Stochastic nonlinear mixed effects: a metformin case study.

PubMed

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

2016-02-01

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

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

DTIC Science & Technology

2016-09-28

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

Integration of Cold Atom Interferometry INS with Other Sensors

DTIC Science & Technology

2012-03-22

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

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

NASA Technical Reports Server (NTRS)

Armstrong, Jeffrey B.; Simon, Donald L.

2012-01-01

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

Nonlinear Estimation With Sparse Temporal Measurements

DTIC Science & Technology

2016-09-01

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

Generic Kalman Filter Software

NASA Technical Reports Server (NTRS)

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

2005-01-01

The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on the basis of the aforementioned templates. The GKF software can be used to develop many different types of unfactorized Kalman filters. A developer can choose to implement either a linearized or an extended Kalman filter algorithm, without having to modify the GKF software. Control dynamics can be taken into account or neglected in the filter-dynamics model. Filter programs developed by use of the GKF software can be made to propagate equations of motion for linear or nonlinear dynamical systems that are deterministic or stochastic. In addition, filter programs can be made to operate in user-selectable "covariance analysis" and "propagation-only" modes that are useful in design and development stages.

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.

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.

Resolving occlusion and segmentation errors in multiple video object tracking

NASA Astrophysics Data System (ADS)

Cheng, Hsu-Yung; Hwang, Jenq-Neng

2009-02-01

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

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.

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.

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

PubMed

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

2011-01-01

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

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

PubMed

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

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2006-01-01

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

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

PubMed

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

2018-04-01

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

Robotic fish tracking method based on suboptimal interval Kalman filter

NASA Astrophysics Data System (ADS)

Tong, Xiaohong; Tang, Chao

2017-11-01

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

Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2003-01-01

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

Computationally efficient algorithms for real-time attitude estimation

NASA Technical Reports Server (NTRS)

Pringle, Steven R.

1993-01-01

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

The development rainfall forecasting using kalman filter

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

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

PubMed

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

2012-01-01

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

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

DTIC Science & Technology

1998-03-01

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

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.

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

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.

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.

Multirate and event-driven Kalman filters for helicopter flight

NASA Technical Reports Server (NTRS)

Sridhar, Banavar; Smith, Phillip; Suorsa, Raymond E.; Hussien, Bassam

1993-01-01

A vision-based obstacle detection system that provides information about objects as a function of azimuth and elevation is discussed. The range map is computed using a sequence of images from a passive sensor, and an extended Kalman filter is used to estimate range to obstacles. The magnitude of the optical flow that provides measurements for each Kalman filter varies significantly over the image depending on the helicopter motion and object location. In a standard Kalman filter, the measurement update takes place at fixed intervals. It may be necessary to use a different measurement update rate in different parts of the image in order to maintain the same signal to noise ratio in the optical flow calculations. A range estimation scheme that accepts the measurement only under certain conditions is presented. The estimation results from the standard Kalman filter are compared with results from a multirate Kalman filter and an event-driven Kalman filter for a sequence of helicopter flight images.

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

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

NASA Technical Reports Server (NTRS)

Statman, J. I.

1986-01-01

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

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.

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

DTIC Science & Technology

2015-07-06

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

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

PubMed Central

Hosseinyalamdary, Siavash

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

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

PubMed

Hosseinyalamdary, Siavash

2018-04-24

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

A Robust Kalman Framework with Resampling and Optimal Smoothing

PubMed Central

Kautz, Thomas; Eskofier, Bjoern M.

2015-01-01

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

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.

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.

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

PubMed

Ahmadian Behrooz, Hesam; Boozarjomehry, R Bozorgmehry

2015-09-01

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

The discrete-time compensated Kalman filter

NASA Technical Reports Server (NTRS)

Lee, W. H.; Athans, M.

1978-01-01

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

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

NASA Technical Reports Server (NTRS)

Verhaegen, M. H.

1987-01-01

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

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-12-19

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

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.

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.

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.

Adaptable Iterative and Recursive Kalman Filter Schemes

NASA Technical Reports Server (NTRS)

Zanetti, Renato

2014-01-01

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

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).

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.

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.

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.

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.

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.

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%.

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

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

NASA Technical Reports Server (NTRS)

West, M. E.

1992-01-01

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

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

DTIC Science & Technology

2017-02-01

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

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

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

2014-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

Kalman filter data assimilation: Targeting observations and parameter estimation

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

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

2014-06-15

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

Stable Kalman filters for processing clock measurement data

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

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.

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

PubMed

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

2017-10-16

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

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

PubMed

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

2017-08-01

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

EMG prediction from Motor Cortical Recordings via a Non-Negative Point Process Filter

PubMed Central

Nazarpour, Kianoush; Ethier, Christian; Paninski, Liam; Rebesco, James M.; Miall, R. Chris; Miller, Lee E.

2012-01-01

A constrained point process filtering mechanism for prediction of electromyogram (EMG) signals from multi-channel neural spike recordings is proposed here. Filters from the Kalman family are inherently sub-optimal in dealing with non-Gaussian observations, or a state evolution that deviates from the Gaussianity assumption. To address these limitations, we modeled the non-Gaussian neural spike train observations by using a generalized linear model (GLM) that encapsulates covariates of neural activity, including the neurons’ own spiking history, concurrent ensemble activity, and extrinsic covariates (EMG signals). In order to predict the envelopes of EMGs, we reformulated the Kalman filter (KF) in an optimization framework and utilized a non-negativity constraint. This structure characterizes the non-linear correspondence between neural activity and EMG signals reasonably. The EMGs were recorded from twelve forearm and hand muscles of a behaving monkey during a grip-force task. For the case of limited training data, the constrained point process filter improved the prediction accuracy when compared to a conventional Wiener cascade filter (a linear causal filter followed by a static non-linearity) for different bin sizes and delays between input spikes and EMG output. For longer training data sets, results of the proposed filter and that of the Wiener cascade filter were comparable. PMID:21659018

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

A clock steering method: using a third-order type 3 DPLL equivalent to a Kalman filter with a delay

NASA Astrophysics Data System (ADS)

Wu, Yiwei; Gong, Hang; Zhu, Xiangwei; Ou, Gang

2015-12-01

In this paper we propose a new clock steering method, which uses a third-order type 3 digital phase locked loop (DPLL) which is equivalent to a Kalman filter with a delay. A general overview of the theoretical framework is described in detail including the transfer functions, the structure and control values, the specifications, and the approach to choosing a parameter. Simulations show that the performance of the time and frequency steering errors and the frequency stability are quite desirable. Comparing with traditional clock steering methods, it is easier to work with just one parameter. The DPLL method satisfies the requirements of generating a local representation of universal time coordinated and the system time of a global navigation satellite system.

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

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.

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

NASA Astrophysics Data System (ADS)

Ahrens, H.; Argin, F.; Klinkenbusch, L.

2013-07-01

The non-invasive and radiation-free imaging of the electrical activity of the heart with Electrocardiography (ECG) or Magnetocardiography (MCG) can be helpful for physicians for instance in the localization of the origin of cardiac arrhythmia. In this paper we compare two Kalman Filter algorithms for the solution of a nonlinear state-space model and for the subsequent imaging of the activation/depolarization times of the heart muscle: the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The algorithms are compared for simulations of a (6×6) magnetometer array, a torso model with piecewise homogeneous conductivities, 946 current dipoles located in a small part of the heart (apex), and several noise levels. It is found that for all tested noise levels the convergence of the activation times is faster for the UKF.

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.

Implicit Kalman filtering

NASA Technical Reports Server (NTRS)

Skliar, M.; Ramirez, W. F.

1997-01-01

For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.

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.

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.

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

NASA Astrophysics Data System (ADS)

Goh, Shu Ting

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

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

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.

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%.

Robust Controller for Turbulent and Convective Boundary Layers

DTIC Science & Technology

2006-08-01

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

Motion estimation using point cluster method and Kalman filter.

PubMed

Senesh, M; Wolf, A

2009-05-01

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

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.

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.

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).

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

DTIC Science & Technology

2015-03-26

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

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

DTIC Science & Technology

2012-03-01

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

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

Treesearch

Raymond L. Czaplewski

1991-01-01

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

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

NASA Technical Reports Server (NTRS)

Pines, S.; Schmidt, S. F.

1978-01-01

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

Multilevel Mixture Kalman Filter

NASA Astrophysics Data System (ADS)

Guo, Dong; Wang, Xiaodong; Chen, Rong

2004-12-01

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

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

NASA Astrophysics Data System (ADS)

Chou, Chien-Ming; Wang, Ru-Yih

2004-04-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2004-01-01

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

Model-based approach to partial tracking for musical transcription

NASA Astrophysics Data System (ADS)

Sterian, Andrew; Wakefield, Gregory H.

1998-10-01

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

Contingency designs for attitude determination of TRMM

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

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

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

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-08-08

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

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

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

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

2014-06-24

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

Comparison of Filtering Methods for the Modeling and Retrospective Forecasting of Influenza Epidemics

PubMed Central

Yang, Wan; Karspeck, Alicia; Shaman, Jeffrey

2014-01-01

A variety of filtering methods enable the recursive estimation of system state variables and inference of model parameters. These methods have found application in a range of disciplines and settings, including engineering design and forecasting, and, over the last two decades, have been applied to infectious disease epidemiology. For any system of interest, the ideal filter depends on the nonlinearity and complexity of the model to which it is applied, the quality and abundance of observations being entrained, and the ultimate application (e.g. forecast, parameter estimation, etc.). Here, we compare the performance of six state-of-the-art filter methods when used to model and forecast influenza activity. Three particle filters—a basic particle filter (PF) with resampling and regularization, maximum likelihood estimation via iterated filtering (MIF), and particle Markov chain Monte Carlo (pMCMC)—and three ensemble filters—the ensemble Kalman filter (EnKF), the ensemble adjustment Kalman filter (EAKF), and the rank histogram filter (RHF)—were used in conjunction with a humidity-forced susceptible-infectious-recovered-susceptible (SIRS) model and weekly estimates of influenza incidence. The modeling frameworks, first validated with synthetic influenza epidemic data, were then applied to fit and retrospectively forecast the historical incidence time series of seven influenza epidemics during 2003–2012, for 115 cities in the United States. Results suggest that when using the SIRS model the ensemble filters and the basic PF are more capable of faithfully recreating historical influenza incidence time series, while the MIF and pMCMC do not perform as well for multimodal outbreaks. For forecast of the week with the highest influenza activity, the accuracies of the six model-filter frameworks are comparable; the three particle filters perform slightly better predicting peaks 1–5 weeks in the future; the ensemble filters are more accurate predicting peaks in the past. PMID:24762780

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

PubMed Central

2014-01-01

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

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

PubMed

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

2014-05-09

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

An automated method of tuning an attitude estimator

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

Satellite Angular Rate Estimation From Vector Measurements

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

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

USDA-ARS?s Scientific Manuscript database

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

Attitude Error Representations for Kalman Filtering

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

NASA Technical Reports Server (NTRS)

1979-01-01

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

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

PubMed

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

2016-07-16

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

Fusion of WiFi, smartphone sensors and landmarks using the Kalman filter for indoor localization.

PubMed

Chen, Zhenghua; Zou, Han; Jiang, Hao; Zhu, Qingchang; Soh, Yeng Chai; Xie, Lihua

2015-01-05

Location-based services (LBS) have attracted a great deal of attention recently. Outdoor localization can be solved by the GPS technique, but how to accurately and efficiently localize pedestrians in indoor environments is still a challenging problem. Recent techniques based on WiFi or pedestrian dead reckoning (PDR) have several limiting problems, such as the variation of WiFi signals and the drift of PDR. An auxiliary tool for indoor localization is landmarks, which can be easily identified based on specific sensor patterns in the environment, and this will be exploited in our proposed approach. In this work, we propose a sensor fusion framework for combining WiFi, PDR and landmarks. Since the whole system is running on a smartphone, which is resource limited, we formulate the sensor fusion problem in a linear perspective, then a Kalman filter is applied instead of a particle filter, which is widely used in the literature. Furthermore, novel techniques to enhance the accuracy of individual approaches are adopted. In the experiments, an Android app is developed for real-time indoor localization and navigation. A comparison has been made between our proposed approach and individual approaches. The results show significant improvement using our proposed framework. Our proposed system can provide an average localization accuracy of 1 m.

Fusion of WiFi, Smartphone Sensors and Landmarks Using the Kalman Filter for Indoor Localization

PubMed Central

Chen, Zhenghua; Zou, Han; Jiang, Hao; Zhu, Qingchang; Soh, Yeng Chai; Xie, Lihua

2015-01-01

Location-based services (LBS) have attracted a great deal of attention recently. Outdoor localization can be solved by the GPS technique, but how to accurately and efficiently localize pedestrians in indoor environments is still a challenging problem. Recent techniques based on WiFi or pedestrian dead reckoning (PDR) have several limiting problems, such as the variation of WiFi signals and the drift of PDR. An auxiliary tool for indoor localization is landmarks, which can be easily identified based on specific sensor patterns in the environment, and this will be exploited in our proposed approach. In this work, we propose a sensor fusion framework for combining WiFi, PDR and landmarks. Since the whole system is running on a smartphone, which is resource limited, we formulate the sensor fusion problem in a linear perspective, then a Kalman filter is applied instead of a particle filter, which is widely used in the literature. Furthermore, novel techniques to enhance the accuracy of individual approaches are adopted. In the experiments, an Android app is developed for real-time indoor localization and navigation. A comparison has been made between our proposed approach and individual approaches. The results show significant improvement using our proposed framework. Our proposed system can provide an average localization accuracy of 1 m. PMID:25569750

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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.

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.

Kalman filter based control for Adaptive Optics

NASA Astrophysics Data System (ADS)

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

2004-12-01

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

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.

Model-Based Engine Control Architecture with an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

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

Model-Based Engine Control Architecture with an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

Garrick, Joseph

1993-01-01

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

Nonlinear estimation theory applied to orbit determination

NASA Technical Reports Server (NTRS)

Choe, C. Y.

1972-01-01

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

An 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.

LATTE Linking Acoustic Tests and Tagging Using Statistical Estimation

DTIC Science & Technology

2015-09-30

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

Integrated Multi-Aperture Sensor and Navigation Fusion

DTIC Science & Technology

2010-02-01

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

Navigation in Difficult Environments: Multi-Sensor Fusion Techniques

DTIC Science & Technology

2010-03-01

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

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

DTIC Science & Technology

2009-03-01

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

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

DTIC Science & Technology

2012-04-01

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

Orbit Determination Using Vinti’s Solution

DTIC Science & Technology

2016-09-15

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

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

DTIC Science & Technology

2017-04-12

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

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

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

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

NASA Astrophysics Data System (ADS)

Ghorbani, Esmaeil; Cha, Young-Jin

2018-04-01

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

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

PubMed

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

2013-12-21

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Reduced-Order Kalman Filtering for Processing Relative Measurements

NASA Technical Reports Server (NTRS)

Bayard, David S.

2008-01-01

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

Longitudinal Factor Score Estimation Using the Kalman Filter.

ERIC Educational Resources Information Center

Oud, Johan H.; And Others

1990-01-01

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

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 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.

The RAVE/VERTIGO vertex reconstruction toolkit and framework

NASA Astrophysics Data System (ADS)

Waltenberger, W.; Mitaroff, W.; Moser, F.; Pflugfelder, B.; Riedel, H. V.

2008-07-01

A detector-independent toolkit for vertex reconstruction (RAVE1) is being developed, along with a standalone framework (VERTIGO2) for testing, analyzing and debugging. The core algorithms represent state-of-the-art for geometric vertex finding and fitting by both linear (Kalman filter) and robust estimation methods. Main design goals are ease of use, flexibility for embedding into existing software frameworks, extensibility, and openness. The implementation is based on modern object-oriented techniques, is coded in C++ with interfaces for Java and Python, and follows an open-source approach. A beta release is available.

Displacement data assimilation

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

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

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

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

DTIC Science & Technology

2007-01-01

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

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

Localization Methods for a Mobile Robot in Urban Environments

DTIC Science & Technology

2004-10-04

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

Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter

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

Zhou, Ning; Huang, Zhenyu; Welch, Greg

2012-05-24

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

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.

New efficient optimizing techniques for Kalman filters and numerical weather prediction models

NASA Astrophysics Data System (ADS)

Famelis, Ioannis; Galanis, George; Liakatas, Aristotelis

2016-06-01

The need for accurate local environmental predictions and simulations beyond the classical meteorological forecasts are increasing the last years due to the great number of applications that are directly or not affected: renewable energy resource assessment, natural hazards early warning systems, global warming and questions on the climate change can be listed among them. Within this framework the utilization of numerical weather and wave prediction systems in conjunction with advanced statistical techniques that support the elimination of the model bias and the reduction of the error variability may successfully address the above issues. In the present work, new optimization methods are studied and tested in selected areas of Greece where the use of renewable energy sources is of critical. The added value of the proposed work is due to the solid mathematical background adopted making use of Information Geometry and Statistical techniques, new versions of Kalman filters and state of the art numerical analysis tools.

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

PubMed Central

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

2011-01-01

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

Oceanographic applications of the Kalman filter

NASA Technical Reports Server (NTRS)

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

1982-01-01

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

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

DTIC Science & Technology

2007-11-01

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

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

DTIC Science & Technology

1981-12-01

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

Tightly Integrating Optical And Inertial Sensors For Navigation Using The UKF

DTIC Science & Technology

2008-03-01

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

Sensor failure detection system. [for the F100 turbofan engine

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

Attitude Representations for Kalman Filtering

NASA Technical Reports Server (NTRS)

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

2001-01-01

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

Kalman filter to update forest cover estimates

Treesearch

Raymond L. Czaplewski

1990-01-01

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

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

NASA Astrophysics Data System (ADS)

Kirchgessner, Paul; Tödter, Julian; Nerger, Lars

2015-04-01

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

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

Inference of Spatio-Temporal Functions Over Graphs via Multikernel Kriged Kalman Filtering

NASA Astrophysics Data System (ADS)

Ioannidis, Vassilis N.; Romero, Daniel; Giannakis, Georgios B.

2018-06-01

Inference of space-time varying signals on graphs emerges naturally in a plethora of network science related applications. A frequently encountered challenge pertains to reconstructing such dynamic processes, given their values over a subset of vertices and time instants. The present paper develops a graph-aware kernel-based kriged Kalman filter that accounts for the spatio-temporal variations, and offers efficient online reconstruction, even for dynamically evolving network topologies. The kernel-based learning framework bypasses the need for statistical information by capitalizing on the smoothness that graph signals exhibit with respect to the underlying graph. To address the challenge of selecting the appropriate kernel, the proposed filter is combined with a multi-kernel selection module. Such a data-driven method selects a kernel attuned to the signal dynamics on-the-fly within the linear span of a pre-selected dictionary. The novel multi-kernel learning algorithm exploits the eigenstructure of Laplacian kernel matrices to reduce computational complexity. Numerical tests with synthetic and real data demonstrate the superior reconstruction performance of the novel approach relative to state-of-the-art alternatives.

Indoor Map Aided Wi-Fi Integrated Lbs on Smartphone Platforms

NASA Astrophysics Data System (ADS)

Yu, C.; El-Sheimy, N.

2017-09-01

In this research, an indoor map aided INS/Wi-Fi integrated location based services (LBS) applications is proposed and implemented on smartphone platforms. Indoor map information together with measurements from an inertial measurement unit (IMU) and Received Signal Strength Indicator (RSSI) value from Wi-Fi are collected to obtain an accurate, continuous, and low-cost position solution. The main challenge of this research is to make effective use of various measurements that complement each other without increasing the computational burden of the system. The integrated system in this paper includes three modules: INS, Wi-Fi (if signal available) and indoor maps. A cascade structure Particle/Kalman filter framework is applied to combine the different modules. Firstly, INS position and Wi-Fi fingerprint position integrated through Kalman filter for estimating positioning information. Then, indoor map information is applied to correct the error of INS/Wi-Fi estimated position through particle filter. Indoor tests show that the proposed method can effectively reduce the accumulation positioning errors of stand-alone INS systems, and provide stable, continuous and reliable indoor location service.

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.

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.

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.

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

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

Maximally Informative Statistics for Localization and Mapping

NASA Technical Reports Server (NTRS)

Deans, Matthew C.

2001-01-01

This paper presents an algorithm for localization and mapping for a mobile robot using monocular vision and odometry as its means of sensing. The approach uses the Variable State Dimension filtering (VSDF) framework to combine aspects of Extended Kalman filtering and nonlinear batch optimization. This paper describes two primary improvements to the VSDF. The first is to use an interpolation scheme based on Gaussian quadrature to linearize measurements rather than relying on analytic Jacobians. The second is to replace the inverse covariance matrix in the VSDF with its Cholesky factor to improve the computational complexity. Results of applying the filter to the problem of localization and mapping with omnidirectional vision are presented.

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

PubMed

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

2015-01-01

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

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

PubMed Central

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

2016-01-01

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

Simplification of the Kalman filter for meteorological data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1991-01-01

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

Vectorization of linear discrete filtering algorithms

NASA Technical Reports Server (NTRS)

Schiess, J. R.

1977-01-01

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

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.

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.

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

NASA Astrophysics Data System (ADS)

Ji, S.; Yuan, X.

2016-06-01

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

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.

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

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Raffo, Guilerme

2015-12-01

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

Kalman filter techniques for accelerated Cartesian dynamic cardiac imaging.

PubMed

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

2013-05-01

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

Kalman Filter Techniques for Accelerated Cartesian Dynamic Cardiac Imaging

PubMed Central

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

2012-01-01

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

Implementation of a Parallel Kalman Filter for Stratospheric Chemical Tracer Assimilation

NASA Technical Reports Server (NTRS)

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

1998-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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.

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.

The application of dummy noise adaptive Kalman filter in underwater navigation

NASA Astrophysics Data System (ADS)

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

2011-10-01

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

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

DTIC Science & Technology

2009-02-01

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

LHCb Kalman Filter cross architecture studies

NASA Astrophysics Data System (ADS)

Cámpora Pérez, Daniel Hugo

2017-10-01

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

An Adaptive Kalman Filter using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

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

Spitzer Instrument Pointing Frame (IPF) Kalman Filter Algorithm

NASA Technical Reports Server (NTRS)

Bayard, David S.; Kang, Bryan H.

2004-01-01

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

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.

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.

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.

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.

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

PubMed

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

2013-06-01

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

Spatio-Temporal Field Estimation Using Kriged Kalman Filter (KKF) with Sparsity-Enforcing Sensor Placement.

PubMed

Roy, Venkat; Simonetto, Andrea; Leus, Geert

2018-06-01

We propose a sensor placement method for spatio-temporal field estimation based on a kriged Kalman filter (KKF) using a network of static or mobile sensors. The developed framework dynamically designs the optimal constellation to place the sensors. We combine the estimation error (for the stationary as well as non-stationary component of the field) minimization problem with a sparsity-enforcing penalty to design the optimal sensor constellation in an economic manner. The developed sensor placement method can be directly used for a general class of covariance matrices (ill-conditioned or well-conditioned) modelling the spatial variability of the stationary component of the field, which acts as a correlated observation noise, while estimating the non-stationary component of the field. Finally, a KKF estimator is used to estimate the field using the measurements from the selected sensing locations. Numerical results are provided to exhibit the feasibility of the proposed dynamic sensor placement followed by the KKF estimation method.

Spiking Neural Network Decoder for Brain-Machine Interfaces.

PubMed

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

2011-01-01

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

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

ERIC Educational Resources Information Center

Butler, Ronald W.

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

Terminal homing position estimation forAutonomous underwater vehicle docking

DTIC Science & Technology

2017-06-01

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

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

PubMed Central

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

2016-01-01

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

Structural sensing of interior sound for active control of noise in structural-acoustic cavities.

PubMed

Bagha, Ashok K; Modak, S V

2015-07-01

This paper proposes a method for structural sensing of acoustic potential energy for active control of noise in a structural-acoustic cavity. The sensing strategy aims at global control and works with a fewer number of sensors. It is based on the established concept of radiation modes and hence does not add too many states to the order of the system. Acoustic potential energy is sensed using a combination of a Kalman filter and a frequency weighting filter with the structural response measurements as the inputs. The use of Kalman filter also makes the system robust against measurement noise. The formulation of the strategy is presented using finite element models of the system including that of sensors and actuators so that it can be easily applied to practical systems. The sensing strategy is numerically evaluated in the framework of Linear Quadratic Gaussian based feedback control of interior noise in a rectangular box cavity with a flexible plate with single and multiple pairs of piezoelectric sensor-actuator patches when broadband disturbances act on the plate. The performance is compared with an "acoustic filter" that models the complete transfer function from the structure to the acoustic domain. The sensing performance is also compared with a direct estimation strategy.

Adaptive Kalman filter based on variance component estimation for the prediction of ionospheric delay in aiding the cycle slip repair of GNSS triple-frequency signals

NASA Astrophysics Data System (ADS)

Chang, Guobin; Xu, Tianhe; Yao, Yifei; Wang, Qianxin

2018-01-01

In order to incorporate the time smoothness of ionospheric delay to aid the cycle slip detection, an adaptive Kalman filter is developed based on variance component estimation. The correlations between measurements at neighboring epochs are fully considered in developing a filtering algorithm for colored measurement noise. Within this filtering framework, epoch-differenced ionospheric delays are predicted. Using this prediction, the potential cycle slips are repaired for triple-frequency signals of global navigation satellite systems. Cycle slips are repaired in a stepwise manner; i.e., for two extra wide lane combinations firstly and then for the third frequency. In the estimation for the third frequency, a stochastic model is followed in which the correlations between the ionospheric delay prediction errors and the errors in the epoch-differenced phase measurements are considered. The implementing details of the proposed method are tabulated. A real BeiDou Navigation Satellite System data set is used to check the performance of the proposed method. Most cycle slips, no matter trivial or nontrivial, can be estimated in float values with satisfactorily high accuracy and their integer values can hence be correctly obtained by simple rounding. To be more specific, all manually introduced nontrivial cycle slips are correctly repaired.

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

PubMed

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

2016-05-23

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

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

PubMed Central

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

2017-01-01

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

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

PubMed

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

2017-06-02

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

In Situ Monitoring of Groundwater Contamination Using the Kalman Filter For Sustainable Remediation

NASA Astrophysics Data System (ADS)

Schmidt, F.; Wainwright, H. M.; Faybishenko, B.; Denham, M. E.; Eddy-Dilek, C. A.

2017-12-01

Sustainable remediation - based on less intensive passive remediation and natural attenuation - has become a desirable remediation alternative at contaminated sites. Although it has a number of benefits, such as reduced waste and water/energy usage, it carries a significant burden of proof to verify plume stability and to ensure insignificant increase of risk to public health. Modeling of contaminant transport is still challenging despite recent advances in numerical methods. Long-term monitoring has, therefore, become a critical component in sustainable remediation. However, the current approach, which relies on sparse groundwater sampling, is problematic, since it could miss sudden significant changes in plume behavior. A new method is needed to combine existing knowledge about contaminant behavior and latest advances in in situ groundwater sensors. This study presents an example of the effective use of the Kalman filter approach to estimate contaminant concentrations, based on in situ measured water quality parameters (e.g. electrical conductivity and pH) along with the results of sparse groundwater sampling. The Kalman filter can effectively couple physical models and data correlations between the contaminant concentrations and in situ measured variables. We aim (1) to develop a framework capable of integrating different data types to provide accurate contaminant concentration estimates, (2) to demonstrate that these results remain reliable, even when the groundwater sampling frequency is reduced, and (3) to evaluate the future efficacy of this strategy using reactive transport simulations. This framework can also serve as an early warning system for detecting unexpected plume migration. We demonstrate our approach using historical and current groundwater data from the Savannah River Site (SRS) F-Area Seepage Basins to estimate uranium and tritium concentrations. The results show that the developed method can provide reliable estimates of contaminant concentrations. We also show that we can reduce the groundwater sampling frequency significantly, while capturing the dynamics of contaminant concentration changes. To our knowledge, this is the first study to apply data analytics to long-term groundwater monitoring extensively.

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.

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).

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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

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

Zhang, Jinghe; Welch, Greg; Bishop, Gary

2014-04-01

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

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.

Alignment and Calibration of Optical and Inertial Sensors Using Stellar Observations

DTIC Science & Technology

2007-01-01

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

Navigation in GPS Denied Environments: Feature-Aided Inertial Systems

DTIC Science & Technology

2010-03-01

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

Design considerations for a suboptimal Kalman filter

NASA Astrophysics Data System (ADS)

Difilippo, D. J.

1995-06-01

In designing a suboptimal Kalman filter, the designer must decide how to simplify the system error model without causing the filter estimation errors to increase to unacceptable levels. Deletion of certain error states and decoupling of error state dynamics are the two principal model simplifications that are commonly used in suboptimal filter design. For the most part, the decisions as to which error states can be deleted or decoupled are based on the designer's understanding of the physics of the particular system. Consequently, the details of a suboptimal design are usually unique to the specific application. In this paper, the process of designing a suboptimal Kalman filter is illustrated for the case of an airborne transfer-of-alignment (TOA) system used for synthetic aperture radar (SAR) motion compensation. In this application, the filter must continuously transfer the alignment of an onboard Doppler-damped master inertial navigation system (INS) to a strapdown navigator that processes information from a less accurate inertial measurement unit (IMU) mounted on the radar antenna. The IMU is used to measure spurious antenna motion during the SAR imaging interval, so that compensating phase corrections can be computed and applied to the radar returns, thereby presenting image degradation that would otherwise result from such motions. The principles of SAR are described in many references, for instance. The primary function of the TOA Kalman filter in a SAR motion compensation system is to control strapdown navigator attitude errors, and to a less degree, velocity and heading errors. Unlike a classical navigation application, absolute positional accuracy is not important. The motion compensation requirements for SAR imaging are discussed in some detail. This TOA application is particularly appropriate as a vehicle for discussing suboptimal filter design, because the system contains features that can be exploited to allow both deletion and decoupling of error states. In Section 2, a high-level background description of a SAR motion compensation system that incorporates a TOA Kalman filter is given. The optimal TOA filter design is presented in Section 3 with some simulation results to indicate potential filter performance. In Section 4, the suboptimal Kalman filter configuration is derived. Simulation results are also shown in this section to allow comparision between suboptimal and optimal filter performances. Conclusions are contained in Section 5.

External Aiding Methods for IMU-Based Navigation

DTIC Science & Technology

2016-11-26

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

Automated Handling of Garments for Pressing

DTIC Science & Technology

1991-09-30

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

Identification of linear system models and state estimators for controls

NASA Technical Reports Server (NTRS)

Chen, Chung-Wen

1992-01-01

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

Application of adaptive Kalman filter in vehicle laser Doppler velocimetry

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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.

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

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

Optimally Distributed Kalman Filtering with Data-Driven Communication †

PubMed Central

Dormann, Katharina

2018-01-01

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

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

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.

Integrated fMRI Preprocessing Framework Using Extended Kalman Filter for Estimation of Slice-Wise Motion

PubMed Central

Pinsard, Basile; Boutin, Arnaud; Doyon, Julien; Benali, Habib

2018-01-01

Functional MRI acquisition is sensitive to subjects' motion that cannot be fully constrained. Therefore, signal corrections have to be applied a posteriori in order to mitigate the complex interactions between changing tissue localization and magnetic fields, gradients and readouts. To circumvent current preprocessing strategies limitations, we developed an integrated method that correct motion and spatial low-frequency intensity fluctuations at the level of each slice in order to better fit the acquisition processes. The registration of single or multiple simultaneously acquired slices is achieved online by an Iterated Extended Kalman Filter, favoring the robust estimation of continuous motion, while an intensity bias field is non-parametrically fitted. The proposed extraction of gray-matter BOLD activity from the acquisition space to an anatomical group template space, taking into account distortions, better preserves fine-scale patterns of activity. Importantly, the proposed unified framework generalizes to high-resolution multi-slice techniques. When tested on simulated and real data the latter shows a reduction of motion explained variance and signal variability when compared to the conventional preprocessing approach. These improvements provide more stable patterns of activity, facilitating investigation of cerebral information representation in healthy and/or clinical populations where motion is known to impact fine-scale data. PMID:29755312

Integrated fMRI Preprocessing Framework Using Extended Kalman Filter for Estimation of Slice-Wise Motion.

PubMed

Pinsard, Basile; Boutin, Arnaud; Doyon, Julien; Benali, Habib

2018-01-01

Functional MRI acquisition is sensitive to subjects' motion that cannot be fully constrained. Therefore, signal corrections have to be applied a posteriori in order to mitigate the complex interactions between changing tissue localization and magnetic fields, gradients and readouts. To circumvent current preprocessing strategies limitations, we developed an integrated method that correct motion and spatial low-frequency intensity fluctuations at the level of each slice in order to better fit the acquisition processes. The registration of single or multiple simultaneously acquired slices is achieved online by an Iterated Extended Kalman Filter, favoring the robust estimation of continuous motion, while an intensity bias field is non-parametrically fitted. The proposed extraction of gray-matter BOLD activity from the acquisition space to an anatomical group template space, taking into account distortions, better preserves fine-scale patterns of activity. Importantly, the proposed unified framework generalizes to high-resolution multi-slice techniques. When tested on simulated and real data the latter shows a reduction of motion explained variance and signal variability when compared to the conventional preprocessing approach. These improvements provide more stable patterns of activity, facilitating investigation of cerebral information representation in healthy and/or clinical populations where motion is known to impact fine-scale data.

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

NASA Astrophysics Data System (ADS)

Andreadis, K.; Lettenmaier, D.

2008-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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.

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.

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.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

Sun, Hui; Liu, Ji-Gou

2018-07-01

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

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

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

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.

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.

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).

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

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.

Kalman filter estimation of human pilot-model parameters

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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

PubMed

Ramaiah, Jagadesh; Rastogi, Pramod; Rajshekhar, Gannavarpu

2018-03-10

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

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

NASA Astrophysics Data System (ADS)

Ushaq, Muhammad; Fang, Jiancheng

2013-10-01

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

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

PubMed

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

2013-06-01

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

HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.

PubMed

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

2017-08-01

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

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.

Comparison study on disturbance estimation techniques in precise slow motion control

NASA Astrophysics Data System (ADS)

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

2010-08-01

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

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Efficient data assimilation algorithm for bathymetry application

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

Li, Liangping; Zhang, Meijing; Katzenstein, Kurt

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-08-01

Chemistry transport models determine the evolving chemical state of the atmosphere by solving the fundamental equations that govern physical and chemical transformations subject to initial conditions of the atmospheric state and surface boundary conditions, e.g., surface emissions. The development of data assimilation techniques synthesize model predictions with measurements in a rigorous mathematical framework that provides observational constraints on these conditions. Two families of data assimilation methods are currently widely used: variational and Kalman filter (KF). The variational approach is based on control theory and formulates data assimilation as a minimization problem of a cost functional that measures the model-observations mismatch. The Kalman filter approach is rooted in statistical estimation theory and provides the analysis covariance together with the best state estimate. Suboptimal Kalman filters employ different approximations of the covariances in order to make the computations feasible with large models. Each family of methods has both merits and drawbacks. This paper compares several data assimilation methods used for global chemical data assimilation. Specifically, we evaluate data assimilation approaches for improving estimates of the summertime global tropospheric ozone distribution in August 2006 based on ozone observations from the NASA Tropospheric Emission Spectrometer and the GEOS-Chem chemistry transport model. The resulting analyses are compared against independent ozonesonde measurements to assess the effectiveness of each assimilation method. All assimilation methods provide notable improvements over the free model simulations, which differ from the ozonesonde measurements by about 20 % (below 200 hPa). Four dimensional variational data assimilation with window lengths between five days and two weeks is the most accurate method, with mean differences between analysis profiles and ozonesonde measurements of 1-5 %. Two sequential assimilation approaches (three dimensional variational and suboptimal KF), although derived from different theoretical considerations, provide similar ozone estimates, with relative differences of 5-10 % between the analyses and ozonesonde measurements. Adjoint sensitivity analysis techniques are used to explore the role of of uncertainties in ozone precursors and their emissions on the distribution of tropospheric ozone. A novel technique is introduced that projects 3-D-Variational increments back to an equivalent initial condition, which facilitates comparison with 4-D variational techniques.

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

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

Lall, Pradeep; Wei, Junchao; Davis, Lynn

2013-09-30

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

Recent results of nonlinear estimators applied to hereditary systems.

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

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...

Joint Demodulation of Low-Entropy Narrowband Cochannel Signals

DTIC Science & Technology

2006-12-01

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

Online vegetation parameter estimation using passive microwave remote sensing observations

USDA-ARS?s Scientific Manuscript database

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

Spacecraft Formation Control and Estimation Via Improved Relative Motion Dynamics

DTIC Science & Technology

2017-03-30

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

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

Extended Kalman Filter framework for forecasting shoreline evolution

USGS Publications Warehouse

Long, Joseph; Plant, Nathaniel G.

2012-01-01

A shoreline change model incorporating both long- and short-term evolution is integrated into a data assimilation framework that uses sparse observations to generate an updated forecast of shoreline position and to estimate unobserved geophysical variables and model parameters. Application of the assimilation algorithm provides quantitative statistical estimates of combined model-data forecast uncertainty which is crucial for developing hazard vulnerability assessments, evaluation of prediction skill, and identifying future data collection needs. Significant attention is given to the estimation of four non-observable parameter values and separating two scales of shoreline evolution using only one observable morphological quantity (i.e. shoreline position).

RAVE—a Detector-independent vertex reconstruction toolkit

NASA Astrophysics Data System (ADS)

Waltenberger, Wolfgang; Mitaroff, Winfried; Moser, Fabian

2007-10-01

A detector-independent toolkit for vertex reconstruction (RAVE ) is being developed, along with a standalone framework (VERTIGO ) for testing, analyzing and debugging. The core algorithms represent state of the art for geometric vertex finding and fitting by both linear (Kalman filter) and robust estimation methods. Main design goals are ease of use, flexibility for embedding into existing software frameworks, extensibility, and openness. The implementation is based on modern object-oriented techniques, is coded in C++ with interfaces for Java and Python, and follows an open-source approach. A beta release is available. VERTIGO = "vertex reconstruction toolkit and interface to generic objects".

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

NASA Technical Reports Server (NTRS)

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

2014-01-01

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

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

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

NASA Technical Reports Server (NTRS)

Montgomery, Raymond C.; Ghosh, Dave

1990-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2007-11-01

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

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.

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.

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.

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).

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

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

USDA-ARS?s Scientific Manuscript database

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

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

NASA Technical Reports Server (NTRS)

Lisano, M. E.

2003-01-01

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

Q-Method Extended Kalman Filter

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Kalman Filtering Approach to Blind Equalization

DTIC Science & Technology

1993-12-01

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

Remaining dischargeable time prediction for lithium-ion batteries using unscented Kalman filter

NASA Astrophysics Data System (ADS)

Dong, Guangzhong; Wei, Jingwen; Chen, Zonghai; Sun, Han; Yu, Xiaowei

2017-10-01

To overcome the range anxiety, one of the important strategies is to accurately predict the range or dischargeable time of the battery system. To accurately predict the remaining dischargeable time (RDT) of a battery, a RDT prediction framework based on accurate battery modeling and state estimation is presented in this paper. Firstly, a simplified linearized equivalent-circuit-model is developed to simulate the dynamic characteristics of a battery. Then, an online recursive least-square-algorithm method and unscented-Kalman-filter are employed to estimate the system matrices and SOC at every prediction point. Besides, a discrete wavelet transform technique is employed to capture the statistical information of past dynamics of input currents, which are utilized to predict the future battery currents. Finally, the RDT can be predicted based on the battery model, SOC estimation results and predicted future battery currents. The performance of the proposed methodology has been verified by a lithium-ion battery cell. Experimental results indicate that the proposed method can provide an accurate SOC and parameter estimation and the predicted RDT can solve the range anxiety issues.

Computer simulation results of attitude estimation of earth orbiting satellites

NASA Technical Reports Server (NTRS)

Kou, S. R.

1976-01-01

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

Modeling error analysis of stationary linear discrete-time filters

NASA Technical Reports Server (NTRS)

Patel, R.; Toda, M.

1977-01-01

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

Efficient Data Assimilation Algorithms for Bathymetry Applications

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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.

Adaptive Filtering Using Recurrent Neural Networks

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-04-01

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

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

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

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

Treesearch

Raymond L. Czaplewski

1991-01-01

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

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

ERIC Educational Resources Information Center

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

2007-01-01

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

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.

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

PubMed Central

Eliseyev, Andrey; Aksenova, Tetiana

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2005-01-01

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

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.

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.

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

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

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

NASA Technical Reports Server (NTRS)

Thornton, C. L.

1976-01-01

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

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

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.

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.

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.

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.

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

PubMed Central

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

2009-01-01

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

Comparison of Factorization-Based Filtering for Landing Navigation

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2006-01-01

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

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

DTIC Science & Technology

1991-12-01

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

Temperature profile retrievals with extended Kalman-Bucy filters

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

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

DTIC Science & Technology

1980-01-01

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

Integrated Human Behavior Modeling and Stochastic Control (IHBMSC)

DTIC Science & Technology

2014-08-01

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

New quests for better attitudes

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.

1991-01-01

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

Combining Earth Orientation Measurements Using a Kalman Filter

NASA Technical Reports Server (NTRS)

Gross, R.

2000-01-01

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

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

Treesearch

Raymond L. Czaplewski

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

Adaptive Offset Correction for Intracortical Brain Computer Interfaces

PubMed Central

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

2014-01-01

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

Adaptive offset correction for intracortical brain-computer interfaces.

PubMed

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

2014-03-01

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

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

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.

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

NASA Astrophysics Data System (ADS)

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

2009-07-01

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

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.

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

DTIC Science & Technology

2008-10-17

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

Optimized tuner selection for engine performance estimation

NASA Technical Reports Server (NTRS)

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

2013-01-01

A methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.

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

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.

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

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.

Ensemble Kalman filters for dynamical systems with unresolved turbulence

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

Grooms, Ian, E-mail: grooms@cims.nyu.edu; Lee, Yoonsang; Majda, Andrew J.

Ensemble Kalman filters are developed for turbulent dynamical systems where the forecast model does not resolve all the active scales of motion. Coarse-resolution models are intended to predict the large-scale part of the true dynamics, but observations invariably include contributions from both the resolved large scales and the unresolved small scales. The error due to the contribution of unresolved scales to the observations, called ‘representation’ or ‘representativeness’ error, is often included as part of the observation error, in addition to the raw measurement error, when estimating the large-scale part of the system. It is here shown how stochastic superparameterization (amore » multiscale method for subgridscale parameterization) can be used to provide estimates of the statistics of the unresolved scales. In addition, a new framework is developed wherein small-scale statistics can be used to estimate both the resolved and unresolved components of the solution. The one-dimensional test problem from dispersive wave turbulence used here is computationally tractable yet is particularly difficult for filtering because of the non-Gaussian extreme event statistics and substantial small scale turbulence: a shallow energy spectrum proportional to k{sup −5/6} (where k is the wavenumber) results in two-thirds of the climatological variance being carried by the unresolved small scales. Because the unresolved scales contain so much energy, filters that ignore the representation error fail utterly to provide meaningful estimates of the system state. Inclusion of a time-independent climatological estimate of the representation error in a standard framework leads to inaccurate estimates of the large-scale part of the signal; accurate estimates of the large scales are only achieved by using stochastic superparameterization to provide evolving, large-scale dependent predictions of the small-scale statistics. Again, because the unresolved scales contain so much energy, even an accurate estimate of the large-scale part of the system does not provide an accurate estimate of the true state. By providing simultaneous estimates of both the large- and small-scale parts of the solution, the new framework is able to provide accurate estimates of the true system state.« less

Computational Approaches to Spatial Orientation: From Transfer Functions to Dynamic Bayesian Inference

PubMed Central

MacNeilage, Paul R.; Ganesan, Narayan; Angelaki, Dora E.

2008-01-01

Spatial orientation is the sense of body orientation and self-motion relative to the stationary environment, fundamental to normal waking behavior and control of everyday motor actions including eye movements, postural control, and locomotion. The brain achieves spatial orientation by integrating visual, vestibular, and somatosensory signals. Over the past years, considerable progress has been made toward understanding how these signals are processed by the brain using multiple computational approaches that include frequency domain analysis, the concept of internal models, observer theory, Bayesian theory, and Kalman filtering. Here we put these approaches in context by examining the specific questions that can be addressed by each technique and some of the scientific insights that have resulted. We conclude with a recent application of particle filtering, a probabilistic simulation technique that aims to generate the most likely state estimates by incorporating internal models of sensor dynamics and physical laws and noise associated with sensory processing as well as prior knowledge or experience. In this framework, priors for low angular velocity and linear acceleration can explain the phenomena of velocity storage and frequency segregation, both of which have been modeled previously using arbitrary low-pass filtering. How Kalman and particle filters may be implemented by the brain is an emerging field. Unlike past neurophysiological research that has aimed to characterize mean responses of single neurons, investigations of dynamic Bayesian inference should attempt to characterize population activities that constitute probabilistic representations of sensory and prior information. PMID:18842952

Interface of the general fitting tool GENFIT2 in PandaRoot

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Tropospheric delays derived from Kalman-filtered VLBI observations

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Adaptive 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.

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

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

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

2015-05-20

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

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

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

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

USDA-ARS?s Scientific Manuscript database

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

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

Wilkinson Microwave Anisotropy Probe (WMAP) Attitude Estimation Filter Comparison

NASA Technical Reports Server (NTRS)

Harman, Richard R.

2005-01-01

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

Discrete filtering techniques applied to sequential GPS range measurements

NASA Technical Reports Server (NTRS)

Vangraas, Frank

1987-01-01

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

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

PubMed

Carrière, Olivier; Hermand, Jean-Pierre

2012-04-01

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

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.

Stochastic stability of sigma-point Unscented Predictive Filter.

PubMed

Cao, Lu; Tang, Yu; Chen, Xiaoqian; Zhao, Yong

2015-07-01

In this paper, the Unscented Predictive Filter (UPF) is derived based on unscented transformation for nonlinear estimation, which breaks the confine of conventional sigma-point filters by employing Kalman filter as subject investigated merely. In order to facilitate the new method, the algorithm flow of UPF is given firstly. Then, the theoretical analyses demonstrate that the estimate accuracy of the model error and system for the UPF is higher than that of the conventional PF. Moreover, the authors analyze the stochastic boundedness and the error behavior of Unscented Predictive Filter (UPF) for general nonlinear systems in a stochastic framework. In particular, the theoretical results present that the estimation error remains bounded and the covariance keeps stable if the system׳s initial estimation error, disturbing noise terms as well as the model error are small enough, which is the core part of the UPF theory. All of the results have been demonstrated by numerical simulations for a nonlinear example system. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Spacecraft attitude determination using a second-order nonlinear filter

NASA Technical Reports Server (NTRS)

Vathsal, S.

1987-01-01

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

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

NASA Astrophysics Data System (ADS)

Zhou, Dapeng; Guo, Lei

2018-01-01

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

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.

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

PubMed

Lu, Xiaodong; Xie, Yuting; Zhou, Jun

2018-05-27

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

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

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.

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.

A Novel Attitude Determination Algorithm for Spinning Spacecraft

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

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.

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.

Bounding filter - A simple solution to lack of exact a priori statistics.

NASA Technical Reports Server (NTRS)

Nahi, N. E.; Weiss, I. M.

1972-01-01

Wiener and Kalman-Bucy estimation problems assume that models describing the signal and noise stochastic processes are exactly known. When this modeling information, i.e., the signal and noise spectral densities for Wiener filter and the signal and noise dynamic system and disturbing noise representations for Kalman-Bucy filtering, is inexactly known, then the filter's performance is suboptimal and may even exhibit apparent divergence. In this paper a system is designed whereby the actual estimation error covariance is bounded by the covariance calculated by the estimator. Therefore, the estimator obtains a bound on the actual error covariance which is not available, and also prevents its apparent divergence.

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Adaptive error covariances estimation methods for ensemble Kalman filters

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

Zhen, Yicun, E-mail: zhen@math.psu.edu; Harlim, John, E-mail: jharlim@psu.edu

2015-08-01

This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for usingmore » information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.« less

Validation and Parameter Sensitivity Tests for Reconstructing Swell Field Based on an Ensemble Kalman Filter

PubMed Central

Wang, Xuan; Tandeo, Pierre; Fablet, Ronan; Husson, Romain; Guan, Lei; Chen, Ge

2016-01-01

The swell propagation model built on geometric optics is known to work well when simulating radiated swells from a far located storm. Based on this simple approximation, satellites have acquired plenty of large samples on basin-traversing swells induced by fierce storms situated in mid-latitudes. How to routinely reconstruct swell fields with these irregularly sampled observations from space via known swell propagation principle requires more examination. In this study, we apply 3-h interval pseudo SAR observations in the ensemble Kalman filter (EnKF) to reconstruct a swell field in ocean basin, and compare it with buoy swell partitions and polynomial regression results. As validated against in situ measurements, EnKF works well in terms of spatial–temporal consistency in far-field swell propagation scenarios. Using this framework, we further address the influence of EnKF parameters, and perform a sensitivity analysis to evaluate estimations made under different sets of parameters. Such analysis is of key interest with respect to future multiple-source routinely recorded swell field data. Satellite-derived swell data can serve as a valuable complementary dataset to in situ or wave re-analysis datasets. PMID:27898005

Multi-timescale power and energy assessment of lithium-ion battery and supercapacitor hybrid system using extended Kalman filter

NASA Astrophysics Data System (ADS)

Wang, Yujie; Zhang, Xu; Liu, Chang; Pan, Rui; Chen, Zonghai

2018-06-01

The power capability and maximum charge and discharge energy are key indicators for energy management systems, which can help the energy storage devices work in a suitable area and prevent them from over-charging and over-discharging. In this work, a model based power and energy assessment approach is proposed for the lithium-ion battery and supercapacitor hybrid system. The model framework of the lithium-ion battery and supercapacitor hybrid system is developed based on the equivalent circuit model, and the model parameters are identified by regression method. Explicit analyses of the power capability and maximum charge and discharge energy prediction with multiple constraints are elaborated. Subsequently, the extended Kalman filter is employed for on-board power capability and maximum charge and discharge energy prediction to overcome estimation error caused by system disturbance and sensor noise. The charge and discharge power capability, and the maximum charge and discharge energy are quantitatively assessed under both the dynamic stress test and the urban dynamometer driving schedule. The maximum charge and discharge energy prediction of the lithium-ion battery and supercapacitor hybrid system with different time scales are explored and discussed.

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

NASA Technical Reports Server (NTRS)

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

2016-01-01

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

A Kalman filtering framework for physiological detection of anxiety-related arousal in children with autism spectrum disorder.

PubMed

Kushki, Azadeh; Khan, Ajmal; Brian, Jessica; Anagnostou, Evdokia

2015-03-01

Anxiety is associated with physiological changes that can be noninvasively measured using inexpensive and wearable sensors. These changes provide an objective and language-free measure of arousal associated with anxiety, which can complement treatment programs for clinical populations who have difficulty with introspection, communication, and emotion recognition. This motivates the development of automatic methods for detection of anxiety-related arousal using physiology signals. While several supervised learning methods have been proposed for this purpose, these methods require regular collection and updating of training data and are, therefore, not suitable for clinical populations, where obtaining labelled data may be challenging due to impairments in communication and introspection. In this context, the objective of this paper is to develop an unsupervised and real-time arousal detection algorithm. We propose a learning framework based on the Kalman filtering theory for detection of physiological arousal based on cardiac activity. The performance of the system was evaluated on data obtained from a sample of children with autism spectrum disorder. The results indicate that the system can detect anxiety-related arousal in these children with sensitivity and specificity of 99% and 92%, respectively. Our results show that the proposed method can detect physiological arousal associated with anxiety with high accuracy, providing support for technical feasibility of augmenting anxiety treatments with automatic detection techniques. This approach can ultimately lead to more effective anxiety treatment for a larger and more diverse population.

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.

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.

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

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.

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.

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.

USNO Master Clock Design Enhancements

DTIC Science & Technology

2007-01-01

25-27 January 1999, San Diego, California, USA (ION, Alexandria, Virginia), pp. 871-880. [3] R. Brown and P. Hwang , 1992, Introduction to Random...to the system include the use of a Kalman filter for phase and frequency estimates, decreasing the time interval between steers, and the redesign of...present operational system utilizes the dynamic mean as described in the previous section, but uses a Kalman filter to estimate the phase and frequency

Application of optimal control theory to the design of the NASA/JPL 70-meter antenna servos

NASA Technical Reports Server (NTRS)

Alvarez, L. S.; Nickerson, J.

1989-01-01

The application of Linear Quadratic Gaussian (LQG) techniques to the design of the 70-m axis servos is described. Linear quadratic optimal control and Kalman filter theory are reviewed, and model development and verification are discussed. Families of optimal controller and Kalman filter gain vectors were generated by varying weight parameters. Performance specifications were used to select final gain vectors.

A Reduced Dimension Static, Linearized Kalman Filter and Smoother

NASA Technical Reports Server (NTRS)

Fukumori, I.

1995-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-08-01

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

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

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

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.

CDGPS-Based Relative Navigation for Multiple Spacecraft

NASA Technical Reports Server (NTRS)

Mitchell, Megan Leigh

2004-01-01

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

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

PubMed Central

Li, Xiaoqing; Wang, Yu

2018-01-01

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

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

PubMed

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

2018-01-19

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

Desensitized Optimal Filtering and Sensor Fusion Toolkit

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.

2015-01-01

Analytical Mechanics Associates, Inc., has developed a software toolkit that filters and processes navigational data from multiple sensor sources. A key component of the toolkit is a trajectory optimization technique that reduces the sensitivity of Kalman filters with respect to model parameter uncertainties. The sensor fusion toolkit also integrates recent advances in adaptive Kalman and sigma-point filters for non-Gaussian problems with error statistics. This Phase II effort provides new filtering and sensor fusion techniques in a convenient package that can be used as a stand-alone application for ground support and/or onboard use. Its modular architecture enables ready integration with existing tools. A suite of sensor models and noise distribution as well as Monte Carlo analysis capability are included to enable statistical performance evaluations.

Spacecraft alignment estimation. [for onboard sensors

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.; Bierman, Gerald J.

1988-01-01

A numerically well-behaved factorized methodology is developed for estimating spacecraft sensor alignments from prelaunch and inflight data without the need to compute the spacecraft attitude or angular velocity. Such a methodology permits the estimation of sensor alignments (or other biases) in a framework free of unknown dynamical variables. In actual mission implementation such an algorithm is usually better behaved than one that must compute sensor alignments simultaneously with the spacecraft attitude, for example by means of a Kalman filter. In particular, such a methodology is less sensitive to data dropouts of long duration, and the derived measurement used in the attitude-independent algorithm usually makes data checking and editing of outliers much simpler than would be the case in the filter.

Simultaneous learning and filtering without delusions: a Bayes-optimal combination of Predictive Inference and Adaptive Filtering.

PubMed

Kneissler, Jan; Drugowitsch, Jan; Friston, Karl; Butz, Martin V

2015-01-01

Predictive coding appears to be one of the fundamental working principles of brain processing. Amongst other aspects, brains often predict the sensory consequences of their own actions. Predictive coding resembles Kalman filtering, where incoming sensory information is filtered to produce prediction errors for subsequent adaptation and learning. However, to generate prediction errors given motor commands, a suitable temporal forward model is required to generate predictions. While in engineering applications, it is usually assumed that this forward model is known, the brain has to learn it. When filtering sensory input and learning from the residual signal in parallel, a fundamental problem arises: the system can enter a delusional loop when filtering the sensory information using an overly trusted forward model. In this case, learning stalls before accurate convergence because uncertainty about the forward model is not properly accommodated. We present a Bayes-optimal solution to this generic and pernicious problem for the case of linear forward models, which we call Predictive Inference and Adaptive Filtering (PIAF). PIAF filters incoming sensory information and learns the forward model simultaneously. We show that PIAF is formally related to Kalman filtering and to the Recursive Least Squares linear approximation method, but combines these procedures in a Bayes optimal fashion. Numerical evaluations confirm that the delusional loop is precluded and that the learning of the forward model is more than 10-times faster when compared to a naive combination of Kalman filtering and Recursive Least Squares.

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

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.

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.

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

NASA Astrophysics Data System (ADS)

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

2015-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

Autonomous Underwater Vehicle Navigation

DTIC Science & Technology

2008-02-01

three standard deviations are ignored as indicated by the × marker. 25 7. REFERENCES [1] R. G. Brown and P. Y. C. Hwang , Introduction to Random Signals...autonomous underwater vehicle with six degrees of freedom. We approach this problem using an error state formulation of the Kalman filter. Integration...each position fix, but is this ad-hoc method optimal? Here, we present an approach using an error state formulation of the Kalman filter to provide an

Fusion of Low-Cost Imaging and Inertial Sensors for Navigation

DTIC Science & Technology

2007-01-01

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

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

Treesearch

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

2006-01-01

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

Ho’ oponopono: A Radar Calibration CubeSat

DTIC Science & Technology

2011-10-13

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

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

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.

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

Recent Flight Results of the TRMM Kalman Filter

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

PubMed

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

2018-01-01

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

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.

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

PubMed

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

2016-06-25

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

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

NASA Technical Reports Server (NTRS)

Sedlak, J.

1994-01-01

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

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

PubMed Central

Kamrunnahar, M.; Schiff, S. J.

2017-01-01

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

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

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

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.

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.

Ocean Current Estimation Using a Multi-Model Ensemble Kalman Filter During the Grand Lagrangian Deployment Experiment (GLAD)

DTIC Science & Technology

2014-12-27

oil spill plumes). Results can be used for operational applications or to derive enhanced background fields for other data assimilation systems, thus...with the ocean state and for which a forward model exists (e.g. oil spill plumes). The MEKF assumes that a prior system is running with several forecast...the ocean state and for which a forward model exists (e.g. oil spill images). The results discussed in this paper can be viewed as part of a framework

Formation Flying With Decentralized Control in Libration Point Orbits

NASA Technical Reports Server (NTRS)

Folta, David; Carpenter, J. Russell; Wagner, Christoph

2000-01-01

A decentralized control framework is investigated for applicability of formation flying control in libration orbits. The decentralized approach, being non-hierarchical, processes only direct measurement data, in parallel with the other spacecraft. Control is accomplished via linearization about a reference libration orbit with standard control using a Linear Quadratic Regulator (LQR) or the GSFC control algorithm. Both are linearized about the current state estimate as with the extended Kalman filter. Based on this preliminary work, the decentralized approach appears to be feasible for upcoming libration missions using distributed spacecraft.

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

PubMed

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

2015-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

NASA Technical Reports Server (NTRS)

Klein, V.; Schiess, J. R.

1977-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

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.

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

PubMed

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

2011-01-01

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

Traffic Surveillance Data Processing in Urban Freeway Corridors Using Kalman Filter Techniques

DOT National Transportation Integrated Search

1978-11-01

Real-time surveillance of traffic conditions on urban freeway corridors using spatially discrete presence detectors is addressed. Using a finite-dimensional (macroscopic) fluid-analog model for freeway vehicular traffic flow, an extended Kalman filte...

New estimation architecture for multisensor data fusion

NASA Astrophysics Data System (ADS)

Covino, Joseph M.; Griffiths, Barry E.

1991-07-01

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

Recent Results on "Approximations to Optimal Alarm Systems for Anomaly Detection"

NASA Technical Reports Server (NTRS)

Martin, Rodney Alexander

2009-01-01

An optimal alarm system and its approximations may use Kalman filtering for univariate linear dynamic systems driven by Gaussian noise to provide a layer of predictive capability. Predicted Kalman filter future process values and a fixed critical threshold can be used to construct a candidate level-crossing event over a predetermined prediction window. An optimal alarm system can be designed to elicit the fewest false alarms for a fixed detection probability in this particular scenario.

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

Optimal Estimation with Two Process Models and No Measurements

DTIC Science & Technology

2015-08-01

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

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

DTIC Science & Technology

2007-01-01

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

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.

Sequential estimation of surface water mass changes from daily satellite gravimetry data

NASA Astrophysics Data System (ADS)

Ramillien, G. L.; Frappart, F.; Gratton, S.; Vasseur, X.

2015-03-01

We propose a recursive Kalman filtering approach to map regional spatio-temporal variations of terrestrial water mass over large continental areas, such as South America. Instead of correcting hydrology model outputs by the GRACE observations using a Kalman filter estimation strategy, regional 2-by-2 degree water mass solutions are constructed by integration of daily potential differences deduced from GRACE K-band range rate (KBRR) measurements. Recovery of regional water mass anomaly averages obtained by accumulation of information of daily noise-free simulated GRACE data shows that convergence is relatively fast and yields accurate solutions. In the case of cumulating real GRACE KBRR data contaminated by observational noise, the sequential method of step-by-step integration provides estimates of water mass variation for the period 2004-2011 by considering a set of suitable a priori error uncertainty parameters to stabilize the inversion. Spatial and temporal averages of the Kalman filter solutions over river basin surfaces are consistent with the ones computed using global monthly/10-day GRACE solutions from official providers CSR, GFZ and JPL. They are also highly correlated to in situ records of river discharges (70-95 %), especially for the Obidos station where the total outflow of the Amazon River is measured. The sparse daily coverage of the GRACE satellite tracks limits the time resolution of the regional Kalman filter solutions, and thus the detection of short-term hydrological events.

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.

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.

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.

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

An important source of error in VLBI estimates of baseline length is unmodeled variations of the refractivity of the neutral atmosphere along the propagation path of the radio signals. This paper presents and discusses the method of using data from a water vapor radiomete (WVR) to correct for the propagation delay caused by atmospheric water vapor, the major cause of these variations. Data from different WVRs are compared with estimated propagation delays obtained by Kalman filtering of the VLBI data themselves. The consequences of using either WVR data or Kalman filtering to correct for atmospheric propagation delay at the Onsala VLBI site are investigated by studying the repeatability of estimated baseline lengths from Onsala to several other sites. The repeatability obtained for baseline length estimates shows that the methods of water vapor radiometry and Kalman filtering offer comparable accuracies when applied to VLBI observations obtained in the climate of the Swedish west coast. For the most frequently measured baseline in this study, the use of WVR data yielded a 13 percent smaller weighted-root-mean-square (WRMS) scatter of the baseline length estimates compared to the use of a Kalman filter. It is also clear that the 'best' minimum elevationi angle for VLBI observations depends on the accuracy of the determinations of the total propagation delay to be used, since the error in this delay increases with increasing air mass.

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

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

1994-01-01

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

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.

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.

Real Time 3D Facial Movement Tracking Using a Monocular Camera

PubMed Central

Dong, Yanchao; Wang, Yanming; Yue, Jiguang; Hu, Zhencheng

2016-01-01

The paper proposes a robust framework for 3D facial movement tracking in real time using a monocular camera. It is designed to estimate the 3D face pose and local facial animation such as eyelid movement and mouth movement. The framework firstly utilizes the Discriminative Shape Regression method to locate the facial feature points on the 2D image and fuses the 2D data with a 3D face model using Extended Kalman Filter to yield 3D facial movement information. An alternating optimizing strategy is adopted to fit to different persons automatically. Experiments show that the proposed framework could track the 3D facial movement across various poses and illumination conditions. Given the real face scale the framework could track the eyelid with an error of 1 mm and mouth with an error of 2 mm. The tracking result is reliable for expression analysis or mental state inference. PMID:27463714

Real Time 3D Facial Movement Tracking Using a Monocular Camera.

PubMed

Dong, Yanchao; Wang, Yanming; Yue, Jiguang; Hu, Zhencheng

2016-07-25

The paper proposes a robust framework for 3D facial movement tracking in real time using a monocular camera. It is designed to estimate the 3D face pose and local facial animation such as eyelid movement and mouth movement. The framework firstly utilizes the Discriminative Shape Regression method to locate the facial feature points on the 2D image and fuses the 2D data with a 3D face model using Extended Kalman Filter to yield 3D facial movement information. An alternating optimizing strategy is adopted to fit to different persons automatically. Experiments show that the proposed framework could track the 3D facial movement across various poses and illumination conditions. Given the real face scale the framework could track the eyelid with an error of 1 mm and mouth with an error of 2 mm. The tracking result is reliable for expression analysis or mental state inference.

Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics.

PubMed

Madi, Mahmoud K; Karameh, Fadi N

2017-01-01

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements.

Hybrid Cubature Kalman filtering for identifying nonlinear models from sampled recording: Estimation of neuronal dynamics

PubMed Central

2017-01-01

Kalman filtering methods have long been regarded as efficient adaptive Bayesian techniques for estimating hidden states in models of linear dynamical systems under Gaussian uncertainty. Recent advents of the Cubature Kalman filter (CKF) have extended this efficient estimation property to nonlinear systems, and also to hybrid nonlinear problems where by the processes are continuous and the observations are discrete (continuous-discrete CD-CKF). Employing CKF techniques, therefore, carries high promise for modeling many biological phenomena where the underlying processes exhibit inherently nonlinear, continuous, and noisy dynamics and the associated measurements are uncertain and time-sampled. This paper investigates the performance of cubature filtering (CKF and CD-CKF) in two flagship problems arising in the field of neuroscience upon relating brain functionality to aggregate neurophysiological recordings: (i) estimation of the firing dynamics and the neural circuit model parameters from electric potentials (EP) observations, and (ii) estimation of the hemodynamic model parameters and the underlying neural drive from BOLD (fMRI) signals. First, in simulated neural circuit models, estimation accuracy was investigated under varying levels of observation noise (SNR), process noise structures, and observation sampling intervals (dt). When compared to the CKF, the CD-CKF consistently exhibited better accuracy for a given SNR, sharp accuracy increase with higher SNR, and persistent error reduction with smaller dt. Remarkably, CD-CKF accuracy shows only a mild deterioration for non-Gaussian process noise, specifically with Poisson noise, a commonly assumed form of background fluctuations in neuronal systems. Second, in simulated hemodynamic models, parametric estimates were consistently improved under CD-CKF. Critically, time-localization of the underlying neural drive, a determinant factor in fMRI-based functional connectivity studies, was significantly more accurate under CD-CKF. In conclusion, and with the CKF recently benchmarked against other advanced Bayesian techniques, the CD-CKF framework could provide significant gains in robustness and accuracy when estimating a variety of biological phenomena models where the underlying process dynamics unfold at time scales faster than those seen in collected measurements. PMID:28727850

Filtering observations without the initial guess

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2007-12-01

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

Monocular Visual Odometry Based on Trifocal Tensor Constraint

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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.

Three-Axis Attitude Estimation Using Rate-Integrating Gyroscopes

NASA Technical Reports Server (NTRS)

Crassidis, John L.; Markley, F. Landis

2016-01-01

Traditionally, attitude estimation has been performed using a combination of external attitude sensors and internal three-axis gyroscopes. There are many studies of three-axis attitude estimation using gyros that read angular rates. Rate-integrating gyros measure integrated rates or angular displacements, but three-axis attitude estimation using these types of gyros has not been as fully investigated. This paper derives a Kalman filtering framework for attitude estimation using attitude sensors coupled with rate- integrating gyroscopes. In order to account for correlations introduced by using these gyros, the state vector must be augmented, compared with filters using traditional gyros that read angular rates. Two filters are derived in this paper. The first uses an augmented state-vector form that estimates attitude, gyro biases, and gyro angular displacements. The second ignores correlations, leading to a filter that estimates attitude and gyro biases only. Simulation comparisons are shown for both filters. The work presented in this paper focuses only on attitude estimation using rate-integrating gyros, but it can easily be extended to other applications such as inertial navigation, which estimates attitude and position.

System health monitoring using multiple-model adaptive estimation techniques

NASA Astrophysics Data System (ADS)

Sifford, Stanley Ryan

Monitoring system health for fault detection and diagnosis by tracking system parameters concurrently with state estimates is approached using a new multiple-model adaptive estimation (MMAE) method. This novel method is called GRid-based Adaptive Parameter Estimation (GRAPE). GRAPE expands existing MMAE methods by using new techniques to sample the parameter space. GRAPE expands on MMAE with the hypothesis that sample models can be applied and resampled without relying on a predefined set of models. GRAPE is initially implemented in a linear framework using Kalman filter models. A more generalized GRAPE formulation is presented using extended Kalman filter (EKF) models to represent nonlinear systems. GRAPE can handle both time invariant and time varying systems as it is designed to track parameter changes. Two techniques are presented to generate parameter samples for the parallel filter models. The first approach is called selected grid-based stratification (SGBS). SGBS divides the parameter space into equally spaced strata. The second approach uses Latin Hypercube Sampling (LHS) to determine the parameter locations and minimize the total number of required models. LHS is particularly useful when the parameter dimensions grow. Adding more parameters does not require the model count to increase for LHS. Each resample is independent of the prior sample set other than the location of the parameter estimate. SGBS and LHS can be used for both the initial sample and subsequent resamples. Furthermore, resamples are not required to use the same technique. Both techniques are demonstrated for both linear and nonlinear frameworks. The GRAPE framework further formalizes the parameter tracking process through a general approach for nonlinear systems. These additional methods allow GRAPE to either narrow the focus to converged values within a parameter range or expand the range in the appropriate direction to track the parameters outside the current parameter range boundary. Customizable rules define the specific resample behavior when the GRAPE parameter estimates converge. Convergence itself is determined from the derivatives of the parameter estimates using a simple moving average window to filter out noise. The system can be tuned to match the desired performance goals by making adjustments to parameters such as the sample size, convergence criteria, resample criteria, initial sampling method, resampling method, confidence in prior sample covariances, sample delay, and others.

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

PubMed

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

2018-05-01

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

Sequential Probability Ratio Test for Spacecraft Collision Avoidance Maneuver Decisions

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Markley, F. Landis

2013-01-01

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

A mathematical model for computer image tracking.

PubMed

Legters, G R; Young, T Y

1982-06-01

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

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

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.

Adaptive Control and Parameter Identification of a Doubly-Fed Induction Generator for Wind Power

DTIC Science & Technology

2011-09-01

Computer Controlled Systems, Theory and Design, Third Edition, Prentice Hall, New Jersey, 1997. [27] R. G. Brown and P. Y.C. Hwang , Introduction to...V n y iT iT , (0.0) with Ts as the sampling interval. From [26], the recursive estimate can be interpreted as a Kalman Filter for the process...by substituting t with n. The recursive equations for the RLS can then be derived from the Kalman filter equations used in [27]: 29 $ $ $ 1 1

Source Localization in a Cognitive Radio Environment Consisting of Frequency and Spatial Mobility

DTIC Science & Technology

2011-12-01

are designed to track position over time using a wireless RF sensor network, such as Kalman filtering [13]. 74 THIS PAGE INTENTIONALLY LEFT BLANK...Radio,” Proceedings of the IEEE, vol. 97, no. 4, pp. 612–625, Apr. 2009. 80 [12] J. B. Bernthal, T. X. Brown , D. N. Hatfield, D. C. Sicker, P. A... Kalman Filtering in Wireless Sensor Networks,” IEEE Control Systems, vol. 30, no. 2, pp. 66–86, April 2010. [14] J. Nemeroff, L. Garcia, D

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

DTIC Science & Technology

2012-07-01

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

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.

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.

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).

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.

Comparison of Unscented Kalman Filter and Unscented Schmidt Kalman Filter in Predicting Attitude and Associated Uncertainty of a Geosynchronous Satellite

DTIC Science & Technology

2014-09-01

the MLI coating, and similarly, the surface model as represented by the bidirectional reflectance distribution function ( BRDF ) will never be...surface model as represented by the bidirectional reflectance distribution function ( BRDF ) will never be identical to that found on actual space objects... BRDF model and how it compares to the Ashikhmin-Shirley BRDF [14] using similar nomenclature can be found in Ref. [15]. In this scenario, the state

Peak-Seeking Control Using Gradient and Hessian Estimates

NASA Technical Reports Server (NTRS)

Ryan, John J.; Speyer, Jason L.

2010-01-01

A peak-seeking control method is presented which utilizes a linear time-varying Kalman filter. Performance function coordinate and magnitude measurements are used by the Kalman filter to estimate the gradient and Hessian of the performance function. The gradient and Hessian are used to command the system toward a local extremum. The method is naturally applied to multiple-input multiple-output systems. Applications of this technique to a single-input single-output example and a two-input one-output example are presented.

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.

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

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

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

DOE PAGES

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

2017-10-31

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

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

PubMed Central

Tsanas, Athanasios; Zañartu, Matías; Little, Max A.; Fox, Cynthia; Ramig, Lorraine O.; Clifford, Gari D.

2014-01-01

There has been consistent interest among speech signal processing researchers in the accurate estimation of the fundamental frequency (F0) of speech signals. This study examines ten F0 estimation algorithms (some well-established and some proposed more recently) to determine which of these algorithms is, on average, better able to estimate F0 in the sustained vowel /a/. Moreover, a robust method for adaptively weighting the estimates of individual F0 estimation algorithms based on quality and performance measures is proposed, using an adaptive Kalman filter (KF) framework. The accuracy of the algorithms is validated using (a) a database of 117 synthetic realistic phonations obtained using a sophisticated physiological model of speech production and (b) a database of 65 recordings of human phonations where the glottal cycles are calculated from electroglottograph signals. On average, the sawtooth waveform inspired pitch estimator and the nearly defect-free algorithms provided the best individual F0 estimates, and the proposed KF approach resulted in a ∼16% improvement in accuracy over the best single F0 estimation algorithm. These findings may be useful in speech signal processing applications where sustained vowels are used to assess vocal quality, when very accurate F0 estimation is required. PMID:24815269

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

NASA Technical Reports Server (NTRS)

Whitmore, S. A.

1985-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

Attitude determination using an adaptive multiple model filtering Scheme

NASA Technical Reports Server (NTRS)

Lam, Quang; Ray, Surendra N.

1995-01-01

Attitude determination has been considered as a permanent topic of active research and perhaps remaining as a forever-lasting interest for spacecraft system designers. Its role is to provide a reference for controls such as pointing the directional antennas or solar panels, stabilizing the spacecraft or maneuvering the spacecraft to a new orbit. Least Square Estimation (LSE) technique was utilized to provide attitude determination for the Nimbus 6 and G. Despite its poor performance (estimation accuracy consideration), LSE was considered as an effective and practical approach to meet the urgent need and requirement back in the 70's. One reason for this poor performance associated with the LSE scheme is the lack of dynamic filtering or 'compensation'. In other words, the scheme is based totally on the measurements and no attempts were made to model the dynamic equations of motion of the spacecraft. We propose an adaptive filtering approach which employs a bank of Kalman filters to perform robust attitude estimation. The proposed approach, whose architecture is depicted, is essentially based on the latest proof on the interactive multiple model design framework to handle the unknown of the system noise characteristics or statistics. The concept fundamentally employs a bank of Kalman filter or submodel, instead of using fixed values for the system noise statistics for each submodel (per operating condition) as the traditional multiple model approach does, we use an on-line dynamic system noise identifier to 'identify' the system noise level (statistics) and update the filter noise statistics using 'live' information from the sensor model. The advanced noise identifier, whose architecture is also shown, is implemented using an advanced system identifier. To insure the robust performance for the proposed advanced system identifier, it is also further reinforced by a learning system which is implemented (in the outer loop) using neural networks to identify other unknown quantities such as spacecraft dynamics parameters, gyro biases, dynamic disturbances, or environment variations.

Attitude determination using an adaptive multiple model filtering Scheme

NASA Astrophysics Data System (ADS)

Lam, Quang; Ray, Surendra N.

1995-05-01

Attitude determination has been considered as a permanent topic of active research and perhaps remaining as a forever-lasting interest for spacecraft system designers. Its role is to provide a reference for controls such as pointing the directional antennas or solar panels, stabilizing the spacecraft or maneuvering the spacecraft to a new orbit. Least Square Estimation (LSE) technique was utilized to provide attitude determination for the Nimbus 6 and G. Despite its poor performance (estimation accuracy consideration), LSE was considered as an effective and practical approach to meet the urgent need and requirement back in the 70's. One reason for this poor performance associated with the LSE scheme is the lack of dynamic filtering or 'compensation'. In other words, the scheme is based totally on the measurements and no attempts were made to model the dynamic equations of motion of the spacecraft. We propose an adaptive filtering approach which employs a bank of Kalman filters to perform robust attitude estimation. The proposed approach, whose architecture is depicted, is essentially based on the latest proof on the interactive multiple model design framework to handle the unknown of the system noise characteristics or statistics. The concept fundamentally employs a bank of Kalman filter or submodel, instead of using fixed values for the system noise statistics for each submodel (per operating condition) as the traditional multiple model approach does, we use an on-line dynamic system noise identifier to 'identify' the system noise level (statistics) and update the filter noise statistics using 'live' information from the sensor model. The advanced noise identifier, whose architecture is also shown, is implemented using an advanced system identifier. To insure the robust performance for the proposed advanced system identifier, it is also further reinforced by a learning system which is implemented (in the outer loop) using neural networks to identify other unknown quantities such as spacecraft dynamics parameters, gyro biases, dynamic disturbances, or environment variations.

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

PubMed

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

2017-01-14

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

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

PubMed Central

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

2017-01-01

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

Regional TEC dynamic modeling based on Slepian functions

NASA Astrophysics Data System (ADS)

Sharifi, Mohammad Ali; Farzaneh, Saeed

2015-09-01

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

Comparison of Kalman filter estimates of zenith atmospheric path delays using the global positioning system and very long baseline interferometry

NASA Technical Reports Server (NTRS)

Tralli, David M.; Lichten, Stephen M.; Herring, Thomas A.

1992-01-01

Kalman filter estimates of zenith nondispersive atmospheric path delays at Westford, Massachusetts, Fort Davis, Texas, and Mojave, California, were obtained from independent analyses of data collected during January and February 1988 using the GPS and VLBI. The apparent accuracy of the path delays is inferred by examining the estimates and covariances from both sets of data. The ability of the geodetic data to resolve zenith path delay fluctuations is determined by comparing further the GPS Kalman filter estimates with corresponding wet path delays derived from water vapor radiometric data available at Mojave over two 8-hour data spans within the comparison period. GPS and VLBI zenith path delay estimates agree well within one standard deviation formal uncertainties (from 10-20 mm for GPS and 3-15 mm for VLBI) in four out of the five possible comparisons, with maximum differences of 5 and 21 mm over 8- to 12-hour data spans.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Comparison of Five System Identification Algorithms for Rotorcraft Higher Harmonic Control

NASA Technical Reports Server (NTRS)

Jacklin, Stephen A.

1998-01-01

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

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

NASA Astrophysics Data System (ADS)

Tabatabaee, Mohammad Hadi

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

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

PubMed

Guo, Xiaoting; Sun, Changku; Wang, Peng

2017-08-01

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

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

PubMed

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

2017-09-01

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

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.

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

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

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.

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.

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.

Angular velocity estimation from measurement vectors of star tracker.

PubMed

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

2012-06-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2010-05-01

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

On Markov parameters in system identification

NASA Technical Reports Server (NTRS)

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

1991-01-01

A detailed discussion of Markov parameters in system identification is given. Different forms of input-output representation of linear discrete-time systems are reviewed and discussed. Interpretation of sampled response data as Markov parameters is presented. Relations between the state-space model and particular linear difference models via the Markov parameters are formulated. A generalization of Markov parameters to observer and Kalman filter Markov parameters for system identification is explained. These extended Markov parameters play an important role in providing not only a state-space realization, but also an observer/Kalman filter for the system of interest.

State estimation for distributed systems with sensing delay

NASA Astrophysics Data System (ADS)

Alexander, Harold L.

1991-08-01

Control of complex systems such as remote robotic vehicles requires combining data from many sensors where the data may often be delayed by sensory processing requirements. The number and variety of sensors make it desirable to distribute the computational burden of sensing and estimation among multiple processors. Classic Kalman filters do not lend themselves to distributed implementations or delayed measurement data. The alternative Kalman filter designs presented in this paper are adapted for delays in sensor data generation and for distribution of computation for sensing and estimation over a set of networked processors.