Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2005-01-01

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

Vision-Based Position Estimation Utilizing an Extended Kalman Filter

DTIC Science & Technology

2016-12-01

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

UDU/T/ covariance factorization for Kalman filtering

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

Initial flight results of the TRMM Kalman filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Morgenstern, Wendy M.

1998-01-01

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

Initial Flight Results of the TRMM Kalman Filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Morgenstern, Wendy M.

1998-01-01

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

LHCb Kalman Filter cross architecture studies

NASA Astrophysics Data System (ADS)

Cámpora Pérez, Daniel Hugo

2017-10-01

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

A quantum extended Kalman filter

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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.

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.

Reduced-Order Kalman Filtering for Processing Relative Measurements

NASA Technical Reports Server (NTRS)

Bayard, David S.

2008-01-01

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

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

DTIC Science & Technology

2015-07-06

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

Kalman 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

Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2003-01-01

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

Motion estimation using point cluster method and Kalman filter.

PubMed

Senesh, M; Wolf, A

2009-05-01

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

Design considerations for a suboptimal Kalman filter

NASA Astrophysics Data System (ADS)

Difilippo, D. J.

1995-06-01

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

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

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2006-01-01

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

Oceanographic applications of the Kalman filter

NASA Technical Reports Server (NTRS)

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

1982-01-01

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

Kalman and particle filtering methods for full vehicle and tyre identification

NASA Astrophysics Data System (ADS)

Bogdanski, Karol; Best, Matthew C.

2018-05-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2006-01-01

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

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

DTIC Science & Technology

2017-02-01

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

Reduced Kalman Filters for Clock Ensembles

NASA Technical Reports Server (NTRS)

Greenhall, Charles A.

2011-01-01

This paper summarizes the author's work ontimescales based on Kalman filters that act upon the clock comparisons. The natural Kalman timescale algorithm tends to optimize long-term timescale stability at the expense of short-term stability. By subjecting each post-measurement error covariance matrix to a non-transparent reduction operation, one obtains corrected clocks with improved short-term stability and little sacrifice of long-term stability.

Unscented Kalman Filter for Brain-Machine Interfaces

PubMed Central

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

2009-01-01

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

Spitzer Instrument Pointing Frame (IPF) Kalman Filter Algorithm

NASA Technical Reports Server (NTRS)

Bayard, David S.; Kang, Bryan H.

2004-01-01

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

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.

PubMed

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

2016-07-26

This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF) is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD) parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF), unscented Kalman filter (UKF), and CKF approaches.

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems

PubMed Central

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

2016-01-01

This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF) is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD) parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF), unscented Kalman filter (UKF), and CKF approaches. PMID:27472336

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

PubMed Central

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

2011-01-01

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

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

PubMed

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

2011-01-01

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

Kalman filter to update forest cover estimates

Treesearch

Raymond L. Czaplewski

1990-01-01

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

Ensemble Kalman filtering in presence of inequality constraints

NASA Astrophysics Data System (ADS)

van Leeuwen, P. J.

2009-04-01

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

Analysis of Video-Based Microscopic Particle Trajectories Using Kalman Filtering

PubMed Central

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

2010-01-01

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

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

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

2016-05-03

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

Deterministic Mean-Field Ensemble Kalman Filtering

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

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

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

Kalman Filter Techniques for Accelerated Cartesian Dynamic Cardiac Imaging

PubMed Central

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

2012-01-01

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

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

PubMed

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

2014-05-01

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

Linear-Quadratic Control of a MEMS Micromirror using Kalman Filtering

DTIC Science & Technology

2011-12-01

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

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

DTIC Science & Technology

2014-03-01

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

Longitudinal Factor Score Estimation Using the Kalman Filter.

ERIC Educational Resources Information Center

Oud, Johan H.; And Others

1990-01-01

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

Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter

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

Zhou, Ning; Huang, Zhenyu; Welch, Greg

2012-05-24

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

Model-Based Engine Control Architecture with an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

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

Model-Based Engine Control Architecture with an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Kalman filter techniques for accelerated Cartesian dynamic cardiac imaging.

PubMed

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

2013-05-01

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

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

PubMed

Hosseinyalamdary, Siavash

2018-04-24

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

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.

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.

Tropospheric delays derived from Kalman-filtered VLBI observations

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

NASA Technical Reports Server (NTRS)

Verhaegen, M. H.

1987-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

PubMed Central

Hosseinyalamdary, Siavash

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

Pines, S.; Schmidt, S. F.

1978-01-01

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

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

PubMed Central

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

2011-01-01

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

HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.

PubMed

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

2017-08-01

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

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

NASA Astrophysics Data System (ADS)

Sun, Tao; Xin, Ming

2017-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

PubMed

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

2017-08-01

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

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

PubMed

Zhu, Wei; Wang, Wei; Yuan, Gannan

2016-06-01

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

Mobile indoor localization using Kalman filter and trilateration technique

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

PubMed

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

2016-07-16

This paper proposes a multi-sensory Joint Adaptive Kalman Filter (JAKF) through extending innovation-based adaptive estimation (IAE) to estimate the motion state of the moving vehicles ahead. JAKF views Lidar and Radar data as the source of the local filters, which aims to adaptively adjust the measurement noise variance-covariance (V-C) matrix 'R' and the system noise V-C matrix 'Q'. Then, the global filter uses R to calculate the information allocation factor 'β' for data fusion. Finally, the global filter completes optimal data fusion and feeds back to the local filters to improve the measurement accuracy of the local filters. Extensive simulation and experimental results show that the JAKF has better adaptive ability and fault tolerance. JAKF enables one to bridge the gap of the accuracy difference of various sensors to improve the integral filtering effectivity. If any sensor breaks down, the filtered results of JAKF still can maintain a stable convergence rate. Moreover, the JAKF outperforms the conventional Kalman filter (CKF) and the innovation-based adaptive Kalman filter (IAKF) with respect to the accuracy of displacement, velocity, and acceleration, respectively.

Q-Method Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Zanetti, Renato; Ainscough, Thomas; Christian, John; Spanos, Pol D.

2012-01-01

A new algorithm is proposed that smoothly integrates non-linear estimation of the attitude quaternion using Davenport s q-method and estimation of non-attitude states through an extended Kalman filter. The new method is compared to a similar existing algorithm showing its similarities and differences. The validity of the proposed approach is confirmed through numerical simulations.

Kalman Filtering Approach to Blind Equalization

DTIC Science & Technology

1993-12-01

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

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

PubMed

Su, Housheng; Li, Zhenghao; Ye, Yanyan

2017-11-01

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

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

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

Kalman filter estimation of human pilot-model parameters

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

Optimally Distributed Kalman Filtering with Data-Driven Communication †

PubMed Central

Dormann, Katharina

2018-01-01

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

Blending of Radial HF Radar Surface Current and Model Using ETKF Scheme For The Sunda Strait

NASA Astrophysics Data System (ADS)

Mujiasih, Subekti; Riyadi, Mochammad; Wandono, Dr; Wayan Suardana, I.; Nyoman Gede Wiryajaya, I.; Nyoman Suarsa, I.; Hartanto, Dwi; Barth, Alexander; Beckers, Jean-Marie

2017-04-01

Preliminary study of data blending of surface current for Sunda Strait-Indonesia has been done using the analysis scheme of the Ensemble Transform Kalman Filter (ETKF). The method is utilized to combine radial velocity from HF Radar and u and v component of velocity from Global Copernicus - Marine environment monitoring service (CMEMS) model. The initial ensemble is based on the time variability of the CMEMS model result. Data tested are from 2 CODAR Seasonde radar sites in Sunda Strait and 2 dates such as 09 September 2013 and 08 February 2016 at 12.00 UTC. The radial HF Radar data has a hourly temporal resolution, 20-60 km of spatial range, 3 km of range resolution, 5 degree of angular resolution and spatial resolution and 11.5-14 MHz of frequency range. The u and v component of the model velocity represents a daily mean with 1/12 degree spatial resolution. The radial data from one HF radar site is analyzed and the result compared to the equivalent radial velocity from CMEMS for the second HF radar site. Error checking is calculated by root mean squared error (RMSE). Calculation of ensemble analysis and ensemble mean is using Sangoma software package. The tested R which represents observation error covariance matrix, is a diagonal matrix with diagonal elements equal 0.05, 0.5 or 1.0 m2/s2. The initial ensemble members comes from a model simulation spanning a month (September 2013 or February 2016), one year (2013) or 4 years (2013-2016). The spatial distribution of the radial current are analyzed and the RMSE values obtained from independent HF radar station are optimized. It was verified that the analysis reproduces well the structure included in the analyzed HF radar data. More importantly, the analysis was also improved relative to the second independent HF radar site. RMSE of the improved analysis is better than first HF Radar site Analysis. The best result of the blending exercise was obtained for observation error variance equal to 0.05 m2/s2. This study is

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.

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).

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

DTIC Science & Technology

2016-06-01

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

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

NASA Astrophysics Data System (ADS)

Chou, Chien-Ming; Wang, Ru-Yih

2004-04-01

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

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

PubMed

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

2018-04-01

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

The Navstar GPS master control station's Kalman filter experience

NASA Technical Reports Server (NTRS)

Scardera, Michael P.

1990-01-01

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

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.

Application of adaptive Kalman filter in vehicle laser Doppler velocimetry

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

An Adaptive Kalman Filter using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

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

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

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

Fire spread estimation on forest wildfire using ensemble kalman filter

NASA Astrophysics Data System (ADS)

Syarifah, Wardatus; Apriliani, Erna

2018-04-01

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

An improved conscan algorithm based on a Kalman filter

NASA Technical Reports Server (NTRS)

Eldred, D. B.

1994-01-01

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

Approach to in-process tool wear monitoring in drilling: Application of Kalman filter theory

NASA Astrophysics Data System (ADS)

He, Ning; Zhang, Youzhen; Pan, Liangxian

1993-05-01

The two parameters often used in adaptive control, tool wear and wear rate, are the important factors affecting machinability. In this paper, it is attempted to use the modern cybernetics to solve the in-process tool wear monitoring problem by applying the Kalman filter theory to monitor drill wear quantitatively. Based on the experimental results, a dynamic model, a measuring model and a measurement conversion model suitable for Kalman filter are established. It is proved that the monitoring system possesses complete observability but does not possess complete controllability. A discriminant for selecting the characteristic parameters is put forward. The thrust force Fz is selected as the characteristic parameter in monitoring the tool wear by this discriminant. The in-process Kalman filter drill wear monitoring system composed of force sensor microphotography and microcomputer is well established. The results obtained by the Kalman filter, the common indirect measuring method and the real drill wear measured by the aid of microphotography are compared. The result shows that the Kalman filter has high precision of measurement and the real time requirement can be satisfied.

Kalman Filters for Time Delay of Arrival-Based Source Localization

NASA Astrophysics Data System (ADS)

Klee, Ulrich; Gehrig, Tobias; McDonough, John

2006-12-01

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

Fractional kalman filter to estimate the concentration of air pollution

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

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

PubMed

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

2018-06-12

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

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

Treesearch

Raymond L. Czaplewski

1991-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

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

PubMed

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

2017-11-01

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

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

A Kalman Filtering Perspective for Multiatlas Segmentation*

PubMed Central

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

2016-01-01

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

Multilevel ensemble Kalman filtering

DOE PAGES

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

2016-06-14

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

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

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

Motion adaptive Kalman filter for super-resolution

NASA Astrophysics Data System (ADS)

Richter, Martin; Nasse, Fabian; Schröder, Hartmut

2011-01-01

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

Flexible Generation of Kalman Filter Code

NASA Technical Reports Server (NTRS)

Richardson, Julian; Wilson, Edward

2006-01-01

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

Comparison of Sigma-Point and Extended Kalman Filters on a Realistic Orbit Determination Scenario

NASA Technical Reports Server (NTRS)

Gaebler, John; Hur-Diaz. Sun; Carpenter, Russell

2010-01-01

Sigma-point filters have received a lot of attention in recent years as a better alternative to extended Kalman filters for highly nonlinear problems. In this paper, we compare the performance of the additive divided difference sigma-point filter to the extended Kalman filter when applied to orbit determination of a realistic operational scenario based on the Interstellar Boundary Explorer mission. For the scenario studied, both filters provided equivalent results. The performance of each is discussed in detail.

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

PubMed

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

2014-05-09

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

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

PubMed Central

Liu, Hua; Wu, Wen

2017-01-01

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

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

PubMed

Liu, Hua; Wu, Wen

2017-06-13

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

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

PubMed

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

2015-08-01

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

Forecasting Geomagnetic Activity Using Kalman Filters

NASA Astrophysics Data System (ADS)

Veeramani, T.; Sharma, A.

2006-05-01

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

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

NASA Technical Reports Server (NTRS)

Snow, Frank; Harman, Richard; Garrick, Joseph

1988-01-01

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

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-10-31

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2006-01-01

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

Terrain shape estimation from optical flow, using Kalman filtering

NASA Astrophysics Data System (ADS)

Hoff, William A.; Sklair, Cheryl W.

1990-01-01

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

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

PubMed

Xia, Youshen; Wang, Jun

2015-07-01

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

Robust double gain unscented Kalman filter for small satellite attitude estimation

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

NASA Astrophysics Data System (ADS)

Sun, He; Kasdin, N. Jeremy

2018-01-01

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

An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

NASA Astrophysics Data System (ADS)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

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

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

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.

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.

The Ensemble Kalman filter: a signal processing perspective

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

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

2018-05-31

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

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

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Siano, Pierluigi; Arsie, Ivan

2014-10-01

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

Robust Kriged Kalman Filtering

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

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

2015-11-11

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

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

DTIC Science & Technology

2012-08-15

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

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

A Comparative Analysis of Kalman Filters Using a Hypervelocity Missile Simulation.

DTIC Science & Technology

1981-12-01

2-29 2.9 Summary ......... ...................... . 2-35 III. Kalman Filter Development ..... ............... ... 3-1 3.1 Introduction...3-2 3.1.4 Assumptions ................ 3-3 3.2 Development of Line-of-Sight Filters ......... ... 3-4 3.2.1 Introduction ....... .............. . 3-4... Development of Inertial Filters ... ......... ... 3-20 3.3.1 Introduction ...... ................ ... 3-20 3.3.2 Filter Model I.I

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence

PubMed Central

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

2015-01-01

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

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.

PubMed

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

2015-08-25

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

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

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

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

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

NASA Astrophysics Data System (ADS)

Ghorbani, Esmaeil; Cha, Young-Jin

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Real time estimation of ship motions using Kalman filtering techniques

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

Spacecraft Dynamics Should be Considered in Kalman Filter Attitude Estimation

NASA Technical Reports Server (NTRS)

Yang, Yaguang; Zhou, Zhiqiang

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2004-01-01

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

Recent Flight Results of the TRMM Kalman Filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Bilanow, Stephen; Bauer, Frank (Technical Monitor)

2002-01-01

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls the roll and pitch attitude based on the Earth Sensor Assembly (ESA) output. TRMM's nominal orbit altitude was 350 km, until raised to 402 km to prolong mission life. During the boost, the ESA experienced a decreasing signal to noise ratio, until sun interference at 393 km altitude made the ESA data unreliable for attitude determination. At that point, the backup attitude determination algorithm, an extended Kalman filter, was enabled. After the boost finished, TRMM reacquired its nadir-pointing attitude, and continued its mission. This paper will briefly discuss the boost and the decision to turn on the backup attitude determination algorithm. A description of the extended Kalman filter algorithm will be given. In addition, flight results from analyzing attitude data and the results of software changes made onboard TRMM will be discussed. Some lessons learned are presented.

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

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

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

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

PubMed

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

2016-05-09

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

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

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.

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

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Raffo, Guilerme

2015-12-01

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

An optimal modification of a Kalman filter for time scales

NASA Technical Reports Server (NTRS)

Greenhall, C. A.

2003-01-01

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

Multimodel Kalman filtering for adaptive nonuniformity correction in infrared sensors.

PubMed

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

2006-06-01

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

Three-axis attitude determination via Kalman filtering of magnetometer data

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

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.

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

Kalman Filter Tracking on Parallel Architectures

NASA Astrophysics Data System (ADS)

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

2016-11-01

Power density constraints are limiting the performance improvements of modern CPUs. To address this we have seen the introduction of lower-power, multi-core processors such as GPGPU, ARM and Intel MIC. In order to achieve the theoretical performance gains of these processors, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High-Luminosity Large Hadron Collider (HL-LHC), for example, this will be by far the dominant problem. The need for greater parallelism has driven investigations of very different track finding techniques such as Cellular Automata or Hough Transforms. The most common track finding techniques in use today, however, are those based on a Kalman filter approach. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. They are known to provide high physics performance, are robust, and are in use today at the LHC. Given the utility of the Kalman filter in track finding, we have begun to port these algorithms to parallel architectures, namely Intel Xeon and Xeon Phi. We report here on our progress towards an end-to-end track reconstruction algorithm fully exploiting vectorization and parallelization techniques in a simplified experimental environment.

Applying Kalman filtering to investigate tropospheric effects in VLBI

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.

PubMed

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

2016-09-20

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

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

PubMed Central

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

2016-01-01

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

Temperature profile retrievals with extended Kalman-Bucy filters

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

PubMed

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

2018-03-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

PubMed

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

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

Kalman filter control of a model of spatiotemporal cortical dynamics

PubMed Central

Schiff, Steven J; Sauer, Tim

2007-01-01

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

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

NASA Technical Reports Server (NTRS)

1979-01-01

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

Comparison between GSTAR and GSTAR-Kalman Filter models on inflation rate forecasting in East Java

NASA Astrophysics Data System (ADS)

Rahma Prillantika, Jessica; Apriliani, Erna; Wahyuningsih, Nuri

2018-03-01

Up to now, we often find data which have correlation between time and location. This data also known as spatial data. Inflation rate is one type of spatial data because it is not only related to the events of the previous time, but also has relevance to the other location or elsewhere. In this research, we do comparison between GSTAR model and GSTAR-Kalman Filter to get prediction which have small error rate. Kalman Filter is one estimator that estimates state changes due to noise from white noise. The final result shows that Kalman Filter is able to improve the GSTAR forecast result. This is shown through simulation results in the form of graphs and clarified with smaller RMSE values.

Gossip and Distributed Kalman Filtering: Weak Consensus Under Weak Detectability

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-04-01

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

Estimating Power System Dynamic States Using Extended Kalman Filter

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

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

2014-10-31

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

Neuromorphic Kalman filter implementation in IBM’s TrueNorth

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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.

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.

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

PubMed

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

2013-06-01

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

Software Would Largely Automate Design of Kalman Filter

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

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

PubMed

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

2018-01-01

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

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.

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.

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

PubMed

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

2015-10-01

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

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

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

Zhang, Jinghe; Welch, Greg; Bishop, Gary

2014-04-01

As electricity demand continues to grow and renewable energy increases its penetration in the power grid, realtime state estimation becomes essential for system monitoring and control. Recent development in phasor technology makes it possible with high-speed time-synchronized data provided by Phasor Measurement Units (PMU). In this paper we present a two-stage Kalman filter approach to estimate the static state of voltage magnitudes and phase angles, as well as the dynamic state of generator rotor angles and speeds. Kalman filters achieve optimal performance only when the system noise characteristics have known statistical properties (zero-mean, Gaussian, and spectrally white). However in practicemore » the process and measurement noise models are usually difficult to obtain. Thus we have developed the Adaptive Kalman Filter with Inflatable Noise Variances (AKF with InNoVa), an algorithm that can efficiently identify and reduce the impact of incorrect system modeling and/or erroneous measurements. In stage one, we estimate the static state from raw PMU measurements using the AKF with InNoVa; then in stage two, the estimated static state is fed into an extended Kalman filter to estimate the dynamic state. Simulations demonstrate its robustness to sudden changes of system dynamics and erroneous measurements.« less

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

PubMed

Ligorio, Gabriele; Sabatini, Angelo M

2015-08-01

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

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

PubMed

Ramaiah, Jagadesh; Rastogi, Pramod; Rajshekhar, Gannavarpu

2018-03-10

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

Fast Kalman Filter for Random Walk Forecast model

NASA Astrophysics Data System (ADS)

Saibaba, A.; Kitanidis, P. K.

2013-12-01

Kalman filtering is a fundamental tool in statistical time series analysis to understand the dynamics of large systems for which limited, noisy observations are available. However, standard implementations of the Kalman filter are prohibitive because they require O(N^2) in memory and O(N^3) in computational cost, where N is the dimension of the state variable. In this work, we focus our attention on the Random walk forecast model which assumes the state transition matrix to be the identity matrix. This model is frequently adopted when the data is acquired at a timescale that is faster than the dynamics of the state variables and there is considerable uncertainty as to the physics governing the state evolution. We derive an efficient representation for the a priori and a posteriori estimate covariance matrices as a weighted sum of two contributions - the process noise covariance matrix and a low rank term which contains eigenvectors from a generalized eigenvalue problem, which combines information from the noise covariance matrix and the data. We describe an efficient algorithm to update the weights of the above terms and the computation of eigenmodes of the generalized eigenvalue problem (GEP). The resulting algorithm for the Kalman filter with Random walk forecast model scales as O(N) or O(N log N), both in memory and computational cost. This opens up the possibility of real-time adaptive experimental design and optimal control in systems of much larger dimension than was previously feasible. For a small number of measurements (~ 300 - 400), this procedure can be made numerically exact. However, as the number of measurements increase, for several choices of measurement operators and noise covariance matrices, the spectrum of the (GEP) decays rapidly and we are justified in only retaining the dominant eigenmodes. We discuss tradeoffs between accuracy and computational cost. The resulting algorithms are applied to an example application from ray-based travel time

Kalman Filter Tracking on Parallel Architectures

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

VLBI real-time analysis by Kalman Filtering

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

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

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

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava

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

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

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

Truong, Son H.

1999-01-01

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

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

NASA Technical Reports Server (NTRS)

Truong, S. H.

1999-01-01

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

Indoor Pedestrian Localization Using iBeacon and Improved Kalman Filter.

PubMed

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

2018-05-26

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2003-01-01

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

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

PubMed

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

2015-01-01

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

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

PubMed Central

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

2016-01-01

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

Virtual microphone sensing through vibro-acoustic modelling and Kalman filtering

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Unscented Kalman Filter-Trained Neural Networks for Slip Model Prediction

PubMed Central

Li, Zhencai; Wang, Yang; Liu, Zhen

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

Tabatabaee, Mohammad Hadi

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

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.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

Kalman filter tracking on parallel architectures

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Kalman Filter for Calibrating a Telescope Focal Plane

NASA Technical Reports Server (NTRS)

Kang, Bryan; Bayard, David

2006-01-01

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

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

PubMed Central

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

2013-01-01

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

A Self-Tuning Kalman Filter for Autonomous Spacecraft Navigation

NASA Technical Reports Server (NTRS)

Truong, Son H.

1998-01-01

Most navigation systems currently operated by NASA are ground-based, and require extensive support to produce accurate results. Recently developed systems that use Kalman Filter and Global Positioning System (GPS) data for orbit determination greatly reduce dependency on ground support, and have potential to provide significant economies for NASA spacecraft navigation. Current techniques of Kalman filtering, however, still rely on manual tuning from analysts, and cannot help in optimizing autonomy without compromising accuracy and performance. This paper presents an approach to produce a high accuracy autonomous navigation system fully integrated with the flight system. The resulting system performs real-time state estimation by using an Extended Kalman Filter (EKF) implemented with high-fidelity state dynamics model, as does the GPS Enhanced Orbit Determination Experiment (GEODE) system developed by the NASA Goddard Space Flight Center. Augmented to the EKF is a sophisticated neural-fuzzy system, which combines the explicit knowledge representation of fuzzy logic with the learning power of neural networks. The fuzzy-neural system performs most of the self-tuning capability and helps the navigation system recover from estimation errors. The core requirement is a method of state estimation that handles uncertainties robustly, capable of identifying estimation problems, flexible enough to make decisions and adjustments to recover from these problems, and compact enough to run on flight hardware. The resulting system can be extended to support geosynchronous spacecraft and high-eccentricity orbits. Mathematical methodology, systems and operations concepts, and implementation of a system prototype are presented in this paper. Results from the use of the prototype to evaluate optimal control algorithms implemented are discussed. Test data and major control issues (e.g., how to define specific roles for fuzzy logic to support the self-learning capability) are also

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

PubMed

Li, Simin; Li, Jie; Li, Zheng

2016-01-01

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

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

PubMed Central

Li, Simin; Li, Jie; Li, Zheng

2016-01-01

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

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

PubMed

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

2018-05-27

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

Advanced Kalman Filter for Real-Time Responsiveness in Complex Systems

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

Welch, Gregory Francis; Zhang, Jinghe

2014-06-10

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

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

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

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

PubMed Central

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

2018-01-01

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

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

PubMed

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

2018-02-06

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

Design of Linear Quadratic Regulators and Kalman Filters

NASA Technical Reports Server (NTRS)

Lehtinen, B.; Geyser, L.

1986-01-01

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

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

NASA Astrophysics Data System (ADS)

Sun, Hui; Liu, Ji-Gou

2018-07-01

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

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

PubMed

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

2018-03-01

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

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

NASA Technical Reports Server (NTRS)

Sedlak, J.

1994-01-01

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

A Reduced Dimension Static, Linearized Kalman Filter and Smoother

NASA Technical Reports Server (NTRS)

Fukumori, I.

1995-01-01

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

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

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

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

Tractography from HARDI using an Intrinsic Unscented Kalman Filter

PubMed Central

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

2014-01-01

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

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.

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.

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

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

PubMed

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

2017-09-19

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

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

PubMed Central

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

2017-01-01

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

ECG fiducial point extraction using switching Kalman filter.

PubMed

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

2018-04-01

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

Kalman Filtering for Genetic Regulatory Networks with Missing Values

PubMed Central

Liu, Qiuhua; Lai, Tianyue; Wang, Wu

2017-01-01

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

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.

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.

Performance Analysis of Local Ensemble Kalman Filter

NASA Astrophysics Data System (ADS)

Tong, Xin T.

2018-03-01

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

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

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

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

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

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

An introduction of component fusion extend Kalman filtering method

NASA Astrophysics Data System (ADS)

Geng, Yue; Lei, Xusheng

2018-05-01

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

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

PubMed

Hesar, Hamed Danandeh; Mohebbi, Maryam

2017-05-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2005-01-01

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

Alternatives to an extended Kalman Filter for target image tracking

NASA Astrophysics Data System (ADS)

Leuthauser, P. R.

1981-12-01

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

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

PubMed

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

2016-11-20

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

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

NASA Technical Reports Server (NTRS)

Lyster, Peter M.

1999-01-01

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

Kalman Filter for Spinning Spacecraft Attitude Estimation

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Sedlak, Joseph E.

2008-01-01

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

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

PubMed

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

2017-01-14

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

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

PubMed Central

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

An Extension to the Kalman Filter for an Improved Detection of Unknown Behavior

NASA Technical Reports Server (NTRS)

Benazera, Emmanuel; Narasimhan, Sriram

2005-01-01

The use of Kalman filter (KF) interferes with fault detection algorithms based on the residual between estimated and measured variables, since the measured values are used to update the estimates. This feedback results in the estimates being pulled closer to the measured values, influencing the residuals in the process. Here we present a fault detection scheme for systems that are being tracked by a KF. Our approach combines an open-loop prediction over an adaptive window and an information-based measure of the deviation of the Kalman estimate from the prediction to improve fault detection.

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

Deconvolution of noisy transient signals: a Kalman filtering application

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

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

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

Kalman Filter Estimation of Spinning Spacecraft Attitude using Markley Variables

NASA Technical Reports Server (NTRS)

Sedlak, Joseph E.; Harman, Richard

2004-01-01

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

Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

Identifying Bearing Rotodynamic Coefficients Using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter's performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

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.

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 ...

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.

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.

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.

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.

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

PubMed

Kulkarni, Rishikesh; Rastogi, Pramod

2018-02-01

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

Use of the Kalman Filter for Aortic Pressure Waveform Noise Reduction

PubMed Central

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

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

Canfield, Stephen

1999-01-01

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

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

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

PubMed

Kamrunnahar, M; Schiff, S J

2011-01-01

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

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

PubMed Central

Kamrunnahar, M.; Schiff, S. J.

2017-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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.

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.

Extended Kalman filter for attitude estimation of the earth radiation budget satellite

NASA Technical Reports Server (NTRS)

Deutschmann, Julie; Bar-Itzhack, Itzhack Y.

1989-01-01

The design and testing of an Extended Kalman Filter (EKF) for ground attitude determination, misalignment estimation and sensor calibration of the Earth Radiation Budget Satellite (ERBS) are described. Attitude is represented by the quaternion of rotation and the attitude estimation error is defined as an additive error. Quaternion normalization is used for increasing the convergence rate and for minimizing the need for filter tuning. The development of the filter dynamic model, the gyro error model and the measurement models of the Sun sensors, the IR horizon scanner and the magnetometers which are used to generate vector measurements are also presented. The filter is applied to real data transmitted by ERBS sensors. Results are presented and analyzed and the EKF advantages as well as sensitivities are discussed. On the whole the filter meets the expected synergism, accuracy and robustness.

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.

Stock price estimation using ensemble Kalman Filter square root method

NASA Astrophysics Data System (ADS)

Karya, D. F.; Katias, P.; Herlambang, T.

2018-04-01

Shares are securities as the possession or equity evidence of an individual or corporation over an enterprise, especially public companies whose activity is stock trading. Investment in stocks trading is most likely to be the option of investors as stocks trading offers attractive profits. In determining a choice of safe investment in the stocks, the investors require a way of assessing the stock prices to buy so as to help optimize their profits. An effective method of analysis which will reduce the risk the investors may bear is by predicting or estimating the stock price. Estimation is carried out as a problem sometimes can be solved by using previous information or data related or relevant to the problem. The contribution of this paper is that the estimates of stock prices in high, low, and close categorycan be utilized as investors’ consideration for decision making in investment. In this paper, stock price estimation was made by using the Ensemble Kalman Filter Square Root method (EnKF-SR) and Ensemble Kalman Filter method (EnKF). The simulation results showed that the resulted estimation by applying EnKF method was more accurate than that by the EnKF-SR, with an estimation error of about 0.2 % by EnKF and an estimation error of 2.6 % by EnKF-SR.

Estimating ice-affected streamflow by extended Kalman filtering

USGS Publications Warehouse

Holtschlag, D.J.; Grewal, M.S.

1998-01-01

An extended Kalman filter was developed to automate the real-time estimation of ice-affected streamflow on the basis of routine measurements of stream stage and air temperature and on the relation between stage and streamflow during open-water (ice-free) conditions. The filter accommodates three dynamic modes of ice effects: sudden formation/ablation, stable ice conditions, and eventual elimination. The utility of the filter was evaluated by applying it to historical data from two long-term streamflow-gauging stations, St. John River at Dickey, Maine and Platte River at North Bend, Nebr. Results indicate that the filter was stable and that parameters converged for both stations, producing streamflow estimates that are highly correlated with published values. For the Maine station, logarithms of estimated streamflows are within 8% of the logarithms of published values 87.2% of the time during periods of ice effects and within 15% 96.6% of the time. Similarly, for the Nebraska station, logarithms of estimated streamflows are within 8% of the logarithms of published values 90.7% of the time and within 15% 97.7% of the time. In addition, the correlation between temporal updates and published streamflows on days of direct measurements at the Maine station was 0.777 and 0.998 for ice-affected and open-water periods, respectively; for the Nebraska station, corresponding correlations were 0.864 and 0.997.

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...

Real-time Kalman filter: Cooling of an optically levitated nanoparticle

NASA Astrophysics Data System (ADS)

Setter, Ashley; Toroš, Marko; Ralph, Jason F.; Ulbricht, Hendrik

2018-03-01

We demonstrate that a Kalman filter applied to estimate the position of an optically levitated nanoparticle, and operated in real-time within a field programmable gate array, is sufficient to perform closed-loop parametric feedback cooling of the center-of-mass motion to sub-Kelvin temperatures. The translational center-of-mass motion along the optical axis of the trapped nanoparticle has been cooled by 3 orders of magnitude, from a temperature of 300 K to a temperature of 162 ±15 mK.

Estimating uncertainty of Full Waveform Inversion with Ensemble-based methods

NASA Astrophysics Data System (ADS)

Thurin, J.; Brossier, R.; Métivier, L.

2017-12-01

Uncertainty estimation is one key feature of tomographic applications for robust interpretation. However, this information is often missing in the frame of large scale linearized inversions, and only the results at convergence are shown, despite the ill-posed nature of the problem. This issue is common in the Full Waveform Inversion community.While few methodologies have already been proposed in the literature, standard FWI workflows do not include any systematic uncertainty quantifications methods yet, but often try to assess the result's quality through cross-comparison with other results from seismic or comparison with other geophysical data. With the development of large seismic networks/surveys, the increase in computational power and the more and more systematic application of FWI, it is crucial to tackle this problem and to propose robust and affordable workflows, in order to address the uncertainty quantification problem faced for near surface targets, crustal exploration, as well as regional and global scales.In this work (Thurin et al., 2017a,b), we propose an approach which takes advantage of the Ensemble Transform Kalman Filter (ETKF) proposed by Bishop et al., (2001), in order to estimate a low-rank approximation of the posterior covariance matrix of the FWI problem, allowing us to evaluate some uncertainty information of the solution. Instead of solving the FWI problem through a Bayesian inversion with the ETKF, we chose to combine a conventional FWI, based on local optimization, and the ETKF strategies. This scheme allows combining the efficiency of local optimization for solving large scale inverse problems and make the sampling of the local solution space possible thanks to its embarrassingly parallel property. References:Bishop, C. H., Etherton, B. J. and Majumdar, S. J., 2001. Adaptive sampling with the ensemble transform Kalman filter. Part I: Theoretical aspects. Monthly weather review, 129(3), 420-436.Thurin, J., Brossier, R. and Métivier, L

Low-signal, coronagraphic wavefront estimation with Kalman filtering in the high contrast imaging testbed

NASA Astrophysics Data System (ADS)

Riggs, A. J. Eldorado; Cady, Eric J.; Prada, Camilo M.; Kern, Brian D.; Zhou, Hanying; Kasdin, N. Jeremy; Groff, Tyler D.

2016-07-01

For direct imaging and spectral characterization of cold exoplanets in reflected light, the proposed Wide-Field Infrared Survey Telescope (WFIRST) Coronagraph Instrument (CGI) will carry two types of coronagraphs. The High Contrast Imaging Testbed (HCIT) at the Jet Propulsion Laboratory has been testing both coronagraph types and demonstrated their abilities to achieve high contrast. Focal plane wavefront correction is used to estimate and mitigate aberrations. As the most time-consuming part of correction during a space mission, the acquisition of probed images for electric field estimation needs to be as short as possible. We present results from the HCIT of narrowband, low-signal wavefront estimation tests using a shaped pupil Lyot coronagraph (SPLC) designed for the WFIRST CGI. In the low-flux regime, the Kalman filter and iterated extended Kalman filter provide faster correction, better achievable contrast, and more accurate estimates than batch process 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.

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.

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

PubMed

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

2018-02-01

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

Subsurface characterization with localized ensemble Kalman filter employing adaptive thresholding

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

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.

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:…

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...

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

Automatic Certification of Kalman Filters for Reliable Code Generation

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

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.

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.

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

PubMed

Kopp, M; Harmeling, S; Schütz, G; Schölkopf, B; Fähnle, M

2015-01-01

The Kalman filter is a well-established approach to get information on the time-dependent state of a system from noisy observations. It was developed in the context of the Apollo project to see the deviation of the true trajectory of a rocket from the desired trajectory. Afterwards it was applied to many different systems with small numbers of components of the respective state vector (typically about 10). In all cases the equation of motion for the state vector was known exactly. The fast dissipative magnetization dynamics is often investigated by x-ray magnetic circular dichroism movies (XMCD movies), which are often very noisy. In this situation the number of components of the state vector is extremely large (about 10(5)), and the equation of motion for the dissipative magnetization dynamics (especially the values of the material parameters of this equation) is not well known. In the present paper it is shown by theoretical considerations that - nevertheless - there is no principle problem for the use of the Kalman filter to denoise XMCD movies of fast dissipative magnetization dynamics. Copyright © 2014 Elsevier B.V. All rights reserved.

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.

Filtering Meteoroid Flights Using Multiple Unscented Kalman Filters

NASA Astrophysics Data System (ADS)

Sansom, E. K.; Bland, P. A.; Rutten, M. G.; Paxman, J.; Towner, M. C.

2016-11-01

Estimator algorithms are immensely versatile and powerful tools that can be applied to any problem where a dynamic system can be modeled by a set of equations and where observations are available. A well designed estimator enables system states to be optimally predicted and errors to be rigorously quantified. Unscented Kalman filters (UKFs) and interactive multiple models can be found in methods from satellite tracking to self-driving cars. The luminous trajectory of the Bunburra Rockhole fireball was observed by the Desert Fireball Network in mid-2007. The recorded data set is used in this paper to examine the application of these two techniques as a viable approach to characterizing fireball dynamics. The nonlinear, single-body system of equations, used to model meteoroid entry through the atmosphere, is challenged by gross fragmentation events that may occur. The incorporation of the UKF within an interactive multiple model smoother provides a likely solution for when fragmentation events may occur as well as providing a statistical analysis of the state uncertainties. In addition to these benefits, another advantage of this approach is its automatability for use within an image processing pipeline to facilitate large fireball data analyses and meteorite recoveries.

A coupling method for a cardiovascular simulation model which includes the Kalman filter.

PubMed

Hasegawa, Yuki; Shimayoshi, Takao; Amano, Akira; Matsuda, Tetsuya

2012-01-01

Multi-scale models of the cardiovascular system provide new insight that was unavailable with in vivo and in vitro experiments. For the cardiovascular system, multi-scale simulations provide a valuable perspective in analyzing the interaction of three phenomenons occurring at different spatial scales: circulatory hemodynamics, ventricular structural dynamics, and myocardial excitation-contraction. In order to simulate these interactions, multiscale cardiovascular simulation systems couple models that simulate different phenomena. However, coupling methods require a significant amount of calculation, since a system of non-linear equations must be solved for each timestep. Therefore, we proposed a coupling method which decreases the amount of calculation by using the Kalman filter. In our method, the Kalman filter calculates approximations for the solution to the system of non-linear equations at each timestep. The approximations are then used as initial values for solving the system of non-linear equations. The proposed method decreases the number of iterations required by 94.0% compared to the conventional strong coupling method. When compared with a smoothing spline predictor, the proposed method required 49.4% fewer iterations.

AESOP- INTERACTIVE DESIGN OF LINEAR QUADRATIC REGULATORS AND KALMAN FILTERS

NASA Technical Reports Server (NTRS)

Lehtinen, B.

1994-01-01

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

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.

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

A simulation study of turbofan engine deterioration estimation using Kalman filtering techniques

NASA Technical Reports Server (NTRS)

Lambert, Heather H.

1991-01-01

Deterioration of engine components may cause off-normal engine operation. The result is an unecessary loss of performance, because the fixed schedules are designed to accommodate a wide range of engine health. These fixed control schedules may not be optimal for a deteriorated engine. This problem may be solved by including a measure of deterioration in determining the control variables. These engine deterioration parameters usually cannot be measured directly but can be estimated. A Kalman filter design is presented for estimating two performance parameters that account for engine deterioration: high and low pressure turbine delta efficiencies. The delta efficiency parameters model variations of the high and low pressure turbine efficiencies from nominal values. The filter has a design condition of Mach 0.90, 30,000 ft altitude, and 47 deg power level angle (PLA). It was evaluated using a nonlinear simulation of the F100 engine model derivative (EMD) engine, at the design Mach number and altitude over a PLA range of 43 to 55 deg. It was found that known high pressure turbine delta efficiencies of -2.5 percent and low pressure turbine delta efficiencies of -1.0 percent can be estimated with an accuracy of + or - 0.25 percent efficiency with a Kalman filter. If both the high and low pressure turbine are deteriorated, the delta efficiencies of -2.5 percent to both turbines can be estimated with the same accuracy.

State and parameter estimation of the heat shock response system using Kalman and particle filters.

PubMed

Liu, Xin; Niranjan, Mahesan

2012-06-01

Traditional models of systems biology describe dynamic biological phenomena as solutions to ordinary differential equations, which, when parameters in them are set to correct values, faithfully mimic observations. Often parameter values are tweaked by hand until desired results are achieved, or computed from biochemical experiments carried out in vitro. Of interest in this article, is the use of probabilistic modelling tools with which parameters and unobserved variables, modelled as hidden states, can be estimated from limited noisy observations of parts of a dynamical system. Here we focus on sequential filtering methods and take a detailed look at the capabilities of three members of this family: (i) extended Kalman filter (EKF), (ii) unscented Kalman filter (UKF) and (iii) the particle filter, in estimating parameters and unobserved states of cellular response to sudden temperature elevation of the bacterium Escherichia coli. While previous literature has studied this system with the EKF, we show that parameter estimation is only possible with this method when the initial guesses are sufficiently close to the true values. The same turns out to be true for the UKF. In this thorough empirical exploration, we show that the non-parametric method of particle filtering is able to reliably estimate parameters and states, converging from initial distributions relatively far away from the underlying true values. Software implementation of the three filters on this problem can be freely downloaded from http://users.ecs.soton.ac.uk/mn/HeatShock

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

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.

Using Kalman Filters to Reduce Noise from RFID Location System

PubMed Central

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

2014-01-01

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

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.

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.

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.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

Gorsevski, Pece V.; Jankowski, Piotr

2010-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

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.

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.

Kalman Filter Chemical Data Assimilation: A Case Study in January 1992

NASA Technical Reports Server (NTRS)

Lary, D. J.; Khattatov, B.; Atlas, Robert; Mussa, H.

2002-01-01

This paper describes a Kalman filter chemical data assimilation system and its use for analysing a vertical atmospheric profile during January 1992. The vertical profile was at an equivalent PV latitude (phi(sub e)) of 55 deg S and consisted of 21 potential temperature (theta) levels spaced equally in log(theta) between 400 K and 2000 K. This equivalent latitude was chosen as it was well observed during January 1992 by instruments on board the Upper Atmosphere Research Satellite (UARS).

Solid-state lighting life prediction using extended Kalman filter

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

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-07-16

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. The U.S. Department of Energy has made a long term commitment to advance the efficiency, understandingmore » and development of solid-state lighting (SSL) and is making a strong push for the acceptance and use of SSL products to reduce overall energy consumption attributable to lighting. Traditional light sources “burn out” at end-of-life. For an incandescent bulb, the lamp life is defined by B50 life. However, the LEDs have no filament to “burn”. The LEDs continually degrade and the light output decreases eventually below useful levels causing failure. Presently, the TM-21 test standard is used to predict the L70 life of SSL Luminaires from LM-80 test data. The TM-21 model uses an Arrhenius Equation with an Activation Energy, Pre-decay factor and Decay Rates. Several failure mechanisms may be active in a luminaire at a single time causing lumen depreciation. The underlying TM-21 Arrhenius 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, a Kalman Filter and Extended Kalman Filters have been used to develop a 70% Lumen Maintenance Life Prediction Model for a LEDs used in SSL luminaires. This model can be used to calculate acceleration factors, evaluate failure-probability and identify ALT methodologies for reducing test time. Ten

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.

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.

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

NASA Technical Reports Server (NTRS)

Klein, V.; Schiess, J. R.

1977-01-01

An extended Kalman filter smoother and a fixed point smoother were used for estimation of the state variables in the six degree of freedom kinematic equations relating measured aircraft responses and for estimation of unknown constant bias and scale factor errors in measured data. The computing algorithm includes an analysis of residuals which can improve the filter performance and provide estimates of measurement noise characteristics for some aircraft output variables. The technique developed was demonstrated using simulated and real flight test data. Improved accuracy of measured data was obtained when the data were corrected for estimated bias errors.

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.

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.

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

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

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.

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...

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

Effects of measurement unobservability on neural extended Kalman filter tracking

NASA Astrophysics Data System (ADS)

Stubberud, Stephen C.; Kramer, Kathleen A.

2009-05-01

An important component of tracking fusion systems is the ability to fuse various sensors into a coherent picture of the scene. When multiple sensor systems are being used in an operational setting, the types of data vary. A significant but often overlooked concern of multiple sensors is the incorporation of measurements that are unobservable. An unobservable measurement is one that may provide information about the state, but cannot recreate a full target state. A line of bearing measurement, for example, cannot provide complete position information. Often, such measurements come from passive sensors such as a passive sonar array or an electronic surveillance measure (ESM) system. Unobservable measurements will, over time, result in the measurement uncertainty to grow without bound. While some tracking implementations have triggers to protect against the detrimental effects, many maneuver tracking algorithms avoid discussing this implementation issue. One maneuver tracking technique is the neural extended Kalman filter (NEKF). The NEKF is an adaptive estimation algorithm that estimates the target track as it trains a neural network on line to reduce the error between the a priori target motion model and the actual target dynamics. The weights of neural network are trained in a similar method to the state estimation/parameter estimation Kalman filter techniques. The NEKF has been shown to improve target tracking accuracy through maneuvers and has been use to predict target behavior using the new model that consists of the a priori model and the neural network. The key to the on-line adaptation of the NEKF is the fact that the neural network is trained using the same residuals as the Kalman filter for the tracker. The neural network weights are treated as augmented states to the target track. Through the state-coupling function, the weights are coupled to the target states. Thus, if the measurements cause the states of the target track to be unobservable, then the

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

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.

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

NASA Astrophysics Data System (ADS)

Bocher, Marie; Fournier, Alexandre; Coltice, Nicolas

2018-02-01

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

Dynamic State Estimation for Multi-Machine Power System by Unscented Kalman Filter With Enhanced Numerical Stability

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

Qi, Junjian; Sun, Kai; Wang, Jianhui

In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKFGPS) is proposed and compared with five existing approaches, including UKFschol, UKF-kappa, UKFmodified, UKF-Delta Q, and the squareroot UKF (SRUKF). These methods and the extended Kalman filter (EKF) are tested by performing dynamic state estimation on WSCC 3-machine 9-bus system and NPCC 48-machine 140-bus system. For WSCC system, all methods obtain good estimates. However, for NPCC system, both EKF and the classic UKF fail. It is foundmore » that UKFschol, UKF-kappa, and UKF-Delta Q do not work well in some estimations while UKFGPS works well in most cases. UKFmodified and SRUKF can always work well, indicating their better scalability mainly due to the enhanced numerical stability.« less

Analysis of ICESat Data Using Kalman Filter and Kriging to Study Height Changes in East Antarctica

NASA Technical Reports Server (NTRS)

Herring, Thomas A.

2005-01-01

We analyze ICESat derived heights collected between Feb. 03-Nov. 04 using a kriging/Kalman filtering approach to investigate height changes in East Antarctica. The model's parameters are height change to an a priori static digital height model, seasonal signal expressed as an amplitude Beta and phase Theta, and height-change rate dh/dt for each (100 km)(exp 2) block. From the Kalman filter results, dh/dt has a mean of -0.06 m/yr in the flat interior of East Antarctica. Spatially correlated pointing errors in the current data releases give uncertainties in the range 0.06 m/yr, making height change detection unreliable at this time. Our test shows that when using all available data with pointing knowledge equivalent to that of Laser 2a, height change detection with an accuracy level 0.02 m/yr can be achieved over flat terrains in East Antarctica.

Tracking and Data Relay Satellite (TDRS) Orbit Estimation Using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Ward, Douglas T.; Dang, Ket D.; Slojkowski, Steve; Blizzard, Mike; Jenkins, Greg

2007-01-01

Alternatives to the Tracking and Data Relay Satellite (TDRS) orbit estimation procedure were studied to develop a technique that both produces more reliable results and is more amenable to automation than the prior procedure. The Earth Observing System (EOS) Terra mission has TDRS ephemeris prediction 3(sigma) requirements of 75 meters in position and 5.5 millimeters per second in velocity over a 1.5-day prediction span. Meeting these requirements sometimes required reruns of the prior orbit determination (OD) process, with manual editing of tracking data to get an acceptable solution. After a study of the available alternatives, the Flight Dynamics Facility (FDF) began using the Real-Time Orbit Determination (RTOD(Registered TradeMark)) Kalman filter program for operational support of TDRSs in February 2007. This extended Kalman filter (EKF) is used for daily support, including within hours after most thrusting, to estimate the spacecraft position, velocity, and solar radiation coefficient of reflectivity (C(sub R)). The tracking data used are from the Bilateration Ranging Transponder System (BRTS), selected TDRS System (TDRSS) User satellite tracking data, and Telemetry, Tracking, and Command (TT&C) data. Degraded filter results right after maneuvers and some momentum unloads provided incentive for a hybrid OD technique. The results of combining EKF strengths with the Goddard Trajectory Determination System (GTDS) Differential Correction (DC) program batch-least-squares solutions, as recommended in a 2005 paper on the chain-bias technique, are also presented.

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

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

Kalman filtered MR temperature imaging for laser induced thermal therapies.

PubMed

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

2012-04-01

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

Kalman Filtered MR Temperature Imaging for Laser Induced Thermal Therapies

PubMed Central

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

2013-01-01

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

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.

An optimized Kalman filter for the estimate of trunk orientation from inertial sensors data during treadmill walking.

PubMed

Mazzà, Claudia; Donati, Marco; McCamley, John; Picerno, Pietro; Cappozzo, Aurelio

2012-01-01

The aim of this study was the fine tuning of a Kalman filter with the intent to provide optimal estimates of lower trunk orientation in the frontal and sagittal planes during treadmill walking at different speeds using measured linear acceleration and angular velocity components represented in a local system of reference. Data were simultaneously collected using both an inertial measurement unit (IMU) and a stereophotogrammetric system from three healthy subjects walking on a treadmill at natural, slow and fast speeds. These data were used to estimate the parameters of the Kalman filter that minimized the difference between the trunk orientations provided by the filter and those obtained through stereophotogrammetry. The optimized parameters were then used to process the data collected from a further 15 healthy subjects of both genders and different anthropometry performing the same walking tasks with the aim of determining the robustness of the filter set up. The filter proved to be very robust. The root mean square values of the differences between the angles estimated through the IMU and through stereophotogrammetry were lower than 1.0° and the correlation coefficients between the corresponding curves were greater than 0.91. The proposed filter design can be used to reliably estimate trunk lateral and frontal bending during walking from inertial sensor data. Further studies are needed to determine the filter parameters that are most suitable for other motor tasks. Copyright © 2011. Published by Elsevier B.V.

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.

Smoothing and Predicting Celestial Pole Offsets using a Kalman Filter and Smoother

NASA Astrophysics Data System (ADS)

Nastula, J.; Chin, T. M.; Gross, R. S.; Winska, M.; Winska, J.

2017-12-01

Since the early days of interplanetary spaceflight, accounting for changes in the Earth's rotation is recognized to be critical for accurate navigation. In the 1960s, tracking anomalies during the Ranger VII and VIII lunar missions were traced to errors in the Earth orientation parameters. As a result, Earth orientation calibration methods were improved to support the Mariner IV and V planetary missions. Today, accurate Earth orientation parameters are used to track and navigate every interplanetary spaceflight mission. The interplanetary spacecraft tracking and navigation teams at JPL require the UT1 and polar motion parameters, and these Earth orientation parameters are estimated by the use of a Kalman filter to combine past measurements of these parameters and predict their future evolution. A model was then used to provide the nutation/precession components of the Earth's orientation separately. As a result, variations caused by the free core nutation were not taken into account. But for the highest accuracy, these variations must be considered. So JPL recently developed an approach based upon the use of a Kalman filter and smoother to provide smoothed and predicted celestial pole offsets (CPOs) to the interplanetary spacecraft tracking and navigation teams. The approach used at JPL to do this and an evaluation of the accuracy of the predicted CPOs will be given here.

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

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

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

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

Li, Yulan; Huang, Zhenyu; Zhou, Ning

2012-05-01

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

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.

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.

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

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.

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.

Aircraft Engine Sensor/Actuator/Component Fault Diagnosis Using a Bank of Kalman Filters

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L. (Technical Monitor)

2003-01-01

In this report, a fault detection and isolation (FDI) system which utilizes a bank of Kalman filters is developed for aircraft engine sensor and actuator FDI in conjunction with the detection of component faults. This FDI approach uses multiple Kalman filters, each of which is designed based on a specific hypothesis 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, from which a specific fault is isolated. In the meantime, a set of parameters that indicate engine component performance is estimated for the detection of abrupt degradation. The performance of the FDI system is evaluated against a nonlinear engine simulation for various engine faults at cruise operating conditions. In order to mimic the real engine environment, the nonlinear simulation is executed not only at the nominal, or healthy, condition but also at aged conditions. When the FDI system designed at the healthy condition is applied to an aged engine, the effectiveness of the FDI system is impacted by the mismatch in the engine health condition. Depending on its severity, this mismatch can cause the FDI system to generate incorrect diagnostic results, such as false alarms and missed detections. To partially recover the nominal performance, two approaches, which incorporate information regarding the engine s aging condition in the FDI system, will be discussed and evaluated. The results indicate that the proposed FDI system is promising for reliable diagnostics of aircraft engines.

Nonlinear Attitude Filtering Methods

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

Second-order discrete Kalman filtering equations for control-structure interaction simulations

NASA Technical Reports Server (NTRS)

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

1991-01-01

A general form for the first-order representation of the continuous, second-order linear structural dynamics equations is introduced in order to derive a corresponding form of first-order Kalman filtering equations (KFE). Time integration of the resulting first-order KFE 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 KFE involving only symmetric, N x N solution matrix.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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.

Multivariate localization methods for ensemble Kalman filtering

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Multivariate localization methods for ensemble Kalman filtering

NASA Astrophysics Data System (ADS)

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

2015-05-01

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

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

PubMed

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

2017-01-01

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

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.

KALREF—A Kalman filter and time series approach to the International Terrestrial Reference Frame realization

NASA Astrophysics Data System (ADS)

Wu, Xiaoping; Abbondanza, Claudio; Altamimi, Zuheir; Chin, T. Mike; Collilieux, Xavier; Gross, Richard S.; Heflin, Michael B.; Jiang, Yan; Parker, Jay W.

2015-05-01

The current International Terrestrial Reference Frame is based on a piecewise linear site motion model and realized by reference epoch coordinates and velocities for a global set of stations. Although linear motions due to tectonic plates and glacial isostatic adjustment dominate geodetic signals, at today's millimeter precisions, nonlinear motions due to earthquakes, volcanic activities, ice mass losses, sea level rise, hydrological changes, and other processes become significant. Monitoring these (sometimes rapid) changes desires consistent and precise realization of the terrestrial reference frame (TRF) quasi-instantaneously. Here, we use a Kalman filter and smoother approach to combine time series from four space geodetic techniques to realize an experimental TRF through weekly time series of geocentric coordinates. In addition to secular, periodic, and stochastic components for station coordinates, the Kalman filter state variables also include daily Earth orientation parameters and transformation parameters from input data frames to the combined TRF. Local tie measurements among colocated stations are used at their known or nominal epochs of observation, with comotion constraints applied to almost all colocated stations. The filter/smoother approach unifies different geodetic time series in a single geocentric frame. Fragmented and multitechnique tracking records at colocation sites are bridged together to form longer and coherent motion time series. While the time series approach to TRF reflects the reality of a changing Earth more closely than the linear approximation model, the filter/smoother is computationally powerful and flexible to facilitate incorporation of other data types and more advanced characterization of stochastic behavior of geodetic time series.

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

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.

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

PubMed

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

2014-09-01

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

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.

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

PubMed

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

2014-09-15

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

Sampled-Data Kalman Filtering and Multiple Model Adaptive Estimation for Infinite-Dimensional Continuous-Time Systems

DTIC Science & Technology

2007-03-01

mathematical frame- 1-6 work of linear algebra and functional analysis [122, 33], while Kalman-Bucy filtering [96, 32] is an especially important...Engineering, Air Force Institute of Technology (AU), Wright- Patterson AFB, Ohio, March 2002. 85. Hoffman, Kenneth and Ray Kunze. Linear Algebra (Second Edition...Engineering, Air Force Institute of Technology (AU), Wright- Patterson AFB, Ohio, December 1989. 189. Strang, Gilbert. Linear Algebra and Its Applications

Extended Kalman filtering for the detection of damage in linear mechanical structures

NASA Astrophysics Data System (ADS)

Liu, X.; Escamilla-Ambrosio, P. J.; Lieven, N. A. J.

2009-09-01

This paper addresses the problem of assessing the location and extent of damage in a vibrating structure by means of vibration measurements. Frequency domain identification methods (e.g. finite element model updating) have been widely used in this area while time domain methods such as the extended Kalman filter (EKF) method, are more sparsely represented. The difficulty of applying EKF in mechanical system damage identification and localisation lies in: the high computational cost, the dependence of estimation results on the initial estimation error covariance matrix P(0), the initial value of parameters to be estimated, and on the statistics of measurement noise R and process noise Q. To resolve these problems in the EKF, a multiple model adaptive estimator consisting of a bank of EKF in modal domain was designed, each filter in the bank is based on different P(0). The algorithm was iterated by using the weighted global iteration method. A fuzzy logic model was incorporated in each filter to estimate the variance of the measurement noise R. The application of the method is illustrated by simulated and real examples.

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.

Inertial Head-Tracker Sensor Fusion by a Complementary Separate-Bias Kalman Filter

NASA Technical Reports Server (NTRS)

Foxlin, Eric

1996-01-01

Current virtual environment and teleoperator applications are hampered by the need for an accurate, quick-responding head-tracking system with a large working volume. Gyroscopic orientation sensors can overcome problems with jitter, latency, interference, line-of-sight obscurations, and limited range, but suffer from slow drift. Gravimetric inclinometers can detect attitude without drifting, but are slow and sensitive to transverse accelerations. This paper describes the design of a Kalman filter to integrate the data from these two types of sensors in order to achieve the excellent dynamic response of an inertial system without drift, and without the acceleration sensitivity of inclinometers.

Inertial head-tracker sensor fusion by a complementary separate-bias Kalman filter

NASA Technical Reports Server (NTRS)

Foxlin, Eric

1996-01-01

Current virtual environment and teleoperator applications are hampered by the need for an accurate, quick responding head-tracking system with a large working volume. Gyroscopic orientation sensors can overcome problems with jitter, latency, interference, line-of-sight obscurations, and limited range, but suffer from slow drift. Gravimetric inclinometers can detect attitude without drifting, but are slow and sensitive to transverse accelerations. This paper describes the design of a Kalman filter to integrate the data from these two types of sensors in order to achieve the excellent dynamic response of an inertial system without drift, and without the acceleration sensitivity of inclinometers.

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.

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.

The performance of a sampled data delay lock loop implemented with a Kalman loop filter

NASA Astrophysics Data System (ADS)

Eilts, H. S.

1980-01-01

The purpose of this study is to evaluate the steady-state and transient (lock-up) performance of a tracking loop implemented with a Kalman filter. Steady-state performance criteria are errors due to measurement noise (jitter) and Doppler errors due to motion of the tracking loop. Trade-offs exist between the two criteria such that increasing performance with respect to either one will cause performance decrease with respect to the other. It is shown that by carefully selecting filter parameters reasonable performance can be obtained for both criteria simultaneously. It is also shown that lock-up performance for the loop is acceptable when these parameters are used.

Lognormal Kalman filter for assimilating phase space density data in the radiation belts

NASA Astrophysics Data System (ADS)

Kondrashov, D.; Ghil, M.; Shprits, Y.

2011-11-01

Data assimilation combines a physical model with sparse observations and has become an increasingly important tool for scientists and engineers in the design, operation, and use of satellites and other high-technology systems in the near-Earth space environment. Of particular importance is predicting fluxes of high-energy particles in the Van Allen radiation belts, since these fluxes can damage spaceborne platforms and instruments during strong geomagnetic storms. In transiting from a research setting to operational prediction of these fluxes, improved data assimilation is of the essence. The present study is motivated by the fact that phase space densities (PSDs) of high-energy electrons in the outer radiation belt—both simulated and observed—are subject to spatiotemporal variations that span several orders of magnitude. Standard data assimilation methods that are based on least squares minimization of normally distributed errors may not be adequate for handling the range of these variations. We propose herein a modification of Kalman filtering that uses a log-transformed, one-dimensional radial diffusion model for the PSDs and includes parameterized losses. The proposed methodology is first verified on model-simulated, synthetic data and then applied to actual satellite measurements. When the model errors are sufficiently smaller then observational errors, our methodology can significantly improve analysis and prediction skill for the PSDs compared to those of the standard Kalman filter formulation. This improvement is documented by monitoring the variance of the innovation sequence.

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.

Investigation, development, and application of optimal output feedback theory. Volume 3: The relationship between dynamic compensators and observers and Kalman filters

NASA Technical Reports Server (NTRS)

Broussard, John R.

1987-01-01

Relationships between observers, Kalman Filters and dynamic compensators using feedforward control theory are investigated. In particular, the relationship, if any, between the dynamic compensator state and linear functions of a discrete plane state are investigated. It is shown that, in steady state, a dynamic compensator driven by the plant output can be expressed as the sum of two terms. The first term is a linear combination of the plant state. The second term depends on plant and measurement noise, and the plant control. Thus, the state of the dynamic compensator can be expressed as an estimator of the first term with additive error given by the second term. Conditions under which a dynamic compensator is a Kalman filter are presented, and reduced-order optimal estimaters are investigated.

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.

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

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

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

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.

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

Traditional Tracking with Kalman Filter on Parallel Architectures

NASA Astrophysics Data System (ADS)

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

2015-05-01

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

Evolutionary Dynamic Multiobjective Optimization Via Kalman Filter Prediction.

PubMed

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

2016-12-01

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

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

NASA Astrophysics Data System (ADS)

Briseño, Jessica; Herrera, Graciela S.

2010-05-01

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

Modeling post-eruptive deformation at Okmok volcano from GPS and InSAR using unscented Kalman filter

NASA Astrophysics Data System (ADS)

Xue, X.; Freymueller, J. T.

2017-12-01

Okmok, occupies most of northeastern Umnak Island in the Aleutian arc, started inflating soon after the 2008 eruption. Seven GPS sites have been operated after the eruption. Two of them are located within the caldera, three are around the rim of the caldera and two are out of the caldera. The InSAR timeseries have been generated using data from the C-band Envisat and X-band TerraSAR-X satellites (Qu et al., 2015). Both GPS and InSAR indicate more than 0.6 m uplift within the caldera and subtle subsidence outside the caldera. Based on single Mogi source, an unscented Kalman filter was successfully used to model the deformation at Okmok detected by GPS during 2000-2007. We have expanded it to be able to model multiple Mogi sources at different depths and integrate the InSAR observations. Before applying the Kalman filter, We remove a time-independent Mogi source and phase ramp from each InSAR image and obtain its variance-covariance information from the residual. We also determine the relative weight between GPS and InSAR data using variance component estimation. The GPS and InSAR timeseries can then be combined for the Kalman filter. Preliminary results show that two Mogi sources are more likely beneath Okmok volcano. The deep source is located at 8.5 km depth which deflated 0.016 km3 during the first 3 years after the eruption then reached a stable state. The deflating source explains the subsidence outside the caldera which can not be modeled with only one inflating source in any way. The shallow source, migrating 0.5 km from north to south, is located at 2 km depth within the caldera where is close to the source position before the eruption (Freymueller et al., 2010). The magma volume accumulation of the shallow source in the following 7 years from the 2008 eruption is 0.035 km3.

Orbit Determination for the Lunar Reconnaissance Orbiter Using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Slojkowski, Steven; Lowe, Jonathan; Woodburn, James

2015-01-01

Orbit determination (OD) analysis results are presented for the Lunar Reconnaissance Orbiter (LRO) using a commercially available Extended Kalman Filter, Analytical Graphics' Orbit Determination Tool Kit (ODTK). Process noise models for lunar gravity and solar radiation pressure (SRP) are described and OD results employing the models are presented. Definitive accuracy using ODTK meets mission requirements and is better than that achieved using the operational LRO OD tool, the Goddard Trajectory Determination System (GTDS). Results demonstrate that a Vasicek stochastic model produces better estimates of the coefficient of solar radiation pressure than a Gauss-Markov model, and prediction accuracy using a Vasicek model meets mission requirements over the analysis span. Modeling the effect of antenna motion on range-rate tracking considerably improves residuals and filter-smoother consistency. Inclusion of off-axis SRP process noise and generalized process noise improves filter performance for both definitive and predicted accuracy. Definitive accuracy from the smoother is better than achieved using GTDS and is close to that achieved by precision OD methods used to generate definitive science orbits. Use of a multi-plate dynamic spacecraft area model with ODTK's force model plugin capability provides additional improvements in predicted accuracy.

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

Post Kalman progress

NASA Technical Reports Server (NTRS)

Sonnabend, David

1995-01-01

In a paper here last year, an idea was put forward that much greater performance could be obtained from an observer, relative to a Kalman filter if more general performance indices were adopted, and the full power spectra of all the noises were employed. The considerable progress since then is reported here. Included are an extension of the theory to regulators, direct calculation of the theory's fundamental quantities - the noise effect integrals - for several theoretical spectra, and direct derivations of the Riccati equations of LQG (Linear-Quadratic-Gaussian) and Kalman theory yielding new insights.

A Study about Kalman Filters Applied to Embedded Sensors

PubMed Central

Valade, Aurélien; Acco, Pascal; Grabolosa, Pierre; Fourniols, Jean-Yves

2017-01-01

Over the last decade, smart sensors have grown in complexity and can now handle multiple measurement sources. This work establishes a methodology to achieve better estimates of physical values by processing raw measurements within a sensor using multi-physical models and Kalman filters for data fusion. A driving constraint being production cost and power consumption, this methodology focuses on algorithmic complexity while meeting real-time constraints and improving both precision and reliability despite low power processors limitations. Consequently, processing time available for other tasks is maximized. The known problem of estimating a 2D orientation using an inertial measurement unit with automatic gyroscope bias compensation will be used to illustrate the proposed methodology applied to a low power STM32L053 microcontroller. This application shows promising results with a processing time of 1.18 ms at 32 MHz with a 3.8% CPU usage due to the computation at a 26 Hz measurement and estimation rate. PMID:29206187

Wet refractivity tomography with an improved Kalman-Filter method

NASA Astrophysics Data System (ADS)

Cao, Yunchang; Chen, Yongqi; Li, Pingwha

2006-10-01

An improved retrieval method, which uses the solution with a Gaussian constraint as the initial state variables for the Kalman Filtering (KF) method, was developed to retrieve the wet refractivity profiles from slant wet delays (SWD) extracted by the double-differenced (DD) GPS method. The accuracy of the GPS-derived SWDs is also tested in this study against the measurements of a water vapor radiometer (WVR) and a weather model. It is concluded that the GPS-derived SWDs have similar accuracy to those measured with WVR and are much higher in quality than those derived from the weather model used. The developed method is used to retrieve the 3D wet refractivity distribution in the Hong Kong region. The retrieved profiles agree well with the radiosonde observations, with a difference of about 4 mm km-1 in the low levels. The accurate profiles obtained with this method are applicable in a number of meteorological applications.

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

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

PubMed

Xu, Min; Goldfain, Albert; Dellostritto, Jim; Iyengar, Satish

2012-01-01

Traditional physiological monitoring systems convert a person's vital sign waveforms, such as heart rate, respiration rate and blood pressure, into meaningful information by comparing the instant reading with a preset threshold or a baseline without considering the contextual information of the person. It would be beneficial to incorporate the contextual data such as activity status of the person to the physiological data in order to obtain a more accurate representation of a person's physiological status. In this paper, we proposed an algorithm based on adaptive Kalman filter that describes the heart rate response with respect to different activity levels. It is towards our final goal of intelligent detection of any abnormality in the person's vital signs. Experimental results are provided to demonstrate the feasibility of the algorithm.

Real-time acquisition and tracking system with multiple Kalman filters

NASA Astrophysics Data System (ADS)

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

1994-07-01

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

An extended Kalman filter for mouse tracking.

PubMed

Choi, Hongjun; Kim, Mingi; Lee, Onseok

2018-05-19

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

H(infinity)/H(2)/Kalman filtering of linear dynamical systems via variational techniques with applications to target tracking

NASA Astrophysics Data System (ADS)

Rawicz, Paul Lawrence

In this thesis, the similarities between the structure of the H infinity, H2, and Kalman filters are examined. The filters used in this examination have been derived through duality to the full information controller. In addition, a direct variation of parameters derivation of the Hinfinity filter is presented for both continuous and discrete time (staler case). Direct and controller dual derivations using differential games exist in the literature and also employ variational techniques. Using a variational, rather than a differential games, viewpoint has resulted in a simple relationship between the Riccati equations that arise from the derivation and the results of the Bounded Real Lemma. This same relation has previously been found in the literature and used to relate the Riccati inequality for linear systems to the Hamilton Jacobi inequality for nonlinear systems when implementing the Hinfinity controller. The Hinfinity, H2, and Kalman filters are applied to the two-state target tracking problem. In continuous time, closed form analytic expressions for the trackers and their performance are determined. To evaluate the trackers using a neutral, realistic, criterion, the probability of target escape is developed. That is, the probability that the target position error will be such that the target is outside the radar beam width resulting in a loss of measurement. In discrete time, a numerical example, using the probability of target escape, is presented to illustrate the differences in tracker performance.

Estimation of Hidden State Variables of the Intracranial System Using Constrained Nonlinear Kalman Filters

PubMed Central

Nenov, Valeriy; Bergsneider, Marvin; Glenn, Thomas C.; Vespa, Paul; Martin, Neil

2007-01-01

Impeded by the rigid skull, assessment of physiological variables of the intracranial system is difficult. A hidden state estimation approach is used in the present work to facilitate the estimation of unobserved variables from available clinical measurements including intracranial pressure (ICP) and cerebral blood flow velocity (CBFV). The estimation algorithm is based on a modified nonlinear intracranial mathematical model, whose parameters are first identified in an offline stage using a nonlinear optimization paradigm. Following the offline stage, an online filtering process is performed using a nonlinear Kalman filter (KF)-like state estimator that is equipped with a new way of deriving the Kalman gain satisfying the physiological constraints on the state variables. The proposed method is then validated by comparing different state estimation methods and input/output (I/O) configurations using simulated data. It is also applied to a set of CBFV, ICP and arterial blood pressure (ABP) signal segments from brain injury patients. The results indicated that the proposed constrained nonlinear KF achieved the best performance among the evaluated state estimators and that the state estimator combined with the I/O configuration that has ICP as the measured output can potentially be used to estimate CBFV continuously. Finally, the state estimator combined with the I/O configuration that has both ICP and CBFV as outputs can potentially estimate the lumped cerebral arterial radii, which are not measurable in a typical clinical environment. PMID:17281533

The role of model dynamics in ensemble Kalman filter performance for chaotic systems

USGS Publications Warehouse

Ng, G.-H.C.; McLaughlin, D.; Entekhabi, D.; Ahanin, A.

2011-01-01

The ensemble Kalman filter (EnKF) is susceptible to losing track of observations, or 'diverging', when applied to large chaotic systems such as atmospheric and ocean models. Past studies have demonstrated the adverse impact of sampling error during the filter's update step. We examine how system dynamics affect EnKF performance, and whether the absence of certain dynamic features in the ensemble may lead to divergence. The EnKF is applied to a simple chaotic model, and ensembles are checked against singular vectors of the tangent linear model, corresponding to short-term growth and Lyapunov vectors, corresponding to long-term growth. Results show that the ensemble strongly aligns itself with the subspace spanned by unstable Lyapunov vectors. Furthermore, the filter avoids divergence only if the full linearized long-term unstable subspace is spanned. However, short-term dynamics also become important as non-linearity in the system increases. Non-linear movement prevents errors in the long-term stable subspace from decaying indefinitely. If these errors then undergo linear intermittent growth, a small ensemble may fail to properly represent all important modes, causing filter divergence. A combination of long and short-term growth dynamics are thus critical to EnKF performance. These findings can help in developing practical robust filters based on model dynamics. ?? 2011 The Authors Tellus A ?? 2011 John Wiley & Sons A/S.

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.

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

PubMed

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Miyoshi, Takemasa; Kunii, Masaru

2012-03-01

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

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.

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 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.

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

PubMed Central

2013-01-01

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

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.

Analysis and Comparison of Extended and Unscented Kalman Filtering Methods for Spacecraft Attitude Determination

DTIC Science & Technology

2010-12-01

3)+m*l^2); fncC.m %# eml function y = fncC(x) Bo=0.5; alf=30*pi/180; y=Bo*sin(x(1,1)+alf); 75 Unscented Kalman Filter – Embedded...Matlab Block %# eml function [x_k1,Pxx_k1] = UKF(x_k,Pxx_k,Y_meas,ts,Q,R,kappa) % This block supports the Embedded MATLAB subset. % See the...torque2omegadot.m EML function Wdot = torque2omegadot(T, J, W) % This function takes input of applied torque (T) in component % elements, current angular

Robust adaptive extended Kalman filtering for real time MR-thermometry guided HIFU interventions.

PubMed

Roujol, Sébastien; de Senneville, Baudouin Denis; Hey, Silke; Moonen, Chrit; Ries, Mario

2012-03-01

Real time magnetic resonance (MR) thermometry is gaining clinical importance for monitoring and guiding high intensity focused ultrasound (HIFU) ablations of tumorous tissue. The temperature information can be employed to adjust the position and the power of the HIFU system in real time and to determine the therapy endpoint. The requirement to resolve both physiological motion of mobile organs and the rapid temperature variations induced by state-of-the-art high-power HIFU systems require fast MRI-acquisition schemes, which are generally hampered by low signal-to-noise ratios (SNRs). This directly limits the precision of real time MR-thermometry and thus in many cases the feasibility of sophisticated control algorithms. To overcome these limitations, temporal filtering of the temperature has been suggested in the past, which has generally an adverse impact on the accuracy and latency of the filtered data. Here, we propose a novel filter that aims to improve the precision of MR-thermometry while monitoring and adapting its impact on the accuracy. For this, an adaptive extended Kalman filter using a model describing the heat transfer for acoustic heating in biological tissues was employed together with an additional outlier rejection to address the problem of sparse artifacted temperature points. The filter was compared to an efficient matched FIR filter and outperformed the latter in all tested cases. The filter was first evaluated on simulated data and provided in the worst case (with an approximate configuration of the model) a substantial improvement of the accuracy by a factor 3 and 15 during heat up and cool down periods, respectively. The robustness of the filter was then evaluated during HIFU experiments on a phantom and in vivo in porcine kidney. The presence of strong temperature artifacts did not affect the thermal dose measurement using our filter whereas a high measurement variation of 70% was observed with the FIR filter.

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.

A Kalman Filter Implementation for Precision Improvement in Low-Cost GPS Positioning of Tractors

PubMed Central

Gomez-Gil, Jaime; Ruiz-Gonzalez, Ruben; Alonso-Garcia, Sergio; Gomez-Gil, Francisco Javier

2013-01-01

Low-cost GPS receivers provide geodetic positioning information using the NMEA protocol, usually with eight digits for latitude and nine digits for longitude. When these geodetic coordinates are converted into Cartesian coordinates, the positions fit in a quantization grid of some decimeters in size, the dimensions of which vary depending on the point of the terrestrial surface. The aim of this study is to reduce the quantization errors of some low-cost GPS receivers by using a Kalman filter. Kinematic tractor model equations were employed to particularize the filter, which was tuned by applying Monte Carlo techniques to eighteen straight trajectories, to select the covariance matrices that produced the lowest Root Mean Square Error in these trajectories. Filter performance was tested by using straight tractor paths, which were either simulated or real trajectories acquired by a GPS receiver. The results show that the filter can reduce the quantization error in distance by around 43%. Moreover, it reduces the standard deviation of the heading by 75%. Data suggest that the proposed filter can satisfactorily preprocess the low-cost GPS receiver data when used in an assistance guidance GPS system for tractors. It could also be useful to smooth tractor GPS trajectories that are sharpened when the tractor moves over rough terrain. PMID:24217355

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.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Real time estimation and prediction of ship motions using Kalman filtering techniques

NASA Technical Reports Server (NTRS)

Triantafyllou, M. A.; Bodson, M.; Athans, M.

1982-01-01

A landing scheme for landing V/STOL aircraft on rolling ships was sought using computerized simulations. The equations of motion as derived from hydrodynamics, their form and the physical mechanisms involved and the general form of the approximation are discussed. The modeling of the sea is discussed. The derivation of the state-space equations for the DD-963 destroyer is described. Kalman filter studies are presented and the influence of the various parameters is assessed. The effect of various modeling parameters on the rms error is assessed and simplifying conclusions are drawn. An upper bound for prediction time of about five seconds is established, with the exception of roll, which can be predicted up to ten seconds ahead.

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.

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