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.

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.

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.

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

An 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.

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.

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.

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.

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

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

2014-06-01

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

Kalman filter data assimilation: Targeting observations and parameter estimation

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

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

2014-06-15

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

An Adaptive Kalman Filter using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

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

An 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.

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.

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.

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

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.

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.

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.

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

MR fingerprinting reconstruction with Kalman filter.

PubMed

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

2017-09-01

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

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.…

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.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

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.

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.

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.

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.

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.

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.

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

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.

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.

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.

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.

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

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.

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

DTIC Science & Technology

2014-03-01

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

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

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.

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

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.

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).

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.

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

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

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.

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

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.

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.

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.

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.

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

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

PubMed

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

2016-08-31

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

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

PubMed Central

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

2016-01-01

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

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).

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.

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.

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.

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.

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.

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.

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.

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

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.

PubMed

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

2016-07-26

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

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems

PubMed Central

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

2016-01-01

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

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.

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

PubMed

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

2018-04-01

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

The 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.

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...

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.

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.

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

PubMed Central

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

2012-01-01

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

a 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.

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.

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.

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

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.

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.

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

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.

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.

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

PubMed

Lu, Xiaodong; Xie, Yuting; Zhou, Jun

2018-05-27

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

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

PubMed

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

2015-11-11

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

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).

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.

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.

Robust double gain unscented Kalman filter for small satellite attitude estimation

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

A 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.

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

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.

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

PubMed

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

2018-01-01

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

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.

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.

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

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.

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.

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

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.

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

PubMed

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

2012-01-01

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

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.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

Comparison of 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.

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

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.

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.

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).

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.

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

DTIC Science & Technology

2012-03-01

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

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.

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.

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.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-10-31

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

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

NASA Astrophysics Data System (ADS)

Barnier, G.; Dunham, E. M.

2016-12-01

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

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

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.

An Unscented Kalman-Particle Hybrid Filter for Space Object Tracking

NASA Astrophysics Data System (ADS)

Raihan A. V, Dilshad; Chakravorty, Suman

2018-03-01

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

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.

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...

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.

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.

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.

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

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

NASA Astrophysics Data System (ADS)

Yang, Tao; Wang, Wei

2008-10-01

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

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

NASA Astrophysics Data System (ADS)

Milani, Farideh; Moghaddam, Reihaneh Kardehi

2017-08-01

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

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

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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.

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).

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

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.

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.

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

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.

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

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

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

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.

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.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence

PubMed Central

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

2015-01-01

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

Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.

PubMed

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

2015-08-25

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

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

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).

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

NASA Technical Reports Server (NTRS)

Joshi, Suresh M.

2012-01-01

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

System and method for bullet tracking and shooter localization

DOEpatents

Roberts, Randy S [Livermore, CA; Breitfeller, Eric F [Dublin, CA

2011-06-21

A system and method of processing infrared imagery to determine projectile trajectories and the locations of shooters with a high degree of accuracy. The method includes image processing infrared image data to reduce noise and identify streak-shaped image features, using a Kalman filter to estimate optimal projectile trajectories, updating the Kalman filter with new image data, determining projectile source locations by solving a combinatorial least-squares solution for all optimal projectile trajectories, and displaying all of the projectile source locations. Such a shooter-localization system is of great interest for military and law enforcement applications to determine sniper locations, especially in urban combat scenarios.

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.

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.

Autonomous Correction of Sensor Data Applied to Building Technologies Using Filtering Methods

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

Castello, Charles C; New, Joshua Ryan; Smith, Matt K

2013-01-01

Sensor data validity is extremely important in a number of applications, particularly building technologies where collected data are used to determine performance. An example of this is Oak Ridge National Laboratory s ZEBRAlliance research project, which consists of four single-family homes located in Oak Ridge, TN. The homes are outfitted with a total of 1,218 sensors to determine the performance of a variety of different technologies integrated within each home. Issues arise with such a large amount of sensors, such as missing or corrupt data. This paper aims to eliminate these problems using: (1) Kalman filtering and (2) linear predictionmore » filtering techniques. Five types of data are the focus of this paper: (1) temperature; (2) humidity; (3) energy consumption; (4) pressure; and (5) airflow. Simulations show the Kalman filtering method performed best in predicting temperature, humidity, pressure, and airflow data, while the linear prediction filtering method performed best with energy consumption data.« less

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.

PubMed

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

2016-09-20

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

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

PubMed Central

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

2016-01-01

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

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

PubMed

Hesar, Hamed Danandeh; Mohebbi, Maryam

2017-05-01

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

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.

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.

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

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

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.

A new fault diagnosis algorithm for AUV cooperative localization system

NASA Astrophysics Data System (ADS)

Shi, Hongyang; Miao, Zhiyong; Zhang, Yi

2017-10-01

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

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Direct and accelerated parameter mapping using the unscented Kalman filter.

PubMed

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

2016-05-01

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

Systems and Methods for Peak-Seeking Control

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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.

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.

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.

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

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A 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.

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.

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.

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.

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.

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

PubMed

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

2018-05-21

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

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

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

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.

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.

Advanced Kalman Filter for Real-Time Responsiveness in Complex Systems

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

Welch, Gregory Francis; Zhang, Jinghe

2014-06-10

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

Stock price estimation using ensemble Kalman Filter square root method

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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…

Time transfer using geostationary satellites: Implementation of a Kalman filter

NASA Technical Reports Server (NTRS)

Meyer, F.

1994-01-01

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

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

PubMed

Wu, Dongjin; Xia, Linyuan; Geng, Jijun

2018-06-19

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

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

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

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.

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.

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

DTIC Science & Technology

2007-01-01

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

Optical Flow Analysis and Kalman Filter Tracking in Video Surveillance Algorithms

DTIC Science & Technology

2007-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

DTIC Science & Technology

2010-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

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.

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.

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

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

PubMed

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

2014-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2009-09-01

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

Indoor Pedestrian Localization Using iBeacon and Improved Kalman Filter.

PubMed

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

2018-05-26

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

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

PubMed

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

2014-03-01

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

Real-time Bayesian anomaly detection in streaming environmental data

NASA Astrophysics Data System (ADS)

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

2009-04-01

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

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.

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

Subsurface characterization with localized ensemble Kalman filter employing adaptive thresholding

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

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.

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.

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

PubMed

Ye, Tao; Zhou, Fuqiang

2015-04-10

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

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

PubMed Central

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

2014-01-01

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

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

PubMed

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

2014-12-03

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

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...

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

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

Bilinear modeling and nonlinear estimation

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

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.

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.

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.

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.

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

Soft tissue deformation estimation by spatio-temporal Kalman filter finite element method.

PubMed

Yarahmadian, Mehran; Zhong, Yongmin; Gu, Chengfan; Shin, Jaehyun

2018-01-01

Soft tissue modeling plays an important role in the development of surgical training simulators as well as in robot-assisted minimally invasive surgeries. It has been known that while the traditional Finite Element Method (FEM) promises the accurate modeling of soft tissue deformation, it still suffers from a slow computational process. This paper presents a Kalman filter finite element method to model soft tissue deformation in real time without sacrificing the traditional FEM accuracy. The proposed method employs the FEM equilibrium equation and formulates it as a filtering process to estimate soft tissue behavior using real-time measurement data. The model is temporally discretized using the Newmark method and further formulated as the system state equation. Simulation results demonstrate that the computational time of KF-FEM is approximately 10 times shorter than the traditional FEM and it is still as accurate as the traditional FEM. The normalized root-mean-square error of the proposed KF-FEM in reference to the traditional FEM is computed as 0.0116. It is concluded that the proposed method significantly improves the computational performance of the traditional FEM without sacrificing FEM accuracy. The proposed method also filters noises involved in system state and measurement data.

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

NASA Astrophysics Data System (ADS)

Janjic, Tijana

The error arising due to unresolved scales in data assimilation procedures is examined. The problem of estimating the projection of the state of a passive scalar undergoing advection at a sequence of times is considered. The projection belongs to a finite- dimensional function space and is defined on the continuum. Using the continuum projection of the state of a passive scalar, a mathematical definition is obtained for the error arising due to the presence, in the continuum system, of scales unresolved by the discrete dynamical model. This error affects the estimation procedure through point observations that include the unresolved scales. In this work, two approximate methods for taking into account the error due to unresolved scales and the resulting correlations are developed and employed in the estimation procedure. The resulting formulas resemble the Schmidt-Kalman filter and the usual discrete Kalman filter, respectively. For this reason, the newly developed filters are called the Schmidt-Kalman filter and the traditional filter. In order to test the assimilation methods, a two- dimensional advection model with nonstationary spectrum was developed for passive scalar transport in the atmosphere. An analytical solution on the sphere was found depicting the model dynamics evolution. Using this analytical solution the model error is avoided, and the error due to unresolved scales is the only error left in the estimation problem. It is demonstrated that the traditional and the Schmidt- Kalman filter work well provided the exact covariance function of the unresolved scales is known. However, this requirement is not satisfied in practice, and the covariance function must be modeled. The Schmidt-Kalman filter cannot be computed in practice without further approximations. Therefore, the traditional filter is better suited for practical use. Also, the traditional filter does not require modeling of the full covariance function of the unresolved scales, but only modeling of the covariance matrix obtained by evaluating the covariance function at the observation points. We first assumed that this covariance matrix is stationary and that the unresolved scales are not correlated between the observation points, i.e., the matrix is diagonal, and that the values along the diagonal are constant. Tests with these assumptions were unsuccessful, indicating that a more sophisticated model of the covariance is needed for assimilation of data with nonstationary spectrum. A new method for modeling the covariance matrix based on an extended set of modeling assumptions is proposed. First, it is assumed that the covariance matrix is diagonal, that is, that the unresolved scales are not correlated between the observation points. It is postulated that the values on the diagonal depend on a wavenumber that is characteristic for the unresolved part of the spectrum. It is further postulated that this characteristic wavenumber can be diagnosed from the observations and from the estimate of the projection of the state that is being estimated. It is demonstrated that the new method successfully overcomes previously encountered difficulties.

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.

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

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.

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

PubMed

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

2017-01-01

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

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

PubMed

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

2018-05-01

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

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

PubMed Central

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

2016-01-01

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

Tractography from HARDI using an Intrinsic Unscented Kalman Filter

PubMed Central

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

2014-01-01

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

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.

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

PubMed

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

2014-09-15

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

ECG fiducial point extraction using switching Kalman filter.

PubMed

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

2018-04-01

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

Improvement of Vehicle Positioning Using Car-to-Car Communications in Consideration of Communication Delay

NASA Astrophysics Data System (ADS)

Hontani, Hidekata; Higuchi, Yuya

In this article, we propose a vehicle positioning method that can estimate positions of cars even in areas where the GPS is not available. For the estimation, each car measures the relative distance to a car running in front, communicates the measurements with other cars, and uses the received measurements for estimating its position. In order to estimate the position even if the measurements are received with time-delay, we employed the time-delay tolerant Kalman filtering. For sharing the measurements, it is assumed that a car-to-car communication system is used. Then, the measurements sent from farther cars are received with larger time-delay. It follows that the accuracy of the estimates of farther cars become worse. Hence, the proposed method manages only the states of nearby cars to reduce computing effort. The authors simulated the proposed filtering method and found that the proposed method estimates the positions of nearby cars as accurate as the distributed Kalman filtering.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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.

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

PubMed

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

2016-10-15

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

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

PubMed Central

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

2016-01-01

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

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

PubMed Central

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

2015-01-01

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

Kalman Filtering for Genetic Regulatory Networks with Missing Values

PubMed Central

Liu, Qiuhua; Lai, Tianyue; Wang, Wu

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

Raitoharju, Matti; Nurminen, Henri; Piché, Robert

2015-12-01

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

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.

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.

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.

Kalman filtering applied to real-time monitoring of apogee maneuvers

NASA Technical Reports Server (NTRS)

Deboer, Frederic; Barbier, Christian

1993-01-01

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

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

PubMed Central

2013-01-01

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

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.

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

PubMed

Lie, Octavian V; van Mierlo, Pieter

2017-01-01

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

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

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

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

1991-04-10

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

Kalman Filters for Time Delay of Arrival-Based Source Localization

NASA Astrophysics Data System (ADS)

Klee, Ulrich; Gehrig, Tobias; McDonough, John

2006-12-01

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

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

PubMed

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

2016-03-15

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

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.

Wet refractivity tomography with an improved Kalman-Filter method

NASA Astrophysics Data System (ADS)

Cao, Yunchang; Chen, Yongqi; Li, Pingwha

2006-10-01

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

Human movement tracking based on Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Yi; Luo, Yuan

2006-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

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.

Attitude Determination Using a MEMS-Based Flight Information Measurement Unit

PubMed Central

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

2012-01-01

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

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

PubMed

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

2012-01-01

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

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.

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

A Review of System Identification Methods Applied to Aircraft

NASA Technical Reports Server (NTRS)

Klein, V.

1983-01-01

Airplane identification, equation error method, maximum likelihood method, parameter estimation in frequency domain, extended Kalman filter, aircraft equations of motion, aerodynamic model equations, criteria for the selection of a parsimonious model, and online aircraft identification are addressed.

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

PubMed

Kulkarni, Rishikesh; Rastogi, Pramod

2018-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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.

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

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

Advanced data assimilation in strongly nonlinear dynamical systems

NASA Technical Reports Server (NTRS)

Miller, Robert N.; Ghil, Michael; Gauthiez, Francois

1994-01-01

Advanced data assimilation methods are applied to simple but highly nonlinear problems. The dynamical systems studied here are the stochastically forced double well and the Lorenz model. In both systems, linear approximation of the dynamics about the critical points near which regime transitions occur is not always sufficient to track their occurrence or nonoccurrence. Straightforward application of the extended Kalman filter yields mixed results. The ability of the extended Kalman filter to track transitions of the double-well system from one stable critical point to the other depends on the frequency and accuracy of the observations relative to the mean-square amplitude of the stochastic forcing. The ability of the filter to track the chaotic trajectories of the Lorenz model is limited to short times, as is the ability of strong-constraint variational methods. Examples are given to illustrate the difficulties involved, and qualitative explanations for these difficulties are provided. Three generalizations of the extended Kalman filter are described. The first is based on inspection of the innovation sequence, that is, the successive differences between observations and forecasts; it works very well for the double-well problem. The second, an extension to fourth-order moments, yields excellent results for the Lorenz model but will be unwieldy when applied to models with high-dimensional state spaces. A third, more practical method--based on an empirical statistical model derived from a Monte Carlo simulation--is formulated, and shown to work very well. Weak-constraint methods can be made to perform satisfactorily in the context of these simple models, but such methods do not seem to generalize easily to practical models of the atmosphere and ocean. In particular, it is shown that the equations derived in the weak variational formulation are difficult to solve conveniently for large systems.

Uncertainty estimation and multi sensor fusion for kinematic laser tracker measurements

NASA Astrophysics Data System (ADS)

Ulrich, Thomas

2013-08-01

Laser trackers are widely used to measure kinematic tasks such as tracking robot movements. Common methods to evaluate the uncertainty in the kinematic measurement include approximations specified by the manufacturers, various analytical adjustment methods and the Kalman filter. In this paper a new, real-time technique is proposed, which estimates the 4D-path (3D-position + time) uncertainty of an arbitrary path in space. Here a hybrid system estimator is applied in conjunction with the kinematic measurement model. This method can be applied to processes, which include various types of kinematic behaviour, constant velocity, variable acceleration or variable turn rates. The new approach is compared with the Kalman filter and a manufacturer's approximations. The comparison was made using data obtained by tracking an industrial robot's tool centre point with a Leica laser tracker AT901 and a Leica laser tracker LTD500. It shows that the new approach is more appropriate to analysing kinematic processes than the Kalman filter, as it reduces overshoots and decreases the estimated variance. In comparison with the manufacturer's approximations, the new approach takes account of kinematic behaviour with an improved description of the real measurement process and a reduction in estimated variance. This approach is therefore well suited to the analysis of kinematic processes with unknown changes in kinematic behaviour as well as the fusion among laser trackers.

Uncertainty modelling of real-time observation of a moving object: photogrammetric measurements

NASA Astrophysics Data System (ADS)

Ulrich, Thomas

2015-04-01

Photogrametric systems are widely used in the field of industrial metrology to measure kinematic tasks such as tracking robot movements. In order to assess spatiotemporal deviations of a kinematic movement, it is crucial to have a reliable uncertainty of the kinematic measurements. Common methods to evaluate the uncertainty in kinematic measurements include approximations specified by the manufactures, various analytical adjustment methods and Kalman filters. Here a hybrid system estimator in conjunction with a kinematic measurement model is applied. This method can be applied to processes which include various types of kinematic behaviour, constant velocity, variable acceleration or variable turn rates. Additionally, it has been shown that the approach is in accordance with GUM (Guide to the Expression of Uncertainty in Measurement). The approach is compared to the Kalman filter using simulated data to achieve an overall error calculation. Furthermore, the new approach is used for the analysis of a rotating system as this system has both a constant and a variable turn rate. As the new approach reduces overshoots it is more appropriate for analysing kinematic processes than the Kalman filter. In comparison with the manufacturer’s approximations, the new approach takes account of kinematic behaviour, with an improved description of the real measurement process. Therefore, this approach is well-suited to the analysis of kinematic processes with unknown changes in kinematic behaviour.

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

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.

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.

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

PubMed Central

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

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed Central

Park, Chan Gook

2018-01-01

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

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

PubMed

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

2017-01-29

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

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

PubMed Central

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

2017-01-01

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

Application of a novel Kalman filter based block matching method to ultrasound images for hand tendon displacement estimation.

PubMed

Lai, Ting-Yu; Chen, Hsiao-I; Shih, Cho-Chiang; Kuo, Li-Chieh; Hsu, Hsiu-Yun; Huang, Chih-Chung

2016-01-01

Information about tendon displacement is important for allowing clinicians to not only quantify preoperative tendon injuries but also to identify any adhesive scaring between tendon and adjacent tissue. The Fisher-Tippett (FT) similarity measure has recently been shown to be more accurate than the Laplacian sum of absolute differences (SAD) and Gaussian sum of squared differences (SSD) similarity measures for tracking tendon displacement in ultrasound B-mode images. However, all of these similarity measures can easily be influenced by the quality of the ultrasound image, particularly its signal-to-noise ratio. Ultrasound images of injured hands are unfortunately often of poor quality due to the presence of adhesive scars. The present study investigated a novel Kalman-filter scheme for overcoming this problem. Three state-of-the-art tracking methods (FT, SAD, and SSD) were used to track the displacements of phantom and cadaver tendons, while FT was used to track human tendons. These three tracking methods were combined individually with the proposed Kalman-filter (K1) scheme and another Kalman-filter scheme used in a previous study to optimize the displacement trajectories of the phantom and cadaver tendons. The motion of the human extensor digitorum communis tendon was measured in the present study using the FT-K1 scheme. The experimental results indicated that SSD exhibited better accuracy in the phantom experiments, whereas FT exhibited better performance for tracking real tendon motion in the cadaver experiments. All three tracking methods were influenced by the signal-to-noise ratio of the images. On the other hand, the K1 scheme was able to optimize the tracking trajectory of displacement in all experiments, even from a location with a poor image quality. The human experimental data indicated that the normal tendons were displaced more than the injured tendons, and that the motion ability of the injured tendon was restored after appropriate rehabilitation sessions. The obtained results show the potential for applying the proposed FT-K1 method in clinical applications for evaluating the tendon injury level after metacarpal fractures and assessing the recovery of an injured tendon during rehabilitation.

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.

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

Analytical study to define a helicopter stability derivative extraction method, volume 1

NASA Technical Reports Server (NTRS)

Molusis, J. A.

1973-01-01

A method is developed for extracting six degree-of-freedom stability and control derivatives from helicopter flight data. Different combinations of filtering and derivative estimate are investigated and used with a Bayesian approach for derivative identification. The combination of filtering and estimate found to yield the most accurate time response match to flight test data is determined and applied to CH-53A and CH-54B flight data. The method found to be most accurate consists of (1) filtering flight test data with a digital filter, followed by an extended Kalman filter (2) identifying a derivative estimate with a least square estimator, and (3) obtaining derivatives with the Bayesian derivative extraction method.

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

Bocher, Marie; Fournier, Alexandre; Coltice, Nicolas

2018-02-01

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

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

PubMed

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

2016-07-12

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

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

PubMed

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

2013-09-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

Particle Filtering Methods for Incorporating Intelligence Updates

DTIC Science & Technology

2017-03-01

methodology for incorporating intelligence updates into a stochastic model for target tracking. Due to the non -parametric assumptions of the PF...samples are taken with replacement from the remaining non -zero weighted particles at each iteration. With this methodology , a zero-weighted particle is...incorporation of information updates. A common method for incorporating information updates is Kalman filtering. However, given the probable nonlinear and non

Parameter estimation of a three-axis spacecraft simulator using recursive least-squares approach with tracking differentiator and Extended Kalman Filter

NASA Astrophysics Data System (ADS)

Xu, Zheyao; Qi, Naiming; Chen, Yukun

2015-12-01

Spacecraft simulators are widely used to study the dynamics, guidance, navigation, and control of a spacecraft on the ground. A spacecraft simulator can have three rotational degrees of freedom by using a spherical air-bearing to simulate a frictionless and micro-gravity space environment. The moment of inertia and center of mass are essential for control system design of ground-based three-axis spacecraft simulators. Unfortunately, they cannot be known precisely. This paper presents two approaches, i.e. a recursive least-squares (RLS) approach with tracking differentiator (TD) and Extended Kalman Filter (EKF) method, to estimate inertia parameters. The tracking differentiator (TD) filter the noise coupled with the measured signals and generate derivate of the measured signals. Combination of two TD filters in series obtains the angular accelerations that are required in RLS (TD-TD-RLS). Another method that does not need to estimate the angular accelerations is using the integrated form of dynamics equation. An extended TD (ETD) filter which can also generate the integration of the function of signals is presented for RLS (denoted as ETD-RLS). States and inertia parameters are estimated simultaneously using EKF. The observability is analyzed. All proposed methods are illustrated by simulations and experiments.

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.

Nonlinear Symplectic Attitude Estimation for Small Satellites

DTIC Science & Technology

2006-08-01

Vol. 45, No. 3, 2000, pp. 477-482. 7 Gelb, A., editor, Applied Optimal Estimation, The M.I.T. Press, Cambridge, MA, 1974. ’ Brown , R. G. and Hwang , P. Y...demonstrate orders of magnitude improvement in state and constants of motion estimation when compared to extended and iterative Kalman methods...satellites have fallen into the former category, including the ubiquitous Extended Kalman Filter (EKF).2 𔄁- 9 While this approach has been used

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.

Adaptive Kalman filter for indoor localization using Bluetooth Low Energy and inertial measurement unit.

PubMed

Yoon, Paul K; Zihajehzadeh, Shaghayegh; Bong-Soo Kang; Park, Edward J

2015-08-01

This paper proposes a novel indoor localization method using the Bluetooth Low Energy (BLE) and an inertial measurement unit (IMU). The multipath and non-line-of-sight errors from low-power wireless localization systems commonly result in outliers, affecting the positioning accuracy. We address this problem by adaptively weighting the estimates from the IMU and BLE in our proposed cascaded Kalman filter (KF). The positioning accuracy is further improved with the Rauch-Tung-Striebel smoother. The performance of the proposed algorithm is compared against that of the standard KF experimentally. The results show that the proposed algorithm can maintain high accuracy for position tracking the sensor in the presence of the outliers.

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

PubMed

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

2014-01-01

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

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.

Concurrent MR-NIR Imaging for Breast Cancer Diagnosis

DTIC Science & Technology

2008-06-01

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

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

EPA Science Inventory

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

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

Dynamic State Estimation and Parameter Calibration of DFIG based on Ensemble Kalman Filter

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

Fan, Rui; Huang, Zhenyu; Wang, Shaobu

2015-07-30

With the growing interest in the application of wind energy, doubly fed induction generator (DFIG) plays an essential role in the industry nowadays. To deal with the increasing stochastic variations introduced by intermittent wind resource and responsive loads, dynamic state estimation (DSE) are introduced in any power system associated with DFIGs. However, sometimes this dynamic analysis canould not work because the parameters of DFIGs are not accurate enough. To solve the problem, an ensemble Kalman filter (EnKF) method is proposed for the state estimation and parameter calibration tasks. In this paper, a DFIG is modeled and implemented with the EnKFmore » method. Sensitivity analysis is demonstrated regarding the measurement noise, initial state errors and parameter errors. The results indicate this EnKF method has a robust performance on the state estimation and parameter calibration of DFIGs.« less

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

PubMed Central

Angrisani, Leopoldo; Simone, Domenico De

2018-01-01

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

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

PubMed

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

2018-05-07

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

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.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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.

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.

Sensor fusion using a hybrid median filter for artifact removal in intraoperative heart rate monitoring.

PubMed

Yang, Ping; Dumont, Guy A; Ansermino, J Mark

2009-04-01

Intraoperative heart rate is routinely measured independently from the ECG monitor, pulse oximeter, and the invasive blood pressure monitor if available. The presence of artifacts, in one or more of theses signals, especially sustained artifacts, represents a critical challenge for physiological monitoring. When temporal filters are used to suppress sustained artifacts, unwanted delays or signal distortion are often introduced. The aim of this study was to remove artifacts and derive accurate estimates for the heart rate signal by using measurement redundancy. Heart rate measurements from multiple sensors and previous estimates that fall in a short moving window were treated as samples of the same heart rate. A hybrid median filter was used to align these samples into one ordinal series and to select the median as the fused estimate. This method can successfully remove artifacts that are sustained for shorter than half the length of the filter window, or artifacts that are sustained for a longer duration but presented in no more than half of the sensors. The method was tested on both simulated and clinical cases. The performance of the hybrid median filter in the simulated study was compared with that of a two-step estimation process, comprising a threshold-controlled artifact-removal module and a Kalman filter. The estimation accuracy of the hybrid median filter is better than that of the Kalman filter in the presence of artifacts. The hybrid median filter combines the structural and temporal information from two or more sensors and generates a robust estimate of heart rate without requiring strict assumptions about the signal's characteristics. This method is intuitive, computationally simple, and the performance can be easily adjusted. These considerable benefits make this method highly suitable for clinical use.

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.

Stochastic nonlinear mixed effects: a metformin case study.

PubMed

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

2016-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Deriving dynamical models from paleoclimatic records: application to glacial millennial-scale climate variability.

PubMed

Kwasniok, Frank; Lohmann, Gerrit

2009-12-01

A method for systematically deriving simple nonlinear dynamical models from ice-core data is proposed. It offers a tool to integrate models and theories with paleoclimatic data. The method is based on the unscented Kalman filter, a nonlinear extension of the conventional Kalman filter. Here, we adopt the abstract conceptual model of stochastically driven motion in a potential that allows for two distinctly different states. The parameters of the model-the shape of the potential and the noise level-are estimated from a North Greenland ice-core record. For the glacial period from 70 to 20 ky before present, a potential is derived that is asymmetric and almost degenerate. There is a deep well corresponding to a cold stadial state and a very shallow well corresponding to a warm interstadial state.

Statistical processing of large image sequences.

PubMed

Khellah, F; Fieguth, P; Murray, M J; Allen, M

2005-01-01

The dynamic estimation of large-scale stochastic image sequences, as frequently encountered in remote sensing, is important in a variety of scientific applications. However, the size of such images makes conventional dynamic estimation methods, for example, the Kalman and related filters, impractical. In this paper, we present an approach that emulates the Kalman filter, but with considerably reduced computational and storage requirements. Our approach is illustrated in the context of a 512 x 512 image sequence of ocean surface temperature. The static estimation step, the primary contribution here, uses a mixture of stationary models to accurately mimic the effect of a nonstationary prior, simplifying both computational complexity and modeling. Our approach provides an efficient, stable, positive-definite model which is consistent with the given correlation structure. Thus, the methods of this paper may find application in modeling and single-frame estimation.

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

PubMed

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

2017-01-01

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

Fault detection and isolation for complex system

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

Fault detection on a sewer network by a combination of a Kalman filter and a binary sequential probability ratio test

NASA Astrophysics Data System (ADS)

Piatyszek, E.; Voignier, P.; Graillot, D.

2000-05-01

One of the aims of sewer networks is the protection of population against floods and the reduction of pollution rejected to the receiving water during rainy events. To meet these goals, managers have to equip the sewer networks with and to set up real-time control systems. Unfortunately, a component fault (leading to intolerable behaviour of the system) or sensor fault (deteriorating the process view and disturbing the local automatism) makes the sewer network supervision delicate. In order to ensure an adequate flow management during rainy events it is essential to set up procedures capable of detecting and diagnosing these anomalies. This article introduces a real-time fault detection method, applicable to sewer networks, for the follow-up of rainy events. This method consists in comparing the sensor response with a forecast of this response. This forecast is provided by a model and more precisely by a state estimator: a Kalman filter. This Kalman filter provides not only a flow estimate but also an entity called 'innovation'. In order to detect abnormal operations within the network, this innovation is analysed with the binary sequential probability ratio test of Wald. Moreover, by crossing available information on several nodes of the network, a diagnosis of the detected anomalies is carried out. This method provided encouraging results during the analysis of several rains, on the sewer network of Seine-Saint-Denis County, France.

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.

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

PubMed

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

2014-01-01

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

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

PubMed Central

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

2015-01-01

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

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

PubMed

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

2015-10-23

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

Adaptive Unscented Kalman Filter Phase Unwrapping Method and Its Application on Gaofen-3 Interferometric SAR Data.

PubMed

Gao, Yandong; Zhang, Shubi; Li, Tao; Chen, Qianfu; Li, Shijin; Meng, Pengfei

2018-06-02

Phase unwrapping (PU) is a key step in the reconstruction of digital elevation models (DEMs) and the monitoring of surface deformation from interferometric synthetic aperture radar (SAR, InSAR) data. In this paper, an improved PU method that combines an amended matrix pencil model, an adaptive unscented kalman filter (AUKF), an efficient quality-guided strategy based on heapsort, and a circular median filter is proposed. PU theory and the existing UKFPU method are covered. Then, the improved method is presented with emphasis on the AUKF and the circular median filter. AUKF has been well used in other fields, but it is for the first time applied to interferometric images PU, to the best of our knowledge. First, the amended matrix pencil model is used to estimate the phase gradient. Then, an AUKF model is used to unwrap the interferometric phase based on an efficient quality-guided strategy based on heapsort. Finally, the key results are obtained by filtering the results using a circular median. The proposed method is compared with the minimum cost network flow (MCF), statistical cost network flow (SNAPHU), regularized phase tracking technique (RPTPU), and UKFPU methods using two sets of simulated data and two sets of experimental GF-3 SAR data. The improved method is shown to yield the greatest accuracy in the interferometric phase maps compared to the methods considered in this paper. Furthermore, the improved method is shown to be the most robust to noise and is thus most suitable for PU of GF-3 SAR data in high-noise and low-coherence regions.

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.

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

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

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.

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

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

NASA Astrophysics Data System (ADS)

Gadsden, S. Andrew; Lee, Andrew S.

2017-01-01

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

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

PubMed

Wang, Wei; Chen, Xiyuan

2018-02-23

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

Stability Analysis of Multi-Sensor Kalman Filtering over Lossy Networks

PubMed Central

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

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

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.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2009-09-01

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

Characteristics of BeiDou Navigation Satellite System Multipath and Its Mitigation Method Based on Kalman Filter and Rauch-Tung-Striebel Smoother.

PubMed

Zhang, Qiuzhao; Yang, Wei; Zhang, Shubi; Liu, Xin

2018-01-12

Global Navigation Satellite System (GNSS) carrier phase measurement for short baseline meets the requirements of deformation monitoring of large structures. However, the carrier phase multipath effect is the main error source with double difference (DD) processing. There are lots of methods to deal with the multipath errors of Global Position System (GPS) carrier phase data. The BeiDou navigation satellite System (BDS) multipath mitigation is still a research hotspot because the unique constellation design of BDS makes it different to mitigate multipath effects compared to GPS. Multipath error periodically repeats for its strong correlation to geometry of satellites, reflective surface and antenna which is also repetitive. We analyzed the characteristics of orbital periods of BDS satellites which are consistent with multipath repeat periods of corresponding satellites. The results show that the orbital periods and multipath periods for BDS geostationary earth orbit (GEO) and inclined geosynchronous orbit (IGSO) satellites are about one day but the periods of MEO satellites are about seven days. The Kalman filter (KF) and Rauch-Tung-Striebel Smoother (RTSS) was introduced to extract the multipath models from single difference (SD) residuals with traditional sidereal filter (SF). Wavelet filter and Empirical mode decomposition (EMD) were also used to mitigate multipath effects. The experimental results show that the three filters methods all have obvious effect on improvement of baseline accuracy and the performance of KT-RTSS method is slightly better than that of wavelet filter and EMD filter. The baseline vector accuracy on east, north and up (E, N, U) components with KF-RTSS method were improved by 62.8%, 63.6%, 62.5% on day of year 280 and 57.3%, 53.4%, 55.9% on day of year 281, respectively.

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

PubMed Central

Prakash, Sakthi Kumar Arul; Tucker, Conrad S.

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Moir, T. J.

2018-03-01

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

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.

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.

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.

Filtering in Hybrid Dynamic Bayesian Networks

NASA Technical Reports Server (NTRS)

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

2000-01-01

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

Comparisons of Four Methods for Estimating a Dynamic Factor Model

ERIC Educational Resources Information Center

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

2008-01-01

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

IMU-based online kinematic calibration of robot manipulator.

PubMed

Du, Guanglong; Zhang, Ping

2013-01-01

Robot calibration is a useful diagnostic method for improving the positioning accuracy in robot production and maintenance. An online robot self-calibration method based on inertial measurement unit (IMU) is presented in this paper. The method requires that the IMU is rigidly attached to the robot manipulator, which makes it possible to obtain the orientation of the manipulator with the orientation of the IMU in real time. This paper proposed an efficient approach which incorporates Factored Quaternion Algorithm (FQA) and Kalman Filter (KF) to estimate the orientation of the IMU. Then, an Extended Kalman Filter (EKF) is used to estimate kinematic parameter errors. Using this proposed orientation estimation method will result in improved reliability and accuracy in determining the orientation of the manipulator. Compared with the existing vision-based self-calibration methods, the great advantage of this method is that it does not need the complex steps, such as camera calibration, images capture, and corner detection, which make the robot calibration procedure more autonomous in a dynamic manufacturing environment. Experimental studies on a GOOGOL GRB3016 robot show that this method has better accuracy, convenience, and effectiveness than vision-based methods.

Online Estimation of Allan Variance Coefficients Based on a Neural-Extended Kalman Filter

PubMed Central

Miao, Zhiyong; Shen, Feng; Xu, Dingjie; He, Kunpeng; Tian, Chunmiao

2015-01-01

As a noise analysis method for inertial sensors, the traditional Allan variance method requires the storage of a large amount of data and manual analysis for an Allan variance graph. Although the existing online estimation methods avoid the storage of data and the painful procedure of drawing slope lines for estimation, they require complex transformations and even cause errors during the modeling of dynamic Allan variance. To solve these problems, first, a new state-space model that directly models the stochastic errors to obtain a nonlinear state-space model was established for inertial sensors. Then, a neural-extended Kalman filter algorithm was used to estimate the Allan variance coefficients. The real noises of an ADIS16405 IMU and fiber optic gyro-sensors were analyzed by the proposed method and traditional methods. The experimental results show that the proposed method is more suitable to estimate the Allan variance coefficients than the traditional methods. Moreover, the proposed method effectively avoids the storage of data and can be easily implemented using an online processor. PMID:25625903

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.

Optimal nonlinear filtering using the finite-volume method

NASA Astrophysics Data System (ADS)

Fox, Colin; Morrison, Malcolm E. K.; Norton, Richard A.; Molteno, Timothy C. A.

2018-01-01

Optimal sequential inference, or filtering, for the state of a deterministic dynamical system requires simulation of the Frobenius-Perron operator, that can be formulated as the solution of a continuity equation. For low-dimensional, smooth systems, the finite-volume numerical method provides a solution that conserves probability and gives estimates that converge to the optimal continuous-time values, while a Courant-Friedrichs-Lewy-type condition assures that intermediate discretized solutions remain positive density functions. This method is demonstrated in an example of nonlinear filtering for the state of a simple pendulum, with comparison to results using the unscented Kalman filter, and for a case where rank-deficient observations lead to multimodal probability distributions.

Mid-Level Planning and Control for Articulated Locomoting Systems

DTIC Science & Technology

2017-02-12

accelerometers and gyros into each module of our snake robots. Prior work from our group has already used an extended Kalman filter (EKF) to fuse these distributed...body frame is performed as part of the measurement model at every iteration of the filter , using an SVD to identify the principle components of the...addi- tion the conventional EKF, although we found that all three methods worked equally well. All three filters used the same process and measurement

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

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

2016-05-03

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

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

NASA Astrophysics Data System (ADS)

Menzione, Francesco; Renga, Alfredo; Grassi, Michele

2017-09-01

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

Deterministic Mean-Field Ensemble Kalman Filtering

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

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

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

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.

Adaptive UAV Attitude Estimation Employing Unscented Kalman Filter, FOAM and Low-Cost MEMS Sensors

PubMed Central

de Marina, Héctor García; Espinosa, Felipe; Santos, Carlos

2012-01-01

Navigation employing low cost MicroElectroMechanical Systems (MEMS) sensors in Unmanned Aerial Vehicles (UAVs) is an uprising challenge. One important part of this navigation is the right estimation of the attitude angles. Most of the existent algorithms handle the sensor readings in a fixed way, leading to large errors in different mission stages like take-off aerobatic maneuvers. This paper presents an adaptive method to estimate these angles using off-the-shelf components. This paper introduces an Attitude Heading Reference System (AHRS) based on the Unscented Kalman Filter (UKF) using the Fast Optimal Attitude Matrix (FOAM) algorithm as the observation model. The performance of the method is assessed through simulations. Moreover, field experiments are presented using a real fixed-wing UAV. The proposed low cost solution, implemented in a microcontroller, shows a satisfactory real time performance. PMID:23012559

Fuzzy State Transition and Kalman Filter Applied in Short-Term Traffic Flow Forecasting

PubMed Central

Ming-jun, Deng; Shi-ru, Qu

2015-01-01

Traffic flow is widely recognized as an important parameter for road traffic state forecasting. Fuzzy state transform and Kalman filter (KF) have been applied in this field separately. But the studies show that the former method has good performance on the trend forecasting of traffic state variation but always involves several numerical errors. The latter model is good at numerical forecasting but is deficient in the expression of time hysteretically. This paper proposed an approach that combining fuzzy state transform and KF forecasting model. In considering the advantage of the two models, a weight combination model is proposed. The minimum of the sum forecasting error squared is regarded as a goal in optimizing the combined weight dynamically. Real detection data are used to test the efficiency. Results indicate that the method has a good performance in terms of short-term traffic forecasting. PMID:26779258

Fuzzy State Transition and Kalman Filter Applied in Short-Term Traffic Flow Forecasting.

PubMed

Deng, Ming-jun; Qu, Shi-ru

2015-01-01

Traffic flow is widely recognized as an important parameter for road traffic state forecasting. Fuzzy state transform and Kalman filter (KF) have been applied in this field separately. But the studies show that the former method has good performance on the trend forecasting of traffic state variation but always involves several numerical errors. The latter model is good at numerical forecasting but is deficient in the expression of time hysteretically. This paper proposed an approach that combining fuzzy state transform and KF forecasting model. In considering the advantage of the two models, a weight combination model is proposed. The minimum of the sum forecasting error squared is regarded as a goal in optimizing the combined weight dynamically. Real detection data are used to test the efficiency. Results indicate that the method has a good performance in terms of short-term traffic forecasting.

Online Estimation of Model Parameters of Lithium-Ion Battery Using the Cubature Kalman Filter

NASA Astrophysics Data System (ADS)

Tian, Yong; Yan, Rusheng; Tian, Jindong; Zhou, Shijie; Hu, Chao

2017-11-01

Online estimation of state variables, including state-of-charge (SOC), state-of-energy (SOE) and state-of-health (SOH) is greatly crucial for the operation safety of lithium-ion battery. In order to improve estimation accuracy of these state variables, a precise battery model needs to be established. As the lithium-ion battery is a nonlinear time-varying system, the model parameters significantly vary with many factors, such as ambient temperature, discharge rate and depth of discharge, etc. This paper presents an online estimation method of model parameters for lithium-ion battery based on the cubature Kalman filter. The commonly used first-order resistor-capacitor equivalent circuit model is selected as the battery model, based on which the model parameters are estimated online. Experimental results show that the presented method can accurately track the parameters variation at different scenarios.

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 method of state-of-charge for lithium-ion battery used in hybrid electric vehicles based on variable structure extended kalman filter

NASA Astrophysics Data System (ADS)

Sun, Yong; Ma, Zilin; Tang, Gongyou; Chen, Zheng; Zhang, Nong

2016-07-01

Since the main power source of hybrid electric vehicle(HEV) is supplied by the power battery, the predicted performance of power battery, especially the state-of-charge(SOC) estimation has attracted great attention in the area of HEV. However, the value of SOC estimation could not be greatly precise so that the running performance of HEV is greatly affected. A variable structure extended kalman filter(VSEKF)-based estimation method, which could be used to analyze the SOC of lithium-ion battery in the fixed driving condition, is presented. First, the general lower-order battery equivalent circuit model(GLM), which includes column accumulation model, open circuit voltage model and the SOC output model, is established, and the off-line and online model parameters are calculated with hybrid pulse power characteristics(HPPC) test data. Next, a VSEKF estimation method of SOC, which integrates the ampere-hour(Ah) integration method and the extended Kalman filter(EKF) method, is executed with different adaptive weighting coefficients, which are determined according to the different values of open-circuit voltage obtained in the corresponding charging or discharging processes. According to the experimental analysis, the faster convergence speed and more accurate simulating results could be obtained using the VSEKF method in the running performance of HEV. The error rate of SOC estimation with the VSEKF method is focused in the range of 5% to 10% comparing with the range of 20% to 30% using the EKF method and the Ah integration method. In Summary, the accuracy of the SOC estimation in the lithium-ion battery cell and the pack of lithium-ion battery system, which is obtained utilizing the VSEKF method has been significantly improved comparing with the Ah integration method and the EKF method. The VSEKF method utilizing in the SOC estimation in the lithium-ion pack of HEV can be widely used in practical driving conditions.

High-Precision Attitude Estimation Method of Star Sensors and Gyro Based on Complementary Filter and Unscented Kalman Filter

NASA Astrophysics Data System (ADS)

Guo, C.; Tong, X.; Liu, S.; Liu, S.; Lu, X.; Chen, P.; Jin, Y.; Xie, H.

2017-07-01

Determining the attitude of satellite at the time of imaging then establishing the mathematical relationship between image points and ground points is essential in high-resolution remote sensing image mapping. Star tracker is insensitive to the high frequency attitude variation due to the measure noise and satellite jitter, but the low frequency attitude motion can be determined with high accuracy. Gyro, as a short-term reference to the satellite's attitude, is sensitive to high frequency attitude change, but due to the existence of gyro drift and integral error, the attitude determination error increases with time. Based on the opposite noise frequency characteristics of two kinds of attitude sensors, this paper proposes an on-orbit attitude estimation method of star sensors and gyro based on Complementary Filter (CF) and Unscented Kalman Filter (UKF). In this study, the principle and implementation of the proposed method are described. First, gyro attitude quaternions are acquired based on the attitude kinematics equation. An attitude information fusion method is then introduced, which applies high-pass filtering and low-pass filtering to the gyro and star tracker, respectively. Second, the attitude fusion data based on CF are introduced as the observed values of UKF system in the process of measurement updating. The accuracy and effectiveness of the method are validated based on the simulated sensors attitude data. The obtained results indicate that the proposed method can suppress the gyro drift and measure noise of attitude sensors, improving the accuracy of the attitude determination significantly, comparing with the simulated on-orbit attitude and the attitude estimation results of the UKF defined by the same simulation parameters.

Data assimilation in the low noise regime

NASA Astrophysics Data System (ADS)

Weare, J.; Vanden-Eijnden, E.

2012-12-01

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

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.

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

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2018-01-01

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

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

DTIC Science & Technology

1991-12-01

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

Temperature profile retrievals with extended Kalman-Bucy filters

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

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.

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.

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

PubMed Central

Chowdhury, Amor; Sarjaš, Andrej

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

PubMed

Chowdhury, Amor; Sarjaš, Andrej

2016-09-15

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

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

PubMed

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

2018-02-01

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

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

PubMed

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

2018-04-01

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

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

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

PubMed

Fan, Bingfei; Li, Qingguo; Liu, Tao

2017-12-28

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

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

PubMed Central

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

2007-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

System identification for Space Station Freedom using observer/Kalman filter Markov parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Papadopoulos, Michael; Tolson, Robert H.

1993-01-01

The Modal Identification Experiment (MIE) is a proposed experiment to define the dynamic characteristics of Space Station Freedom. Previous studies emphasized free-decay modal identification. The feasibility of using a forced response method (Observer/Kalman Filter Identification (OKID)) is addressed. The interest in using OKID is to determine the input mode shape matrix which can be used for controller design or control-structure interaction analysis, and investigate if forced response methods may aid in separating closely spaced modes. A model of the SC-7 configuration of Space Station Freedom was excited using simulated control system thrusters to obtain acceleration output. It is shown that an 'optimum' number of outputs exists for OKID. To recover global mode shapes, a modified method called Global-Local OKID was developed. This study shows that using data from a long forced response followed by free-decay leads to the 'best' modal identification. Twelve out of the thirteen target modes were identified for such an output.

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.

Error model of geomagnetic-field measurement and extended Kalman-filter based compensation method

PubMed Central

Ge, Zhilei; Liu, Suyun; Li, Guopeng; Huang, Yan; Wang, Yanni

2017-01-01

The real-time accurate measurement of the geomagnetic-field is the foundation to achieving high-precision geomagnetic navigation. The existing geomagnetic-field measurement models are essentially simplified models that cannot accurately describe the sources of measurement error. This paper, on the basis of systematically analyzing the source of geomagnetic-field measurement error, built a complete measurement model, into which the previously unconsidered geomagnetic daily variation field was introduced. This paper proposed an extended Kalman-filter based compensation method, which allows a large amount of measurement data to be used in estimating parameters to obtain the optimal solution in the sense of statistics. The experiment results showed that the compensated strength of the geomagnetic field remained close to the real value and the measurement error was basically controlled within 5nT. In addition, this compensation method has strong applicability due to its easy data collection and ability to remove the dependence on a high-precision measurement instrument. PMID:28445508

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.

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.

Developing a Method for Resolving NOx Emission Inventory Biases Using Discrete Kalman Filter Inversion, Direct Sensitivities, and Satellite-Based Columns

EPA Science Inventory

An inverse method was developed to integrate satellite observations of atmospheric pollutant column concentrations and direct sensitivities predicted by a regional air quality model in order to discern biases in the emissions of the pollutant precursors.

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.

Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2006-01-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least-square method with exponential forgetting factor and covariance resetting is used to identify (experimentally determine) the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time-dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Adaptive Optimal Stochastic State Feedback Control of Resistive Wall Modes in Tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2007-06-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least square method with exponential forgetting factor and covariance resetting is used to identify the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

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

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

Stetzel, KD; Aldrich, LL; Trimboli, MS

2015-03-15

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

Improvement forecasting of volcanic activity by applying a Kalman filter to the SSEM signal. The case of the El Hierro Island eruption (October 2011)

NASA Astrophysics Data System (ADS)

Garcia, A.; Berrocoso, M.; Marrero, J. M.; Ortiz, R.

2012-04-01

The FFM (Failure Forecast Method) is developed from the eruption of St. Helens, being repeatedly applied to forecast eruptions and recently to the prediction of seismic activity in active volcanic areas. The underwater eruption of El Hierro Island has been monitored from three months before starting (October 10, 2011). This allowed a large catalogue of seismic events (over 11000) and continuous recording seismic signals that cover the entire period. Since the beginning of the seismic-volcanic crisis (July 2011), the FFM was applied to the SSEM signal of seismic records. Mainly because El Hierro is a very small island, the SSEM has a high noise (traffic and oceanic noise). To improve the signal / noise ratio has been used a Kalman filter. The Kalman filter coefficients are adjusted using an inversion process based on forecasting errors occurred in the twenty days preceding. The application of this filter has been a significant improvement in the reliability of forecasts. The analysis of the results shows, before the start of the eruption, that 90% of the forecasts are obtained with errors less than 10 minutes with more than 24 hours in advance. It is noteworthy that the method predicts the events of greater magnitude and especially the beginning of each swarm of seismic events. At the time the eruption starts reducing the efficiency of the forecast 50% with a dispersion of more than one hour. This fact is probably due to decreased detectability by saturation of some of the seismic stations and decreased the average magnitude. However, the events of magnitude greater than 4 were predicted with an error less than 20 minutes.

VLBI real-time analysis by Kalman Filtering

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

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%.

A Maximum Entropy Method for Particle Filtering

NASA Astrophysics Data System (ADS)

Eyink, Gregory L.; Kim, Sangil

2006-06-01

Standard ensemble or particle filtering schemes do not properly represent states of low priori probability when the number of available samples is too small, as is often the case in practical applications. We introduce here a set of parametric resampling methods to solve this problem. Motivated by a general H-theorem for relative entropy, we construct parametric models for the filter distributions as maximum-entropy/minimum-information models consistent with moments of the particle ensemble. When the prior distributions are modeled as mixtures of Gaussians, our method naturally generalizes the ensemble Kalman filter to systems with highly non-Gaussian statistics. We apply the new particle filters presented here to two simple test cases: a one-dimensional diffusion process in a double-well potential and the three-dimensional chaotic dynamical system of Lorenz.

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.

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

NASA Technical Reports Server (NTRS)

Harman, Richard R.

2006-01-01

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