuring only a subset of its state vector elements the Derivative-free nonlinear Kalman Filter is used. This consists of the Kalman Filter recursion applied on the linearized equivalent model of the financial system and of an inverse transformation that is based again on differential flatness theory. The asymptotic stability properties of the control scheme are confirmed.

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.

Do Assimilated Drifter Velocities Improve Lagrangian Predictability in an Operational Ocean Model?

DTIC Science & Technology

2015-05-01

extended Kalman filter . Molcard et al. (2005) used a statistical method to cor- relate model and drifter velocities. Taillandier et al. (2006) describe the... temperature and salinity observations. Trajectory angular differ- ences are also reduced. 1. Introduction The importance of Lagrangian forecasts was seen... Temperature , salinity, and sea surface height (SSH, measured along-track by satellite altimeters) observa- tions are typically assimilated in

A Sensor Fusion Method Based on an Integrated Neural Network and Kalman Filter for Vehicle Roll Angle Estimation.

PubMed

Vargas-Meléndez, Leandro; Boada, Beatriz L; Boada, María Jesús L; Gauchía, Antonio; Díaz, Vicente

2016-08-31

This article presents a novel estimator based on sensor fusion, which combines the Neural Network (NN) with a Kalman filter in order to estimate the vehicle roll angle. The NN estimates a "pseudo-roll angle" through variables that are easily measured from Inertial Measurement Unit (IMU) sensors. An IMU is a device that is commonly used for vehicle motion detection, and its cost has decreased during recent years. The pseudo-roll angle is introduced in the Kalman filter in order to filter noise and minimize the variance of the norm and maximum errors' estimation. The NN has been trained for J-turn maneuvers, double lane change maneuvers and lane change maneuvers at different speeds and road friction coefficients. The proposed method takes into account the vehicle non-linearities, thus yielding good roll angle estimation. Finally, the proposed estimator has been compared with one that uses the suspension deflections to obtain the pseudo-roll angle. Experimental results show the effectiveness of the proposed NN and Kalman filter-based estimator.

A Sensor Fusion Method Based on an Integrated Neural Network and Kalman Filter for Vehicle Roll Angle Estimation

PubMed Central

Vargas-Meléndez, Leandro; Boada, Beatriz L.; Boada, María Jesús L.; Gauchía, Antonio; Díaz, Vicente

2016-01-01

This article presents a novel estimator based on sensor fusion, which combines the Neural Network (NN) with a Kalman filter in order to estimate the vehicle roll angle. The NN estimates a “pseudo-roll angle” through variables that are easily measured from Inertial Measurement Unit (IMU) sensors. An IMU is a device that is commonly used for vehicle motion detection, and its cost has decreased during recent years. The pseudo-roll angle is introduced in the Kalman filter in order to filter noise and minimize the variance of the norm and maximum errors’ estimation. The NN has been trained for J-turn maneuvers, double lane change maneuvers and lane change maneuvers at different speeds and road friction coefficients. The proposed method takes into account the vehicle non-linearities, thus yielding good roll angle estimation. Finally, the proposed estimator has been compared with one that uses the suspension deflections to obtain the pseudo-roll angle. Experimental results show the effectiveness of the proposed NN and Kalman filter-based estimator. PMID:27589763

The Impact of AMSR-E Soil Moisture Assimilation on Evapotranspiration Estimation

NASA Technical Reports Server (NTRS)

Peters-Lidard, Christa D.; Kumar, Sujay; Mocko, David; Tian, Yudong

2012-01-01

An assessment ofETestimates for current LDAS systems is provided along with current research that demonstrates improvement in LSM ET estimates due to assimilating satellite-based soil moisture products. Using the Ensemble Kalman Filter in the Land Information System, we assimilate both NASA and Land Parameter Retrieval Model (LPRM) soil moisture products into the Noah LSM Version 3.2 with the North American LDAS phase 2 CNLDAS-2) forcing to mimic the NLDAS-2 configuration. Through comparisons with two global reference ET products, one based on interpolated flux tower data and one from a new satellite ET algorithm, over the NLDAS2 domain, we demonstrate improvement in ET estimates only when assimilating the LPRM soil moisture product.

Data Assimilation - Advances and Applications

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

Williams, Brian J.

2014-07-30

This presentation provides an overview of data assimilation (model calibration) for complex computer experiments. Calibration refers to the process of probabilistically constraining uncertain physics/engineering model inputs to be consistent with observed experimental data. An initial probability distribution for these parameters is updated using the experimental information. Utilization of surrogate models and empirical adjustment for model form error in code calibration form the basis for the statistical methodology considered. The role of probabilistic code calibration in supporting code validation is discussed. Incorporation of model form uncertainty in rigorous uncertainty quantification (UQ) analyses is also addressed. Design criteria used within a batchmore » sequential design algorithm are introduced for efficiently achieving predictive maturity and improved code calibration. Predictive maturity refers to obtaining stable predictive inference with calibrated computer codes. These approaches allow for augmentation of initial experiment designs for collecting new physical data. A standard framework for data assimilation is presented and techniques for updating the posterior distribution of the state variables based on particle filtering and the ensemble Kalman filter are introduced.« less

The potential of 2D Kalman filtering for soil moisture data assimilation

USDA-ARS?s Scientific Manuscript database

We examine the potential for parameterizing a two-dimensional (2D) land data assimilation system using spatial error auto-correlation statistics gleaned from a triple collocation analysis and the triplet of: (1) active microwave-, (2) passive microwave- and (3) land surface model-based surface soil ...

Deconvolution of noisy transient signals: a Kalman filtering application

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

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