Analysis of Video-Based Microscopic Particle Trajectories Using Kalman Filtering

PubMed Central

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

2010-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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.

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.

A New Adaptive H-Infinity Filtering Algorithm for the GPS/INS Integrated Navigation

PubMed Central

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

2016-01-01

The Kalman filter is an optimal estimator with numerous applications in technology, especially in systems with Gaussian distributed noise. Moreover, the adaptive Kalman filtering algorithms, based on the Kalman filter, can control the influence of dynamic model errors. In contrast to the adaptive Kalman filtering algorithms, the H-infinity filter is able to address the interference of the stochastic model by minimization of the worst-case estimation error. In this paper, a novel adaptive H-infinity filtering algorithm, which integrates the adaptive Kalman filter and the H-infinity filter in order to perform a comprehensive filtering algorithm, is presented. In the proposed algorithm, a robust estimation method is employed to control the influence of outliers. In order to verify the proposed algorithm, experiments with real data of the Global Positioning System (GPS) and Inertial Navigation System (INS) integrated navigation, were conducted. The experimental results have shown that the proposed algorithm has multiple advantages compared to the other filtering algorithms. PMID:27999361

A New Adaptive H-Infinity Filtering Algorithm for the GPS/INS Integrated Navigation.

PubMed

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

2016-12-19

The Kalman filter is an optimal estimator with numerous applications in technology, especially in systems with Gaussian distributed noise. Moreover, the adaptive Kalman filtering algorithms, based on the Kalman filter, can control the influence of dynamic model errors. In contrast to the adaptive Kalman filtering algorithms, the H-infinity filter is able to address the interference of the stochastic model by minimization of the worst-case estimation error. In this paper, a novel adaptive H-infinity filtering algorithm, which integrates the adaptive Kalman filter and the H-infinity filter in order to perform a comprehensive filtering algorithm, is presented. In the proposed algorithm, a robust estimation method is employed to control the influence of outliers. In order to verify the proposed algorithm, experiments with real data of the Global Positioning System (GPS) and Inertial Navigation System (INS) integrated navigation, were conducted. The experimental results have shown that the proposed algorithm has multiple advantages compared to the other filtering algorithms.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

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

2014-06-01

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

Kalman filter data assimilation: Targeting observations and parameter estimation

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

Bellsky, Thomas, E-mail: bellskyt@asu.edu; Kostelich, Eric J.; Mahalov, Alex

2014-06-15

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

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.

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.

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

PubMed

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

2013-12-21

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

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

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.

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.

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.

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.

External Aiding Methods for IMU-Based Navigation

DTIC Science & Technology

2016-11-26

Carlo simulation and particle filtering . This approach allows for the utilization of highly complex systems in a black box configuration with minimal...alternative method, which has the advantage of being less computationally demanding, is to use a Kalman filtering -based approach. The particular...Kalman filtering -based approach used here is known as linear covariance analysis. In linear covariance analysis, the nonlinear systems describing the

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.

Contingency designs for attitude determination of TRMM

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

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.

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

Localization Methods for a Mobile Robot in Urban Environments

DTIC Science & Technology

2004-10-04

Columbia University, Department of Computer Science, 2001. [30] R. Brown and P. Hwang , Introduction to random signals and applied Kalman filtering, 3rd...sensor. An extended Kalman filter integrates the sensor data and keeps track of the uncertainty associated with it. The second method is based on...errors+ compass/GPS errors corrected odometry pose odometry error estimates zk zk h(x)~ h(x)~ Kalman Filter zk Fig. 4. A diagram of the extended

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.

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.

Efficient data assimilation algorithm for bathymetry application

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

An 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).

Effectiveness of Variable-Gain Kalman Filter Based on Angle Error Calculated from Acceleration Signals in Lower Limb Angle Measurement with Inertial Sensors

PubMed Central

Watanabe, Takashi

2013-01-01

The wearable sensor system developed by our group, which measured lower limb angles using Kalman-filtering-based method, was suggested to be useful in evaluation of gait function for rehabilitation support. However, it was expected to reduce variations of measurement errors. In this paper, a variable-Kalman-gain method based on angle error that was calculated from acceleration signals was proposed to improve measurement accuracy. The proposed method was tested comparing to fixed-gain Kalman filter and a variable-Kalman-gain method that was based on acceleration magnitude used in previous studies. First, in angle measurement in treadmill walking, the proposed method measured lower limb angles with the highest measurement accuracy and improved significantly foot inclination angle measurement, while it improved slightly shank and thigh inclination angles. The variable-gain method based on acceleration magnitude was not effective for our Kalman filter system. Then, in angle measurement of a rigid body model, it was shown that the proposed method had measurement accuracy similar to or higher than results seen in other studies that used markers of camera-based motion measurement system fixing on a rigid plate together with a sensor or on the sensor directly. The proposed method was found to be effective in angle measurement with inertial sensors. PMID:24282442

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.

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.

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.

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.

Satellite Angular Rate Estimation From Vector Measurements

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

Integration of Cold Atom Interferometry INS with Other Sensors

DTIC Science & Technology

2012-03-22

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

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.

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.

Nonlinear Estimation With Sparse Temporal Measurements

DTIC Science & Technology

2016-09-01

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

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.

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

NASA Astrophysics Data System (ADS)

Goh, Shu Ting

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

A 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

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.

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).

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 the basis of the aforementioned templates. The GKF software can be used to develop many different types of unfactorized Kalman filters. A developer can choose to implement either a linearized or an extended Kalman filter algorithm, without having to modify the GKF software. Control dynamics can be taken into account or neglected in the filter-dynamics model. Filter programs developed by use of the GKF software can be made to propagate equations of motion for linear or nonlinear dynamical systems that are deterministic or stochastic. In addition, filter programs can be made to operate in user-selectable "covariance analysis" and "propagation-only" modes that are useful in design and development stages.

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.

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.

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.

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.

A Probabilistic Collocation Based Iterative Kalman Filter for Landfill Data Assimilation

NASA Astrophysics Data System (ADS)

Qiang, Z.; Zeng, L.; Wu, L.

2016-12-01

Due to the strong spatial heterogeneity of landfill, uncertainty is ubiquitous in gas transport process in landfill. To accurately characterize the landfill properties, the ensemble Kalman filter (EnKF) has been employed to assimilate the measurements, e.g., the gas pressure. As a Monte Carlo (MC) based method, the EnKF usually requires a large ensemble size, which poses a high computational cost for large scale problems. In this work, we propose a probabilistic collocation based iterative Kalman filter (PCIKF) to estimate permeability in a liquid-gas coupling model. This method employs polynomial chaos expansion (PCE) to represent and propagate the uncertainties of model parameters and states, and an iterative form of Kalman filter to assimilate the current gas pressure data. To further reduce the computation cost, the functional ANOVA (analysis of variance) decomposition is conducted, and only the first order ANOVA components are remained for PCE. Illustrated with numerical case studies, this proposed method shows significant superiority in computation efficiency compared with the traditional MC based iterative EnKF. The developed method has promising potential in reliable prediction and management of landfill gas production.

Sensor failure detection system. [for the F100 turbofan engine

NASA Technical Reports Server (NTRS)

Beattie, E. C.; Laprad, R. F.; Mcglone, M. E.; Rock, S. M.; Akhter, M. M.

1981-01-01

Advanced concepts for detecting, isolating, and accommodating sensor failures were studied to determine their applicability to the gas turbine control problem. Five concepts were formulated based upon such techniques as Kalman filters and a screening process led to the selection of one advanced concept for further evaluation. The selected advanced concept uses a Kalman filter to generate residuals, a weighted sum square residuals technique to detect soft failures, likelihood ratio testing of a bank of Kalman filters for isolation, and reconfiguring of the normal mode Kalman filter by eliminating the failed input to accommodate the failure. The advanced concept was compared to a baseline parameter synthesis technique. The advanced concept was shown to be a viable concept for detecting, isolating, and accommodating sensor failures for the gas turbine applications.

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.

Simplification of the Kalman filter for meteorological data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1991-01-01

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

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

PubMed

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

2013-01-01

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

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.

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.

Estimation of single plane unbalance parameters of a rotor-bearing system using Kalman filtering based force estimation technique

NASA Astrophysics Data System (ADS)

Shrivastava, Akash; Mohanty, A. R.

2018-03-01

This paper proposes a model-based method to estimate single plane unbalance parameters (amplitude and phase angle) in a rotor using Kalman filter and recursive least square based input force estimation technique. Kalman filter based input force estimation technique requires state-space model and response measurements. A modified system equivalent reduction expansion process (SEREP) technique is employed to obtain a reduced-order model of the rotor system so that limited response measurements can be used. The method is demonstrated using numerical simulations on a rotor-disk-bearing system. Results are presented for different measurement sets including displacement, velocity, and rotational response. Effects of measurement noise level, filter parameters (process noise covariance and forgetting factor), and modeling error are also presented and it is observed that the unbalance parameter estimation is robust with respect to measurement noise.

Processing Functional Near Infrared Spectroscopy Signal with a Kalman Filter to Assess Working Memory during Simulated Flight.

PubMed

Durantin, Gautier; Scannella, Sébastien; Gateau, Thibault; Delorme, Arnaud; Dehais, Frédéric

2015-01-01

Working memory (WM) is a key executive function for operating aircraft, especially when pilots have to recall series of air traffic control instructions. There is a need to implement tools to monitor WM as its limitation may jeopardize flight safety. An innovative way to address this issue is to adopt a Neuroergonomics approach that merges knowledge and methods from Human Factors, System Engineering, and Neuroscience. A challenge of great importance for Neuroergonomics is to implement efficient brain imaging techniques to measure the brain at work and to design Brain Computer Interfaces (BCI). We used functional near infrared spectroscopy as it has been already successfully tested to measure WM capacity in complex environment with air traffic controllers (ATC), pilots, or unmanned vehicle operators. However, the extraction of relevant features from the raw signal in ecological environment is still a critical issue due to the complexity of implementing real-time signal processing techniques without a priori knowledge. We proposed to implement the Kalman filtering approach, a signal processing technique that is efficient when the dynamics of the signal can be modeled. We based our approach on the Boynton model of hemodynamic response. We conducted a first experiment with nine participants involving a basic WM task to estimate the noise covariances of the Kalman filter. We then conducted a more ecological experiment in our flight simulator with 18 pilots who interacted with ATC instructions (two levels of difficulty). The data was processed with the same Kalman filter settings implemented in the first experiment. This filter was benchmarked with a classical pass-band IIR filter and a Moving Average Convergence Divergence (MACD) filter. Statistical analysis revealed that the Kalman filter was the most efficient to separate the two levels of load, by increasing the observed effect size in prefrontal areas involved in WM. In addition, the use of a Kalman filter increased the performance of the classification of WM levels based on brain signal. The results suggest that Kalman filter is a suitable approach for real-time improvement of near infrared spectroscopy signal in ecological situations and the development of BCI.

Processing Functional Near Infrared Spectroscopy Signal with a Kalman Filter to Assess Working Memory during Simulated Flight

PubMed Central

Durantin, Gautier; Scannella, Sébastien; Gateau, Thibault; Delorme, Arnaud; Dehais, Frédéric

2016-01-01

Working memory (WM) is a key executive function for operating aircraft, especially when pilots have to recall series of air traffic control instructions. There is a need to implement tools to monitor WM as its limitation may jeopardize flight safety. An innovative way to address this issue is to adopt a Neuroergonomics approach that merges knowledge and methods from Human Factors, System Engineering, and Neuroscience. A challenge of great importance for Neuroergonomics is to implement efficient brain imaging techniques to measure the brain at work and to design Brain Computer Interfaces (BCI). We used functional near infrared spectroscopy as it has been already successfully tested to measure WM capacity in complex environment with air traffic controllers (ATC), pilots, or unmanned vehicle operators. However, the extraction of relevant features from the raw signal in ecological environment is still a critical issue due to the complexity of implementing real-time signal processing techniques without a priori knowledge. We proposed to implement the Kalman filtering approach, a signal processing technique that is efficient when the dynamics of the signal can be modeled. We based our approach on the Boynton model of hemodynamic response. We conducted a first experiment with nine participants involving a basic WM task to estimate the noise covariances of the Kalman filter. We then conducted a more ecological experiment in our flight simulator with 18 pilots who interacted with ATC instructions (two levels of difficulty). The data was processed with the same Kalman filter settings implemented in the first experiment. This filter was benchmarked with a classical pass-band IIR filter and a Moving Average Convergence Divergence (MACD) filter. Statistical analysis revealed that the Kalman filter was the most efficient to separate the two levels of load, by increasing the observed effect size in prefrontal areas involved in WM. In addition, the use of a Kalman filter increased the performance of the classification of WM levels based on brain signal. The results suggest that Kalman filter is a suitable approach for real-time improvement of near infrared spectroscopy signal in ecological situations and the development of BCI. PMID:26834607

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

PubMed Central

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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.

Kalman-variant estimators for state of charge in lithium-sulfur batteries

NASA Astrophysics Data System (ADS)

Propp, Karsten; Auger, Daniel J.; Fotouhi, Abbas; Longo, Stefano; Knap, Vaclav

2017-03-01

Lithium-sulfur batteries are now commercially available, offering high specific energy density, low production costs and high safety. However, there is no commercially-available battery management system for them, and there are no published methods for determining state of charge in situ. This paper describes a study to address this gap. The properties and behaviours of lithium-sulfur are briefly introduced, and the applicability of 'standard' lithium-ion state-of-charge estimation methods is explored. Open-circuit voltage methods and 'Coulomb counting' are found to have a poor fit for lithium-sulfur, and model-based methods, particularly recursive Bayesian filters, are identified as showing strong promise. Three recursive Bayesian filters are implemented: an extended Kalman filter (EKF), an unscented Kalman filter (UKF) and a particle filter (PF). These estimators are tested through practical experimentation, considering both a pulse-discharge test and a test based on the New European Driving Cycle (NEDC). Experimentation is carried out at a constant temperature, mirroring the environment expected in the authors' target automotive application. It is shown that the estimators, which are based on a relatively simple equivalent-circuit-network model, can deliver useful results. If the three estimators implemented, the unscented Kalman filter gives the most robust and accurate performance, with an acceptable computational effort.

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.

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.

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

PubMed Central

2014-01-01

Background Extracting cardiorespiratory signals from non-invasive and non-contacting sensor arrangements, i.e. magnetic induction sensors, is a challenging task. The respiratory and cardiac signals are mixed on top of a large and time-varying offset and are likely to be disturbed by measurement noise. Basic filtering techniques fail to extract relevant information for monitoring purposes. Methods We present a real-time filtering system based on an adaptive Kalman filter approach that separates signal offsets, respiratory and heart signals from three different sensor channels. It continuously estimates respiration and heart rates, which are fed back into the system model to enhance performance. Sensor and system noise covariance matrices are automatically adapted to the aimed application, thus improving the signal separation capabilities. We apply the filtering to two different subjects with different heart rates and sensor properties and compare the results to the non-adaptive version of the same Kalman filter. Also, the performance, depending on the initialization of the filters, is analyzed using three different configurations ranging from best to worst case. Results Extracted data are compared with reference heart rates derived from a standard pulse-photoplethysmographic sensor and respiration rates from a flowmeter. In the worst case for one of the subjects the adaptive filter obtains mean errors (standard deviations) of -0.2 min −1 (0.3 min −1) and -0.7 bpm (1.7 bpm) (compared to -0.2 min −1 (0.4 min −1) and 42.0 bpm (6.1 bpm) for the non-adaptive filter) for respiration and heart rate, respectively. In bad conditions the heart rate is only correctly measurable when the Kalman matrices are adapted to the target sensor signals. Also, the reduced mean error between the extracted offset and the raw sensor signal shows that adapting the Kalman filter continuously improves the ability to separate the desired signals from the raw sensor data. The average total computational time needed for the Kalman filters is under 25% of the total signal length rendering it possible to perform the filtering in real-time. Conclusions It is possible to measure in real-time heart and breathing rates using an adaptive Kalman filter approach. Adapting the Kalman filter matrices improves the estimation results and makes the filter universally deployable when measuring cardiorespiratory signals. PMID:24886253

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

PubMed

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

2014-05-09

Extracting cardiorespiratory signals from non-invasive and non-contacting sensor arrangements, i.e. magnetic induction sensors, is a challenging task. The respiratory and cardiac signals are mixed on top of a large and time-varying offset and are likely to be disturbed by measurement noise. Basic filtering techniques fail to extract relevant information for monitoring purposes. We present a real-time filtering system based on an adaptive Kalman filter approach that separates signal offsets, respiratory and heart signals from three different sensor channels. It continuously estimates respiration and heart rates, which are fed back into the system model to enhance performance. Sensor and system noise covariance matrices are automatically adapted to the aimed application, thus improving the signal separation capabilities. We apply the filtering to two different subjects with different heart rates and sensor properties and compare the results to the non-adaptive version of the same Kalman filter. Also, the performance, depending on the initialization of the filters, is analyzed using three different configurations ranging from best to worst case. Extracted data are compared with reference heart rates derived from a standard pulse-photoplethysmographic sensor and respiration rates from a flowmeter. In the worst case for one of the subjects the adaptive filter obtains mean errors (standard deviations) of -0.2 min(-1) (0.3 min(-1)) and -0.7 bpm (1.7 bpm) (compared to -0.2 min(-1) (0.4 min(-1)) and 42.0 bpm (6.1 bpm) for the non-adaptive filter) for respiration and heart rate, respectively. In bad conditions the heart rate is only correctly measurable when the Kalman matrices are adapted to the target sensor signals. Also, the reduced mean error between the extracted offset and the raw sensor signal shows that adapting the Kalman filter continuously improves the ability to separate the desired signals from the raw sensor data. The average total computational time needed for the Kalman filters is under 25% of the total signal length rendering it possible to perform the filtering in real-time. It is possible to measure in real-time heart and breathing rates using an adaptive Kalman filter approach. Adapting the Kalman filter matrices improves the estimation results and makes the filter universally deployable when measuring cardiorespiratory signals.

Navigation in GPS Denied Environments: Feature-Aided Inertial Systems

DTIC Science & Technology

2010-03-01

21] Brown , R. G. and Hwang , P. Y. C., Introduction to Random Signals and Applied Kalman Filtering, Third Edition, John Wiley & Sons, Inc., New York...knowledge is provided in [17]. An online (extended Kalman filter-based) method for calculating a trajectory by tracking features at an unknown location on...Finally, the trajectory error is estimated using these associated features in a Kalman estimator. The next couple of paragraphs will explain these

Recursive Implementations of the Consider Filter

NASA Technical Reports Server (NTRS)

Zanetti, Renato; DSouza, Chris

2012-01-01

One method to account for parameters errors in the Kalman filter is to consider their effect in the so-called Schmidt-Kalman filter. This work addresses issues that arise when implementing a consider Kalman filter as a real-time, recursive algorithm. A favorite implementation of the Kalman filter as an onboard navigation subsystem is the UDU formulation. A new way to implement a UDU consider filter is proposed. The non-optimality of the recursive consider filter is also analyzed, and a modified algorithm is proposed to overcome this limitation.

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

Theatre Ballistic Missile Defense-Multisensor Fusion, Targeting and Tracking Techniques

DTIC Science & Technology

1998-03-01

Washington, D.C., 1994. 8. Brown , R., and Hwang , P., Introduction to Random Signals and Applied Kaiman Filtering, Third Edition, John Wiley and Sons...C. ADDING MEASUREMENT NOISE 15 III. EXTENDED KALMAN FILTER 19 A. DISCRETE TIME KALMAN FILTER 19 B. EXTENDED KALMAN FILTER 21 C. EKF IN TARGET...tracking algorithms. 17 18 in. EXTENDED KALMAN FILTER This chapter provides background information on the development of a tracking algorithm

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.

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.

Joint Demodulation of Low-Entropy Narrowband Cochannel Signals

DTIC Science & Technology

2006-12-01

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

Spacecraft Formation Control and Estimation Via Improved Relative Motion Dynamics

DTIC Science & Technology

2017-03-30

statistical (e.g. batch least-squares or Extended Kalman Filter ) estimator. In addition, the IROD approach can be applied to classical (ground-based...covariance  Test the viability of IROD solutions by injecting them into precise orbit determination schemes (e.g. various strains of Kalman filters

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.

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.

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.

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.

Accurate human limb angle measurement: sensor fusion through Kalman, least mean squares and recursive least-squares adaptive filtering

NASA Astrophysics Data System (ADS)

Olivares, A.; Górriz, J. M.; Ramírez, J.; Olivares, G.

2011-02-01

Inertial sensors are widely used in human body motion monitoring systems since they permit us to determine the position of the subject's limbs. Limb angle measurement is carried out through the integration of the angular velocity measured by a rate sensor and the decomposition of the components of static gravity acceleration measured by an accelerometer. Different factors derived from the sensors' nature, such as the angle random walk and dynamic bias, lead to erroneous measurements. Dynamic bias effects can be reduced through the use of adaptive filtering based on sensor fusion concepts. Most existing published works use a Kalman filtering sensor fusion approach. Our aim is to perform a comparative study among different adaptive filters. Several least mean squares (LMS), recursive least squares (RLS) and Kalman filtering variations are tested for the purpose of finding the best method leading to a more accurate and robust limb angle measurement. A new angle wander compensation sensor fusion approach based on LMS and RLS filters has been developed.

Comparison of Nonlinear Filtering Techniques for Lunar Surface Roving Navigation

NASA Technical Reports Server (NTRS)

Kimber, Lemon; Welch, Bryan W.

2008-01-01

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

a Generic Probabilistic Model and a Hierarchical Solution for Sensor Localization in Noisy and Restricted Conditions

NASA Astrophysics Data System (ADS)

Ji, S.; Yuan, X.

2016-06-01

A generic probabilistic model, under fundamental Bayes' rule and Markov assumption, is introduced to integrate the process of mobile platform localization with optical sensors. And based on it, three relative independent solutions, bundle adjustment, Kalman filtering and particle filtering are deduced under different and additional restrictions. We want to prove that first, Kalman filtering, may be a better initial-value supplier for bundle adjustment than traditional relative orientation in irregular strips and networks or failed tie-point extraction. Second, in high noisy conditions, particle filtering can act as a bridge for gap binding when a large number of gross errors fail a Kalman filtering or a bundle adjustment. Third, both filtering methods, which help reduce the error propagation and eliminate gross errors, guarantee a global and static bundle adjustment, who requires the strictest initial values and control conditions. The main innovation is about the integrated processing of stochastic errors and gross errors in sensor observations, and the integration of the three most used solutions, bundle adjustment, Kalman filtering and particle filtering into a generic probabilistic localization model. The tests in noisy and restricted situations are designed and examined to prove them.

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.

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

DTIC Science & Technology

2015-07-06

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

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

PubMed Central

Hosseinyalamdary, Siavash

2018-01-01

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

Discovery of the Kalman filter as a practical tool for aerospace and industry

NASA Technical Reports Server (NTRS)

Mcgee, L. A.; Schmidt, S. F.

1985-01-01

The sequence of events which led the researchers at Ames Research Center to the early discovery of the Kalman filter shortly after its introduction into the literature is recounted. The scientific breakthroughs and reformulations that were necessary to transform Kalman's work into a useful tool for a specific aerospace application are described. The resulting extended Kalman filter, as it is now known, is often still referred to simply as the Kalman filter. As the filter's use gained in popularity in the scientific community, the problems of implementation on small spaceborne and airborne computers led to a square-root formulation of the filter to overcome numerical difficulties associated with computer word length. The work that led to this new formulation is also discussed, including the first airborne computer implementation and flight test. Since then the applications of the extended and square-root formulations of the Kalman filter have grown rapidly throughout the aerospace industry.

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

PubMed

Hosseinyalamdary, Siavash

2018-04-24

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

Comparison of Factorization-Based Filtering for Landing Navigation

NASA Technical Reports Server (NTRS)

McCabe, James S.; Brown, Aaron J.; DeMars, Kyle J.; Carson, John M., III

2017-01-01

This paper develops and analyzes methods for fusing inertial navigation data with external data, such as data obtained from an altimeter and a star camera. The particular filtering techniques are based upon factorized forms of the Kalman filter, specifically the UDU and Cholesky factorizations. The factorized Kalman filters are utilized to ensure numerical stability of the navigation solution. Simulations are carried out to compare the performance of the different approaches along a lunar descent trajectory using inertial and external data sources. It is found that the factorized forms improve upon conventional filtering techniques in terms of ensuring numerical stability for the investigated landing navigation scenario.

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.

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

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

Godinez Vazquez, Humberto C.; Hickmann, Kyle Scott; Arge, Charles Nicholas

2015-05-20

The Air Force Assimilative Photospheric flux Transport model (ADAPT), is a magnetic flux propagation based on Worden-Harvey (WH) model. ADAPT would be used to provide a global photospheric map of the Earth. A data assimilation method based on the Ensemble Kalman Filter (EnKF), a method of Monte Carlo approximation tied with Kalman filtering, is used in calculating the ADAPT models.

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.

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

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.

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.

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

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

Man, Jun; Li, Weixuan; Zeng, Lingzao

2016-06-01

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 "curse of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF could be even more computationally expensive than EnKF. Motivated by most recent developments in uncertainty quantification, we proposemore » a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problems. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to eliminate the inconsistency between model parameters and states. The performance of RAPCKF is tested with numerical cases of unsaturated flow models. 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.« less

The discrete-time compensated Kalman filter

NASA Technical Reports Server (NTRS)

Lee, W. H.; Athans, M.

1978-01-01

A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete time Kalman filter was derived. The resultant compensated Kalman Filter has the property that steady state bias estimation errors, resulting from modelling errors, were eliminated.

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

NASA Technical Reports Server (NTRS)

Verhaegen, M. H.

1987-01-01

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

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.

Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model

PubMed Central

Li, Xiaoqing; Wang, Yu

2018-01-01

Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA), and generalized autoregressive conditional heteroskedasticity (GARCH). Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS) deformation monitoring system demonstrated that: (1) the Kalman filter is capable of denoising the bridge deformation monitoring data; (2) the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3) in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity); the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data using sensing technology. PMID:29351254

Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model.

PubMed

Xin, Jingzhou; Zhou, Jianting; Yang, Simon X; Li, Xiaoqing; Wang, Yu

2018-01-19

Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA), and generalized autoregressive conditional heteroskedasticity (GARCH). Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS) deformation monitoring system demonstrated that: (1) the Kalman filter is capable of denoising the bridge deformation monitoring data; (2) the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3) in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity); the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data using sensing technology.

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.

Discrete filtering techniques applied to sequential GPS range measurements

NASA Technical Reports Server (NTRS)

Vangraas, Frank

1987-01-01

The basic navigation solution is described for position and velocity based on range and delta range (Doppler) measurements from NAVSTAR Global Positioning System satellites. The application of discrete filtering techniques is examined to reduce the white noise distortions on the sequential range measurements. A second order (position and velocity states) Kalman filter is implemented to obtain smoothed estimates of range by filtering the dynamics of the signal from each satellite separately. Test results using a simulated GPS receiver show a steady-state noise reduction, the input noise variance divided by the output noise variance, of a factor of four. Recommendations for further noise reduction based on higher order Kalman filters or additional delta range measurements are included.

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.

An accurate nonlinear stochastic model for MEMS-based inertial sensor error with wavelet networks

NASA Astrophysics Data System (ADS)

El-Diasty, Mohammed; El-Rabbany, Ahmed; Pagiatakis, Spiros

2007-12-01

The integration of Global Positioning System (GPS) with Inertial Navigation System (INS) has been widely used in many applications for positioning and orientation purposes. Traditionally, random walk (RW), Gauss-Markov (GM), and autoregressive (AR) processes have been used to develop the stochastic model in classical Kalman filters. The main disadvantage of classical Kalman filter is the potentially unstable linearization of the nonlinear dynamic system. Consequently, a nonlinear stochastic model is not optimal in derivative-based filters due to the expected linearization error. With a derivativeless-based filter such as the unscented Kalman filter or the divided difference filter, the filtering process of a complicated highly nonlinear dynamic system is possible without linearization error. This paper develops a novel nonlinear stochastic model for inertial sensor error using a wavelet network (WN). A wavelet network is a highly nonlinear model, which has recently been introduced as a powerful tool for modelling and prediction. Static and kinematic data sets are collected using a MEMS-based IMU (DQI-100) to develop the stochastic model in the static mode and then implement it in the kinematic mode. The derivativeless-based filtering method using GM, AR, and the proposed WN-based processes are used to validate the new model. It is shown that the first-order WN-based nonlinear stochastic model gives superior positioning results to the first-order GM and AR models with an overall improvement of 30% when 30 and 60 seconds GPS outages are introduced.

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).

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).

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.

A biased filter for linear discrete dynamic systems.

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Adaptive Filtering Using Recurrent Neural Networks

NASA Technical Reports Server (NTRS)

Parlos, Alexander G.; Menon, Sunil K.; Atiya, Amir F.

2005-01-01

A method for adaptive (or, optionally, nonadaptive) filtering has been developed for estimating the states of complex process systems (e.g., chemical plants, factories, or manufacturing processes at some level of abstraction) from time series of measurements of system inputs and outputs. The method is based partly on the fundamental principles of the Kalman filter and partly on the use of recurrent neural networks. The standard Kalman filter involves an assumption of linearity of the mathematical model used to describe a process system. The extended Kalman filter accommodates a nonlinear process model but still requires linearization about the state estimate. Both the standard and extended Kalman filters involve the often unrealistic assumption that process and measurement noise are zero-mean, Gaussian, and white. In contrast, the present method does not involve any assumptions of linearity of process models or of the nature of process noise; on the contrary, few (if any) assumptions are made about process models, noise models, or the parameters of such models. In this regard, the method can be characterized as one of nonlinear, nonparametric filtering. The method exploits the unique ability of neural networks to approximate nonlinear functions. In a given case, the process model is limited mainly by limitations of the approximation ability of the neural networks chosen for that case. Moreover, despite the lack of assumptions regarding process noise, the method yields minimum- variance filters. In that they do not require statistical models of noise, the neural- network-based state filters of this method are comparable to conventional nonlinear least-squares estimators.

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.

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.

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.

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).

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

Filtering Methods for Error Reduction in Spacecraft Attitude Estimation Using Quaternion Star Trackers

NASA Technical Reports Server (NTRS)

Calhoun, Philip C.; Sedlak, Joseph E.; Superfin, Emil

2011-01-01

Precision attitude determination for recent and planned space missions typically includes quaternion star trackers (ST) and a three-axis inertial reference unit (IRU). Sensor selection is based on estimates of knowledge accuracy attainable from a Kalman filter (KF), which provides the optimal solution for the case of linear dynamics with measurement and process errors characterized by random Gaussian noise with white spectrum. Non-Gaussian systematic errors in quaternion STs are often quite large and have an unpredictable time-varying nature, particularly when used in non-inertial pointing applications. Two filtering methods are proposed to reduce the attitude estimation error resulting from ST systematic errors, 1) extended Kalman filter (EKF) augmented with Markov states, 2) Unscented Kalman filter (UKF) with a periodic measurement model. Realistic assessments of the attitude estimation performance gains are demonstrated with both simulation and flight telemetry data from the Lunar Reconnaissance Orbiter.

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

An extended Kalman-Bucy filter has been implemented for atmospheric temperature profile retrievals from observations made using the Scanned Microwave Spectrometer (SCAMS) instrument carried on the Nimbus 6 satellite. This filter has the advantage that it requires neither stationary statistics in the underlying processes nor linear production of the observed variables from the variables to be estimated. This extended Kalman-Bucy filter has yielded significant performance improvement relative to multiple regression retrieval methods. A multi-spot extended Kalman-Bucy filter has also been developed in which the temperature profiles at a number of scan angles in a scanning instrument are retrieved simultaneously. These multi-spot retrievals are shown to outperform the single-spot Kalman retrievals.

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

NASA Technical Reports Server (NTRS)

Snow, Frank; Harman, Richard; Garrick, Joseph

1988-01-01

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

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.

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%.

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.

Estimation of sum-to-one constrained parameters with non-Gaussian extensions of ensemble-based Kalman filters: application to a 1D ocean biogeochemical model

NASA Astrophysics Data System (ADS)

Simon, E.; Bertino, L.; Samuelsen, A.

2011-12-01

Combined state-parameter estimation in ocean biogeochemical models with ensemble-based Kalman filters is a challenging task due to the non-linearity of the models, the constraints of positiveness that apply to the variables and parameters, and the non-Gaussian distribution of the variables in which they result. Furthermore, these models are sensitive to numerous parameters that are poorly known. Previous works [1] demonstrated that the Gaussian anamorphosis extensions of ensemble-based Kalman filters were relevant tools to perform combined state-parameter estimation in such non-Gaussian framework. In this study, we focus on the estimation of the grazing preferences parameters of zooplankton species. These parameters are introduced to model the diet of zooplankton species among phytoplankton species and detritus. They are positive values and their sum is equal to one. Because the sum-to-one constraint cannot be handled by ensemble-based Kalman filters, a reformulation of the parameterization is proposed. We investigate two types of changes of variables for the estimation of sum-to-one constrained parameters. The first one is based on Gelman [2] and leads to the estimation of normal distributed parameters. The second one is based on the representation of the unit sphere in spherical coordinates and leads to the estimation of parameters with bounded distributions (triangular or uniform). These formulations are illustrated and discussed in the framework of twin experiments realized in the 1D coupled model GOTM-NORWECOM with Gaussian anamorphosis extensions of the deterministic ensemble Kalman filter (DEnKF). [1] Simon E., Bertino L. : Gaussian anamorphosis extension of the DEnKF for combined state and parameter estimation : application to a 1D ocean ecosystem model. Journal of Marine Systems, 2011. doi :10.1016/j.jmarsys.2011.07.007 [2] Gelman A. : Method of Moments Using Monte Carlo Simulation. Journal of Computational and Graphical Statistics, 4, 1, 36-54, 1995.

Monocular Visual Odometry Based on Trifocal Tensor Constraint

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

NASA Technical Reports Server (NTRS)

West, M. E.

1992-01-01

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

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...

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.

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...

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.

CDGPS-Based Relative Navigation for Multiple Spacecraft

NASA Technical Reports Server (NTRS)

Mitchell, Megan Leigh

2004-01-01

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

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

PubMed

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

2017-10-16

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

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

PubMed

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

2017-08-01

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

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.

Non-linear feedback control of the p53 protein-mdm2 inhibitor system using the derivative-free non-linear Kalman filter.

PubMed

Rigatos, Gerasimos G

2016-06-01

It is proven that the model of the p53-mdm2 protein synthesis loop is a differentially flat one and using a diffeomorphism (change of state variables) that is proposed by differential flatness theory it is shown that the protein synthesis model can be transformed into the canonical (Brunovsky) form. This enables the design of a feedback control law that maintains the concentration of the p53 protein at the desirable levels. To estimate the non-measurable elements of the state vector describing the p53-mdm2 system dynamics, the derivative-free non-linear Kalman filter is used. Moreover, to compensate for modelling uncertainties and external disturbances that affect the p53-mdm2 system, the derivative-free non-linear Kalman filter is re-designed as a disturbance observer. The derivative-free non-linear Kalman filter consists of the Kalman filter recursion applied on the linearised equivalent of the protein synthesis model together with an inverse transformation based on differential flatness theory that enables to retrieve estimates for the state variables of the initial non-linear model. The proposed non-linear feedback control and perturbations compensation method for the p53-mdm2 system can result in more efficient chemotherapy schemes where the infusion of medication will be better administered.

Application of an Optimal Tuner Selection Approach for On-Board Self-Tuning Engine Models

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Armstrong, Jeffrey B.; Garg, Sanjay

2012-01-01

An enhanced design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented in this paper. It specific-ally addresses the under-determined estimation problem, in which there are more unknown parameters than available sensor measurements. This work builds upon an existing technique for systematically selecting 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. While the existing technique was optimized for open-loop engine operation at a fixed design point, in this paper an alternative formulation is presented that enables the technique to be optimized for an engine operating under closed-loop control throughout the flight envelope. The theoretical Kalman filter mean squared estimation error at a steady-state closed-loop operating point is derived, and the tuner selection approach applied to minimize this error is discussed. A technique for constructing a globally optimal tuning parameter vector, which enables full-envelope application of the technology, is also presented, along with design steps for adjusting the dynamic response of the Kalman filter state estimates. Results from the application of the technique to linear and nonlinear aircraft engine simulations are presented and compared to the conventional approach of tuner selection. The new methodology is shown to yield a significant improvement in on-line Kalman filter estimation accuracy.

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

NASA Astrophysics Data System (ADS)

Li, Jing; Song, Ningfang; Yang, Gongliu; Jiang, Rui

2016-07-01

In the initial alignment process of strapdown inertial navigation system (SINS), large misalignment angles always bring nonlinear problem, which can usually be processed using the scaled unscented Kalman filter (SUKF). In this paper, the problem of large misalignment angles in SINS alignment is further investigated, and the strong tracking scaled unscented Kalman filter (STSUKF) is proposed with fixed parameters to improve convergence speed, while these parameters are artificially constructed and uncertain in real application. To further improve the alignment stability and reduce the parameters selection, this paper proposes a fuzzy adaptive strategy combined with STSUKF (FUZZY-STSUKF). As a result, initial alignment scheme of large misalignment angles based on FUZZY-STSUKF is designed and verified by simulations and turntable experiment. The results show that the scheme improves the accuracy and convergence speed of SINS initial alignment compared with those based on SUKF and STSUKF.

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

PubMed

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

2016-06-25

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

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

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.

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.

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

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.

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.

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 applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.

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.

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.

New estimation architecture for multisensor data fusion

NASA Astrophysics Data System (ADS)

Covino, Joseph M.; Griffiths, Barry E.

1991-07-01

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

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.

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.

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.

Sequential Probability Ratio Test for Collision Avoidance Maneuver Decisions Based on a Bank of Norm-Inequality-Constrained Epoch-State Filters

NASA Technical Reports Server (NTRS)

Carpenter, J. R.; Markley, F. L.; Alfriend, K. T.; Wright, C.; Arcido, J.

2011-01-01

Sequential probability ratio tests explicitly allow decision makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models 1he null hypothesis 1ha1 the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming highly-elliptical orbit formation flying mission.

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.

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

PubMed Central

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

2009-01-01

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

Comparison of complementary and Kalman filter based data fusion for attitude heading reference system

NASA Astrophysics Data System (ADS)

Islam, Tariqul; Islam, Md. Saiful; Shajid-Ul-Mahmud, Md.; Hossam-E-Haider, Md

2017-12-01

An Attitude Heading Reference System (AHRS) provides 3D orientation of an aircraft (roll, pitch, and yaw) with instantaneous position and also heading information. For implementation of a low cost AHRS system Micro-electrical-Mechanical system (MEMS) based sensors are used such as accelerometer, gyroscope, and magnetometer. Accelerometers suffer from errors caused by external accelerations that sums to gravity and make accelerometers based rotation inaccurate. Gyroscopes can remove such errors but create drifting problems. So for getting the precise data additionally two very common and well known filters Complementary and Kalman are introduced to the system. In this paper a comparison of system performance using these two filters is shown separately so that one would be able to select filter with better performance for his/her system.

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 states. In Section 2, a high-level background description of a SAR motion compensation system that incorporates a TOA Kalman filter is given. The optimal TOA filter design is presented in Section 3 with some simulation results to indicate potential filter performance. In Section 4, the suboptimal Kalman filter configuration is derived. Simulation results are also shown in this section to allow comparision between suboptimal and optimal filter performances. Conclusions are contained in Section 5.

An extended Kalman filter approach to non-stationary Bayesian estimation of reduced-order vocal fold model parameters.

PubMed

Hadwin, Paul J; Peterson, Sean D

2017-04-01

The Bayesian framework for parameter inference provides a basis from which subject-specific reduced-order vocal fold models can be generated. Previously, it has been shown that a particle filter technique is capable of producing estimates and associated credibility intervals of time-varying reduced-order vocal fold model parameters. However, the particle filter approach is difficult to implement and has a high computational cost, which can be barriers to clinical adoption. This work presents an alternative estimation strategy based upon Kalman filtering aimed at reducing the computational cost of subject-specific model development. The robustness of this approach to Gaussian and non-Gaussian noise is discussed. The extended Kalman filter (EKF) approach is found to perform very well in comparison with the particle filter technique at dramatically lower computational cost. Based upon the test cases explored, the EKF is comparable in terms of accuracy to the particle filter technique when greater than 6000 particles are employed; if less particles are employed, the EKF actually performs better. For comparable levels of accuracy, the solution time is reduced by 2 orders of magnitude when employing the EKF. By virtue of the approximations used in the EKF, however, the credibility intervals tend to be slightly underpredicted.

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

PubMed

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

2018-06-03

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

Application of 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.

Method to improve accuracy of positioning object by eLoran system with applying standard Kalman filter

NASA Astrophysics Data System (ADS)

Grunin, A. P.; Kalinov, G. A.; Bolokhovtsev, A. V.; Sai, S. V.

2018-05-01

This article reports on a novel method to improve the accuracy of positioning an object by a low frequency hyperbolic radio navigation system like an eLoran. This method is based on the application of the standard Kalman filter. Investigations of an affection of the filter parameters and the type of the movement on accuracy of the vehicle position estimation are carried out. Evaluation of the method accuracy was investigated by separating data from the semi-empirical movement model to different types of movements.

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

On-board orbit determination for low thrust LEO-MEO transfer by Consider Kalman Filtering and multi-constellation GNSS

NASA Astrophysics Data System (ADS)

Menzione, Francesco; Renga, Alfredo; Grassi, Michele

2017-09-01

In the framework of the novel navigation scenario offered by the next generation satellite low thrust autonomous LEO-to-MEO orbit transfer, this study proposes and tests a GNSS based navigation system aimed at providing on-board precise and robust orbit determination strategy to override rising criticalities. The analysis introduces the challenging design issues to simultaneously deal with the variable orbit regime, the electric thrust control and the high orbit GNSS visibility conditions. The Consider Kalman Filtering approach is here proposed as the filtering scheme to process the GNSS raw data provided by a multi-antenna/multi-constellation receiver in presence of uncertain parameters affecting measurements, actuation and spacecraft physical properties. Filter robustness and achievable navigation accuracy are verified using a high fidelity simulation of the low-thrust rising scenario and performance are compared with the one of a standard Extended Kalman Filtering approach to highlight the advantages of the proposed solution. Performance assessment of the developed navigation solution is accomplished for different transfer phases.

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

Optimized tuner selection for engine performance estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L. (Inventor); Garg, Sanjay (Inventor)

2013-01-01

A 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. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

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

PubMed

Elenchezhiyan, M; Prakash, J

2015-09-01

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

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

PubMed

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

2015-08-01

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

Robust Controller for Turbulent and Convective Boundary Layers

DTIC Science & Technology

2006-08-01

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

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.

Fusion of Low-Cost Imaging and Inertial Sensors for Navigation

DTIC Science & Technology

2007-01-01

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

Ho’ oponopono: A Radar Calibration CubeSat

DTIC Science & Technology

2011-10-13

100 photodiodes that act as sun sensors. Much of the development of the Kalman filter used to carry out these measurements is based on previous work...Deter- mination via Kalman Filtering of Magnetometer Data,” Journal of Guidance, Control and Dynam- ics, vol. 13, May-June 1990. 21. Flatley, T.W...participant in the AFOSR University Nanosatellite Program (UNP), Ho‘oponopono’s design is also con- strained to program requirements that include14

An Integrity Framework for Image-Based Navigation Systems

DTIC Science & Technology

2010-06-01

Anton H. and Rorres C. Elementary Linear Algebra . New York, NY: John Wiley & Sons, Inc., 2000. 4. Arthur T. “The Disparity of Parity, Determining...107. Spilker , James J.J. Digital Communications by Satellite. Englewood Cliffs NJ: Prentice Hall, 1977. 108. Strang G. Linear Algebra and its...2.3 The Linearized and Extended Kalman Filters . . . . . . 22 2.3.1 State and Measurement Model Equations . . . 23 2.3.2 The Linearized Kalman Filter

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.

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

DTIC Science & Technology

2015-03-26

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

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

DTIC Science & Technology

2012-03-01

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

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

Treesearch

Raymond L. Czaplewski

1991-01-01

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

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

NASA Technical Reports Server (NTRS)

Pines, S.; Schmidt, S. F.

1978-01-01

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

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 or actuator fault occurs, large estimation errors are generated by all filters except the one using the correct hypothesis. By monitoring the residual output of each filter, the specific fault that has occurred can be detected and isolated on the basis of the decision rules. A set of parameters that indicate the performance of the engine components is estimated by the "correct" Kalman filter for use in detecting component faults. To reduce the loss of diagnostic accuracy and sensitivity in the face of aging, the FDI system accepts information from a steady-state-condition-monitoring system. This information is used to update the Kalman filters and a data bank of trim values representative of the current aging condition.

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

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

An automated method of tuning an attitude estimator

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

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

Kalman filter with a linear state model for PDR+WLAN positioning and its application to assisting a particle filter

NASA Astrophysics Data System (ADS)

Raitoharju, Matti; Nurminen, Henri; Piché, Robert

2015-12-01

Indoor positioning based on wireless local area network (WLAN) signals is often enhanced using pedestrian dead reckoning (PDR) based on an inertial measurement unit. The state evolution model in PDR is usually nonlinear. We present a new linear state evolution model for PDR. In simulated-data and real-data tests of tightly coupled WLAN-PDR positioning, the positioning accuracy with this linear model is better than with the traditional models when the initial heading is not known, which is a common situation. The proposed method is computationally light and is also suitable for smoothing. Furthermore, we present modifications to WLAN positioning based on Gaussian coverage areas and show how a Kalman filter using the proposed model can be used for integrity monitoring and (re)initialization of a particle filter.

Attitude Error Representations for Kalman Filtering

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Bauer, Frank H. (Technical Monitor)

2002-01-01

The quaternion has the lowest dimensionality possible for a globally nonsingular attitude representation. The quaternion must obey a unit norm constraint, though, which has led to the development of an extended Kalman filter using a quaternion for the global attitude estimate and a three-component representation for attitude errors. We consider various attitude error representations for this Multiplicative Extended Kalman Filter and its second-order extension.

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

NASA Technical Reports Server (NTRS)

1979-01-01

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

Mars Science Laboratory Entry, Descent, and Landing Trajectory and Atmosphere Reconstruction

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.; Kutty, Prasad; Schoenenberer, Mark; Shidner, Jeremy D.

2013-01-01

On August 5th 2012, The Mars Science Laboratory entry vehicle successfully entered Mars atmosphere and landed the Curiosity rover on its surface. A Kalman filter approach has been implemented to reconstruct the entry, descent, and landing trajectory based on all available data. The data sources considered in the Kalman filtering approach include the inertial measurement unit accelerations and angular rates, the terrain descent sensor, the measured landing site, orbit determination solutions for the initial conditions, and a new set of instrumentation for planetary entry reconstruction consisting of forebody pressure sensors, known as the Mars Entry Atmospheric Data System. These pressure measurements are unique for planetary entry, descent, and landing reconstruction as they enable a reconstruction of the freestream atmospheric conditions without any prior assumptions being made on the vehicle aerodynamics. Moreover, the processing of these pressure measurements in the Kalman filter approach enables the identification of atmospheric winds, which has not been accomplished in past planetary entry reconstructions. This separation of atmosphere and aerodynamics allows for aerodynamic model reconciliation and uncertainty quantification, which directly impacts future missions. This paper describes the mathematical formulation of the Kalman filtering approach, a summary of data sources and preprocessing activities, and results of the reconstruction.

Accounting for Location Error in Kalman Filters: Integrating Animal Borne Sensor Data into Assimilation Schemes

PubMed Central

Sengupta, Aritra; Foster, Scott D.; Patterson, Toby A.; Bravington, Mark

2012-01-01

Data assimilation is a crucial aspect of modern oceanography. It allows the future forecasting and backward smoothing of ocean state from the noisy observations. Statistical methods are employed to perform these tasks and are often based on or related to the Kalman filter. Typically Kalman filters assumes that the locations associated with observations are known with certainty. This is reasonable for typical oceanographic measurement methods. Recently, however an alternative and abundant source of data comes from the deployment of ocean sensors on marine animals. This source of data has some attractive properties: unlike traditional oceanographic collection platforms, it is relatively cheap to collect, plentiful, has multiple scientific uses and users, and samples areas of the ocean that are often difficult of costly to sample. However, inherent uncertainty in the location of the observations is a barrier to full utilisation of animal-borne sensor data in data-assimilation schemes. In this article we examine this issue and suggest a simple approximation to explicitly incorporate the location uncertainty, while staying in the scope of Kalman-filter-like methods. The approximation stems from a Taylor-series approximation to elements of the updating equation. PMID:22900005

Sequential updating of multimodal hydrogeologic parameter fields using localization and clustering techniques

NASA Astrophysics Data System (ADS)

Sun, Alexander Y.; Morris, Alan P.; Mohanty, Sitakanta

2009-07-01

Estimated parameter distributions in groundwater models may contain significant uncertainties because of data insufficiency. Therefore, adaptive uncertainty reduction strategies are needed to continuously improve model accuracy by fusing new observations. In recent years, various ensemble Kalman filters have been introduced as viable tools for updating high-dimensional model parameters. However, their usefulness is largely limited by the inherent assumption of Gaussian error statistics. Hydraulic conductivity distributions in alluvial aquifers, for example, are usually non-Gaussian as a result of complex depositional and diagenetic processes. In this study, we combine an ensemble Kalman filter with grid-based localization and a Gaussian mixture model (GMM) clustering techniques for updating high-dimensional, multimodal parameter distributions via dynamic data assimilation. We introduce innovative strategies (e.g., block updating and dimension reduction) to effectively reduce the computational costs associated with these modified ensemble Kalman filter schemes. The developed data assimilation schemes are demonstrated numerically for identifying the multimodal heterogeneous hydraulic conductivity distributions in a binary facies alluvial aquifer. Our results show that localization and GMM clustering are very promising techniques for assimilating high-dimensional, multimodal parameter distributions, and they outperform the corresponding global ensemble Kalman filter analysis scheme in all scenarios considered.

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

NASA Technical Reports Server (NTRS)

Bar-Itzhack, I. Y.; Deutschmann, J.; Markley, F. L.

1991-01-01

This work introduces, examines and compares several quaternion normalization algorithms, which are shown to be an effective stage in the application of the additive extended Kalman filter to spacecraft attitude determination, which is based on vector measurements. Three new normalization schemes are introduced. They are compared with one another and with the known brute force normalization scheme, and their efficiency is examined. Simulated satellite data are used to demonstate the performance of all four schemes.

Optimal Estimation with Two Process Models and No Measurements

DTIC Science & Technology

2015-08-01

models will be lost if either of the models includes deterministic modeling errors. 12 5. References and Notes 1. Brown RG, Hwang PYC. Introduction to...independent process models when no measurements are present. The observer follows a derivation similar to that of the discrete time Kalman filter. A simulation...discrete time Kalman filter. A simulation example is provided in which a process model based on the dynamics of a ballistic projectile is blended with an

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

DTIC Science & Technology

2007-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

Regional TEC dynamic modeling based on Slepian functions

NASA Astrophysics Data System (ADS)

Sharifi, Mohammad Ali; Farzaneh, Saeed

2015-09-01

In this work, the three-dimensional state of the ionosphere has been estimated by integrating the spherical Slepian harmonic function and Kalman filter. The spherical Slepian harmonic functions have been used to establish the observation equations because of their properties in local modeling. Spherical harmonics are poor choices to represent or analyze geophysical processes without perfect global coverage but the Slepian functions afford spatial and spectral selectivity. The Kalman filter has been utilized to perform the parameter estimation due to its suitable properties in processing the GPS measurements in the real-time mode. The proposed model has been applied to the real data obtained from the ground-based GPS observations across some portion of the IGS network in Europe. Results have been compared with the estimated TECs by the CODE, ESA, IGS centers and IRI-2012 model. The results indicated that the proposed model which takes advantage of the Slepian basis and Kalman filter is efficient and allows for the generation of the near-real-time regional TEC map.

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

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

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 prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models have been compared with the TM-21 model predictions and experimental data.« less

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

NASA Technical Reports Server (NTRS)

Armstrong, Jeffrey B.; Simon, Donald L.

2012-01-01

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

Nonlinear estimation theory applied to orbit determination

NASA Technical Reports Server (NTRS)

Choe, C. Y.

1972-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2012-02-01

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

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.

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.

LATTE Linking Acoustic Tests and Tagging Using Statistical Estimation

DTIC Science & Technology

2015-09-30

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

Integrated Multi-Aperture Sensor and Navigation Fusion

DTIC Science & Technology

2010-02-01

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

Navigation in Difficult Environments: Multi-Sensor Fusion Techniques

DTIC Science & Technology

2010-03-01

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

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

DTIC Science & Technology

2009-03-01

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

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

DTIC Science & Technology

2012-04-01

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

Orbit Determination Using Vinti’s Solution

DTIC Science & Technology

2016-09-15

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

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.

Model- based filtering for artifact and noise suppression with state estimation for electrodermal activity measurements in real time.

PubMed

Tronstad, Christian; Staal, Odd M; Saelid, Steinar; Martinsen, Orjan G

2015-08-01

Measurement of electrodermal activity (EDA) has recently made a transition from the laboratory into daily life with the emergence of wearable devices. Movement and nongelled electrodes make these devices more susceptible to noise and artifacts. In addition, real-time interpretation of the measurement is needed for user feedback. The Kalman filter approach may conveniently deal with both these issues. This paper presents a biophysical model for EDA implemented in an extended Kalman filter. Employing the filter on data from Physionet along with simulated noise and artifacts demonstrates noise and artifact suppression while implicitly providing estimates of model states and parameters such as the sudomotor nerve activation.

Reduced-Order Kalman Filtering for Processing Relative Measurements

NASA Technical Reports Server (NTRS)

Bayard, David S.

2008-01-01

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

An adaptive state of charge estimation approach for lithium-ion series-connected battery system

NASA Astrophysics Data System (ADS)

Peng, Simin; Zhu, Xuelai; Xing, Yinjiao; Shi, Hongbing; Cai, Xu; Pecht, Michael

2018-07-01

Due to the incorrect or unknown noise statistics of a battery system and its cell-to-cell variations, state of charge (SOC) estimation of a lithium-ion series-connected battery system is usually inaccurate or even divergent using model-based methods, such as extended Kalman filter (EKF) and unscented Kalman filter (UKF). To resolve this problem, an adaptive unscented Kalman filter (AUKF) based on a noise statistics estimator and a model parameter regulator is developed to accurately estimate the SOC of a series-connected battery system. An equivalent circuit model is first built based on the model parameter regulator that illustrates the influence of cell-to-cell variation on the battery system. A noise statistics estimator is then used to attain adaptively the estimated noise statistics for the AUKF when its prior noise statistics are not accurate or exactly Gaussian. The accuracy and effectiveness of the SOC estimation method is validated by comparing the developed AUKF and UKF when model and measurement statistics noises are inaccurate, respectively. Compared with the UKF and EKF, the developed method shows the highest SOC estimation accuracy.

Rapid transfer alignment of an inertial navigation system using a marginal stochastic integration filter

NASA Astrophysics Data System (ADS)

Zhou, Dapeng; Guo, Lei

2018-01-01

This study aims to address the rapid transfer alignment (RTA) issue of an inertial navigation system with large misalignment angles. The strong nonlinearity and high dimensionality of the system model pose a significant challenge to the estimation of the misalignment angles. In this paper, a 15-dimensional nonlinear model for RTA has been exploited, and it is shown that the functions for the model description exhibit a conditionally linear substructure. Then, a modified stochastic integration filter (SIF) called marginal SIF (MSIF) is developed to incorporate into the nonlinear model, where the number of sample points is significantly reduced but the estimation accuracy of SIF is retained. Comparisons between the MSIF-based RTA and the previously well-known methodologies are carried out through numerical simulations and a van test. The results demonstrate that the newly proposed method has an obvious accuracy advantage over the extended Kalman filter, the unscented Kalman filter and the marginal unscented Kalman filter. Further, the MSIF achieves a comparable performance to SIF, but with a significantly lower computation load.

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

PubMed

Lu, Xiaodong; Xie, Yuting; Zhou, Jun

2018-05-27

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

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

PubMed

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

2015-11-11

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

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…

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

PubMed

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

2017-07-03

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

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

DTIC Science & Technology

2014-10-19

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

Kalman Filters for UXO Detection: Real-Time Feedback and Small Target Detection

DTIC Science & Technology

2012-05-01

last two decades. Accomplishments reported from both hardware and software point of views have moved the re- search focus from simple laboratory tests...quality data which in turn require a good positioning of the sensors atop the UXOs. The data collection protocol is currently based on a two-stage process...Note that this results is merely an illustration of the convergence of the Kalman filter. In practise , the linear part can be directly inverted for if

Estimation of Human Foot Motion During Normal Walking Using Inertial and Magnetic Sensor Measurements

DTIC Science & Technology

2012-07-01

and foot dynamics,” IEEE Trans. Biomed. Eng., vol. 54, no. 5, pp. 895–902, May 2007. [25] R. G. Brown and P. Y. C. Hwang , Introduction to Random Signals...the direction of displacement or position. In [18], Sabatini described a quaternion-based extended Kalman filter for determining the orientation of a...position. In [19], Foxlin used a foot-mounted IMMU from Inter- Sense incorporating the ZVU and an extended Kalman filter to achieve error performance

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

PubMed

Hesar, Hamed Danandeh; Mohebbi, Maryam

2017-05-01

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

Maximum correntropy square-root cubature Kalman filter with application to SINS/GPS integrated systems.

PubMed

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

2018-05-31

For a nonlinear system, the cubature Kalman filter (CKF) and its square-root version are useful methods to solve the state estimation problems, and both can obtain good performance in Gaussian noises. However, their performances often degrade significantly in the face of non-Gaussian noises, particularly when the measurements are contaminated by some heavy-tailed impulsive noises. By utilizing the maximum correntropy criterion (MCC) to improve the robust performance instead of traditional minimum mean square error (MMSE) criterion, a new square-root nonlinear filter is proposed in this study, named as the maximum correntropy square-root cubature Kalman filter (MCSCKF). The new filter not only retains the advantage of square-root cubature Kalman filter (SCKF), but also exhibits robust performance against heavy-tailed non-Gaussian noises. A judgment condition that avoids numerical problem is also given. The results of two illustrative examples, especially the SINS/GPS integrated systems, demonstrate the desirable performance of the proposed filter. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Tightly-Coupled Image-Aided Inertial Navigation Using the Unscented Kalman Filter

DTIC Science & Technology

2007-01-01

Integrated GPS/MEMS Inertial Navigation Package. In Proceedings of ION GNSS 2004, pp. 825–832, September 2004. [2] R. G. Brown and P. Y. Hwang ...Tightly-Coupled Image-Aided Inertial Navigation Using the Unscented Kalman Filter S. Ebcin, Air Force Institute of Technology M. Veth, Air Force...inertial sen- sors using an extended Kalman filter (EKF) algo- rithm. In this approach, the image feature corre- spondence search was aided using the

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

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.

A Systematic Approach for Model-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A requirement for effective aircraft engine performance estimation is the ability to account for engine degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. This paper presents a linear point design methodology for minimizing the degradation-induced error in model-based aircraft engine performance estimation applications. The technique specifically focuses on the underdetermined estimation problem, where there are more unknown health parameters than available sensor measurements. A condition for Kalman filter-based estimation is that the number of health parameters estimated cannot exceed the number of sensed measurements. In this paper, the estimated health parameter vector will be replaced by a reduced order tuner vector whose dimension is equivalent to the sensed measurement vector. The reduced order tuner vector is systematically selected to minimize the theoretical mean squared estimation error of a maximum a posteriori estimator formulation. This paper derives theoretical estimation errors 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 estimation accuracy achieved through conventional maximum a posteriori and Kalman filter estimation approaches. Maximum a posteriori estimation results demonstrate that reduced order tuning parameter vectors can be found that approximate the accuracy of estimating all health parameters directly. Kalman filter estimation results based on the same reduced order tuning parameter vectors demonstrate that significantly improved estimation accuracy can be achieved over the conventional approach of selecting a subset of health parameters to serve as the tuner vector. However, additional development is necessary to fully extend the methodology to Kalman filter-based estimation applications.

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 have been compared with the TM-21 model predictions and experimental data.« less

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.

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

PubMed

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

2018-01-01

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

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

Implementation of a Parameterized Interacting Multiple Model Filter on an FPGA for Satellite Communications

NASA Technical Reports Server (NTRS)

Hackett, Timothy M.; Bilen, Sven G.; Ferreira, Paulo Victor R.; Wyglinski, Alexander M.; Reinhart, Richard C.

2016-01-01

In a communications channel, the space environment between a spacecraft and an Earth ground station can potentially cause the loss of a data link or at least degrade its performance due to atmospheric effects, shadowing, multipath, or other impairments. In adaptive and coded modulation, the signal power level at the receiver can be used in order to choose a modulation-coding technique that maximizes throughput while meeting bit error rate (BER) and other performance requirements. It is the goal of this research to implement a generalized interacting multiple model (IMM) filter based on Kalman filters for improved received power estimation on software-dened radio (SDR) technology for satellite communications applications. The IMM filter has been implemented in Verilog consisting of a customizable bank of Kalman filters for choosing between performance and resource utilization. Each Kalman filter can be implemented using either solely a Schur complement module (for high area efficiency) or with Schur complement, matrix multiplication, and matrix addition modules (for high performance). These modules were simulated and synthesized for the Virtex II platform on the JPL Radio Experimenter Development System (EDS) at NASA Glenn Research Center. The results for simulation, synthesis, and hardware testing are presented.

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

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.

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

PubMed Central

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Improving Geostationary Satellite GPS Positioning Error Using Dynamic Two-Way Time Transfer Measurements

DTIC Science & Technology

2007-11-01

P. Y. C. Hwang . 1997, Introduction to Random Signals and Applied Kalman Filtering (John Wiley & Sons, New York). [7] S. Hutsell, 1995, “Fine Tuning...data to generate pseudorange and TWTT measurements for a geostationary satellite. The kalman function inputs the generated measurements into a... Kalman filter and predicts the state of the satellite at each epoch in the simulation. The analyze_results function takes the results of the Kalman

Cascaded Kalman and particle filters for photogrammetry based gyroscope drift and robot attitude estimation.

PubMed

Sadaghzadeh N, Nargess; Poshtan, Javad; Wagner, Achim; Nordheimer, Eugen; Badreddin, Essameddin

2014-03-01

Based on a cascaded Kalman-Particle Filtering, gyroscope drift and robot attitude estimation method is proposed in this paper. Due to noisy and erroneous measurements of MEMS gyroscope, it is combined with Photogrammetry based vision navigation scenario. Quaternions kinematics and robot angular velocity dynamics with augmented drift dynamics of gyroscope are employed as system state space model. Nonlinear attitude kinematics, drift and robot angular movement dynamics each in 3 dimensions result in a nonlinear high dimensional system. To reduce the complexity, we propose a decomposition of system to cascaded subsystems and then design separate cascaded observers. This design leads to an easier tuning and more precise debugging from the perspective of programming and such a setting is well suited for a cooperative modular system with noticeably reduced computation time. Kalman Filtering (KF) is employed for the linear and Gaussian subsystem consisting of angular velocity and drift dynamics together with gyroscope measurement. The estimated angular velocity is utilized as input of the second Particle Filtering (PF) based observer in two scenarios of stochastic and deterministic inputs. Simulation results are provided to show the efficiency of the proposed method. Moreover, the experimental results based on data from a 3D MEMS IMU and a 3D camera system are used to demonstrate the efficiency of the method. © 2013 ISA Published by ISA All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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.

Heading Estimation for Pedestrian Dead Reckoning Based on Robust Adaptive Kalman Filtering.

PubMed

Wu, Dongjin; Xia, Linyuan; Geng, Jijun

2018-06-19

Pedestrian dead reckoning (PDR) using smart phone-embedded micro-electro-mechanical system (MEMS) sensors plays a key role in ubiquitous localization indoors and outdoors. However, as a relative localization method, it suffers from the problem of error accumulation which prevents it from long term independent running. Heading estimation error is one of the main location error sources, and therefore, in order to improve the location tracking performance of the PDR method in complex environments, an approach based on robust adaptive Kalman filtering (RAKF) for estimating accurate headings is proposed. In our approach, outputs from gyroscope, accelerometer, and magnetometer sensors are fused using the solution of Kalman filtering (KF) that the heading measurements derived from accelerations and magnetic field data are used to correct the states integrated from angular rates. In order to identify and control measurement outliers, a maximum likelihood-type estimator (M-estimator)-based model is used. Moreover, an adaptive factor is applied to resist the negative effects of state model disturbances. Extensive experiments under static and dynamic conditions were conducted in indoor environments. The experimental results demonstrate the proposed approach provides more accurate heading estimates and supports more robust and dynamic adaptive location tracking, compared with methods based on conventional KF.

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

Tightly Integrating Optical And Inertial Sensors For Navigation Using The UKF

DTIC Science & Technology

2008-03-01

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

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

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

LI, Weixuan; Lin, Guang; Zhang, Dongxiao

2014-02-01

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

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Distributed and decentralized state estimation in gas networks as distributed parameter systems.

PubMed

Ahmadian Behrooz, Hesam; Boozarjomehry, R Bozorgmehry

2015-09-01

In this paper, a framework for distributed and decentralized state estimation in high-pressure and long-distance gas transmission networks (GTNs) is proposed. The non-isothermal model of the plant including mass, momentum and energy balance equations are used to simulate the dynamic behavior. Due to several disadvantages of implementing a centralized Kalman filter for large-scale systems, the continuous/discrete form of extended Kalman filter for distributed and decentralized estimation (DDE) has been extended for these systems. Accordingly, the global model is decomposed into several subsystems, called local models. Some heuristic rules are suggested for system decomposition in gas pipeline networks. In the construction of local models, due to the existence of common states and interconnections among the subsystems, the assimilation and prediction steps of the Kalman filter are modified to take the overlapping and external states into account. However, dynamic Riccati equation for each subsystem is constructed based on the local model, which introduces a maximum error of 5% in the estimated standard deviation of the states in the benchmarks studied in this paper. The performance of the proposed methodology has been shown based on the comparison of its accuracy and computational demands against their counterparts in centralized Kalman filter for two viable benchmarks. In a real life network, it is shown that while the accuracy is not significantly decreased, the real-time factor of the state estimation is increased by a factor of 10. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Kalman filter-based EM-optical sensor fusion for needle deflection estimation.

PubMed

Jiang, Baichuan; Gao, Wenpeng; Kacher, Daniel; Nevo, Erez; Fetics, Barry; Lee, Thomas C; Jayender, Jagadeesan

2018-04-01

In many clinical procedures such as cryoablation that involves needle insertion, accurate placement of the needle's tip at the desired target is the major issue for optimizing the treatment and minimizing damage to the neighboring anatomy. However, due to the interaction force between the needle and tissue, considerable error in intraoperative tracking of the needle tip can be observed as needle deflects. In this paper, measurements data from an optical sensor at the needle base and a magnetic resonance (MR) gradient field-driven electromagnetic (EM) sensor placed 10 cm from the needle tip are used within a model-integrated Kalman filter-based sensor fusion scheme. Bending model-based estimations and EM-based direct estimation are used as the measurement vectors in the Kalman filter, thus establishing an online estimation approach. Static tip bending experiments show that the fusion method can reduce the mean error of the tip position estimation from 29.23 mm of the optical sensor-based approach to 3.15 mm of the fusion-based approach and from 39.96 to 6.90 mm, at the MRI isocenter and the MRI entrance, respectively. This work established a novel sensor fusion scheme that incorporates model information, which enables real-time tracking of needle deflection with MRI compatibility, in a free-hand operating setup.

Attitude Representations for Kalman Filtering

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Bauer, Frank H. (Technical Monitor)

2001-01-01

The four-component quaternion has the lowest dimensionality possible for a globally nonsingular attitude representation, it represents the attitude matrix as a homogeneous quadratic function, and its dynamic propagation equation is bilinear in the quaternion and the angular velocity. The quaternion is required to obey a unit norm constraint, though, so Kalman filters often employ a quaternion for the global attitude estimate and a three-component representation for small errors about the estimate. We consider these mixed attitude representations for both a first-order Extended Kalman filter and a second-order filter, as well for quaternion-norm-preserving attitude propagation.

Kalman filter to update forest cover estimates

Treesearch

Raymond L. Czaplewski

1990-01-01

The Kalman filter is a statistical estimator that combines a time-series of independent estimates, using a prediction model that describes expected changes in the state of a system over time. An expensive inventory can be updated using model predictions that are adjusted with more recent, but less expensive and precise, monitoring data. The concepts of the Kalman...

Toward the Development of a Coupled COAMPS-ROMS Ensemble Kalman Filter and Adjoint with a focus on the Indian Ocean and the Intraseasonal Oscillation

DTIC Science & Technology

2015-09-30

1 Approved for public release; distribution is unlimited. Toward the Development of a Coupled COAMPS-ROMS Ensemble Kalman Filter and Adjoint...system at NCAR. (2) Compare the performance of the Ensemble Kalman Filter (EnKF) using the Data Assimilation Research Testbed (DART) and 4...undercurrent is clearly visible. Figure 2 shows the horizontal temperature structure and circulation at a depth of 50 m within the surface mixed layer

Comparison of different filter methods for data assimilation in the unsaturated zone

NASA Astrophysics Data System (ADS)

Lange, Natascha; Berkhahn, Simon; Erdal, Daniel; Neuweiler, Insa

2016-04-01

The unsaturated zone is an important compartment, which plays a role for the division of terrestrial water fluxes into surface runoff, groundwater recharge and evapotranspiration. For data assimilation in coupled systems it is therefore important to have a good representation of the unsaturated zone in the model. Flow processes in the unsaturated zone have all the typical features of flow in porous media: Processes can have long memory and as observations are scarce, hydraulic model parameters cannot be determined easily. However, they are important for the quality of model predictions. On top of that, the established flow models are highly non-linear. For these reasons, the use of the popular Ensemble Kalman filter as a data assimilation method to estimate state and parameters in unsaturated zone models could be questioned. With respect to the long process memory in the subsurface, it has been suggested that iterative filters and smoothers may be more suitable for parameter estimation in unsaturated media. We test the performance of different iterative filters and smoothers for data assimilation with a focus on parameter updates in the unsaturated zone. In particular we compare the Iterative Ensemble Kalman Filter and Smoother as introduced by Bocquet and Sakov (2013) as well as the Confirming Ensemble Kalman Filter and the modified Restart Ensemble Kalman Filter proposed by Song et al. (2014) to the original Ensemble Kalman Filter (Evensen, 2009). This is done with simple test cases generated numerically. We consider also test examples with layering structure, as a layering structure is often found in natural soils. We assume that observations are water content, obtained from TDR probes or other observation methods sampling relatively small volumes. Particularly in larger data assimilation frameworks, a reasonable balance between computational effort and quality of results has to be found. Therefore, we compare computational costs of the different methods as well as the quality of open loop model predictions and the estimated parameters. Bocquet, M. and P. Sakov, 2013: Joint state and parameter estimation with an iterative ensemble Kalman smoother, Nonlinear Processes in Geophysics 20(5): 803-818. Evensen, G., 2009: Data assimilation: The ensemble Kalman filter. Springer Science & Business Media. Song, X.H., L.S. Shi, M. Ye, J.Z. Yang and I.M. Navon, 2014: Numerical comparison of iterative ensemble Kalman filters for unsaturated flow inverse modeling. Vadose Zone Journal 13(2), 10.2136/vzj2013.05.0083.

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

PubMed

Kulkarni, Rishikesh; Rastogi, Pramod

2018-02-01

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

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

PubMed Central

Park, Chan Gook

2018-01-01

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

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

Sequential Probability Ratio Test for Spacecraft Collision Avoidance Maneuver Decisions

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Markley, F. Landis

2013-01-01

A document discusses sequential probability ratio tests that explicitly allow decision-makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold. Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters. One filter models the null hypotheses that the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis. The epoch-state filter developed for this method explicitly accounts for any process noise present in the system. The method appears to work well using a realistic example based on an upcoming, highly elliptical orbit formation flying mission.

On-line estimation and compensation of measurement delay in GPS/SINS integration

NASA Astrophysics Data System (ADS)

Yang, Tao; Wang, Wei

2008-10-01

The chief aim of this paper is to propose a simple on-line estimation and compensation method of GPS/SINS measurement delay. The causes of time delay for GPS/SINS integration are analyzed in this paper. New Kalman filter state equations augmented by measurement delay and modified measurement equations are derived. Based on an open-loop Kalman filter, several simulations are run, results of which show that by the proposed method, the estimation and compensation error of measurement delay is below 0.1s.

Vectorization of linear discrete filtering algorithms

NASA Technical Reports Server (NTRS)

Schiess, J. R.

1977-01-01

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

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

NASA Astrophysics Data System (ADS)

Gadsden, S. Andrew; Lee, Andrew S.

2017-01-01

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

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

PubMed

Akhbari, Mahsa; Shamsollahi, Mohammad B; Jutten, Christian; Coppa, Bertrand

2012-01-01

In this paper an efficient filtering procedure based on Extended Kalman Filter (EKF) has been proposed. The method is based on a modified nonlinear dynamic model, previously introduced for the generation of synthetic ECG signals. The proposed method considers the angular velocity of ECG signal, as one of the states of an EKF. We have considered two cases for observation equations, in one case we have assumed a corresponding observation to angular velocity state and in the other case, we have not assumed any observations for it. Quantitative evaluation of the proposed algorithm on the MIT-BIH Normal Sinus Rhythm Database (NSRDB) shows that an average SNR improvement of 8 dB is achieved for an input signal of -4 dB.

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.

SEMICONDUCTOR TECHNOLOGY A signal processing method for the friction-based endpoint detection system of a CMP process

NASA Astrophysics Data System (ADS)

Chi, Xu; Dongming, Guo; Zhuji, Jin; Renke, Kang

2010-12-01

A signal processing method for the friction-based endpoint detection system of a chemical mechanical polishing (CMP) process is presented. The signal process method uses the wavelet threshold denoising method to reduce the noise contained in the measured original signal, extracts the Kalman filter innovation from the denoised signal as the feature signal, and judges the CMP endpoint based on the feature of the Kalman filter innovation sequence during the CMP process. Applying the signal processing method, the endpoint detection experiments of the Cu CMP process were carried out. The results show that the signal processing method can judge the endpoint of the Cu CMP process.

On Identifiability of Bias-Type Actuator-Sensor Faults in Multiple-Model-Based Fault Detection and Identification

NASA Technical Reports Server (NTRS)

Joshi, Suresh M.

2012-01-01

This paper explores a class of multiple-model-based fault detection and identification (FDI) methods for bias-type faults in actuators and sensors. These methods employ banks of Kalman-Bucy filters to detect the faults, determine the fault pattern, and estimate the fault values, wherein each Kalman-Bucy filter is tuned to a different failure pattern. Necessary and sufficient conditions are presented for identifiability of actuator faults, sensor faults, and simultaneous actuator and sensor faults. It is shown that FDI of simultaneous actuator and sensor faults is not possible using these methods when all sensors have biases.

Observability Analysis of a Matrix Kalman Filter-Based Navigation System Using Visual/Inertial/Magnetic Sensors

PubMed Central

Feng, Guohu; Wu, Wenqi; Wang, Jinling

2012-01-01

A matrix Kalman filter (MKF) has been implemented for an integrated navigation system using visual/inertial/magnetic sensors. The MKF rearranges the original nonlinear process model in a pseudo-linear process model. We employ the observability rank criterion based on Lie derivatives to verify the conditions under which the nonlinear system is observable. It has been proved that such observability conditions are: (a) at least one degree of rotational freedom is excited, and (b) at least two linearly independent horizontal lines and one vertical line are observed. Experimental results have validated the correctness of these observability conditions. PMID:23012523

Physics-based coastal current tomographic tracking using a Kalman filter.

PubMed

Wang, Tongchen; Zhang, Ying; Yang, T C; Chen, Huifang; Xu, Wen

2018-05-01

Ocean acoustic tomography can be used based on measurements of two-way travel-time differences between the nodes deployed on the perimeter of the surveying area to invert/map the ocean current inside the area. Data at different times can be related using a Kalman filter, and given an ocean circulation model, one can in principle now cast and even forecast current distribution given an initial distribution and/or the travel-time difference data on the boundary. However, an ocean circulation model requires many inputs (many of them often not available) and is unpractical for estimation of the current field. A simplified form of the discretized Navier-Stokes equation is used to show that the future velocity state is just a weighted spatial average of the current state. These weights could be obtained from an ocean circulation model, but here in a data driven approach, auto-regressive methods are used to obtain the time and space dependent weights from the data. It is shown, based on simulated data, that the current field tracked using a Kalman filter (with an arbitrary initial condition) is more accurate than that estimated by the standard methods where data at different times are treated independently. Real data are also examined.

Gyro Drift Correction for An Indirect Kalman Filter Based Sensor Fusion Driver.

PubMed

Lee, Chan-Gun; Dao, Nhu-Ngoc; Jang, Seonmin; Kim, Deokhwan; Kim, Yonghun; Cho, Sungrae

2016-06-11

Sensor fusion techniques have made a significant contribution to the success of the recently emerging mobile applications era because a variety of mobile applications operate based on multi-sensing information from the surrounding environment, such as navigation systems, fitness trackers, interactive virtual reality games, etc. For these applications, the accuracy of sensing information plays an important role to improve the user experience (UX) quality, especially with gyroscopes and accelerometers. Therefore, in this paper, we proposed a novel mechanism to resolve the gyro drift problem, which negatively affects the accuracy of orientation computations in the indirect Kalman filter based sensor fusion. Our mechanism focuses on addressing the issues of external feedback loops and non-gyro error elements contained in the state vectors of an indirect Kalman filter. Moreover, the mechanism is implemented in the device-driver layer, providing lower process latency and transparency capabilities for the upper applications. These advances are relevant to millions of legacy applications since utilizing our mechanism does not require the existing applications to be re-programmed. The experimental results show that the root mean square errors (RMSE) before and after applying our mechanism are significantly reduced from 6.3 × 10(-1) to 5.3 × 10(-7), respectively.

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

NASA Technical Reports Server (NTRS)

Whitmore, S. A.

1985-01-01

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

Ensemble Data Assimilation for Streamflow Forecasting: Experiments with Ensemble Kalman Filter and Particle Filter

NASA Astrophysics Data System (ADS)

Hirpa, F. A.; Gebremichael, M.; Hopson, T. M.; Wojick, R.

2011-12-01

We present results of data assimilation of ground discharge observation and remotely sensed soil moisture observations into Sacramento Soil Moisture Accounting (SACSMA) model in a small watershed (1593 km2) in Minnesota, the Unites States. Specifically, we perform assimilation experiments with Ensemble Kalman Filter (EnKF) and Particle Filter (PF) in order to improve streamflow forecast accuracy at six hourly time step. The EnKF updates the soil moisture states in the SACSMA from the relative errors of the model and observations, while the PF adjust the weights of the state ensemble members based on the likelihood of the forecast. Results of the improvements of each filter over the reference model (without data assimilation) will be presented. Finally, the EnKF and PF are coupled together to further improve the streamflow forecast accuracy.

Resolving occlusion and segmentation errors in multiple video object tracking

NASA Astrophysics Data System (ADS)

Cheng, Hsu-Yung; Hwang, Jenq-Neng

2009-02-01

In this work, we propose a method to integrate the Kalman filter and adaptive particle sampling for multiple video object tracking. The proposed framework is able to detect occlusion and segmentation error cases and perform adaptive particle sampling for accurate measurement selection. Compared with traditional particle filter based tracking methods, the proposed method generates particles only when necessary. With the concept of adaptive particle sampling, we can avoid degeneracy problem because the sampling position and range are dynamically determined by parameters that are updated by Kalman filters. There is no need to spend time on processing particles with very small weights. The adaptive appearance for the occluded object refers to the prediction results of Kalman filters to determine the region that should be updated and avoids the problem of using inadequate information to update the appearance under occlusion cases. The experimental results have shown that a small number of particles are sufficient to achieve high positioning and scaling accuracy. Also, the employment of adaptive appearance substantially improves the positioning and scaling accuracy on the tracking results.

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

PubMed

Cheng, Xuemin; Hao, Qun; Xie, Mengdi

2016-04-07

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

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.

A new adaptive estimation method of spacecraft thermal mathematical model with an ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Akita, T.; Takaki, R.; Shima, E.

2012-04-01

An adaptive estimation method of spacecraft thermal mathematical model is presented. The method is based on the ensemble Kalman filter, which can effectively handle the nonlinearities contained in the thermal model. The state space equations of the thermal mathematical model is derived, where both temperature and uncertain thermal characteristic parameters are considered as the state variables. In the method, the thermal characteristic parameters are automatically estimated as the outputs of the filtered state variables, whereas, in the usual thermal model correlation, they are manually identified by experienced engineers using trial-and-error approach. A numerical experiment of a simple small satellite is provided to verify the effectiveness of the presented method.

Angular velocity estimation from measurement vectors of star tracker.

PubMed

Liu, Hai-bo; Yang, Jun-cai; Yi, Wen-jun; Wang, Jiong-qi; Yang, Jian-kun; Li, Xiu-jian; Tan, Ji-chun

2012-06-01

In most spacecraft, there is a need to know the craft's angular rate. Approaches with least squares and an adaptive Kalman filter are proposed for estimating the angular rate directly from the star tracker measurements. In these approaches, only knowledge of the vector measurements and sampling interval is required. The designed adaptive Kalman filter can filter out noise without information of the dynamic model and inertia dyadic. To verify the proposed estimation approaches, simulations based on the orbit data of the challenging minisatellite payload (CHAMP) satellite and experimental tests with night-sky observation are performed. Both the simulations and experimental testing results have demonstrated that the proposed approach performs well in terms of accuracy, robustness, and performance.

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.

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

Implementation of a Parallel Kalman Filter for Stratospheric Chemical Tracer Assimilation

NASA Technical Reports Server (NTRS)

Chang, Lang-Ping; Lyster, Peter M.; Menard, R.; Cohn, S. E.

1998-01-01

A Kalman filter for the assimilation of long-lived atmospheric chemical constituents has been developed for two-dimensional transport models on isentropic surfaces over the globe. An important attribute of the Kalman filter is that it calculates error covariances of the constituent fields using the tracer dynamics. Consequently, the current Kalman-filter assimilation is a five-dimensional problem (coordinates of two points and time), and it can only be handled on computers with large memory and high floating point speed. In this paper, an implementation of the Kalman filter for distributed-memory, message-passing parallel computers is discussed. Two approaches were studied: an operator decomposition and a covariance decomposition. The latter was found to be more scalable than the former, and it possesses the property that the dynamical model does not need to be parallelized, which is of considerable practical advantage. This code is currently used to assimilate constituent data retrieved by limb sounders on the Upper Atmosphere Research Satellite. Tests of the code examined the variance transport and observability properties. Aspects of the parallel implementation, some timing results, and a brief discussion of the physical results will be presented.

Distributed processing of a GPS receiver network for a regional ionosphere map

NASA Astrophysics Data System (ADS)

Choi, Kwang Ho; Hoo Lim, Joon; Yoo, Won Jae; Lee, Hyung Keun

2018-01-01

This paper proposes a distributed processing method applicable to GPS receivers in a network to generate a regional ionosphere map accurately and reliably. For accuracy, the proposed method is operated by multiple local Kalman filters and Kriging estimators. Each local Kalman filter is applied to a dual-frequency receiver to estimate the receiver’s differential code bias and vertical ionospheric delays (VIDs) at different ionospheric pierce points. The Kriging estimator selects and combines several VID estimates provided by the local Kalman filters to generate the VID estimate at each ionospheric grid point. For reliability, the proposed method uses receiver fault detectors and satellite fault detectors. Each receiver fault detector compares the VID estimates of the same local area provided by different local Kalman filters. Each satellite fault detector compares the VID estimate of each local area with that projected from the other local areas. Compared with the traditional centralized processing method, the proposed method is advantageous in that it considerably reduces the computational burden of each single Kalman filter and enables flexible fault detection, isolation, and reconfiguration capability. To evaluate the performance of the proposed method, several experiments with field collected measurements were performed.

Entropy-based adaptive attitude estimation

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

PubMed Central

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

2015-01-01

An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal. PMID:26512665

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

PubMed

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

2015-10-23

An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

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

Robust Hand Motion Tracking through Data Fusion of 5DT Data Glove and Nimble VR Kinect Camera Measurements

PubMed Central

Arkenbout, Ewout A.; de Winter, Joost C. F.; Breedveld, Paul

2015-01-01

Vision based interfaces for human computer interaction have gained increasing attention over the past decade. This study presents a data fusion approach of the Nimble VR vision based system, using the Kinect camera, with the contact based 5DT Data Glove. Data fusion was achieved through a Kalman filter. The Nimble VR and filter output were compared using measurements performed on (1) a wooden hand model placed in various static postures and orientations; and (2) three differently sized human hands during active finger flexions. Precision and accuracy of joint angle estimates as a function of hand posture and orientation were determined. Moreover, in light of possible self-occlusions of the fingers in the Kinect camera images, data completeness was assessed. Results showed that the integration of the Data Glove through the Kalman filter provided for the proximal interphalangeal (PIP) joints of the fingers a substantial improvement of 79% in precision, from 2.2 deg to 0.9 deg. Moreover, a moderate improvement of 31% in accuracy (being the mean angular deviation from the true joint angle) was established, from 24 deg to 17 deg. The metacarpophalangeal (MCP) joint was relatively unaffected by the Kalman filter. Moreover, the Data Glove increased data completeness, thus providing a substantial advantage over the sole use of the Nimble VR system. PMID:26694395

Robust Hand Motion Tracking through Data Fusion of 5DT Data Glove and Nimble VR Kinect Camera Measurements.

PubMed

Arkenbout, Ewout A; de Winter, Joost C F; Breedveld, Paul

2015-12-15

Vision based interfaces for human computer interaction have gained increasing attention over the past decade. This study presents a data fusion approach of the Nimble VR vision based system, using the Kinect camera, with the contact based 5DT Data Glove. Data fusion was achieved through a Kalman filter. The Nimble VR and filter output were compared using measurements performed on (1) a wooden hand model placed in various static postures and orientations; and (2) three differently sized human hands during active finger flexions. Precision and accuracy of joint angle estimates as a function of hand posture and orientation were determined. Moreover, in light of possible self-occlusions of the fingers in the Kinect camera images, data completeness was assessed. Results showed that the integration of the Data Glove through the Kalman filter provided for the proximal interphalangeal (PIP) joints of the fingers a substantial improvement of 79% in precision, from 2.2 deg to 0.9 deg. Moreover, a moderate improvement of 31% in accuracy (being the mean angular deviation from the true joint angle) was established, from 24 deg to 17 deg. The metacarpophalangeal (MCP) joint was relatively unaffected by the Kalman filter. Moreover, the Data Glove increased data completeness, thus providing a substantial advantage over the sole use of the Nimble VR 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.

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.

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.

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

PubMed Central

Chen, Xiyuan; Wang, Xiying; Xu, Yuan

2014-01-01

This paper deals with the problem of state estimation for the vector-tracking loop of a software-defined Global Positioning System (GPS) receiver. For a nonlinear system that has the model error and white Gaussian noise, a noise statistics estimator is used to estimate the model error, and based on this, a modified iterated extended Kalman filter (IEKF) named adaptive iterated Kalman filter (AIEKF) is proposed. A vector-tracking GPS receiver utilizing AIEKF is implemented to evaluate the performance of the proposed method. Through road tests, it is shown that the proposed method has an obvious accuracy advantage over the IEKF and Adaptive Extended Kalman filter (AEKF) in position determination. The results show that the proposed method is effective to reduce the root-mean-square error (RMSE) of position (including longitude, latitude and altitude). Comparing with EKF, the position RMSE values of AIEKF are reduced by about 45.1%, 40.9% and 54.6% in the east, north and up directions, respectively. Comparing with IEKF, the position RMSE values of AIEKF are reduced by about 25.7%, 19.3% and 35.7% in the east, north and up directions, respectively. Compared with AEKF, the position RMSE values of AIEKF are reduced by about 21.6%, 15.5% and 30.7% in the east, north and up directions, respectively. PMID:25502124

Performance enhancement for a GPS vector-tracking loop utilizing an adaptive iterated extended Kalman filter.

PubMed

Chen, Xiyuan; Wang, Xiying; Xu, Yuan

2014-12-09

This paper deals with the problem of state estimation for the vector-tracking loop of a software-defined Global Positioning System (GPS) receiver. For a nonlinear system that has the model error and white Gaussian noise, a noise statistics estimator is used to estimate the model error, and based on this, a modified iterated extended Kalman filter (IEKF) named adaptive iterated Kalman filter (AIEKF) is proposed. A vector-tracking GPS receiver utilizing AIEKF is implemented to evaluate the performance of the proposed method. Through road tests, it is shown that the proposed method has an obvious accuracy advantage over the IEKF and Adaptive Extended Kalman filter (AEKF) in position determination. The results show that the proposed method is effective to reduce the root-mean-square error (RMSE) of position (including longitude, latitude and altitude). Comparing with EKF, the position RMSE values of AIEKF are reduced by about 45.1%, 40.9% and 54.6% in the east, north and up directions, respectively. Comparing with IEKF, the position RMSE values of AIEKF are reduced by about 25.7%, 19.3% and 35.7% in the east, north and up directions, respectively. Compared with AEKF, the position RMSE values of AIEKF are reduced by about 21.6%, 15.5% and 30.7% in the east, north and up directions, respectively.

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

PubMed

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

2011-01-01

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

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.

Tropospheric delays derived from Kalman-filtered VLBI observations

NASA Astrophysics Data System (ADS)

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

2015-04-01

One of the most important error sources in the products of space geodetic techniques is the troposphere. Currently, it is not possible to model the rapid variations in the path delay caused by water vapor with sufficient accuracy, thus it is necessary to estimate these delays in the data analysis. Very long baseline interferometry (VLBI) is well suited to determine wet delays with high accuracy and precision. Compared to GNSS, the analysis does not need to deal with effects related to code biases, multipath, satellite orbit mismodeling, or antenna phase center variations that are inherent in GNSS processing. VLBI data are usually analyzed by estimating geodetic parameters in a least squares adjustment. However, once the VLBI Global Observing System (VGOS) will have become operational, algorithms providing real-time capability, for instance a Kalman filter, should be preferable for data analysis. Even today, certain advantages of such a filter, for example, allowing stochastic modeling of geodetic parameters, warrant its application. The estimation of tropospheric wet delays, in particular, greatly benefits from the stochastic approach of the filter. In this work we have investigated the benefits of applying a Kalman filter in the VLBI data analysis for the determination of tropospheric parameters. The VLBI datasets considered are the CONT campaigns, which demonstrate state-of-the-art capabilities of the VLBI system. They are unique in following a continuous observation schedule over 15 days and in having data recorded at higher bandwidth than usual. The large amount of observations leads to a very high quality of geodetic products. CONT campaigns are held every three years; we have analyzed all CONT campaigns between 2002 and 2014 for this study. In our implementation of a Kalman filter in the VLBI software VieVS@GFZ, the zenith wet delays (ZWD) are modeled as random walk processes. We have compared the resulting time series to corresponding ones obtained from other sources (water vapor radiometers, GNSS, ray-traced delays from numerical weather models) and from a classical least squares solution of the VLBI data. Taking the radiometer time series as a reference, the Kalman filter solution showed the smallest root mean square. Due to the high correlation between the ZWD and station coordinates, investigations of the baseline lengths are of great interest in this context as well. Comparing baseline length repeatabilities from the classical least squares fit with those from the Kalman filter, the filter results present a better performance of up to 15%. To further improve the performance of the ZWD estimation, the noise parameters of the Kalman filter were modeled individually for each station. From ZWD time series at all involved VLBI sites, the power spectral densities of the white noise processes which are driving the random walk processes have been derived. Applying this station-based model results in an improvement of the baseline length repeatabilities of additional 2-3%.

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Visual Tracking Using 3D Data and Region-Based Active Contours

DTIC Science & Technology

2016-09-28

adaptive control strategies which explicitly take uncertainty into account. Filtering methods ranging from the classical Kalman filters valid for...linear systems to the much more general particle filters also fit into this framework in a very natural manner. In particular, the particle filtering ...the number of samples required for accurate filtering increases with the dimension of the system noise. In our approach, we approximate curve

Likelihood Methods for Adaptive Filtering and Smoothing. Technical Report #455.

ERIC Educational Resources Information Center

Butler, Ronald W.

The dynamic linear model or Kalman filtering model provides a useful methodology for predicting the past, present, and future states of a dynamic system, such as an object in motion or an economic or social indicator that is changing systematically with time. Recursive likelihood methods for adaptive Kalman filtering and smoothing are developed.…

Terminal homing position estimation forAutonomous underwater vehicle docking

DTIC Science & Technology

2017-06-01

used by the AUV to improve its position estimate. Due to the nonlinearity of the D-USBL measurements, the Extended Kalman Filter (EKF), Unscented...Kalman Filter (UKF) and forward and backward smoothing (FBS) filter were utilized to estimate the position of the AUV. After performance of these... filters was deemed unsatisfactory, a new smoothing technique called the Moving Horizon Estimation (MHE) with epi-splines was introduced. The MHE

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

PubMed

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

2013-09-01

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

Empirical and numerical investigation of mass movements - data fusion and analysis

NASA Astrophysics Data System (ADS)

Schmalz, Thilo; Eichhorn, Andreas; Buhl, Volker; Tinkhof, Kurt Mair Am; Preh, Alexander; Tentschert, Ewald-Hans; Zangerl, Christian

2010-05-01

Increasing settlement activities of people in mountanious regions and the appearance of extreme climatic conditions motivate the investigation of landslides. Within the last few years a significant rising of disastrous slides could be registered which generated a broad public interest and the request for security measures. The FWF (Austrian Science Fund) funded project ‘KASIP' (Knowledge-based Alarm System with Identified Deformation Predictor) deals with the development of a new type of alarm system based on calibrated numerical slope models for the realistic calculation of failure scenarios. In KASIP, calibration is the optimal adaptation of a numerical model to available monitoring data by least-squares techniques (e.g. adaptive Kalman-filtering). Adaptation means the determination of a priori uncertain physical parameters like the strength of the geological structure. The object of our studies in KASIP is the landslide ‘Steinlehnen' near Innsbruck (Northern Tyrol, Austria). The first part of the presentation is focussed on the determination of geometrical surface-information. This also includes the description of the monitoring system for the collection of the displacement data and filter approaches for the estimation of the slopes kinematic behaviour. The necessity of continous monitoring and the effect of data gaps for reliable filter results and the prediction of the future state is discussed. The second part of the presentation is more focussed on the numerical modelling of the slope by FD- (Finite Difference-) methods and the development of the adaptive Kalman-filter. The realisation of the numerical slope model is developed by FLAC3D (software company HCItasca Ltd.). The model contains different geomechanical approaches (like Mohr-Coulomb) and enables the calculation of great deformations and the failure of the slope. Stability parameters (like the factor-of-safety FS) allow the evaluation of the current state of the slope. Until now, the adaptation of relevant material parameters is often performed by trial and error methods. This common method shall be improved by adaptive Kalman-filtering methods. In contrast to trial and error, Kalman-filtering also considers stochastical information of the input data. Especially the estimation of strength parameters (cohesion c, angle of internal friction phi) in a dynamic consideration of the slope is discussed. Problems with conditioning and numerical stability of the filter matrices, memory overflow and computing time are outlined. It is shown that the Kalman-filter is in principle suitable for an semi-automated adaptation process and obtains realistic values for the unknown material parameters.

Development of a Kalman Filter in the Gauss-Helmert Model for Reliability Analysis in Orientation Determination with Smartphone Sensors

PubMed Central

Ettlinger, Andreas; Neuner, Hans; Burgess, Thomas

2018-01-01

The topic of indoor positioning and indoor navigation by using observations from smartphone sensors is very challenging as the determined trajectories can be subject to significant deviations compared to the route travelled in reality. Especially the calculation of the direction of movement is the critical part of pedestrian positioning approaches such as Pedestrian Dead Reckoning (“PDR”). Due to distinct systematic effects in filtered trajectories, it can be assumed that there are systematic deviations present in the observations from smartphone sensors. This article has two aims: one is to enable the estimation of partial redundancies for each observation as well as for observation groups. Partial redundancies are a measure for the reliability indicating how well systematic deviations can be detected in single observations used in PDR. The second aim is to analyze the behavior of partial redundancy by modifying the stochastic and functional model of the Kalman filter. The equations relating the observations to the orientation are condition equations, which do not exhibit the typical structure of the Gauss-Markov model (“GMM”), wherein the observations are linear and can be formulated as functions of the states. To calculate and analyze the partial redundancy of the observations from smartphone-sensors used in PDR, the system equation and the measurement equation of a Kalman filter as well as the redundancy matrix need to be derived in the Gauss-Helmert model (“GHM”). These derivations are introduced in this article and lead to a novel Kalman filter structure based on condition equations, enabling reliability assessment of each observation. PMID:29385076

Development of a Kalman Filter in the Gauss-Helmert Model for Reliability Analysis in Orientation Determination with Smartphone Sensors.

PubMed

Ettlinger, Andreas; Neuner, Hans; Burgess, Thomas

2018-01-31

The topic of indoor positioning and indoor navigation by using observations from smartphone sensors is very challenging as the determined trajectories can be subject to significant deviations compared to the route travelled in reality. Especially the calculation of the direction of movement is the critical part of pedestrian positioning approaches such as Pedestrian Dead Reckoning ("PDR"). Due to distinct systematic effects in filtered trajectories, it can be assumed that there are systematic deviations present in the observations from smartphone sensors. This article has two aims: one is to enable the estimation of partial redundancies for each observation as well as for observation groups. Partial redundancies are a measure for the reliability indicating how well systematic deviations can be detected in single observations used in PDR. The second aim is to analyze the behavior of partial redundancy by modifying the stochastic and functional model of the Kalman filter. The equations relating the observations to the orientation are condition equations, which do not exhibit the typical structure of the Gauss-Markov model ("GMM"), wherein the observations are linear and can be formulated as functions of the states. To calculate and analyze the partial redundancy of the observations from smartphone-sensors used in PDR, the system equation and the measurement equation of a Kalman filter as well as the redundancy matrix need to be derived in the Gauss-Helmert model ("GHM"). These derivations are introduced in this article and lead to a novel Kalman filter structure based on condition equations, enabling reliability assessment of each observation.

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

PubMed

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

2017-01-01

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

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

PubMed

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

2013-11-13

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

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

PubMed Central

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

2013-01-01

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

A new fault diagnosis algorithm for AUV cooperative localization system

NASA Astrophysics Data System (ADS)

Shi, Hongyang; Miao, Zhiyong; Zhang, Yi

2017-10-01

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

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.

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 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

Filtering observations without the initial guess

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed Central

Chowdhury, Amor; Sarjaš, Andrej

2016-01-01

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

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

PubMed

Chowdhury, Amor; Sarjaš, Andrej

2016-09-15

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

An Integrated Approach for Aircraft Engine Performance Estimation and Fault Diagnostics

NASA Technical Reports Server (NTRS)

imon, Donald L.; Armstrong, Jeffrey B.

2012-01-01

A Kalman filter-based approach for integrated on-line aircraft engine performance estimation and gas path fault diagnostics is presented. This technique is specifically designed for underdetermined estimation problems where there are more unknown system parameters representing deterioration and faults than available sensor measurements. A previously developed methodology is applied to optimally design a Kalman filter to estimate a vector of tuning parameters, appropriately sized to enable estimation. The estimated tuning parameters can then be transformed into a larger vector of health parameters representing system performance deterioration and fault effects. The results of this study show that basing fault isolation decisions solely on the estimated health parameter vector does not provide ideal results. Furthermore, expanding the number of the health parameters to address additional gas path faults causes a decrease in the estimation accuracy of those health parameters representative of turbomachinery performance deterioration. However, improved fault isolation performance is demonstrated through direct analysis of the estimated tuning parameters produced by the Kalman filter. This was found to provide equivalent or superior accuracy compared to the conventional fault isolation approach based on the analysis of sensed engine outputs, while simplifying online implementation requirements. Results from the application of these techniques to an aircraft engine simulation are presented and discussed.

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

DTIC Science & Technology

2017-04-01

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

Alignment and Calibration of Optical and Inertial Sensors Using Stellar Observations

DTIC Science & Technology

2007-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

An Efficient Recommendation Filter Model on Smart Home Big Data Analytics for Enhanced Living Environments.

PubMed

Chen, Hao; Xie, Xiaoyun; Shu, Wanneng; Xiong, Naixue

2016-10-15

With the rapid growth of wireless sensor applications, the user interfaces and configurations of smart homes have become so complicated and inflexible that users usually have to spend a great amount of time studying them and adapting to their expected operation. In order to improve user experience, a weighted hybrid recommender system based on a Kalman Filter model is proposed to predict what users might want to do next, especially when users are located in a smart home with an enhanced living environment. Specifically, a weight hybridization method was introduced, which combines contextual collaborative filter and the contextual content-based recommendations. This method inherits the advantages of the optimum regression and the stability features of the proposed adaptive Kalman Filter model, and it can predict and revise the weight of each system component dynamically. Experimental results show that the hybrid recommender system can optimize the distribution of weights of each component, and achieve more reasonable recall and precision rates.

An Efficient Recommendation Filter Model on Smart Home Big Data Analytics for Enhanced Living Environments

PubMed Central

Chen, Hao; Xie, Xiaoyun; Shu, Wanneng; Xiong, Naixue

2016-01-01

With the rapid growth of wireless sensor applications, the user interfaces and configurations of smart homes have become so complicated and inflexible that users usually have to spend a great amount of time studying them and adapting to their expected operation. In order to improve user experience, a weighted hybrid recommender system based on a Kalman Filter model is proposed to predict what users might want to do next, especially when users are located in a smart home with an enhanced living environment. Specifically, a weight hybridization method was introduced, which combines contextual collaborative filter and the contextual content-based recommendations. This method inherits the advantages of the optimum regression and the stability features of the proposed adaptive Kalman Filter model, and it can predict and revise the weight of each system component dynamically. Experimental results show that the hybrid recommender system can optimize the distribution of weights of each component, and achieve more reasonable recall and precision rates. PMID:27754456

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

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

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

2014-02-01

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

Automated Handling of Garments for Pressing

DTIC Science & Technology

1991-09-30

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

Identification of linear system models and state estimators for controls

NASA Technical Reports Server (NTRS)

Chen, Chung-Wen

1992-01-01

The following paper is presented in viewgraph format and covers topics including: (1) linear state feedback control system; (2) Kalman filter state estimation; (3) relation between residual and stochastic part of output; (4) obtaining Kalman filter gain; (5) state estimation under unknown system model and unknown noises; and (6) relationship between filter Markov parameters and system Markov parameters.

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. 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.

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

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

PubMed

Lie, Octavian V; van Mierlo, Pieter

2017-01-01

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

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.

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

PubMed

Guo, Xiaoting; Sun, Changku; Wang, Peng

2017-08-01

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

Estimation of effective brain connectivity with dual Kalman filter and EEG source localization methods.

PubMed

Rajabioun, Mehdi; Nasrabadi, Ali Motie; Shamsollahi, Mohammad Bagher

2017-09-01

Effective connectivity is one of the most important considerations in brain functional mapping via EEG. It demonstrates the effects of a particular active brain region on others. In this paper, a new method is proposed which is based on dual Kalman filter. In this method, firstly by using a brain active localization method (standardized low resolution brain electromagnetic tomography) and applying it to EEG signal, active regions are extracted, and appropriate time model (multivariate autoregressive model) is fitted to extracted brain active sources for evaluating the activity and time dependence between sources. Then, dual Kalman filter is used to estimate model parameters or effective connectivity between active regions. The advantage of this method is the estimation of different brain parts activity simultaneously with the calculation of effective connectivity between active regions. By combining dual Kalman filter with brain source localization methods, in addition to the connectivity estimation between parts, source activity is updated during the time. The proposed method performance has been evaluated firstly by applying it to simulated EEG signals with interacting connectivity simulation between active parts. Noisy simulated signals with different signal to noise ratios are used for evaluating method sensitivity to noise and comparing proposed method performance with other methods. Then the method is applied to real signals and the estimation error during a sweeping window is calculated. By comparing proposed method results in different simulation (simulated and real signals), proposed method gives acceptable results with least mean square error in noisy or real conditions.

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

PubMed Central

Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping

2014-01-01

High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method. PMID:25479331

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

PubMed

Huang, Haoqian; Chen, Xiyuan; Zhou, Zhikai; Xu, Yuan; Lv, Caiping

2014-12-03

High accuracy attitude and position determination is very important for underwater gliders. The cross-coupling among three attitude angles (heading angle, pitch angle and roll angle) becomes more serious when pitch or roll motion occurs. This cross-coupling makes attitude angles inaccurate or even erroneous. Therefore, the high accuracy attitude and position determination becomes a difficult problem for a practical underwater glider. To solve this problem, this paper proposes backing decoupling and adaptive extended Kalman filter (EKF) based on the quaternion expanded to the state variable (BD-AEKF). The backtracking decoupling can eliminate effectively the cross-coupling among the three attitudes when pitch or roll motion occurs. After decoupling, the adaptive extended Kalman filter (AEKF) based on quaternion expanded to the state variable further smoothes the filtering output to improve the accuracy and stability of attitude and position determination. In order to evaluate the performance of the proposed BD-AEKF method, the pitch and roll motion are simulated and the proposed method performance is analyzed and compared with the traditional method. Simulation results demonstrate the proposed BD-AEKF performs better. Furthermore, for further verification, a new underwater navigation system is designed, and the three-axis non-magnetic turn table experiments and the vehicle experiments are done. The results show that the proposed BD-AEKF is effective in eliminating cross-coupling and reducing the errors compared with the conventional method.

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

PubMed

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

2016-05-01

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

Real-time Bayesian anomaly detection in streaming environmental data

NASA Astrophysics Data System (ADS)

Hill, David J.; Minsker, Barbara S.; Amir, Eyal

2009-04-01

With large volumes of data arriving in near real time from environmental sensors, there is a need for automated detection of anomalous data caused by sensor or transmission errors or by infrequent system behaviors. This study develops and evaluates three automated anomaly detection methods using dynamic Bayesian networks (DBNs), which perform fast, incremental evaluation of data as they become available, scale to large quantities of data, and require no a priori information regarding process variables or types of anomalies that may be encountered. This study investigates these methods' abilities to identify anomalies in eight meteorological data streams from Corpus Christi, Texas. The results indicate that DBN-based detectors, using either robust Kalman filtering or Rao-Blackwellized particle filtering, outperform a DBN-based detector using Kalman filtering, with the former having false positive/negative rates of less than 2%. These methods were successful at identifying data anomalies caused by two real events: a sensor failure and a large storm.

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

NASA Astrophysics Data System (ADS)

Borodachev, S. M.

2016-06-01

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

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.

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.

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.

Flight results from a study of aided inertial navigation applied to landing operations

NASA Technical Reports Server (NTRS)

Mcgee, L. A.; Smith, G. L.; Hegarty, D. M.; Carson, T. M.; Merrick, R. B.; Schmidt, S. F.; Conrad, B.

1973-01-01

An evaluation is presented of the approach and landing performance of a Kalman filter aided inertial navigation system using flight data obtained from a series of approaches and landings of the CV-340 aircraft at an instrumented test area. A description of the flight test is given, in which data recorded included: (1) accelerometer signals from the platform of an INS; (2) three ranges from the Ames-Cubic Precision Ranging System; and (3) radar and barometric altimeter signals. The method of system evaluation employed was postflight processing of the recorded data using a Kalman filter which was designed for use on the XDS920 computer onboard the CV-340 aircraft. Results shown include comparisons between the trajectories as estimated by the Kalman filter aided system and as determined from cinetheodolite data. Data start initialization of the Kalman filter, operation at a practical data rate, postflight modeling of sensor errors and operation under the adverse condition of bad data are illustrated.

Inertial sensor-based smoother for gait analysis.

PubMed

Suh, Young Soo

2014-12-17

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

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

PubMed

Sun, Jin; Xu, Xiaosu; Liu, Yiting; Zhang, Tao; Li, Yao

2016-07-12

In order to reduce the influence of fiber optic gyroscope (FOG) random drift error on inertial navigation systems, an improved auto regressive (AR) model is put forward in this paper. First, based on real-time observations at each restart of the gyroscope, the model of FOG random drift can be established online. In the improved AR model, the FOG measured signal is employed instead of the zero mean signals. Then, the modified Sage-Husa adaptive Kalman filter (SHAKF) is introduced, which can directly carry out real-time filtering on the FOG signals. Finally, static and dynamic experiments are done to verify the effectiveness. The filtering results are analyzed with Allan variance. The analysis results show that the improved AR model has high fitting accuracy and strong adaptability, and the minimum fitting accuracy of single noise is 93.2%. Based on the improved AR(3) model, the denoising method of SHAKF is more effective than traditional methods, and its effect is better than 30%. The random drift error of FOG is reduced effectively, and the precision of the FOG is improved.

Model-based approach to partial tracking for musical transcription

NASA Astrophysics Data System (ADS)

Sterian, Andrew; Wakefield, Gregory H.

1998-10-01

We present a new method for musical partial tracking in the context of musical transcription using a time-frequency Kalman filter structure. The filter is based upon a model for the evolution of a partial behavior across a wide range of pitch from four brass instruments. Statistics are computed independently for the partial attributes of frequency and log-power first differences. We present observed power spectral density shapes, total powers, and histograms, as well as least-squares approximations to these. We demonstrate that a Kalman filter tracker using this partial model is capable of tracking partials in music. We discuss how the filter structure naturally provides quality-of-fit information about the data for use in further processing and how this information can be used to perform partial track initiation and termination within a common framework. We propose that a model-based approach to partial tracking is preferable to existing approaches which generally use heuristic rules or birth/death notions over a small time neighborhood. The advantages include better performance in the presence of cluttered data and simplified tracking over missed observations.

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

PubMed

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

2014-01-01

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

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.

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.

Study on the State of Health Detection of Li-ion Power Batteries Based on Adaptive Unscented Kalman Filters

NASA Astrophysics Data System (ADS)

Yan, Xiangwu; Deng, Haoran; Wang, Ling; Guo, Qi

2017-12-01

It is essential to estimate the state of charge (SOC) and state of health (SOH) of the monomer battery in the electric vehicle li-ion power battery accurately for extending the li-ion power battery life. Based on the battery Thevenin equivalent circuit model, the paper uses adaptive unscented Kalman filter (AUKF) to estimate the inner ohmic resistance and the state of charge in real time, according to the function between the inner ohmic resistance and the state of health, the state of health can be estimated in real time. The battery charged and discharged experiments were done under two different conditions to verify the feasibility and accuracy of this method.

Use of the Kalman Filter for Aortic Pressure Waveform Noise Reduction

PubMed Central

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

2017-01-01

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

Space shuttle propulsion estimation development verification, volume 1

NASA Technical Reports Server (NTRS)

Rogers, Robert M.

1989-01-01

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

Adaptive angular-velocity Vold-Kalman filter order tracking - Theoretical basis, numerical implementation and parameter investigation

NASA Astrophysics Data System (ADS)

Pan, M.-Ch.; Chu, W.-Ch.; Le, Duc-Do

2016-12-01

The paper presents an alternative Vold-Kalman filter order tracking (VKF_OT) method, i.e. adaptive angular-velocity VKF_OT technique, to extract and characterize order components in an adaptive manner for the condition monitoring and fault diagnosis of rotary machinery. The order/spectral waveforms to be tracked can be recursively solved by using Kalman filter based on the one-step state prediction. The paper comprises theoretical derivation of computation scheme, numerical implementation, and parameter investigation. Comparisons of the adaptive VKF_OT scheme with two other ones are performed through processing synthetic signals of designated order components. Processing parameters such as the weighting factor and the correlation matrix of process noise, and data conditions like the sampling frequency, which influence tracking behavior, are explored. The merits such as adaptive processing nature and computation efficiency brought by the proposed scheme are addressed although the computation was performed in off-line conditions. The proposed scheme can simultaneously extract multiple spectral components, and effectively decouple close and crossing orders associated with multi-axial reference rotating speeds.

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

LIDAR-Aided Inertial Navigation with Extended Kalman Filtering for Pinpoint Landing

NASA Technical Reports Server (NTRS)

Busnardo, David M.; Aitken, Matthew L.; Tolson, Robert H.; Pierrottet, Diego; Amzajerdian, Farzin

2011-01-01

In support of NASA s Autonomous Landing and Hazard Avoidance Technology (ALHAT) project, an extended Kalman filter routine has been developed for estimating the position, velocity, and attitude of a spacecraft during the landing phase of a planetary mission. The proposed filter combines measurements of acceleration and angular velocity from an inertial measurement unit (IMU) with range and Doppler velocity observations from an onboard light detection and ranging (LIDAR) system. These high-precision LIDAR measurements of distance to the ground and approach velocity will enable both robotic and manned vehicles to land safely and precisely at scientifically interesting sites. The filter has been extensively tested using a lunar landing simulation and shown to improve navigation over flat surfaces or rough terrain. Experimental results from a helicopter flight test performed at NASA Dryden in August 2008 demonstrate that LIDAR can be employed to significantly improve navigation based exclusively on IMU integration.

A Robust Kalman Framework with Resampling and Optimal Smoothing

PubMed Central

Kautz, Thomas; Eskofier, Bjoern M.

2015-01-01

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

Telescope Multi-Field Wavefront Control with a Kalman Filter

NASA Technical Reports Server (NTRS)

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

2008-01-01

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

A robust data fusion scheme for integrated navigation systems employing fault detection methodology augmented with fuzzy adaptive filtering

NASA Astrophysics Data System (ADS)

Ushaq, Muhammad; Fang, Jiancheng

2013-10-01

Integrated navigation systems for various applications, generally employs the centralized Kalman filter (CKF) wherein all measured sensor data are communicated to a single central Kalman filter. The advantage of CKF is that there is a minimal loss of information and high precision under benign conditions. But CKF may suffer computational overloading, and poor fault tolerance. The alternative is the federated Kalman filter (FKF) wherein the local estimates can deliver optimal or suboptimal state estimate as per certain information fusion criterion. FKF has enhanced throughput and multiple level fault detection capability. The Standard CKF or FKF require that the system noise and the measurement noise are zero-mean and Gaussian. Moreover it is assumed that covariance of system and measurement noises remain constant. But if the theoretical and actual statistical features employed in Kalman filter are not compatible, the Kalman filter does not render satisfactory solutions and divergence problems also occur. To resolve such problems, in this paper, an adaptive Kalman filter scheme strengthened with fuzzy inference system (FIS) is employed to adapt the statistical features of contributing sensors, online, in the light of real system dynamics and varying measurement noises. The excessive faults are detected and isolated by employing Chi Square test method. As a case study, the presented scheme has been implemented on Strapdown Inertial Navigation System (SINS) integrated with the Celestial Navigation System (CNS), GPS and Doppler radar using FKF. Collectively the overall system can be termed as SINS/CNS/GPS/Doppler integrated navigation system. The simulation results have validated the effectiveness of the presented scheme with significantly enhanced precision, reliability and fault tolerance. Effectiveness of the scheme has been tested against simulated abnormal errors/noises during different time segments of flight. It is believed that the presented scheme can be applied to the navigation system of aircraft or unmanned aerial vehicle (UAV).

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.

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.

Comparison study on disturbance estimation techniques in precise slow motion control

NASA Astrophysics Data System (ADS)

Fan, S.; Nagamune, R.; Altintas, Y.; Fan, D.; Zhang, Z.

2010-08-01

Precise low speed motion control is important for the industrial applications of both micro-milling machine tool feed drives and electro-optical tracking servo systems. It calls for precise position and instantaneous velocity measurement and disturbance, which involves direct drive motor force ripple, guide way friction and cutting force etc., estimation. This paper presents a comparison study on dynamic response and noise rejection performance of three existing disturbance estimation techniques, including the time-delayed estimators, the state augmented Kalman Filters and the conventional disturbance observers. The design technique essentials of these three disturbance estimators are introduced. For designing time-delayed estimators, it is proposed to substitute Kalman Filter for Luenberger state observer to improve noise suppression performance. The results show that the noise rejection performances of the state augmented Kalman Filters and the time-delayed estimators are much better than the conventional disturbance observers. These two estimators can give not only the estimation of the disturbance but also the low noise level estimations of position and instantaneous velocity. The bandwidth of the state augmented Kalman Filters is wider than the time-delayed estimators. In addition, the state augmented Kalman Filters can give unbiased estimations of the slow varying disturbance and the instantaneous velocity, while the time-delayed estimators can not. The simulation and experiment conducted on X axis of a 2.5-axis prototype micro milling machine are provided.

Attitude Determination Using a MEMS-Based Flight Information Measurement Unit

PubMed Central

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

2012-01-01

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

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

PubMed

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

2012-01-01

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

Recent results of nonlinear estimators applied to hereditary systems.

NASA Technical Reports Server (NTRS)

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

1972-01-01

An application of the extended Kalman filter to delayed systems to estimate the state and time delay is presented. Two nonlinear estimators are discussed and the results compared with those of the Kalman filter. For all the filters considered, the hereditary system was treated with the delay in the pure form and by using Pade approximations of the delay. A summary of the convergence properties of the filters studied is given. The results indicate that the linear filter applied to the delayed system performs inadequately while the nonlinear filters provide reasonable estimates of both the state and the parameters.

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

PubMed Central

Sabatini, Angelo Maria

2011-01-01

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

Concurrent MR-NIR Imaging for Breast Cancer Diagnosis

DTIC Science & Technology

2008-06-01

the extended Kalman filtering (EKF) framework. Note that both the fluorophore concentrations in different compartments, C(rj , k), and the system...r1 − r2)δ(k1 − k2)Z1. 10) Estimation of Pharmacokinetic-Rate Images by Extended Kalman Filtering: Our objective is to estimate the fluorophore...covariance update at time k. Hk is the recursive Kalman gain matrix at time k and I is the identity matrix. Jk−1 is the Jacobian matrix due to iterative

CONSISTENT USE OF THE KALMAN FILTER IN CHEMICAL TRANSPORT MODELS (CTMS) FOR DEDUCING EMISSIONS

EPA Science Inventory

Past research has shown that emissions can be deduced using observed concentrations of a chemical, a Chemical Transport Model (CTM), and the Kalman filter in an inverse modeling application. An expression was derived for the relationship between the "observable" (i.e., the con...

Online vegetation parameter estimation using passive microwave remote sensing observations

USDA-ARS?s Scientific Manuscript database

In adaptive system identification the Kalman filter can be used to identify the coefficient of the observation operator of a linear system. Here the ensemble Kalman filter is tested for adaptive online estimation of the vegetation opacity parameter of a radiative transfer model. A state augmentatio...

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

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.

On the use of distributed sensing in control of large flexible spacecraft

NASA Technical Reports Server (NTRS)

Montgomery, Raymond C.; Ghosh, Dave

1990-01-01

Distributed processing technology is being developed to process signals from distributed sensors using distributed computations. Thiw work presents a scheme for calculating the operators required to emulate a conventional Kalman filter and regulator using such a computer. The scheme makes use of conventional Kalman theory as applied to the control of large flexible structures. The required computation of the distributed operators given the conventional Kalman filter and regulator is explained. A straightforward application of this scheme may lead to nonsmooth operators whose convergence is not apparent. This is illustrated by application to the Mini-Mast, a large flexible truss at the Langley Research Center used for research in structural dynamics and control. Techniques for developing smooth operators are presented. These involve spatial filtering as well as adjusting the design constants in the Kalman theory. Results are presented that illustrate the degree of smoothness achieved.

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

PubMed Central

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

2017-01-01

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

A Gap-Filling Procedure for Hydrologic Data Based on Kalman Filtering and Expectation Maximization: Application to Data from the Wireless Sensor Networks of the Sierra Nevada

NASA Astrophysics Data System (ADS)

Coogan, A.; Avanzi, F.; Akella, R.; Conklin, M. H.; Bales, R. C.; Glaser, S. D.

2017-12-01

Automatic meteorological and snow stations provide large amounts of information at dense temporal resolution, but data quality is often compromised by noise and missing values. We present a new gap-filling and cleaning procedure for networks of these stations based on Kalman filtering and expectation maximization. Our method utilizes a multi-sensor, regime-switching Kalman filter to learn a latent process that captures dependencies between nearby stations and handles sharp changes in snowfall rate. Since the latent process is inferred using observations across working stations in the network, it can be used to fill in large data gaps for a malfunctioning station. The procedure was tested on meteorological and snow data from Wireless Sensor Networks (WSN) in the American River basin of the Sierra Nevada. Data include air temperature, relative humidity, and snow depth from dense networks of 10 to 12 stations within 1 km2 swaths. Both wet and dry water years have similar data issues. Data with artificially created gaps was used to quantify the method's performance. Our multi-sensor approach performs better than a single-sensor one, especially with large data gaps, as it learns and exploits the dominant underlying processes in snowpack at each site.

Modeling, Monitoring and Fault Diagnosis of Spacecraft Air Contaminants

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

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.

On the Error State Selection for Stationary SINS Alignment and Calibration Kalman Filters—Part II: Observability/Estimability Analysis

PubMed Central

Silva, Felipe O.; Hemerly, Elder M.; Leite Filho, Waldemar C.

2017-01-01

This paper presents the second part of a study aiming at the error state selection in Kalman filters applied to the stationary self-alignment and calibration (SSAC) problem of strapdown inertial navigation systems (SINS). The observability properties of the system are systematically investigated, and the number of unobservable modes is established. Through the analytical manipulation of the full SINS error model, the unobservable modes of the system are determined, and the SSAC error states (except the velocity errors) are proven to be individually unobservable. The estimability of the system is determined through the examination of the major diagonal terms of the covariance matrix and their eigenvalues/eigenvectors. Filter order reduction based on observability analysis is shown to be inadequate, and several misconceptions regarding SSAC observability and estimability deficiencies are removed. As the main contributions of this paper, we demonstrate that, except for the position errors, all error states can be minimally estimated in the SSAC problem and, hence, should not be removed from the filter. Corroborating the conclusions of the first part of this study, a 12-state Kalman filter is found to be the optimal error state selection for SSAC purposes. Results from simulated and experimental tests support the outlined conclusions. PMID:28241494

Tsunami Modeling and Prediction Using a Data Assimilation Technique with Kalman Filters

NASA Astrophysics Data System (ADS)

Barnier, G.; Dunham, E. M.

2016-12-01

Earthquake-induced tsunamis cause dramatic damages along densely populated coastlines. It is difficult to predict and anticipate tsunami waves in advance, but if the earthquake occurs far enough from the coast, there may be enough time to evacuate the zones at risk. Therefore, any real-time information on the tsunami wavefield (as it propagates towards the coast) is extremely valuable for early warning systems. After the 2011 Tohoku earthquake, a dense tsunami-monitoring network (S-net) based on cabled ocean-bottom pressure sensors has been deployed along the Pacific coast in Northeastern Japan. Maeda et al. (GRL, 2015) introduced a data assimilation technique to reconstruct the tsunami wavefield in real time by combining numerical solution of the shallow water wave equations with additional terms penalizing the numerical solution for not matching observations. The penalty or gain matrix is determined though optimal interpolation and is independent of time. Here we explore a related data assimilation approach using the Kalman filter method to evolve the gain matrix. While more computationally expensive, the Kalman filter approach potentially provides more accurate reconstructions. We test our method on a 1D tsunami model derived from the Kozdon and Dunham (EPSL, 2014) dynamic rupture simulations of the 2011 Tohoku earthquake. For appropriate choices of model and data covariance matrices, the method reconstructs the tsunami wavefield prior to wave arrival at the coast. We plan to compare the Kalman filter method to the optimal interpolation method developed by Maeda et al. (GRL, 2015) and then to implement the method for 2D.

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).

A hybrid robust fault tolerant control based on adaptive joint unscented Kalman filter.

PubMed

Shabbouei Hagh, Yashar; Mohammadi Asl, Reza; Cocquempot, Vincent

2017-01-01

In this paper, a new hybrid robust fault tolerant control scheme is proposed. A robust H ∞ control law is used in non-faulty situation, while a Non-Singular Terminal Sliding Mode (NTSM) controller is activated as soon as an actuator fault is detected. Since a linear robust controller is designed, the system is first linearized through the feedback linearization method. To switch from one controller to the other, a fuzzy based switching system is used. An Adaptive Joint Unscented Kalman Filter (AJUKF) is used for fault detection and diagnosis. The proposed method is based on the simultaneous estimation of the system states and parameters. In order to show the efficiency of the proposed scheme, a simulated 3-DOF robotic manipulator is used. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

A chaotic secure communication scheme using fractional chaotic systems based on an extended fractional Kalman filter

NASA Astrophysics Data System (ADS)

Kiani-B, Arman; Fallahi, Kia; Pariz, Naser; Leung, Henry

2009-03-01

In recent years chaotic secure communication and chaos synchronization have received ever increasing attention. In this paper, for the first time, a fractional chaotic communication method using an extended fractional Kalman filter is presented. The chaotic synchronization is implemented by the EFKF design in the presence of channel additive noise and processing noise. Encoding chaotic communication achieves a satisfactory, typical secure communication scheme. In the proposed system, security is enhanced based on spreading the signal in frequency and encrypting it in time domain. In this paper, the main advantages of using fractional order systems, increasing nonlinearity and spreading the power spectrum are highlighted. To illustrate the effectiveness of the proposed scheme, a numerical example based on the fractional Lorenz dynamical system is presented and the results are compared to the integer Lorenz system.

Assimilating Remotely Sensed Surface Soil Moisture into SWAT using Ensemble Kalman Filter

USDA-ARS?s Scientific Manuscript database

In this study, a 1-D Ensemble Kalman Filter has been used to update the soil moisture states of the Soil and Water Assessment Tool (SWAT) model. Experiments were conducted for the Cobb Creek Watershed in southeastern Oklahoma for 2006-2008. Assimilation of in situ data proved limited success in the ...

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

NASA Technical Reports Server (NTRS)

Lisano, M. E.

2003-01-01

This paper describes the design and initial test results of an extended Kalman filter that has been developed at Jet Propulsion Laboratory (JPL) for post-flight reconstruction of the trajectory and attitude history of a spacecraft entering a planetary atmosphere and descending upon a parachute.

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.

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.

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

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

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

Stetzel, KD; Aldrich, LL; Trimboli, MS

2015-03-15

This paper addresses the problem of estimating the present value of electrochemical internal variables in a lithium-ion cell in real time, using readily available measurements of cell voltage, current, and temperature. The variables that can be estimated include any desired set of reaction flux and solid and electrolyte potentials and concentrations at any set of one-dimensional spatial locations, in addition to more standard quantities such as state of charge. The method uses an extended Kalman filter along with a one-dimensional physics-based reduced-order model of cell dynamics. Simulations show excellent and robust predictions having dependable error bounds for most internal variables.more » (C) 2014 Elsevier B.V. All rights reserved.« less

Computer simulation results of attitude estimation of earth orbiting satellites

NASA Technical Reports Server (NTRS)

Kou, S. R.

1976-01-01

Computer simulation results of attitude estimation of Earth-orbiting satellites (including Space Telescope) subjected to environmental disturbances and noises are presented. Decomposed linear recursive filter and Kalman filter were used as estimation tools. Six programs were developed for this simulation, and all were written in the basic language and were run on HP 9830A and HP 9866A computers. Simulation results show that a decomposed linear recursive filter is accurate in estimation and fast in response time. Furthermore, for higher order systems, this filter has computational advantages (i.e., less integration errors and roundoff errors) over a Kalman filter.

Modeling error analysis of stationary linear discrete-time filters

NASA Technical Reports Server (NTRS)

Patel, R.; Toda, M.

1977-01-01

The performance of Kalman-type, linear, discrete-time filters in the presence of modeling errors is considered. The discussion is limited to stationary performance, and bounds are obtained for the performance index, the mean-squared error of estimates for suboptimal and optimal (Kalman) filters. The computation of these bounds requires information on only the model matrices and the range of errors for these matrices. Consequently, a design can easily compare the performance of a suboptimal filter with that of the optimal filter, when only the range of errors in the elements of the model matrices is available.

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.

Sequential Monte Carlo filter for state estimation of LiFePO4 batteries based on an online updated model

NASA Astrophysics Data System (ADS)

Li, Jiahao; Klee Barillas, Joaquin; Guenther, Clemens; Danzer, Michael A.

2014-02-01

Battery state monitoring is one of the key techniques in battery management systems e.g. in electric vehicles. An accurate estimation can help to improve the system performance and to prolong the battery remaining useful life. Main challenges for the state estimation for LiFePO4 batteries are the flat characteristic of open-circuit-voltage over battery state of charge (SOC) and the existence of hysteresis phenomena. Classical estimation approaches like Kalman filtering show limitations to handle nonlinear and non-Gaussian error distribution problems. In addition, uncertainties in the battery model parameters must be taken into account to describe the battery degradation. In this paper, a novel model-based method combining a Sequential Monte Carlo filter with adaptive control to determine the cell SOC and its electric impedance is presented. The applicability of this dual estimator is verified using measurement data acquired from a commercial LiFePO4 cell. Due to a better handling of the hysteresis problem, results show the benefits of the proposed method against the estimation with an Extended Kalman filter.

An Accurate and Fault-Tolerant Target Positioning System for Buildings Using Laser Rangefinders and Low-Cost MEMS-Based MARG Sensors

PubMed Central

Zhao, Lin; Guan, Dongxue; Landry, René Jr.; Cheng, Jianhua; Sydorenko, Kostyantyn

2015-01-01

Target positioning systems based on MEMS gyros and laser rangefinders (LRs) have extensive prospects due to their advantages of low cost, small size and easy realization. The target positioning accuracy is mainly determined by the LR’s attitude derived by the gyros. However, the attitude error is large due to the inherent noises from isolated MEMS gyros. In this paper, both accelerometer/magnetometer and LR attitude aiding systems are introduced to aid MEMS gyros. A no-reset Federated Kalman Filter (FKF) is employed, which consists of two local Kalman Filters (KF) and a Master Filter (MF). The local KFs are designed by using the Direction Cosine Matrix (DCM)-based dynamic equations and the measurements from the two aiding systems. The KFs can estimate the attitude simultaneously to limit the attitude errors resulting from the gyros. Then, the MF fuses the redundant attitude estimates to yield globally optimal estimates. Simulation and experimental results demonstrate that the FKF-based system can improve the target positioning accuracy effectively and allow for good fault-tolerant capability. PMID:26512672

Multiple scene attitude estimator performance for LANDSAT-1

NASA Technical Reports Server (NTRS)

Rifman, S. S.; Monuki, A. T.; Shortwell, C. P.

1979-01-01

Initial results are presented to demonstrate the performance of a linear sequential estimator (Kalman Filter) used to estimate a LANDSAT 1 spacecraft attitude time series defined for four scenes. With the revised estimator a GCP poor scene - a scene with no usable geodetic control points (GCPs) - can be rectified to higher accuracies than otherwise based on the use of GCPs in adjacent scenes. Attitude estimation errors was determined by the use of GCPs located in the GCP-poor test scene, but which are not used to update the Kalman filter. Initial results achieved indicate that errors of 500m (rms) can be attained for the GCP-poor scenes. Operational factors are related to various scenarios.

The development of a Kalman filter clock predictor

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

Discrete Kalman filtering equations of second-order form for control-structure interaction simulations

NASA Technical Reports Server (NTRS)

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

1991-01-01

A second-order form of discrete Kalman filtering equations is proposed as a candidate state estimator for efficient simulations of control-structure interactions in coupled physical coordinate configurations as opposed to decoupled modal coordinates. The resulting matrix equation of the present state estimator consists of the same symmetric, sparse N x N coupled matrices of the governing structural dynamics equations as opposed to unsymmetric 2N x 2N state space-based estimators. Thus, in addition to substantial computational efficiency improvement, the present estimator can be applied to control-structure design optimization for which the physical coordinates associated with the mass, damping and stiffness matrices of the structure are needed instead of modal coordinates.

Systems and Methods for Peak-Seeking Control

NASA Technical Reports Server (NTRS)

Ryan, John J (Inventor); Speyer, Jason L (Inventor)

2013-01-01

A computerized system and method for peak-seeking-control that uses a unique Kalman filter design to optimize a control loop, in real time, to either maximize or minimize a performance function of a physical object ("plant"). The system and method achieves more accurate and efficient peak-seeking-control by using a time-varying Kalman filter to estimate both the performance function gradient (slope) and Hessian (curvature) based on direct position measurements of the plant, and does not rely upon modeling the plant response to persistent excitation. The system and method can be naturally applied in various applications in which plant performance functions have multiple independent parameters, and it does not depend upon frequency separation to distinguish between system dimensions.

Model-based extended quaternion Kalman filter to inertial orientation tracking of arbitrary kinematic chains.

PubMed

Szczęsna, Agnieszka; Pruszowski, Przemysław

2016-01-01

Inertial orientation tracking is still an area of active research, especially in the context of out-door, real-time, human motion capture. Existing systems either propose loosely coupled tracking approaches where each segment is considered independently, taking the resulting drawbacks into account, or tightly coupled solutions that are limited to a fixed chain with few segments. Such solutions have no flexibility to change the skeleton structure, are dedicated to a specific set of joints, and have high computational complexity. This paper describes the proposal of a new model-based extended quaternion Kalman filter that allows for estimation of orientation based on outputs from the inertial measurements unit sensors. The filter considers interdependencies resulting from the construction of the kinematic chain so that the orientation estimation is more accurate. The proposed solution is a universal filter that does not predetermine the degree of freedom at the connections between segments of the model. To validation the motion of 3-segments single link pendulum captured by optical motion capture system is used. The next step in the research will be to use this method for inertial motion capture with a human skeleton model.

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 uncertainties of Manning's n coefficients compared to the full posterior distributions inferred by MCMC.

On-Orbit Multi-Field Wavefront Control with a Kalman Filter

NASA Technical Reports Server (NTRS)

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

2008-01-01

A document describes a multi-field wavefront control (WFC) procedure for the James Webb Space Telescope (JWST) on-orbit optical telescope element (OTE) fine-phasing using wavefront measurements at the NIRCam pupil. The control is applied to JWST primary mirror (PM) segments and secondary mirror (SM) simultaneously with a carefully selected ordering. Through computer simulations, the multi-field WFC procedure shows that it can reduce the initial system wavefront error (WFE), as caused by random initial system misalignments within the JWST fine-phasing error budget, from a few dozen micrometers to below 50 nm across the entire NIRCam Field of View, and the WFC procedure is also computationally stable as the Monte-Carlo simulations indicate. With the incorporation of a Kalman Filter (KF) as an optical state estimator into the WFC process, the robustness of the JWST OTE alignment process can be further improved. In the presence of some large optical misalignments, the Kalman state estimator can provide a reasonable estimate of the optical state, especially for those degrees of freedom that have a significant impact on the system WFE. The state estimate allows for a few corrections to the optical state to push the system towards its nominal state, and the result is that a large part of the WFE can be eliminated in this step. When the multi-field WFC procedure is applied after Kalman state estimate and correction, the stability of fine-phasing control is much more certain. Kalman Filter has been successfully applied to diverse applications as a robust and optimal state estimator. In the context of space-based optical system alignment based on wavefront measurements, a KF state estimator can combine all available wavefront measurements, past and present, as well as measurement and actuation error statistics to generate a Maximum-Likelihood optimal state estimator. The strength and flexibility of the KF algorithm make it attractive for use in real-time optical system alignment when WFC alone cannot effectively align the system.

Integrated navigation fusion strategy of INS/UWB for indoor carrier attitude angle and position synchronous tracking.

PubMed

Fan, Qigao; Wu, Yaheng; Hui, Jing; Wu, Lei; Yu, Zhenzhong; Zhou, Lijuan

2014-01-01

In some GPS failure conditions, positioning for mobile target is difficult. This paper proposed a new method based on INS/UWB for attitude angle and position synchronous tracking of indoor carrier. Firstly, error model of INS/UWB integrated system is built, including error equation of INS and UWB. And combined filtering model of INS/UWB is researched. Simulation results show that the two subsystems are complementary. Secondly, integrated navigation data fusion strategy of INS/UWB based on Kalman filtering theory is proposed. Simulation results show that FAKF method is better than the conventional Kalman filtering. Finally, an indoor experiment platform is established to verify the integrated navigation theory of INS/UWB, which is geared to the needs of coal mine working environment. Static and dynamic positioning results show that the INS/UWB integrated navigation system is stable and real-time, positioning precision meets the requirements of working condition and is better than any independent subsystem.

Pricise Target Geolocation Based on Integeration of Thermal Video Imagery and Rtk GPS in Uavs

NASA Astrophysics Data System (ADS)

Hosseinpoor, H. R.; Samadzadegan, F.; Dadras Javan, F.

2015-12-01

There are an increasingly large number of uses for Unmanned Aerial Vehicles (UAVs) from surveillance, mapping and target geolocation. However, most of commercial UAVs are equipped with low-cost navigation sensors such as C/A code GPS and a low-cost IMU on board, allowing a positioning accuracy of 5 to 10 meters. This low accuracy which implicates that it cannot be used in applications that require high precision data on cm-level. This paper presents a precise process for geolocation of ground targets based on thermal video imagery acquired by small UAV equipped with RTK GPS. The geolocation data is filtered using a linear Kalman filter, which provides a smoothed estimate of target location and target velocity. The accurate geo-locating of targets during image acquisition is conducted via traditional photogrammetric bundle adjustment equations using accurate exterior parameters achieved by on board IMU and RTK GPS sensors and Kalman filtering and interior orientation parameters of thermal camera from pre-flight laboratory calibration process.

The Use of Daily Geodetic UT1 and LOD Data in the Optimal Estimation of UT1 and LOD With the JPL Kalman Earth Orientation Filter

NASA Technical Reports Server (NTRS)

Freedman, A. P.; Steppe, J. A.

1995-01-01

The Jet Propulsion Laboratory Kalman Earth Orientation Filter (KEOF) uses several of the Earth rotation data sets available to generate optimally interpolated UT1 and LOD series to support spacecraft navigation. This paper compares use of various data sets within KEOF.

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

Treesearch

Raymond L. Czaplewski

1991-01-01

The Kalman filter is a generalization of the composite estimator. The univariate composite estimate combines 2 prior estimates of population parameter with a weighted average where the scalar weight is inversely proportional to the variances. The composite estimator is a minimum variance estimator that requires no distributional assumptions other than estimates of the...

An Unscented Kalman Filter Approach to the Estimation of Nonlinear Dynamical Systems Models

ERIC Educational Resources Information Center

Chow, Sy-Miin; Ferrer, Emilio; Nesselroade, John R.

2007-01-01

In the past several decades, methodologies used to estimate nonlinear relationships among latent variables have been developed almost exclusively to fit cross-sectional models. We present a relatively new estimation approach, the unscented Kalman filter (UKF), and illustrate its potential as a tool for fitting nonlinear dynamic models in two ways:…

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

PubMed Central

Eliseyev, Andrey; Aksenova, Tetiana

2016-01-01

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

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.

Time transfer using geostationary satellites: Implementation of a Kalman filter

NASA Technical Reports Server (NTRS)

Meyer, F.

1994-01-01

Since 1988, various experiments have shown that the TV signals transmitted by direct TV satellites may easily be used to perform time transfers at the level of a few tens of nanoseconds, the main source of error being the uncertainty on the satellite position. We first present the two methods used in our experiment to reduce the effects of the satellite residual motion: the first one consists in estimating the longitude variations of the satellite and then using this information to improve other measurements. This allows reducing the uncertainty to values between 9 and 50 nanoseconds according to the position of the involved stations. In the second method we determine the satellite position by using the data collected by three calibrated stations. Time transfer between each of these stations and a fourth one has been shown to be achievable at the precision level of ten nanoseconds. A new approach based on the use of a Kalman filter is proposed in order to take into account the dynamics of the geostationary satellite. The precisions on orbital elements and clock differences and rates determination given by the first simulated applications of the Kalman filter are presented and compared to those obtained by the other methods.

Online Kinematic and Dynamic-State Estimation for Constrained Multibody Systems Based on IMUs

PubMed Central

Torres-Moreno, José Luis; Blanco-Claraco, José Luis; Giménez-Fernández, Antonio; Sanjurjo, Emilio; Naya, Miguel Ángel

2016-01-01

This article addresses the problems of online estimations of kinematic and dynamic states of a mechanism from a sequence of noisy measurements. In particular, we focus on a planar four-bar linkage equipped with inertial measurement units (IMUs). Firstly, we describe how the position, velocity, and acceleration of all parts of the mechanism can be derived from IMU signals by means of multibody kinematics. Next, we propose the novel idea of integrating the generic multibody dynamic equations into two variants of Kalman filtering, i.e., the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), in a way that enables us to handle closed-loop, constrained mechanisms, whose state space variables are not independent and would normally prevent the direct use of such estimators. The proposal in this work is to apply those estimators over the manifolds of allowed positions and velocities, by means of estimating a subset of independent coordinates only. The proposed techniques are experimentally validated on a testbed equipped with encoders as a means of establishing the ground-truth. Estimators are run online in real-time, a feature not matched by any previous procedure of those reported in the literature on multibody dynamics. PMID:26959027

Kalman Filters in Geotechnical Monitoring of Ground Subsidence Using Data from MEMS Sensors

PubMed Central

Li, Cheng; Azzam, Rafig; Fernández-Steeger, Tomás M.

2016-01-01

The fast development of wireless sensor networks and MEMS make it possible to set up today real-time wireless geotechnical monitoring. To handle interferences and noises from the output data, Kalman filter can be selected as a method to achieve a more realistic estimate of the observations. In this paper, a one-day wireless measurement using accelerometers and inclinometers was deployed on top of a tunnel section under construction in order to monitor ground subsidence. The normal vectors of the sensors were firstly obtained with the help of rotation matrices, and then be projected to the plane of longitudinal section, by which the dip angles over time would be obtained via a trigonometric function. Finally, a centralized Kalman filter was applied to estimate the tilt angles of the sensor nodes based on the data from the embedded accelerometer and the inclinometer. Comparing the results from two sensor nodes deployed away and on the track respectively, the passing of the tunnel boring machine can be identified from unusual performances. Using this method, the ground settlement due to excavation can be measured and a real-time monitoring of ground subsidence can be realized. PMID:27447630

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Direct and accelerated parameter mapping using the unscented Kalman filter.

PubMed

Zhao, Li; Feng, Xue; Meyer, Craig H

2016-05-01

To accelerate parameter mapping using a new paradigm that combines image reconstruction and model regression as a parameter state-tracking problem. In T2 mapping, the T2 map is first encoded in parameter space by multi-TE measurements and then encoded by Fourier transformation with readout/phase encoding gradients. Using a state transition function and a measurement function, the unscented Kalman filter can describe T2 mapping as a dynamic system and directly estimate the T2 map from the k-space data. The proposed method was validated with a numerical brain phantom and volunteer experiments with a multiple-contrast spin echo sequence. Its performance was compared with a conjugate-gradient nonlinear inversion method at undersampling factors of 2 to 8. An accelerated pulse sequence was developed based on this method to achieve prospective undersampling. Compared with the nonlinear inversion reconstruction, the proposed method had higher precision, improved structural similarity and reduced normalized root mean squared error, with acceleration factors up to 8 in numerical phantom and volunteer studies. This work describes a new perspective on parameter mapping by state tracking. The unscented Kalman filter provides a highly accelerated and efficient paradigm for T2 mapping. © 2015 Wiley Periodicals, Inc.

Stochastic nonlinear mixed effects: a metformin case study.

PubMed

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

2016-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Prediction of L70 lumen maintenance and chromaticity for LEDs using extended Kalman filter models

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

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-09-30

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 prediction of L70 life for the LEDs used in SSL luminaires from KF and EKF based models have been compared with the TM-21 model predictions and experimental data.« less

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.

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

NASA Technical Reports Server (NTRS)

Thornton, C. L.

1976-01-01

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

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.

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.

A two-level approach to VLBI terrestrial and celestial reference frames using both least-squares adjustment and Kalman filter algorithms

NASA Astrophysics Data System (ADS)

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

2017-12-01

The most recent realizations of the ITRS include several innovations, two of which are especially relevant to this study. On the one hand, the IERS ITRS combination center at DGFI-TUM introduced a two-level approach with DTRF2014, consisting of a classical deterministic frame based on normal equations and an optional coordinate time series of non-tidal displacements calculated from geophysical loading models. On the other hand, the JTRF2014 by the combination center at JPL is a time series representation of the ITRF determined by Kalman filtering. Both the JTRF2014 and the second level of the DTRF2014 are thus able to take into account short-term variations in the station coordinates. In this study, based on VLBI data, we combine these two approaches, applying them to the determination of both terrestrial and celestial reference frames. Our product has two levels like DTRF2014, with the second level being a Kalman filter solution like JTRF2014. First, we compute a classical TRF and CRF in a global least-squares adjustment by stacking normal equations from 5446 VLBI sessions between 1979 and 2016 using the Vienna VLBI and Satellite Software VieVS (solution level 1). Next, we obtain coordinate residuals from the global adjustment by applying the level-1 TRF and CRF in the single-session analysis and estimating coordinate offsets. These residuals are fed into a Kalman filter and smoother, taking into account the stochastic properties of the individual stations and radio sources. The resulting coordinate time series (solution level 2) serve as an additional layer representing irregular variations not considered in the first level of our approach. Both levels of our solution are implemented in VieVS in order to test their individual and combined performance regarding the repeatabilities of estimated baseline lengths, EOP, and radio source coordinates.

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

PubMed

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

2014-01-01

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

Indoor Pedestrian Localization Using iBeacon and Improved Kalman Filter.

PubMed

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

2018-05-26

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

Geodesy by radio interferometry: Water vapor radiometry for estimation of the wet delay

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

Elgered, G.; Davis, J.L.; Herring, T.A.

1991-04-10

An important source of error in very-long-baseline interferometry (VLBI) estimates of baseline length is unmodeled variations of the refractivity of the neutral atmosphere along the propagation path of the radio signals. The authors present and discuss the method of using data from a water vapor readiometer (WVR) to correct for the propagation delay caused by atmospheric water vapor, the major cause of these variations. Data from different WVRs are compared with estimated propagation delays obtained by Kalman filtering of the VLBI data themselves. The consequences of using either WVR data of Kalman filtering to correct for atmospheric propagation delay atmore » the Onsala VLBI site are investigated by studying the repeatability of estimated baseline lengths from Onsala to several other sites. The lengths of the baselines range from 919 to 7,941 km. The repeatability obtained for baseline length estimates shows that the methods of water vapor radiometry and Kalman filtering offer comparable accuracies when applied to VLBI observations obtained in the climate of the Swedish west coast. The use of WVR data yielded a 13% smaller weighted-root-mean-square (WRMS) scatter of the baseline length estimates compared to the use of a Kalman filter. It is also clear that the best minimum elevation angle for VLBI observations depends on the accuracy of the determinations of the total propagation delay to be used, since the error in this delay increases with increasing air mass. For use of WVR data along with accurate determinations of total surface pressure, the best minimum is about 20{degrees}; for use of a model for the wet delay based on the humidity and temperature at the ground, the best minimum is about 35{degrees}.« less

Pricise Target Geolocation and Tracking Based on Uav Video Imagery

NASA Astrophysics Data System (ADS)

Hosseinpoor, H. R.; Samadzadegan, F.; Dadrasjavan, F.

2016-06-01

There is an increasingly large number of applications for Unmanned Aerial Vehicles (UAVs) from monitoring, mapping and target geolocation. However, most of commercial UAVs are equipped with low-cost navigation sensors such as C/A code GPS and a low-cost IMU on board, allowing a positioning accuracy of 5 to 10 meters. This low accuracy cannot be used in applications that require high precision data on cm-level. This paper presents a precise process for geolocation of ground targets based on thermal video imagery acquired by small UAV equipped with RTK GPS. The geolocation data is filtered using an extended Kalman filter, which provides a smoothed estimate of target location and target velocity. The accurate geo-locating of targets during image acquisition is conducted via traditional photogrammetric bundle adjustment equations using accurate exterior parameters achieved by on board IMU and RTK GPS sensors, Kalman filtering and interior orientation parameters of thermal camera from pre-flight laboratory calibration process. The results of this study compared with code-based ordinary GPS, indicate that RTK observation with proposed method shows more than 10 times improvement of accuracy in target geolocation.

Brownian motion with adaptive drift for remaining useful life prediction: Revisited

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2018-01-01

Linear Brownian motion with constant drift is widely used in remaining useful life predictions because its first hitting time follows the inverse Gaussian distribution. State space modelling of linear Brownian motion was proposed to make the drift coefficient adaptive and incorporate on-line measurements into the first hitting time distribution. Here, the drift coefficient followed the Gaussian distribution, and it was iteratively estimated by using Kalman filtering once a new measurement was available. Then, to model nonlinear degradation, linear Brownian motion with adaptive drift was extended to nonlinear Brownian motion with adaptive drift. However, in previous studies, an underlying assumption used in the state space modelling was that in the update phase of Kalman filtering, the predicted drift coefficient at the current time exactly equalled the posterior drift coefficient estimated at the previous time, which caused a contradiction with the predicted drift coefficient evolution driven by an additive Gaussian process noise. In this paper, to alleviate such an underlying assumption, a new state space model is constructed. As a result, in the update phase of Kalman filtering, the predicted drift coefficient at the current time evolves from the posterior drift coefficient at the previous time. Moreover, the optimal Kalman filtering gain for iteratively estimating the posterior drift coefficient at any time is mathematically derived. A discussion that theoretically explains the main reasons why the constructed state space model can result in high remaining useful life prediction accuracies is provided. Finally, the proposed state space model and its associated Kalman filtering gain are applied to battery prognostics.

Incorporation of Differential Global Positioning System Measurements Using an Extended Kalman Filter for Improved Reference System Performance

DTIC Science & Technology

1991-12-01

Kalman filtering. As GPS usage expands throughout the military and civilian communities, I hope this thesis provides a small contribution in this area...of the measurement’equation. In this thesis, some of the INS states not part of a measurement equation need a small amount of added noise to...estimating the state, but the variance often goes negative. A small amount of added noise in the filter keeps the variance of the state positive and does not

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.

The Performance of A Sampled Data Delay Lock Loop Implemented with a Kalman Loop Filter.

DTIC Science & Technology

1980-01-01

que for analysis is computer simulation. Other techniques include state variable techniques and z-transform methods. Since the Kalman filter is linear...LOGIC NOT SHOWN Figure 2. Block diagram of the sampled data delay lock loop (SDDLL) Es A/ A 3/A/ Figure 3. Sampled error voltage ( Es ) as a function of...from a sum of two components. The first component is the previous filtered es - timate advanced one step forward by the state transition matrix. The 8

Integrated Human Behavior Modeling and Stochastic Control (IHBMSC)

DTIC Science & Technology

2014-08-01

T after the outcome of two inspections has become available is calculated as in the Kalman filtering paradigm. First and foremost, n = 2 is adequate...output, the probability P2(T |·, ·) that the inspected object is a T is calculated—see equations (5.7, 5.8) where a discrete Kalman filtering ...information or value. The behavior of the Stochastic Controller can be usefully compared to a 2-stage screen or a 2-stage filter . The 1st stage of the

Estimation of Circadian Body Temperature Rhythm Based on Heart Rate in Healthy, Ambulatory Subjects.

PubMed

Sim, Soo Young; Joo, Kwang Min; Kim, Han Byul; Jang, Seungjin; Kim, Beomoh; Hong, Seungbum; Kim, Sungwan; Park, Kwang Suk

2017-03-01

Core body temperature is a reliable marker for circadian rhythm. As characteristics of the circadian body temperature rhythm change during diverse health problems, such as sleep disorder and depression, body temperature monitoring is often used in clinical diagnosis and treatment. However, the use of current thermometers in circadian rhythm monitoring is impractical in daily life. As heart rate is a physiological signal relevant to thermoregulation, we investigated the feasibility of heart rate monitoring in estimating circadian body temperature rhythm. Various heart rate parameters and core body temperature were simultaneously acquired in 21 healthy, ambulatory subjects during their routine life. The performance of regression analysis and the extended Kalman filter on daily body temperature and circadian indicator (mesor, amplitude, and acrophase) estimation were evaluated. For daily body temperature estimation, mean R-R interval (RRI), mean heart rate (MHR), or normalized MHR provided a mean root mean square error of approximately 0.40 °C in both techniques. The mesor estimation regression analysis showed better performance than the extended Kalman filter. However, the extended Kalman filter, combined with RRI or MHR, provided better accuracy in terms of amplitude and acrophase estimation. We suggest that this noninvasive and convenient method for estimating the circadian body temperature rhythm could reduce discomfort during body temperature monitoring in daily life. This, in turn, could facilitate more clinical studies based on circadian body temperature rhythm.

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.

Application of Consider Covariance to the Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Lundberg, John B.

1996-01-01

The extended Kalman filter (EKF) is the basis for many applications of filtering theory to real-time problems where estimates of the state of a dynamical system are to be computed based upon some set of observations. The form of the EKF may vary somewhat from one application to another, but the fundamental principles are typically unchanged among these various applications. As is the case in many filtering applications, models of the dynamical system (differential equations describing the state variables) and models of the relationship between the observations and the state variables are created. These models typically employ a set of constants whose values are established my means of theory or experimental procedure. Since the estimates of the state are formed assuming that the models are perfect, any modeling errors will affect the accuracy of the computed estimates. Note that the modeling errors may be errors of commission (errors in terms included in the model) or omission (errors in terms excluded from the model). Consequently, it becomes imperative when evaluating the performance of real-time filters to evaluate the effect of modeling errors on the estimates of the state.

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

PubMed Central

Li, Jian; Wei, Xinguo; Zhang, Guangjun

2017-01-01

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

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

PubMed

Li, Jian; Wei, Xinguo; Zhang, Guangjun

2017-08-21

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

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.

Random Weighting, Strong Tracking, and Unscented Kalman Filter for Soft Tissue Characterization.

PubMed

Shin, Jaehyun; Zhong, Yongmin; Oetomo, Denny; Gu, Chengfan

2018-05-21

This paper presents a new nonlinear filtering method based on the Hunt-Crossley model for online nonlinear soft tissue characterization. This method overcomes the problem of performance degradation in the unscented Kalman filter due to contact model error. It adopts the concept of Mahalanobis distance to identify contact model error, and further incorporates a scaling factor in predicted state covariance to compensate identified model error. This scaling factor is determined according to the principle of innovation orthogonality to avoid the cumbersome computation of Jacobian matrix, where the random weighting concept is adopted to improve the estimation accuracy of innovation covariance. A master-slave robotic indentation system is developed to validate the performance of the proposed method. Simulation and experimental results as well as comparison analyses demonstrate that the efficacy of the proposed method for online characterization of soft tissue parameters in the presence of contact model error.

Stability Analysis of Multi-Sensor Kalman Filtering over Lossy Networks

PubMed Central

Gao, Shouwan; Chen, Pengpeng; Huang, Dan; Niu, Qiang

2016-01-01

This paper studies the remote Kalman filtering problem for a distributed system setting with multiple sensors that are located at different physical locations. Each sensor encapsulates its own measurement data into one single packet and transmits the packet to the remote filter via a lossy distinct channel. For each communication channel, a time-homogeneous Markov chain is used to model the normal operating condition of packet delivery and losses. Based on the Markov model, a necessary and sufficient condition is obtained, which can guarantee the stability of the mean estimation error covariance. Especially, the stability condition is explicitly expressed as a simple inequality whose parameters are the spectral radius of the system state matrix and transition probabilities of the Markov chains. In contrast to the existing related results, our method imposes less restrictive conditions on systems. Finally, the results are illustrated by simulation examples. PMID:27104541

A novel Kalman filter based video image processing scheme for two-photon fluorescence microscopy

NASA Astrophysics Data System (ADS)

Sun, Wenqing; Huang, Xia; Li, Chunqiang; Xiao, Chuan; Qian, Wei

2016-03-01

Two-photon fluorescence microscopy (TPFM) is a perfect optical imaging equipment to monitor the interaction between fast moving viruses and hosts. However, due to strong unavoidable background noises from the culture, videos obtained by this technique are too noisy to elaborate this fast infection process without video image processing. In this study, we developed a novel scheme to eliminate background noises, recover background bacteria images and improve video qualities. In our scheme, we modified and implemented the following methods for both host and virus videos: correlation method, round identification method, tree-structured nonlinear filters, Kalman filters, and cell tracking method. After these procedures, most of noises were eliminated and host images were recovered with their moving directions and speed highlighted in the videos. From the analysis of the processed videos, 93% bacteria and 98% viruses were correctly detected in each frame on average.

Kalman filtering applied to real-time monitoring of apogee maneuvers

NASA Technical Reports Server (NTRS)

Deboer, Frederic; Barbier, Christian

1993-01-01

Part of the Space Mathematics Division in CNES, the Flight Dynamics Center provides attitude and orbit determinations and maneuvers during the Launch and Early Operation Phase (LEOP) of geostationary satellites. Orbit determination is based on a Kalman filter method; when the 2 GHz CNES/NASA network is used, Doppler measurements are available and allow orbit determination during the apogee maneuvers. This method was used for TELE-X and TDF 2 LEOP (3-axis controlled satellites) and also for TELECOM 2 and HISPASAT (spun satellites): it enables us to follow the evolution of the maneuver and gives out a quite accurate estimation of the reached orbit. In this paper, we briefly describe the dynamic models of the orbit evolution in both cases, '3-axis' and 'inertial' thrust. Then, we present the results obtained for each case. Afterwards, we present some cases to show the robustness of the filter.

An Integrated Optimal Estimation Approach to Spitzer Space Telescope Focal Plane Survey

NASA Technical Reports Server (NTRS)

Bayard, David S.; Kang, Bryan H.; Brugarolas, Paul B.; Boussalis, D.

2004-01-01

This paper discusses an accurate and efficient method for focal plane survey that was used for the Spitzer Space Telescope. The approach is based on using a high-order 37-state Instrument Pointing Frame (IPF) Kalman filter that combines both engineering parameters and science parameters into a single filter formulation. In this approach, engineering parameters such as pointing alignments, thermomechanical drift and gyro drifts are estimated along with science parameters such as plate scales and optical distortions. This integrated approach has many advantages compared to estimating the engineering and science parameters separately. The resulting focal plane survey approach is applicable to a diverse range of science instruments such as imaging cameras, spectroscopy slits, and scanning-type arrays alike. The paper will summarize results from applying the IPF Kalman Filter to calibrating the Spitzer Space Telescope focal plane, containing the MIPS, IRAC, and the IRS science Instrument arrays.

New quests for better attitudes

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.

1991-01-01

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

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.

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

Treesearch

Raymond L. Czaplewski

2015-01-01

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

Adaptive Offset Correction for Intracortical Brain Computer Interfaces

PubMed Central

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

2014-01-01

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

Adaptive offset correction for intracortical brain-computer interfaces.

PubMed

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

2014-03-01

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

Relationships of earthquakes (and earthquake-associated mass movements) and polar motion as determined by Kalman filtered, Very-Long-Baseline-Interferometry

NASA Technical Reports Server (NTRS)

Preisig, Joseph Richard Mark

1988-01-01

A Kalman filter was designed to yield optimal estimates of geophysical parameters from Very Long Baseline Interferometry (VLBI) group delay data. The geophysical parameters are the polar motion components, adjustments to nutation in obliquity and longitude, and a change in the length of day parameter. The VLBI clock (and clock rate) parameters and atmospheric zenith delay parameters are estimated simultaneously. Filter background is explained. The IRIS (International Radio Interferometric Surveying) VLBI data are Kalman filtered. The resulting polar motion estimates are examined. There are polar motion signatures at the times of three large earthquakes occurring in 1984 to 1986: Mexico, 19 September, 1985 (Magnitude M sub s = 8.1); Chile, 3 March, 1985 (M sub s = 7.8); and Taiwan, 14 November, 1986 (M sub s = 7.8). Breaks in polar motion occurring about 20 days after the earthquakes appear to correlate well with the onset of increased regional seismic activity and a return to more normal seismicity (respectively). While the contribution of these three earthquakes to polar motion excitations is small, the cumulative excitation due to earthquakes, or seismic phenomena over a Chandler wobble damping period may be significant. Mechanisms for polar motion excitation due to solid earth phenomena are examined. Excitation functions are computed, but the data spans are too short to draw conclusions based on these data.

Time-Dependent Stochastic Inversion in Acoustic Tomography of the Atmosphere with Reciprocal Sound Transmission

DTIC Science & Technology

2008-10-17

R E 1960 A new approach to linear filtering and prediction problems Trans. ASME D 82 35–45 [23] Brown R G and Hwang Y C 1992 Introduction to Random...vector Wiener filter [21]. TDSI is also somewhat similar to the Kalman filter [22, 23] which is applied in many areas including tomography [24–27]. The...453–76 [21] Links J M, Prince J L and Gupta S N 1996 A vector Wiener filter for dual-radionuclide imaging IEEE Trans. Med. Imaging 15 700–9 [22] Kalman

A Kalman Filter for SINS Self-Alignment Based on Vector Observation.

PubMed

Xu, Xiang; Xu, Xiaosu; Zhang, Tao; Li, Yao; Tong, Jinwu

2017-01-29

In this paper, a self-alignment method for strapdown inertial navigation systems based on the q -method is studied. In addition, an improved method based on integrating gravitational apparent motion to form apparent velocity is designed, which can reduce the random noises of the observation vectors. For further analysis, a novel self-alignment method using a Kalman filter based on adaptive filter technology is proposed, which transforms the self-alignment procedure into an attitude estimation using the observation vectors. In the proposed method, a linear psuedo-measurement equation is adopted by employing the transfer method between the quaternion and the observation vectors. Analysis and simulation indicate that the accuracy of the self-alignment is improved. Meanwhile, to improve the convergence rate of the proposed method, a new method based on parameter recognition and a reconstruction algorithm for apparent gravitation is devised, which can reduce the influence of the random noises of the observation vectors. Simulations and turntable tests are carried out, and the results indicate that the proposed method can acquire sound alignment results with lower standard variances, and can obtain higher alignment accuracy and a faster convergence rate.

A Kalman Filter for SINS Self-Alignment Based on Vector Observation

PubMed Central

Xu, Xiang; Xu, Xiaosu; Zhang, Tao; Li, Yao; Tong, Jinwu

2017-01-01

In this paper, a self-alignment method for strapdown inertial navigation systems based on the q-method is studied. In addition, an improved method based on integrating gravitational apparent motion to form apparent velocity is designed, which can reduce the random noises of the observation vectors. For further analysis, a novel self-alignment method using a Kalman filter based on adaptive filter technology is proposed, which transforms the self-alignment procedure into an attitude estimation using the observation vectors. In the proposed method, a linear psuedo-measurement equation is adopted by employing the transfer method between the quaternion and the observation vectors. Analysis and simulation indicate that the accuracy of the self-alignment is improved. Meanwhile, to improve the convergence rate of the proposed method, a new method based on parameter recognition and a reconstruction algorithm for apparent gravitation is devised, which can reduce the influence of the random noises of the observation vectors. Simulations and turntable tests are carried out, and the results indicate that the proposed method can acquire sound alignment results with lower standard variances, and can obtain higher alignment accuracy and a faster convergence rate. PMID:28146059

Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

PubMed Central

Huang, Lei

2015-01-01

To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2012-08-01

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

Kalman Filter for Mass Property and Thrust Identification (MMS)

NASA Technical Reports Server (NTRS)

Queen, Steven

2015-01-01

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

Autonomous space target recognition and tracking approach using star sensors based on a Kalman filter.

PubMed

Ye, Tao; Zhou, Fuqiang

2015-04-10

When imaged by detectors, space targets (including satellites and debris) and background stars have similar point-spread functions, and both objects appear to change as detectors track targets. Therefore, traditional tracking methods cannot separate targets from stars and cannot directly recognize targets in 2D images. Consequently, we propose an autonomous space target recognition and tracking approach using a star sensor technique and a Kalman filter (KF). A two-step method for subpixel-scale detection of star objects (including stars and targets) is developed, and the combination of the star sensor technique and a KF is used to track targets. The experimental results show that the proposed method is adequate for autonomously recognizing and tracking space targets.

Human movement tracking based on Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Yi; Luo, Yuan

2006-11-01

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

Filtering in Hybrid Dynamic Bayesian Networks

NASA Technical Reports Server (NTRS)

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

2000-01-01

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

A self-paced brain-computer interface for controlling a robot simulator: an online event labelling paradigm and an extended Kalman filter based algorithm for online training.

PubMed

Tsui, Chun Sing Louis; Gan, John Q; Roberts, Stephen J

2009-03-01

Due to the non-stationarity of EEG signals, online training and adaptation are essential to EEG based brain-computer interface (BCI) systems. Self-paced BCIs offer more natural human-machine interaction than synchronous BCIs, but it is a great challenge to train and adapt a self-paced BCI online because the user's control intention and timing are usually unknown. This paper proposes a novel motor imagery based self-paced BCI paradigm for controlling a simulated robot in a specifically designed environment which is able to provide user's control intention and timing during online experiments, so that online training and adaptation of the motor imagery based self-paced BCI can be effectively investigated. We demonstrate the usefulness of the proposed paradigm with an extended Kalman filter based method to adapt the BCI classifier parameters, with experimental results of online self-paced BCI training with four subjects.

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

PubMed

Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan

2014-03-01

An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control. © 2014 Diabetes Technology Society.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

PubMed Central

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

2018-01-01

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

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

PubMed

Xia, Guoqing; Wang, Guoqing

2016-08-02

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

Stochastic filtering for damage identification through nonlinear structural finite element model updating

NASA Astrophysics Data System (ADS)

Astroza, Rodrigo; Ebrahimian, Hamed; Conte, Joel P.

2015-03-01

This paper describes a novel framework that combines advanced mechanics-based nonlinear (hysteretic) finite element (FE) models and stochastic filtering techniques to estimate unknown time-invariant parameters of nonlinear inelastic material models used in the FE model. Using input-output data recorded during earthquake events, the proposed framework updates the nonlinear FE model of the structure. The updated FE model can be directly used for damage identification and further used for damage prognosis. To update the unknown time-invariant parameters of the FE model, two alternative stochastic filtering methods are used: the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). A three-dimensional, 5-story, 2-by-1 bay reinforced concrete (RC) frame is used to verify the proposed framework. The RC frame is modeled using fiber-section displacement-based beam-column elements with distributed plasticity and is subjected to the ground motion recorded at the Sylmar station during the 1994 Northridge earthquake. The results indicate that the proposed framework accurately estimate the unknown material parameters of the nonlinear FE model. The UKF outperforms the EKF when the relative root-mean-square error of the recorded responses are compared. In addition, the results suggest that the convergence of the estimate of modeling parameters is smoother and faster when the UKF is utilized.

ARTSN: An Automated Real-Time Spacecraft Navigation System

NASA Technical Reports Server (NTRS)

Burkhart, P. Daniel; Pollmeier, Vincent M.

1996-01-01

As part of the Deep Space Network (DSN) advanced technology program an effort is underway to design a filter to automate the deep space navigation process.The automated real-time spacecraft navigation (ARTSN) filter task is based on a prototype consisting of a FORTRAN77 package operating on an HP-9000/700 workstation running HP-UX 9.05. This will be converted to C, and maintained as the operational version. The processing tasks required are: (1) read a measurement, (2) integrate the spacecraft state to the current measurement time, (3) compute the observable based on the integrated state, and (4) incorporate the measurement information into the state using an extended Kalman filter. This filter processes radiometric data collected by the DSN. The dynamic (force) models currently include point mass gravitational terms for all planets, the Sun and Moon, solar radiation pressure, finite maneuvers, and attitude maintenance activity modeled quadratically. In addition, observable errors due to troposphere are included. Further data types, force and observable models will be ncluded to enhance the accuracy of the models and the capability of the package. The heart of the ARSTSN is a currently available continuous-discrete extended Kalman filter. Simulated data used to test the implementation at various stages of development and the results from processing actual mission data are presented.

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

NASA Astrophysics Data System (ADS)

Kiani, Maryam; Pourtakdoust, Seid H.

2014-12-01

A novel algorithm is presented in this study for estimation of spacecraft's attitudes and angular rates from vector observations. In this regard, a new cubature-quadrature particle filter (CQPF) is initially developed that uses the Square-Root Cubature-Quadrature Kalman Filter (SR-CQKF) to generate the importance proposal distribution. The developed CQPF scheme avoids the basic limitation of particle filter (PF) with regards to counting the new measurements. Subsequently, CQPF is enhanced to adjust the sample size at every time step utilizing the idea of confidence intervals, thus improving the efficiency and accuracy of the newly proposed adaptive CQPF (ACQPF). In addition, application of the q-method for filter initialization has intensified the computation burden as well. The current study also applies ACQPF to the problem of attitude estimation of a low Earth orbit (LEO) satellite. For this purpose, the undertaken satellite is equipped with a three-axis magnetometer (TAM) as well as a sun sensor pack that provide noisy geomagnetic field data and Sun direction measurements, respectively. The results and performance of the proposed filter are investigated and compared with those of the extended Kalman filter (EKF) and the standard particle filter (PF) utilizing a Monte Carlo simulation. The comparison demonstrates the viability and the accuracy of the proposed nonlinear estimator.

Multi-Model Super-Ensemble Ocean Prediction: An Operational Example Using a Kalman Filter in the Adriatic Sea

DTIC Science & Technology

2007-04-01

0602435N 6. AUTHOR(S) 5d. PROJECT NUMBER Michel Rixen, Jeffery W. Book, Paul J. Martin, Nadia Pinardi, Paolo Oddo, Jacopo Chiggiato , Nello Russo 5e. TASK...PREDICTION: AN OPERATIONAL EXAMPLE USING A KALMAN FILTER IN THE ADRIATIC SEA M. Rixen J, . Book 2, P. Martin 2, N. Pinardi 3, p. Oddo 3, j. Chiggiato ’, N

Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators

NASA Astrophysics Data System (ADS)

Moir, T. J.

2018-03-01

The Wiener-Kolmogorov theory of filtering has been with us since the first half of the twentieth century. A later matrix-based approach which was more general was derived with the steady-state Kalman filter. This approach uses a novel method of representing causal and uncausal systems in the form of convolution matrices and leads to a Wiener solution which is much easier to calculate than either the Kalman or Wiener approaches. For coloured additive noise, it avoids the use of Diophantine equations. The key idea missing in previous work is the close link between polynomials and Toeplitz matrices which are lower triangular in form. There is already a reasonably sized literature in the mathematics field on such matrices and so the area is ripe for exploration. Although the method does not offer a different or better solution, it shows a completely new way of defining linear time-invariant (LTI) systems which is neither transfer-function nor state-space-based. This is achieved by exploiting the connection between polynomials and Toeplitz matrices. The application here is the Wiener filter but there could well be many more as this is a generic approach.

Wilkinson Microwave Anisotropy Probe (WMAP) Attitude Estimation Filter Comparison

NASA Technical Reports Server (NTRS)

Harman, Richard R.

2005-01-01

The Wilkinson Microwave Anisotropy Probe (WMAP) spacecraft was launched in June of 2001. The sensor complement of WMAP consists of two Autonomous Star Trackers (ASTs), two Fine Sun Sensors (FSSs), and a gyro package which contains redundancy about one of the WMAP body axes. The onboard attitude estimation filter consists of an extended Kalman filter (EKF) solving for attitude and gyro bias errors which are then resolved into a spacecraft attitude quaternion and gyro bias. A pseudo-linear Kalman filter has been developed which directly estimates the spacecraft attitude quaternion, rate, and gyro bias. In this paper, the performance of the two filters is compared for the two major control modes of WMAP: inertial mode and observation mode.

Sequential Bayesian geoacoustic inversion for mobile and compact source-receiver configuration.

PubMed

Carrière, Olivier; Hermand, Jean-Pierre

2012-04-01

Geoacoustic characterization of wide areas through inversion requires easily deployable configurations including free-drifting platforms, underwater gliders and autonomous vehicles, typically performing repeated transmissions during their course. In this paper, the inverse problem is formulated as sequential Bayesian filtering to take advantage of repeated transmission measurements. Nonlinear Kalman filters implement a random-walk model for geometry and environment and an acoustic propagation code in the measurement model. Data from MREA/BP07 sea trials are tested consisting of multitone and frequency-modulated signals (bands: 0.25-0.8 and 0.8-1.6 kHz) received on a shallow vertical array of four hydrophones 5-m spaced drifting over 0.7-1.6 km range. Space- and time-coherent processing are applied to the respective signal types. Kalman filter outputs are compared to a sequence of global optimizations performed independently on each received signal. For both signal types, the sequential approach is more accurate but also more efficient. Due to frequency diversity, the processing of modulated signals produces a more stable tracking. Although an extended Kalman filter provides comparable estimates of the tracked parameters, the ensemble Kalman filter is necessary to properly assess uncertainty. In spite of mild range dependence and simplified bottom model, all tracked geoacoustic parameters are consistent with high-resolution seismic profiling, core logging P-wave velocity, and previous inversion results with fixed geometries.

A unified model for transfer alignment at random misalignment angles based on second-order EKF

NASA Astrophysics Data System (ADS)

Cui, Xiao; Mei, Chunbo; Qin, Yongyuan; Yan, Gongmin; Liu, Zhenbo

2017-04-01

In the transfer alignment process of inertial navigation systems (INSs), the conventional linear error model based on the small misalignment angle assumption cannot be applied to large misalignment situations. Furthermore, the nonlinear model based on the large misalignment angle suffers from redundant computation with nonlinear filters. This paper presents a unified model for transfer alignment suitable for arbitrary misalignment angles. The alignment problem is transformed into an estimation of the relative attitude between the master INS (MINS) and the slave INS (SINS), by decomposing the attitude matrix of the latter. Based on the Rodriguez parameters, a unified alignment model in the inertial frame with the linear state-space equation and a second order nonlinear measurement equation are established, without making any assumptions about the misalignment angles. Furthermore, we employ the Taylor series expansions on the second-order nonlinear measurement equation to implement the second-order extended Kalman filter (EKF2). Monte-Carlo simulations demonstrate that the initial alignment can be fulfilled within 10 s, with higher accuracy and much smaller computational cost compared with the traditional unscented Kalman filter (UKF) at large misalignment angles.

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

Spacecraft attitude determination using a second-order nonlinear filter

NASA Technical Reports Server (NTRS)

Vathsal, S.

1987-01-01

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

A Map/INS/Wi-Fi Integrated System for Indoor Location-Based Service Applications

PubMed Central

Yu, Chunyang; Lan, Haiyu; Gu, Fuqiang; Yu, Fei; El-Sheimy, Naser

2017-01-01

In this research, a new Map/INS/Wi-Fi integrated system for indoor location-based service (LBS) applications based on a cascaded Particle/Kalman filter framework structure is proposed. Two-dimension indoor map information, together with measurements from an inertial measurement unit (IMU) and Received Signal Strength Indicator (RSSI) value, are integrated for estimating positioning information. The main challenge of this research is how to make effective use of various measurements that complement each other in order to obtain an accurate, continuous, and low-cost position solution without increasing the computational burden of the system. Therefore, to eliminate the cumulative drift caused by low-cost IMU sensor errors, the ubiquitous Wi-Fi signal and non-holonomic constraints are rationally used to correct the IMU-derived navigation solution through the extended Kalman Filter (EKF). Moreover, the map-aiding method and map-matching method are innovatively combined to constrain the primary Wi-Fi/IMU-derived position through an Auxiliary Value Particle Filter (AVPF). Different sources of information are incorporated through a cascaded structure EKF/AVPF filter algorithm. Indoor tests show that the proposed method can effectively reduce the accumulation of positioning errors of a stand-alone Inertial Navigation System (INS), and provide a stable, continuous and reliable indoor location service. PMID:28574471