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.

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

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

PubMed

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

2018-03-01

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

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

DTIC Science & Technology

2014-09-01

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

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

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.

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.

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

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

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.

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

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

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.

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.

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

PubMed Central

Chowdhury, Amor; Sarjaš, Andrej

2016-01-01

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

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

PubMed

Chowdhury, Amor; Sarjaš, Andrej

2016-09-15

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

Kalman and particle filtering methods for full vehicle and tyre identification

NASA Astrophysics Data System (ADS)

Bogdanski, Karol; Best, Matthew C.

2018-05-01

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

Stochastic stability of sigma-point Unscented Predictive Filter.

PubMed

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

2015-07-01

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

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.

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

PubMed

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

2011-01-01

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

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.

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.

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

PubMed

Li, Simin; Li, Jie; Li, Zheng

2016-01-01

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

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

PubMed Central

Li, Simin; Li, Jie; Li, Zheng

2016-01-01

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

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.

An offline approach for output-only Bayesian identification of stochastic nonlinear systems using unscented Kalman filtering

NASA Astrophysics Data System (ADS)

Erazo, Kalil; Nagarajaiah, Satish

2017-06-01

In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.

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).

Unscented predictive variable structure filter for satellite attitude estimation with model errors when using low precision sensors

NASA Astrophysics Data System (ADS)

Cao, Lu; Li, Hengnian

2016-10-01

For the satellite attitude estimation problem, the serious model errors always exist and hider the estimation performance of the Attitude Determination and Control System (ACDS), especially for a small satellite with low precision sensors. To deal with this problem, a new algorithm for the attitude estimation, referred to as the unscented predictive variable structure filter (UPVSF) is presented. This strategy is proposed based on the variable structure control concept and unscented transform (UT) sampling method. It can be implemented in real time with an ability to estimate the model errors on-line, in order to improve the state estimation precision. In addition, the model errors in this filter are not restricted only to the Gaussian noises; therefore, it has the advantages to deal with the various kinds of model errors or noises. It is anticipated that the UT sampling strategy can further enhance the robustness and accuracy of the novel UPVSF. Numerical simulations show that the proposed UPVSF is more effective and robustness in dealing with the model errors and low precision sensors compared with the traditional unscented Kalman filter (UKF).

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.

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).

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

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

PubMed

Xia, Guoqing; Wang, Guoqing

2016-08-02

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

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

A novel unscented predictive filter for relative position and attitude estimation of satellite formation

NASA Astrophysics Data System (ADS)

Cao, Lu; Chen, Xiaoqian; Misra, Arun K.

2015-07-01

This paper presents a novel sigma-point unscented predictive filter (UPF) for relative position and attitude estimation of satellite formation taking into account the influence of J2. A coupled relative translational dynamics model is formulated to represent orbital motion of arbitrary feature points on the deputy spacecraft, and the relative attitude motion is formulated by considering a rotational dynamics for a satellite without gyros. Based on the proposed coupled dynamic model, the UPF is developed based on unscented transformation technique, extending the capability of a traditional predictive filter (PF). The algorithm flow of the UPF is described first. Then it is demonstrated that the estimation accuracy of the model error and system state for UPF is higher than that of the traditional PF. In addition, the unscented Kalman filter (UKF) is also employed in order to compare the performance of the proposed UPF with that of the UKF. Several different scenarios are simulated to validate the effectiveness of the coupled dynamics model and the performance of the proposed UPF. Through comparisons, the proposed UPF is shown to yield highly accurate estimation of relative position and attitude during satellite formation flying.

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.

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

NASA Astrophysics Data System (ADS)

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

2012-02-01

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

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 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.

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

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.

Filtering Meteoroid Flights Using Multiple Unscented Kalman Filters

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

A residual based adaptive unscented Kalman filter for fault recovery in attitude determination system of microsatellites

NASA Astrophysics Data System (ADS)

Le, Huy Xuan; Matunaga, Saburo

2014-12-01

This paper presents an adaptive unscented Kalman filter (AUKF) to recover the satellite attitude in a fault detection and diagnosis (FDD) subsystem of microsatellites. The FDD subsystem includes a filter and an estimator with residual generators, hypothesis tests for fault detections and a reference logic table for fault isolations and fault recovery. The recovery process is based on the monitoring of mean and variance values of each attitude sensor behaviors from residual vectors. In the case of normal work, the residual vectors should be in the form of Gaussian white noise with zero mean and fixed variance. When the hypothesis tests for the residual vectors detect something unusual by comparing the mean and variance values with dynamic thresholds, the AUKF with real-time updated measurement noise covariance matrix will be used to recover the sensor faults. The scheme developed in this paper resolves the problem of the heavy and complex calculations during residual generations and therefore the delay in the isolation process is reduced. The numerical simulations for TSUBAME, a demonstration microsatellite of Tokyo Institute of Technology, are conducted and analyzed to demonstrate the working of the AUKF and FDD subsystem.

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

NASA Astrophysics Data System (ADS)

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

2014-07-01

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

A 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.

Integrated WiFi/PDR/Smartphone Using an Unscented Kalman Filter Algorithm for 3D Indoor Localization.

PubMed

Chen, Guoliang; Meng, Xiaolin; Wang, Yunjia; Zhang, Yanzhe; Tian, Peng; Yang, Huachao

2015-09-23

Because of the high calculation cost and poor performance of a traditional planar map when dealing with complicated indoor geographic information, a WiFi fingerprint indoor positioning system cannot be widely employed on a smartphone platform. By making full use of the hardware sensors embedded in the smartphone, this study proposes an integrated approach to a three-dimensional (3D) indoor positioning system. First, an improved K-means clustering method is adopted to reduce the fingerprint database retrieval time and enhance positioning efficiency. Next, with the mobile phone's acceleration sensor, a new step counting method based on auto-correlation analysis is proposed to achieve cell phone inertial navigation positioning. Furthermore, the integration of WiFi positioning with Pedestrian Dead Reckoning (PDR) obtains higher positional accuracy with the help of the Unscented Kalman Filter algorithm. Finally, a hybrid 3D positioning system based on Unity 3D, which can carry out real-time positioning for targets in 3D scenes, is designed for the fluent operation of mobile terminals.

Integrated WiFi/PDR/Smartphone Using an Unscented Kalman Filter Algorithm for 3D Indoor Localization

PubMed Central

Chen, Guoliang; Meng, Xiaolin; Wang, Yunjia; Zhang, Yanzhe; Tian, Peng; Yang, Huachao

2015-01-01

Because of the high calculation cost and poor performance of a traditional planar map when dealing with complicated indoor geographic information, a WiFi fingerprint indoor positioning system cannot be widely employed on a smartphone platform. By making full use of the hardware sensors embedded in the smartphone, this study proposes an integrated approach to a three-dimensional (3D) indoor positioning system. First, an improved K-means clustering method is adopted to reduce the fingerprint database retrieval time and enhance positioning efficiency. Next, with the mobile phone’s acceleration sensor, a new step counting method based on auto-correlation analysis is proposed to achieve cell phone inertial navigation positioning. Furthermore, the integration of WiFi positioning with Pedestrian Dead Reckoning (PDR) obtains higher positional accuracy with the help of the Unscented Kalman Filter algorithm. Finally, a hybrid 3D positioning system based on Unity 3D, which can carry out real-time positioning for targets in 3D scenes, is designed for the fluent operation of mobile terminals. PMID:26404314

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Unscented Kalman filter with parameter identifiability analysis for the estimation of multiple parameters in kinetic models

PubMed Central

2011-01-01

In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF), rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison. PMID:21989173

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

PubMed

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

2018-05-01

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

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.

A New Polar Transfer Alignment Algorithm with the Aid of a Star Sensor and Based on an Adaptive Unscented Kalman Filter.

PubMed

Cheng, Jianhua; Wang, Tongda; Wang, Lu; Wang, Zhenmin

2017-10-23

Because of the harsh polar environment, the master strapdown inertial navigation system (SINS) has low accuracy and the system model information becomes abnormal. In this case, existing polar transfer alignment (TA) algorithms which use the measurement information provided by master SINS would lose their effectiveness. In this paper, a new polar TA algorithm with the aid of a star sensor and based on an adaptive unscented Kalman filter (AUKF) is proposed to deal with the problems. Since the measurement information provided by master SINS is inaccurate, the accurate information provided by the star sensor is chosen as the measurement. With the compensation of lever-arm effect and the model of star sensor, the nonlinear navigation equations are derived. Combined with the attitude matching method, the filter models for polar TA are designed. An AUKF is introduced to solve the abnormal information of system model. Then, the AUKF is used to estimate the states of TA. Results have demonstrated that the performance of the new polar TA algorithm is better than the state-of-the-art polar TA algorithms. Therefore, the new polar TA algorithm proposed in this paper is effectively to ensure and improve the accuracy of TA in the harsh polar environment.

A New Polar Transfer Alignment Algorithm with the Aid of a Star Sensor and Based on an Adaptive Unscented Kalman Filter

PubMed Central

Cheng, Jianhua; Wang, Tongda; Wang, Lu; Wang, Zhenmin

2017-01-01

Because of the harsh polar environment, the master strapdown inertial navigation system (SINS) has low accuracy and the system model information becomes abnormal. In this case, existing polar transfer alignment (TA) algorithms which use the measurement information provided by master SINS would lose their effectiveness. In this paper, a new polar TA algorithm with the aid of a star sensor and based on an adaptive unscented Kalman filter (AUKF) is proposed to deal with the problems. Since the measurement information provided by master SINS is inaccurate, the accurate information provided by the star sensor is chosen as the measurement. With the compensation of lever-arm effect and the model of star sensor, the nonlinear navigation equations are derived. Combined with the attitude matching method, the filter models for polar TA are designed. An AUKF is introduced to solve the abnormal information of system model. Then, the AUKF is used to estimate the states of TA. Results have demonstrated that the performance of the new polar TA algorithm is better than the state-of-the-art polar TA algorithms. Therefore, the new polar TA algorithm proposed in this paper is effectively to ensure and improve the accuracy of TA in the harsh polar environment. PMID:29065521

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance.

PubMed

Zheng, Binqi; Fu, Pengcheng; Li, Baoqing; Yuan, Xiaobing

2018-03-07

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results.

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance

PubMed Central

Zheng, Binqi; Yuan, Xiaobing

2018-01-01

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results. PMID:29518960

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.

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

NASA Astrophysics Data System (ADS)

Xue, X.; Freymueller, J. T.

2017-12-01

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

Quaternion-Based Unscented Kalman Filter for Accurate Indoor Heading Estimation Using Wearable Multi-Sensor System

PubMed Central

Yuan, Xuebing; Yu, Shuai; Zhang, Shengzhi; Wang, Guoping; Liu, Sheng

2015-01-01

Inertial navigation based on micro-electromechanical system (MEMS) inertial measurement units (IMUs) has attracted numerous researchers due to its high reliability and independence. The heading estimation, as one of the most important parts of inertial navigation, has been a research focus in this field. Heading estimation using magnetometers is perturbed by magnetic disturbances, such as indoor concrete structures and electronic equipment. The MEMS gyroscope is also used for heading estimation. However, the accuracy of gyroscope is unreliable with time. In this paper, a wearable multi-sensor system has been designed to obtain the high-accuracy indoor heading estimation, according to a quaternion-based unscented Kalman filter (UKF) algorithm. The proposed multi-sensor system including one three-axis accelerometer, three single-axis gyroscopes, one three-axis magnetometer and one microprocessor minimizes the size and cost. The wearable multi-sensor system was fixed on waist of pedestrian and the quadrotor unmanned aerial vehicle (UAV) for heading estimation experiments in our college building. The results show that the mean heading estimation errors are less 10° and 5° to multi-sensor system fixed on waist of pedestrian and the quadrotor UAV, respectively, compared to the reference path. PMID:25961384

Tracking magma volume recovery at okmok volcano using GPS and an unscented kalman filter

USGS Publications Warehouse

Fournier, T.; Freymueller, Jeffrey T.; Cervelli, Peter

2009-01-01

Changes beneath a volcano can be observed through position changes in a GPS network, but distinguishing the source of site motion is not always straightforward. The records of continuous GPS sites provide a favorable data set for tracking magma migration. Dense campaign observations usually provide a better spatial picture of the overall deformation field, at the expense of an episodic temporal record. Combining these observations provides the best of both worlds. A Kalman filter provides a means for integrating discrete and continuous measurements and for interpreting subtle signals. The unscented Kalman filter (UKF) is a nonlinear method for time-dependent observations. We demonstrate the application of this technique to deformation data by applying it to GPS data collected at Okmok volcano. Seven years of GPS observations at Okmok are analyzed using a Mogi source model and the UKF. The deformation source at Okmok is relatively stable at 2.5 km depth below sea level, located beneath the center of the caldera, which means the surface deformation is caused by changes in the strength of the source. During the 7 years of GPS observations more than 0.5 m of uplift has occurred, a majority of that during the time period January 2003 to July 2004. The total volume recovery at Okmok since the last eruption in 1997 is ??60-80%. The UKF allows us to solve simultaneously for the time-dependence of the source strength and for the location without a priori information about the source. ?? 2009 by the American Geophysical Union.

A Comparison of Filter-based Approaches for Model-based Prognostics

NASA Technical Reports Server (NTRS)

Daigle, Matthew John; Saha, Bhaskar; Goebel, Kai

2012-01-01

Model-based prognostics approaches use domain knowledge about a system and its failure modes through the use of physics-based models. Model-based prognosis is generally divided into two sequential problems: a joint state-parameter estimation problem, in which, using the model, the health of a system or component is determined based on the observations; and a prediction problem, in which, using the model, the stateparameter distribution is simulated forward in time to compute end of life and remaining useful life. The first problem is typically solved through the use of a state observer, or filter. The choice of filter depends on the assumptions that may be made about the system, and on the desired algorithm performance. In this paper, we review three separate filters for the solution to the first problem: the Daum filter, an exact nonlinear filter; the unscented Kalman filter, which approximates nonlinearities through the use of a deterministic sampling method known as the unscented transform; and the particle filter, which approximates the state distribution using a finite set of discrete, weighted samples, called particles. Using a centrifugal pump as a case study, we conduct a number of simulation-based experiments investigating the performance of the different algorithms as applied to prognostics.

Assessment of reduced-order unscented Kalman filter for parameter identification in 1-dimensional blood flow models using experimental data.

PubMed

Caiazzo, A; Caforio, Federica; Montecinos, Gino; Muller, Lucas O; Blanco, Pablo J; Toro, Eluterio F

2016-10-25

This work presents a detailed investigation of a parameter estimation approach on the basis of the reduced-order unscented Kalman filter (ROUKF) in the context of 1-dimensional blood flow models. In particular, the main aims of this study are (1) to investigate the effects of using real measurements versus synthetic data for the estimation procedure (i.e., numerical results of the same in silico model, perturbed with noise) and (2) to identify potential difficulties and limitations of the approach in clinically realistic applications to assess the applicability of the filter to such setups. For these purposes, the present numerical study is based on a recently published in vitro model of the arterial network, for which experimental flow and pressure measurements are available at few selected locations. To mimic clinically relevant situations, we focus on the estimation of terminal resistances and arterial wall parameters related to vessel mechanics (Young's modulus and wall thickness) using few experimental observations (at most a single pressure or flow measurement per vessel). In all cases, we first perform a theoretical identifiability analysis on the basis of the generalized sensitivity function, comparing then the results owith the ROUKF, using either synthetic or experimental data, to results obtained using reference parameters and to available measurements. Copyright © 2016 John Wiley & Sons, Ltd.

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.

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.

Optimal scheme of star observation of missile-borne inertial navigation system/stellar refraction integrated navigation

NASA Astrophysics Data System (ADS)

Lu, Jiazhen; Yang, Lie

2018-05-01

To achieve accurate and completely autonomous navigation for spacecraft, inertial/celestial integrated navigation gets increasing attention. In this study, a missile-borne inertial/stellar refraction integrated navigation scheme is proposed. Position Dilution of Precision (PDOP) for stellar refraction is introduced and the corresponding equation is derived. Based on the condition when PDOP reaches the minimum value, an optimized observation scheme is proposed. To verify the feasibility of the proposed scheme, numerical simulation is conducted. The results of the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) are compared and impact factors of navigation accuracy are studied in the simulation. The simulation results indicated that the proposed observation scheme has an accurate positioning performance, and the results of EKF and UKF are similar.

Optimal scheme of star observation of missile-borne inertial navigation system/stellar refraction integrated navigation.

PubMed

Lu, Jiazhen; Yang, Lie

2018-05-01

To achieve accurate and completely autonomous navigation for spacecraft, inertial/celestial integrated navigation gets increasing attention. In this study, a missile-borne inertial/stellar refraction integrated navigation scheme is proposed. Position Dilution of Precision (PDOP) for stellar refraction is introduced and the corresponding equation is derived. Based on the condition when PDOP reaches the minimum value, an optimized observation scheme is proposed. To verify the feasibility of the proposed scheme, numerical simulation is conducted. The results of the Extended Kalman Filter (EKF) and Unscented Kalman Filter (UKF) are compared and impact factors of navigation accuracy are studied in the simulation. The simulation results indicated that the proposed observation scheme has an accurate positioning performance, and the results of EKF and UKF are similar.

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

PubMed

Elenchezhiyan, M; Prakash, J

2015-09-01

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

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.

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.

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.

The attitude inversion method of geostationary satellites based on unscented particle filter

NASA Astrophysics Data System (ADS)

Du, Xiaoping; Wang, Yang; Hu, Heng; Gou, Ruixin; Liu, Hao

2018-04-01

The attitude information of geostationary satellites is difficult to be obtained since they are presented in non-resolved images on the ground observation equipment in space object surveillance. In this paper, an attitude inversion method for geostationary satellite based on Unscented Particle Filter (UPF) and ground photometric data is presented. The inversion algorithm based on UPF is proposed aiming at the strong non-linear feature in the photometric data inversion for satellite attitude, which combines the advantage of Unscented Kalman Filter (UKF) and Particle Filter (PF). This update method improves the particle selection based on the idea of UKF to redesign the importance density function. Moreover, it uses the RMS-UKF to partially correct the prediction covariance matrix, which improves the applicability of the attitude inversion method in view of UKF and the particle degradation and dilution of the attitude inversion method based on PF. This paper describes the main principles and steps of algorithm in detail, correctness, accuracy, stability and applicability of the method are verified by simulation experiment and scaling experiment in the end. The results show that the proposed method can effectively solve the problem of particle degradation and depletion in the attitude inversion method on account of PF, and the problem that UKF is not suitable for the strong non-linear attitude inversion. However, the inversion accuracy is obviously superior to UKF and PF, in addition, in the case of the inversion with large attitude error that can inverse the attitude with small particles and high precision.

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

NASA Astrophysics Data System (ADS)

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

2012-12-01

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

A Cost-Effective Vehicle Localization Solution Using an Interacting Multiple Model−Unscented Kalman Filters (IMM-UKF) Algorithm and Grey Neural Network

PubMed Central

Xu, Qimin; Li, Xu; Chan, Ching-Yao

2017-01-01

In this paper, we propose a cost-effective localization solution for land vehicles, which can simultaneously adapt to the uncertain noise of inertial sensors and bridge Global Positioning System (GPS) outages. First, three Unscented Kalman filters (UKFs) with different noise covariances are introduced into the framework of Interacting Multiple Model (IMM) algorithm to form the proposed IMM-based UKF, termed as IMM-UKF. The IMM algorithm can provide a soft switching among the three UKFs and therefore adapt to different noise characteristics. Further, two IMM-UKFs are executed in parallel when GPS is available. One fuses the information of low-cost GPS, in-vehicle sensors, and micro electromechanical system (MEMS)-based reduced inertial sensor systems (RISS), while the other fuses only in-vehicle sensors and MEMS-RISS. The differences between the state vectors of the two IMM-UKFs are considered as training data of a Grey Neural Network (GNN) module, which is known for its high prediction accuracy with a limited amount of samples. The GNN module can predict and compensate position errors when GPS signals are blocked. To verify the feasibility and effectiveness of the proposed solution, road-test experiments with various driving scenarios were performed. The experimental results indicate that the proposed solution outperforms all the compared methods. PMID:28629165

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

PubMed Central

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

2016-01-01

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

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.

CDGPS-Based Relative Navigation for Multiple Spacecraft

NASA Technical Reports Server (NTRS)

Mitchell, Megan Leigh

2004-01-01

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

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.

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.

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

Astrometric and Photometric Data Fusion for Mass and Surface Material Estimation using Refined Bidirectional Reflectance Distribution Functions-Solar Radiation Pressure Model

DTIC Science & Technology

2013-09-01

model and the BRDF in the SRP model are not consistent with each other, then the resulting estimated albedo-areas and mass are inaccurate and biased...This work studies the use of physically consistent BRDF -SRP models for mass estimation. Simulation studies are used to provide an indication of the...benefits of using these new models . An unscented Kalman filter approach that includes BRDF and mass parameters in the state vector is used. The

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).

Landmark-aided localization for air vehicles using learned object detectors

NASA Astrophysics Data System (ADS)

DeAngelo, Mark Patrick

This research presents two methods to localize an aircraft without GPS using fixed landmarks observed from an optical sensor. Onboard absolute localization is useful for vehicle navigation free from an external network. The objective is to achieve practical navigation performance using available autopilot hardware and a downward pointing camera. The first method uses computer vision cascade object detectors, which are trained to detect predetermined, distinct landmarks prior to a flight. The first method also concurrently explores aircraft localization using roads between landmark updates. During a flight, the aircraft navigates with attitude, heading, airspeed, and altitude measurements and obtains measurement updates when landmarks are detected. The sensor measurements and landmark coordinates extracted from the aircraft's camera images are combined into an unscented Kalman filter to obtain an estimate of the aircraft's position and wind velocities. The second method uses computer vision object detectors to detect abundant generic landmarks referred as buildings, fields, trees, and road intersections from aerial perspectives. Various landmark attributes and spatial relationships to other landmarks are used to help associate observed landmarks with reference landmarks. The computer vision algorithms automatically extract reference landmarks from maps, which are processed offline before a flight. During a flight, the aircraft navigates with attitude, heading, airspeed, and altitude measurements and obtains measurement corrections by processing aerial photos with similar generic landmark detection techniques. The method also combines sensor measurements and landmark coordinates into an unscented Kalman filter to obtain an estimate of the aircraft's position and wind velocities.

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

PubMed

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

2018-06-03

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

PMHT Approach for Multi-Target Multi-Sensor Sonar Tracking in Clutter.

PubMed

Li, Xiaohua; Li, Yaan; Yu, Jing; Chen, Xiao; Dai, Miao

2015-11-06

Multi-sensor sonar tracking has many advantages, such as the potential to reduce the overall measurement uncertainty and the possibility to hide the receiver. However, the use of multi-target multi-sensor sonar tracking is challenging because of the complexity of the underwater environment, especially the low target detection probability and extremely large number of false alarms caused by reverberation. In this work, to solve the problem of multi-target multi-sensor sonar tracking in the presence of clutter, a novel probabilistic multi-hypothesis tracker (PMHT) approach based on the extended Kalman filter (EKF) and unscented Kalman filter (UKF) is proposed. The PMHT can efficiently handle the unknown measurements-to-targets and measurements-to-transmitters data association ambiguity. The EKF and UKF are used to deal with the high degree of nonlinearity in the measurement model. The simulation results show that the proposed algorithm can improve the target tracking performance in a cluttered environment greatly, and its computational load is low.

Automated alignment of a reconfigurable optical system using focal-plane sensing and Kalman filtering.

PubMed

Fang, Joyce; Savransky, Dmitry

2016-08-01

Automation of alignment tasks can provide improved efficiency and greatly increase the flexibility of an optical system. Current optical systems with automated alignment capabilities are typically designed to include a dedicated wavefront sensor. Here, we demonstrate a self-aligning method for a reconfigurable system using only focal plane images. We define a two lens optical system with 8 degrees of freedom. Images are simulated given misalignment parameters using ZEMAX software. We perform a principal component analysis on the simulated data set to obtain Karhunen-Loève modes, which form the basis set whose weights are the system measurements. A model function, which maps the state to the measurement, is learned using nonlinear least-squares fitting and serves as the measurement function for the nonlinear estimator (extended and unscented Kalman filters) used to calculate control inputs to align the system. We present and discuss simulated and experimental results of the full system in operation.

Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter

PubMed Central

Reddy, Chinthala P.; Rathi, Yogesh

2016-01-01

Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts. PMID:27147956

Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter.

PubMed

Reddy, Chinthala P; Rathi, Yogesh

2016-01-01

Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts.

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

NASA Astrophysics Data System (ADS)

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

2015-03-01

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

Decoding Lower Limb Muscle Activity and Kinematics from Cortical Neural Spike Trains during Monkey Performing Stand and Squat Movements

PubMed Central

Ma, Xuan; Ma, Chaolin; Huang, Jian; Zhang, Peng; Xu, Jiang; He, Jiping

2017-01-01

Extensive literatures have shown approaches for decoding upper limb kinematics or muscle activity using multichannel cortical spike recordings toward brain machine interface (BMI) applications. However, similar topics regarding lower limb remain relatively scarce. We previously reported a system for training monkeys to perform visually guided stand and squat tasks. The current study, as a follow-up extension, investigates whether lower limb kinematics and muscle activity characterized by electromyography (EMG) signals during monkey performing stand/squat movements can be accurately decoded from neural spike trains in primary motor cortex (M1). Two monkeys were used in this study. Subdermal intramuscular EMG electrodes were implanted to 8 right leg/thigh muscles. With ample data collected from neurons from a large brain area, we performed a spike triggered average (SpTA) analysis and got a series of density contours which revealed the spatial distributions of different muscle-innervating neurons corresponding to each given muscle. Based on the guidance of these results, we identified the locations optimal for chronic electrode implantation and subsequently carried on chronic neural data recordings. A recursive Bayesian estimation framework was proposed for decoding EMG signals together with kinematics from M1 spike trains. Two specific algorithms were implemented: a standard Kalman filter and an unscented Kalman filter. For the latter one, an artificial neural network was incorporated to deal with the nonlinearity in neural tuning. High correlation coefficient and signal to noise ratio between the predicted and the actual data were achieved for both EMG signals and kinematics on both monkeys. Higher decoding accuracy and faster convergence rate could be achieved with the unscented Kalman filter. These results demonstrate that lower limb EMG signals and kinematics during monkey stand/squat can be accurately decoded from a group of M1 neurons with the proposed algorithms. Our findings provide new insights for extending current BMI design concepts and techniques on upper limbs to lower limb circumstances. Brain controlled exoskeleton, prostheses or neuromuscular electrical stimulators for lower limbs are expected to be developed, which enables the subject to manipulate complex biomechatronic devices with mind in more harmonized manner. PMID:28223914

Reconstruction of the arcuate fasciculus for surgical planning in the setting of peritumoral edema using two-tensor unscented Kalman filter tractography.

PubMed

Chen, Zhenrui; Tie, Yanmei; Olubiyi, Olutayo; Rigolo, Laura; Mehrtash, Alireza; Norton, Isaiah; Pasternak, Ofer; Rathi, Yogesh; Golby, Alexandra J; O'Donnell, Lauren J

2015-01-01

Diffusion imaging tractography is increasingly used to trace critical fiber tracts in brain tumor patients to reduce the risk of post-operative neurological deficit. However, the effects of peritumoral edema pose a challenge to conventional tractography using the standard diffusion tensor model. The aim of this study was to present a novel technique using a two-tensor unscented Kalman filter (UKF) algorithm to track the arcuate fasciculus (AF) in brain tumor patients with peritumoral edema. Ten right-handed patients with left-sided brain tumors in the vicinity of language-related cortex and evidence of significant peritumoral edema were retrospectively selected for the study. All patients underwent 3-Tesla magnetic resonance imaging (MRI) including a diffusion-weighted dataset with 31 directions. Fiber tractography was performed using both single-tensor streamline and two-tensor UKF tractography. A two-regions-of-interest approach was applied to perform the delineation of the AF. Results from the two different tractography algorithms were compared visually and quantitatively. Using single-tensor streamline tractography, the AF appeared disrupted in four patients and contained few fibers in the remaining six patients. Two-tensor UKF tractography delineated an AF that traversed edematous brain areas in all patients. The volume of the AF was significantly larger on two-tensor UKF than on single-tensor streamline tractography (p < 0.01). Two-tensor UKF tractography provides the ability to trace a larger volume AF than single-tensor streamline tractography in the setting of peritumoral edema in brain tumor patients.

Inverse problems in 1D hemodynamics on systemic networks: a sequential approach.

PubMed

Lombardi, D

2014-02-01

In this work, a sequential approach based on the unscented Kalman filter is applied to solve inverse problems in 1D hemodynamics, on a systemic network. For instance, the arterial stiffness is estimated by exploiting cross-sectional area and mean speed observations in several locations of the arteries. The results are compared with those ones obtained by estimating the pulse wave velocity and the Moens-Korteweg formula. In the last section, a perspective concerning the identification of the terminal models parameters and peripheral circulation (modeled by a Windkessel circuit) is presented. Copyright © 2013 John Wiley & Sons, Ltd.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

An adaptive filter method for spacecraft using gravity assist

NASA Astrophysics Data System (ADS)

Ning, Xiaolin; Huang, Panpan; Fang, Jiancheng; Liu, Gang; Ge, Shuzhi Sam

2015-04-01

Celestial navigation (CeleNav) has been successfully used during gravity assist (GA) flyby for orbit determination in many deep space missions. Due to spacecraft attitude errors, ephemeris errors, the camera center-finding bias, and the frequency of the images before and after the GA flyby, the statistics of measurement noise cannot be accurately determined, and yet have time-varying characteristics, which may introduce large estimation error and even cause filter divergence. In this paper, an unscented Kalman filter (UKF) with adaptive measurement noise covariance, called ARUKF, is proposed to deal with this problem. ARUKF scales the measurement noise covariance according to the changes in innovation and residual sequences. Simulations demonstrate that ARUKF is robust to the inaccurate initial measurement noise covariance matrix and time-varying measurement noise. The impact factors in the ARUKF are also investigated.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-05-23

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

An Attitude Filtering and Magnetometer Calibration Approach for Nanosatellites

NASA Astrophysics Data System (ADS)

Söken, Halil Ersin

2018-04-01

We propose an attitude filtering and magnetometer calibration approach for nanosatellites. Measurements from magnetometers, Sun sensor and gyros are used in the filtering algorithm to estimate the attitude of the satellite together with the bias terms for the gyros and magnetometers. In the traditional approach for the attitude filtering, the attitude sensor measurements are used in the filter with a nonlinear vector measurement model. In the proposed algorithm, the TRIAD algorithm is used in conjunction with the unscented Kalman filter (UKF) to form the nontraditional attitude filter. First the vector measurements from the magnetometer and Sun sensor are processed with the TRIAD algorithm to obtain a coarse attitude estimate for the spacecraft. In the second phase the estimated coarse attitude is used as quaternion measurements for the UKF. The UKF estimates the fine attitude, and the gyro and magnetometer biases. We evaluate the algorithm for a hypothetical nanosatellite by numerical simulations. The results show that the attitude of the satellite can be estimated with an accuracy better than 0.5{°} and the computational load decreases more than 25% compared to a traditional UKF algorithm. We discuss the algorithm's performance in case of a time-variance in the magnetometer errors.

A dynamic load estimation method for nonlinear structures with unscented Kalman filter

NASA Astrophysics Data System (ADS)

Guo, L. N.; Ding, Y.; Wang, Z.; Xu, G. S.; Wu, B.

2018-02-01

A force estimation method is proposed for hysteretic nonlinear structures. The equation of motion for the nonlinear structure is represented in state space and the state variable is augmented by the unknown the time history of external force. Unscented Kalman filter (UKF) is improved for the force identification in state space considering the ill-condition characteristic in the computation of square roots for the covariance matrix. The proposed method is firstly validated by a numerical simulation study of a 3-storey nonlinear hysteretic frame excited by periodic force. Each storey is supposed to follow a nonlinear hysteretic model. The external force is identified and the measurement noise is considered in this case. Then a case of a seismically isolated building subjected to earthquake excitation and impact force is studied. The isolation layer performs nonlinearly during the earthquake excitation. Impact force between the seismically isolated structure and the retaining wall is estimated with the proposed method. Uncertainties such as measurement noise, model error in storey stiffness and unexpected environmental disturbances are considered. A real-time substructure testing of an isolated structure is conducted to verify the proposed method. In the experimental study, the linear main structure is taken as numerical substructure while the one of the isolations with additional mass is taken as the nonlinear physical substructure. The force applied by the actuator on the physical substructure is identified and compared with the measured value from the force transducer. The method proposed in this paper is also validated by shaking table test of a seismically isolated steel frame. The acceleration of the ground motion as the unknowns is identified by the proposed method. Results from both numerical simulation and experimental studies indicate that the UKF based force identification method can be used to identify external excitations effectively for the nonlinear structure with accurate results even with measurement noise, model error and environmental disturbances.

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to nonlinear sequential consider covariance analysis, i.e. in the presence of nonlinear dynamics and nonlinear measurements. A simple SPCF for orbit determination, exemplifying an algorithm hosted in the guidance, navigation and control (GN&C) computer processor of a hypothetical robotic spacecraft, was implemented, and compared with an identically-parameterized (standard) extended, consider-parameterized Kalman filter. The onboard filtering scenario examined is a hypothetical spacecraft orbit about a small natural body with imperfectly-known mass. The formulations, relative complexities, and performances of the filters are compared and discussed.

Dense-HOG-based drift-reduced 3D face tracking for infant pain monitoring

NASA Astrophysics Data System (ADS)

Saeijs, Ronald W. J. J.; Tjon A Ten, Walther E.; de With, Peter H. N.

2017-03-01

This paper presents a new algorithm for 3D face tracking intended for clinical infant pain monitoring. The algorithm uses a cylinder head model and 3D head pose recovery by alignment of dynamically extracted templates based on dense-HOG features. The algorithm includes extensions for drift reduction, using re-registration in combination with multi-pose state estimation by means of a square-root unscented Kalman filter. The paper reports experimental results on videos of moving infants in hospital who are relaxed or in pain. Results show good tracking behavior for poses up to 50 degrees from upright-frontal. In terms of eye location error relative to inter-ocular distance, the mean tracking error is below 9%.

Radio/FADS/IMU integrated navigation for Mars entry

NASA Astrophysics Data System (ADS)

Jiang, Xiuqiang; Li, Shuang; Huang, Xiangyu

2018-03-01

Supposing future orbiting and landing collaborative exploration mission as the potential project background, this paper addresses the issue of Mars entry integrated navigation using radio beacon, flush air data sensing system (FADS), and inertial measurement unit (IMU). The range and Doppler information sensed from an orbiting radio beacon, the dynamic pressure and heating data sensed from flush air data sensing system, and acceleration and attitude angular rate outputs from an inertial measurement unit are integrated in an unscented Kalman filter to perform state estimation and suppress the system and measurement noise. Computer simulations show that the proposed integrated navigation scheme can enhance the navigation accuracy, which enables precise entry guidance for the given Mars orbiting and landing collaborative exploration mission.

An Adaptive Low-Cost INS/GNSS Tightly-Coupled Integration Architecture Based on Redundant Measurement Noise Covariance Estimation.

PubMed

Li, Zheng; Zhang, Hai; Zhou, Qifan; Che, Huan

2017-09-05

The main objective of the introduced study is to design an adaptive Inertial Navigation System/Global Navigation Satellite System (INS/GNSS) tightly-coupled integration system that can provide more reliable navigation solutions by making full use of an adaptive Kalman filter (AKF) and satellite selection algorithm. To achieve this goal, we develop a novel redundant measurement noise covariance estimation (RMNCE) theorem, which adaptively estimates measurement noise properties by analyzing the difference sequences of system measurements. The proposed RMNCE approach is then applied to design both a modified weighted satellite selection algorithm and a type of adaptive unscented Kalman filter (UKF) to improve the performance of the tightly-coupled integration system. In addition, an adaptive measurement noise covariance expanding algorithm is developed to mitigate outliers when facing heavy multipath and other harsh situations. Both semi-physical simulation and field experiments were conducted to evaluate the performance of the proposed architecture and were compared with state-of-the-art algorithms. The results validate that the RMNCE provides a significant improvement in the measurement noise covariance estimation and the proposed architecture can improve the accuracy and reliability of the INS/GNSS tightly-coupled systems. The proposed architecture can effectively limit positioning errors under conditions of poor GNSS measurement quality and outperforms all the compared schemes.

An Adaptive Low-Cost INS/GNSS Tightly-Coupled Integration Architecture Based on Redundant Measurement Noise Covariance Estimation

PubMed Central

Li, Zheng; Zhang, Hai; Zhou, Qifan; Che, Huan

2017-01-01

The main objective of the introduced study is to design an adaptive Inertial Navigation System/Global Navigation Satellite System (INS/GNSS) tightly-coupled integration system that can provide more reliable navigation solutions by making full use of an adaptive Kalman filter (AKF) and satellite selection algorithm. To achieve this goal, we develop a novel redundant measurement noise covariance estimation (RMNCE) theorem, which adaptively estimates measurement noise properties by analyzing the difference sequences of system measurements. The proposed RMNCE approach is then applied to design both a modified weighted satellite selection algorithm and a type of adaptive unscented Kalman filter (UKF) to improve the performance of the tightly-coupled integration system. In addition, an adaptive measurement noise covariance expanding algorithm is developed to mitigate outliers when facing heavy multipath and other harsh situations. Both semi-physical simulation and field experiments were conducted to evaluate the performance of the proposed architecture and were compared with state-of-the-art algorithms. The results validate that the RMNCE provides a significant improvement in the measurement noise covariance estimation and the proposed architecture can improve the accuracy and reliability of the INS/GNSS tightly-coupled systems. The proposed architecture can effectively limit positioning errors under conditions of poor GNSS measurement quality and outperforms all the compared schemes. PMID:28872629

Air-to-Air Missile Vector Scoring

DTIC Science & Technology

2012-03-22

SIR sampling-importance resampling . . . . . . . . . . . . . . 53 EPF extended particle filter . . . . . . . . . . . . . . . . . . . . 54 UPF unscented...particle filter ( EPF ) or a unscented particle fil- ter (UPF) [20]. The basic concept is to apply a bank of N EKF or UKF filters to move particles from...Merwe, Doucet, Freitas and Wan provide a comprehensive discussion on the EPF and UPF, including algorithms for implementation [20]. 2Result based on

Control performance of a road vehicle with four independent single-wheel electric motors and steer-by-wire system

NASA Astrophysics Data System (ADS)

Weiskircher, Thomas; Müller, Steffen

2012-01-01

This article presents a motion controller for a road vehicle equipped with a steer-by-wire system and four independent electric rim-mounted drives. The motion controller separates the control law from the specific actuator setup by the usage of virtual global control variables acting on the vehicle centre of gravity. A control allocation algorithm distributes the virtual control variables to the available actuators. An approximation of the real actuator dynamics is used to analyse the performance of different motion controller types in the linear and nonlinear driving regions. In addition, a vehicle state observer consisting of a traction force observer and an unscented Kalman filter is discussed to analyse the control behaviour in the case of a real sensor setup.

Environmentally adaptive processing for shallow ocean applications: A sequential Bayesian approach.

PubMed

Candy, J V

2015-09-01

The shallow ocean is a changing environment primarily due to temperature variations in its upper layers directly affecting sound propagation throughout. The need to develop processors capable of tracking these changes implies a stochastic as well as an environmentally adaptive design. Bayesian techniques have evolved to enable a class of processors capable of performing in such an uncertain, nonstationary (varying statistics), non-Gaussian, variable shallow ocean environment. A solution to this problem is addressed by developing a sequential Bayesian processor capable of providing a joint solution to the modal function tracking and environmental adaptivity problem. Here, the focus is on the development of both a particle filter and an unscented Kalman filter capable of providing reasonable performance for this problem. These processors are applied to hydrophone measurements obtained from a vertical array. The adaptivity problem is attacked by allowing the modal coefficients and/or wavenumbers to be jointly estimated from the noisy measurement data along with tracking of the modal functions while simultaneously enhancing the noisy pressure-field measurements.

Context-Aided Sensor Fusion for Enhanced Urban Navigation

PubMed Central

Martí, Enrique David; Martín, David; García, Jesús; de la Escalera, Arturo; Molina, José Manuel; Armingol, José María

2012-01-01

The deployment of Intelligent Vehicles in urban environments requires reliable estimation of positioning for urban navigation. The inherent complexity of this kind of environments fosters the development of novel systems which should provide reliable and precise solutions to the vehicle. This article details an advanced GNSS/IMU fusion system based on a context-aided Unscented Kalman filter for navigation in urban conditions. The constrained non-linear filter is here conditioned by a contextual knowledge module which reasons about sensor quality and driving context in order to adapt it to the situation, while at the same time it carries out a continuous estimation and correction of INS drift errors. An exhaustive analysis has been carried out with available data in order to characterize the behavior of available sensors and take it into account in the developed solution. The performance is then analyzed with an extensive dataset containing representative situations. The proposed solution suits the use of fusion algorithms for deploying Intelligent Transport Systems in urban environments. PMID:23223080

A Study on Application of Fuzzy Adaptive Unscented Kalman Filter to Nonlinear Turbojet Engine Control

NASA Astrophysics Data System (ADS)

Han, Dongju

2018-05-01

Safe and efficient flight powered by an aircraft turbojet engine relies on the performance of the engine controller preventing compressor surge with robustness from noises or disturbances. This paper proposes the effective nonlinear controller associated with the nonlinear filter for the real turbojet engine with highly nonlinear dynamics. For the feasible controller study the nonlinearity of the engine dynamics was investigated by comparing the step responses from the linearized model with the original nonlinear dynamics. The fuzzy-based PID control logic is introduced to control the engine efficiently and FAUKF is applied for robustness from noises. The simulation results prove the effectiveness of FAUKF applied to the proposed controller such that the control performances are superior over the conventional controller and the filer performance using FAUKF indicates the satisfactory results such as clearing the defects by reducing the distortions without compressor surge, whereas the conventional UKF is not fully effective as occurring some distortions with compressor surge due to a process noise.

Context-aided sensor fusion for enhanced urban navigation.

PubMed

Martí, Enrique David; Martín, David; García, Jesús; de la Escalera, Arturo; Molina, José Manuel; Armingol, José María

2012-12-06

 The deployment of Intelligent Vehicles in urban environments requires reliable estimation of positioning for urban navigation. The inherent complexity of this kind of environments fosters the development of novel systems which should provide reliable and precise solutions to the vehicle. This article details an advanced GNSS/IMU fusion system based on a context-aided Unscented Kalman filter for navigation in urban conditions. The constrained non-linear filter is here conditioned by a contextual knowledge module which reasons about sensor quality and driving context in order to adapt it to the situation, while at the same time it carries out a continuous estimation and correction of INS drift errors. An exhaustive analysis has been carried out with available data in order to characterize the behavior of available sensors and take it into account in the developed solution. The performance is then analyzed with an extensive dataset containing representative situations. The proposed solution suits the use of fusion algorithms for deploying Intelligent Transport Systems in urban environments.

A dual estimate method for aeromagnetic compensation

NASA Astrophysics Data System (ADS)

Ma, Ming; Zhou, Zhijian; Cheng, Defu

2017-11-01

Scalar aeromagnetic surveys have played a vital role in prospecting. However, before analysis of the surveys’ aeromagnetic data is possible, the aircraft’s magnetic interference should be removed. The extensively adopted linear model for aeromagnetic compensation is computationally efficient but faces an underfitting problem. On the other hand, the neural model proposed by Williams is more powerful at fitting but always suffers from an overfitting problem. This paper starts off with an analysis of these two models and then proposes a dual estimate method to combine them together to improve accuracy. This method is based on an unscented Kalman filter, but a gradient descent method is implemented over the iteration so that the parameters of the linear model are adjustable during flight. The noise caused by the neural model’s overfitting problem is suppressed by introducing an observation noise.

Estimation of spatial-temporal gait parameters using a low-cost ultrasonic motion analysis system.

PubMed

Qi, Yongbin; Soh, Cheong Boon; Gunawan, Erry; Low, Kay-Soon; Thomas, Rijil

2014-08-20

In this paper, a low-cost motion analysis system using a wireless ultrasonic sensor network is proposed and investigated. A methodology has been developed to extract spatial-temporal gait parameters including stride length, stride duration, stride velocity, stride cadence, and stride symmetry from 3D foot displacements estimated by the combination of spherical positioning technique and unscented Kalman filter. The performance of this system is validated against a camera-based system in the laboratory with 10 healthy volunteers. Numerical results show the feasibility of the proposed system with average error of 2.7% for all the estimated gait parameters. The influence of walking speed on the measurement accuracy of proposed system is also evaluated. Statistical analysis demonstrates its capability of being used as a gait assessment tool for some medical applications.

A Direct and Non-Singular UKF Approach Using Euler Angle Kinematics for Integrated Navigation Systems

PubMed Central

Ran, Changyan; Cheng, Xianghong

2016-01-01

This paper presents a direct and non-singular approach based on an unscented Kalman filter (UKF) for the integration of strapdown inertial navigation systems (SINSs) with the aid of velocity. The state vector includes velocity and Euler angles, and the system model contains Euler angle kinematics equations. The measured velocity in the body frame is used as the filter measurement. The quaternion nonlinear equality constraint is eliminated, and the cross-noise problem is overcome. The filter model is simple and easy to apply without linearization. Data fusion is performed by an UKF, which directly estimates and outputs the navigation information. There is no need to process navigation computation and error correction separately because the navigation computation is completed synchronously during the filter time updating. In addition, the singularities are avoided with the help of the dual-Euler method. The performance of the proposed approach is verified by road test data from a land vehicle equipped with an odometer aided SINS, and a singularity turntable test is conducted using three-axis turntable test data. The results show that the proposed approach can achieve higher navigation accuracy than the commonly-used indirect approach, and the singularities can be efficiently removed as the result of dual-Euler method. PMID:27598169

Infrared measurement and composite tracking algorithm for air-breathing hypersonic vehicles

NASA Astrophysics Data System (ADS)

Zhang, Zhao; Gao, Changsheng; Jing, Wuxing

2018-03-01

Air-breathing hypersonic vehicles have capabilities of hypersonic speed and strong maneuvering, and thus pose a significant challenge to conventional tracking methodologies. To achieve desirable tracking performance for hypersonic targets, this paper investigates the problems related to measurement model design and tracking model mismatching. First, owing to the severe aerothermal effect of hypersonic motion, an infrared measurement model in near space is designed and analyzed based on target infrared radiation and an atmospheric model. Second, using information from infrared sensors, a composite tracking algorithm is proposed via a combination of the interactive multiple models (IMM) algorithm, fitting dynamics model, and strong tracking filter. During the procedure, the IMMs algorithm generates tracking data to establish a fitting dynamics model of the target. Then, the strong tracking unscented Kalman filter is employed to estimate the target states for suppressing the impact of target maneuvers. Simulations are performed to verify the feasibility of the presented composite tracking algorithm. The results demonstrate that the designed infrared measurement model effectively and continuously observes hypersonic vehicles, and the proposed composite tracking algorithm accurately and stably tracks these targets.

Data Driven, Force Based Interaction for Quadrotors

NASA Astrophysics Data System (ADS)

McKinnon, Christopher D.

Quadrotors are small and agile, and are becoming more capable for their compact size. They are expected perform a wide variety of tasks including inspection, physical interaction, and formation flight. In all of these tasks, the quadrotors can come into close proximity with infrastructure or other quadrotors, and may experience significant external forces and torques. Reacting properly in each case is essential to completing the task safely and effectively. In this thesis, we develop an algorithm, based on the Unscented Kalman Filter, to estimate such forces and torques without making assumptions about the source of the forces and torques. We then show in experiment how the proposed estimation algorithm can be used in conjunction with controls and machine learning to choose the appropriate actions in a wide variety of tasks including detecting downwash, tracking the wind induced by a fan, and detecting proximity to the wall.

Particle swarm optimization algorithm based parameters estimation and control of epileptiform spikes in a neural mass model

NASA Astrophysics Data System (ADS)

Shan, Bonan; Wang, Jiang; Deng, Bin; Wei, Xile; Yu, Haitao; Zhang, Zhen; Li, Huiyan

2016-07-01

This paper proposes an epilepsy detection and closed-loop control strategy based on Particle Swarm Optimization (PSO) algorithm. The proposed strategy can effectively suppress the epileptic spikes in neural mass models, where the epileptiform spikes are recognized as the biomarkers of transitions from the normal (interictal) activity to the seizure (ictal) activity. In addition, the PSO algorithm shows capabilities of accurate estimation for the time evolution of key model parameters and practical detection for all the epileptic spikes. The estimation effects of unmeasurable parameters are improved significantly compared with unscented Kalman filter. When the estimated excitatory-inhibitory ratio exceeds a threshold value, the epileptiform spikes can be inhibited immediately by adopting the proportion-integration controller. Besides, numerical simulations are carried out to illustrate the effectiveness of the proposed method as well as the potential value for the model-based early seizure detection and closed-loop control treatment design.

BDS/GPS Dual Systems Positioning Based on the Modified SR-UKF Algorithm

PubMed Central

Kong, JaeHyok; Mao, Xuchu; Li, Shaoyuan

2016-01-01

The Global Navigation Satellite System can provide all-day three-dimensional position and speed information. Currently, only using the single navigation system cannot satisfy the requirements of the system’s reliability and integrity. In order to improve the reliability and stability of the satellite navigation system, the positioning method by BDS and GPS navigation system is presented, the measurement model and the state model are described. Furthermore, the modified square-root Unscented Kalman Filter (SR-UKF) algorithm is employed in BDS and GPS conditions, and analysis of single system/multi-system positioning has been carried out, respectively. The experimental results are compared with the traditional estimation results, which show that the proposed method can perform highly-precise positioning. Especially when the number of satellites is not adequate enough, the proposed method combine BDS and GPS systems to achieve a higher positioning precision. PMID:27153068

State Estimation for Tensegrity Robots

NASA Technical Reports Server (NTRS)

Caluwaerts, Ken; Bruce, Jonathan; Friesen, Jeffrey M.; Sunspiral, Vytas

2016-01-01

Tensegrity robots are a class of compliant robots that have many desirable traits when designing mass efficient systems that must interact with uncertain environments. Various promising control approaches have been proposed for tensegrity systems in simulation. Unfortunately, state estimation methods for tensegrity robots have not yet been thoroughly studied. In this paper, we present the design and evaluation of a state estimator for tensegrity robots. This state estimator will enable existing and future control algorithms to transfer from simulation to hardware. Our approach is based on the unscented Kalman filter (UKF) and combines inertial measurements, ultra wideband time-of-flight ranging measurements, and actuator state information. We evaluate the effectiveness of our method on the SUPERball, a tensegrity based planetary exploration robotic prototype. In particular, we conduct tests for evaluating both the robot's success in estimating global position in relation to fixed ranging base stations during rolling maneuvers as well as local behavior due to small-amplitude deformations induced by cable actuation.

Inertial and time-of-arrival ranging sensor fusion.

PubMed

Vasilyev, Paul; Pearson, Sean; El-Gohary, Mahmoud; Aboy, Mateo; McNames, James

2017-05-01

Wearable devices with embedded kinematic sensors including triaxial accelerometers, gyroscopes, and magnetometers are becoming widely used in applications for tracking human movement in domains that include sports, motion gaming, medicine, and wellness. The kinematic sensors can be used to estimate orientation, but can only estimate changes in position over short periods of time. We developed a prototype sensor that includes ultra wideband ranging sensors and kinematic sensors to determine the feasibility of fusing the two sensor technologies to estimate both orientation and position. We used a state space model and applied the unscented Kalman filter to fuse the sensor information. Our results demonstrate that it is possible to estimate orientation and position with less error than is possible with either sensor technology alone. In our experiment we obtained a position root mean square error of 5.2cm and orientation error of 4.8° over a 15min recording. Copyright © 2017 Elsevier B.V. All rights reserved.

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

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

Study on UKF based federal integrated navigation for high dynamic aviation

NASA Astrophysics Data System (ADS)

Zhao, Gang; Shao, Wei; Chen, Kai; Yan, Jie

2011-08-01

High dynamic aircraft is a very attractive new generation vehicles, in which provides near space aviation with large flight envelope both speed and altitude, for example the hypersonic vehicles. The complex flight environments for high dynamic vehicles require high accuracy and stability navigation scheme. Since the conventional Strapdown Inertial Navigation System (SINS) and Global Position System (GPS) federal integrated scheme based on EKF (Extended Kalman Filter) is invalidation in GPS single blackout situation because of high speed flight, a new high precision and stability integrated navigation approach is presented in this paper, in which the SINS, GPS and Celestial Navigation System (CNS) is combined as a federal information fusion configuration based on nonlinear Unscented Kalman Filter (UKF) algorithm. Firstly, the new integrated system state error is modeled. According to this error model, the SINS system is used as the navigation solution mathematic platform. The SINS combine with GPS constitute one error estimation filter subsystem based on UKF to obtain local optimal estimation, and the SINS combine with CNS constitute another error estimation subsystem. A non-reset federated configuration filter based on partial information is proposed to fuse two local optimal estimations to get global optimal error estimation, and the global optimal estimation is used to correct the SINS navigation solution. The χ 2 fault detection method is used to detect the subsystem fault, and the fault subsystem is isolation through fault interval to protect system away from the divergence. The integrated system takes advantages of SINS, GPS and CNS to an immense improvement for high accuracy and reliably high dynamic navigation application. Simulation result shows that federated fusion of using GPS and CNS to revise SINS solution is reasonable and availably with good estimation performance, which are satisfied with the demands of high dynamic flight navigation. The UKF is superior than EKF based integrated scheme, in which has smaller estimation error and quickly convergence rate.

Tracking a Non-Cooperative Target Using Real-Time Stereovision-Based Control: An Experimental Study.

PubMed

Shtark, Tomer; Gurfil, Pini

2017-03-31

Tracking a non-cooperative target is a challenge, because in unfamiliar environments most targets are unknown and unspecified. Stereovision is suited to deal with this issue, because it allows to passively scan large areas and estimate the relative position, velocity and shape of objects. This research is an experimental effort aimed at developing, implementing and evaluating a real-time non-cooperative target tracking methods using stereovision measurements only. A computer-vision feature detection and matching algorithm was developed in order to identify and locate the target in the captured images. Three different filters were designed for estimating the relative position and velocity, and their performance was compared. A line-of-sight control algorithm was used for the purpose of keeping the target within the field-of-view. Extensive analytical and numerical investigations were conducted on the multi-view stereo projection equations and their solutions, which were used to initialize the different filters. This research shows, using an experimental and numerical evaluation, the benefits of using the unscented Kalman filter and the total least squares technique in the stereovision-based tracking problem. These findings offer a general and more accurate method for solving the static and dynamic stereovision triangulation problems and the concomitant line-of-sight control.

Tracking a Non-Cooperative Target Using Real-Time Stereovision-Based Control: An Experimental Study

PubMed Central

Shtark, Tomer; Gurfil, Pini

2017-01-01

Tracking a non-cooperative target is a challenge, because in unfamiliar environments most targets are unknown and unspecified. Stereovision is suited to deal with this issue, because it allows to passively scan large areas and estimate the relative position, velocity and shape of objects. This research is an experimental effort aimed at developing, implementing and evaluating a real-time non-cooperative target tracking methods using stereovision measurements only. A computer-vision feature detection and matching algorithm was developed in order to identify and locate the target in the captured images. Three different filters were designed for estimating the relative position and velocity, and their performance was compared. A line-of-sight control algorithm was used for the purpose of keeping the target within the field-of-view. Extensive analytical and numerical investigations were conducted on the multi-view stereo projection equations and their solutions, which were used to initialize the different filters. This research shows, using an experimental and numerical evaluation, the benefits of using the unscented Kalman filter and the total least squares technique in the stereovision-based tracking problem. These findings offer a general and more accurate method for solving the static and dynamic stereovision triangulation problems and the concomitant line-of-sight control. PMID:28362338

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.

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

PubMed

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

2014-05-01

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

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

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2006-01-01

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

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

PubMed

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

2018-04-01

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

Robotic fish tracking method based on suboptimal interval Kalman filter

NASA Astrophysics Data System (ADS)

Tong, Xiaohong; Tang, Chao

2017-11-01

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

Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2003-01-01

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

Suppression of seizures based on the multi-coupled neural mass model.

PubMed

Cao, Yuzhen; Ren, Kaili; Su, Fei; Deng, Bin; Wei, Xile; Wang, Jiang

2015-10-01

Epilepsy is one of the most common serious neurological disorders, which affects approximately 1% of population in the world. In order to effectively control the seizures, we propose a novel control methodology, which combines the feedback linearization control (FLC) with the underlying mechanism of epilepsy, to achieve the suppression of seizures. The three coupled neural mass model is constructed to study the property of the electroencephalographs (EEGs). Meanwhile, with the model we research on the propagation of epileptiform waves and the synchronization of populations, which are taken as the foundation of our control method. Results show that the proposed approach not only yields excellent performances in clamping the pathological spiking patterns to the reference signals derived under the normal state but also achieves the normalization of the pathological parameter, where the parameters are estimated from EEGs with Unscented Kalman Filter. The specific contribution of this paper is to treat the epilepsy from its pathogenesis with the FLC, which provides critical theoretical basis for the clinical treatment of neurological disorders.

Nonlinear Dynamic Model-Based Multiobjective Sensor Network Design Algorithm for a Plant with an Estimator-Based Control System

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

Paul, Prokash; Bhattacharyya, Debangsu; Turton, Richard

Here, a novel sensor network design (SND) algorithm is developed for maximizing process efficiency while minimizing sensor network cost for a nonlinear dynamic process with an estimator-based control system. The multiobjective optimization problem is solved following a lexicographic approach where the process efficiency is maximized first followed by minimization of the sensor network cost. The partial net present value, which combines the capital cost due to the sensor network and the operating cost due to deviation from the optimal efficiency, is proposed as an alternative objective. The unscented Kalman filter is considered as the nonlinear estimator. The large-scale combinatorial optimizationmore » problem is solved using a genetic algorithm. The developed SND algorithm is applied to an acid gas removal (AGR) unit as part of an integrated gasification combined cycle (IGCC) power plant with CO 2 capture. Due to the computational expense, a reduced order nonlinear model of the AGR process is identified and parallel computation is performed during implementation.« less

A Battery Health Monitoring Framework for Planetary Rovers

NASA Technical Reports Server (NTRS)

Daigle, Matthew J.; Kulkarni, Chetan Shrikant

2014-01-01

Batteries have seen an increased use in electric ground and air vehicles for commercial, military, and space applications as the primary energy source. An important aspect of using batteries in such contexts is battery health monitoring. Batteries must be carefully monitored such that the battery health can be determined, and end of discharge and end of usable life events may be accurately predicted. For planetary rovers, battery health estimation and prediction is critical to mission planning and decision-making. We develop a model-based approach utilizing computaitonally efficient and accurate electrochemistry models of batteries. An unscented Kalman filter yields state estimates, which are then used to predict the future behavior of the batteries and, specifically, end of discharge. The prediction algorithm accounts for possible future power demands on the rover batteries in order to provide meaningful results and an accurate representation of prediction uncertainty. The framework is demonstrated on a set of lithium-ion batteries powering a rover at NASA.

A statistical-based approach for acoustic tomography of the atmosphere.

PubMed

Kolouri, Soheil; Azimi-Sadjadi, Mahmood R; Ziemann, Astrid

2014-01-01

Acoustic travel-time tomography of the atmosphere is a nonlinear inverse problem which attempts to reconstruct temperature and wind velocity fields in the atmospheric surface layer using the dependence of sound speed on temperature and wind velocity fields along the propagation path. This paper presents a statistical-based acoustic travel-time tomography algorithm based on dual state-parameter unscented Kalman filter (UKF) which is capable of reconstructing and tracking, in time, temperature, and wind velocity fields (state variables) as well as the dynamic model parameters within a specified investigation area. An adaptive 3-D spatial-temporal autoregressive model is used to capture the state evolution in the UKF. The observations used in the dual state-parameter UKF process consist of the acoustic time of arrivals measured for every pair of transmitter/receiver nodes deployed in the investigation area. The proposed method is then applied to the data set collected at the Meteorological Observatory Lindenberg, Germany, as part of the STINHO experiment, and the reconstruction results are presented.

Integrated communications and optical navigation system

NASA Astrophysics Data System (ADS)

Mueller, J.; Pajer, G.; Paluszek, M.

2013-12-01

The Integrated Communications and Optical Navigation System (ICONS) is a flexible navigation system for spacecraft that does not require global positioning system (GPS) measurements. The navigation solution is computed using an Unscented Kalman Filter (UKF) that can accept any combination of range, range-rate, planet chord width, landmark, and angle measurements using any celestial object. Both absolute and relative orbit determination is supported. The UKF employs a full nonlinear dynamical model of the orbit including gravity models and disturbance models. The ICONS package also includes attitude determination algorithms using the UKF algorithm with the Inertial Measurement Unit (IMU). The IMU is used as the dynamical base for the attitude determination algorithms. This makes the sensor a more capable plug-in replacement for a star tracker, thus reducing the integration and test cost of adding this sensor to a spacecraft. Recent additions include an integrated optical communications system which adds communications, and integrated range and range rate measurement and timing. The paper includes test results from trajectories based on the NASA New Horizons spacecraft.

Nonlinear Dynamic Model-Based Multiobjective Sensor Network Design Algorithm for a Plant with an Estimator-Based Control System

DOE PAGES

Paul, Prokash; Bhattacharyya, Debangsu; Turton, Richard; ...

2017-06-06

Here, a novel sensor network design (SND) algorithm is developed for maximizing process efficiency while minimizing sensor network cost for a nonlinear dynamic process with an estimator-based control system. The multiobjective optimization problem is solved following a lexicographic approach where the process efficiency is maximized first followed by minimization of the sensor network cost. The partial net present value, which combines the capital cost due to the sensor network and the operating cost due to deviation from the optimal efficiency, is proposed as an alternative objective. The unscented Kalman filter is considered as the nonlinear estimator. The large-scale combinatorial optimizationmore » problem is solved using a genetic algorithm. The developed SND algorithm is applied to an acid gas removal (AGR) unit as part of an integrated gasification combined cycle (IGCC) power plant with CO 2 capture. Due to the computational expense, a reduced order nonlinear model of the AGR process is identified and parallel computation is performed during implementation.« less

Meal Detection in Patients With Type 1 Diabetes: A New Module for the Multivariable Adaptive Artificial Pancreas Control System.

PubMed

Turksoy, Kamuran; Samadi, Sediqeh; Feng, Jianyuan; Littlejohn, Elizabeth; Quinn, Laurie; Cinar, Ali

2016-01-01

A novel meal-detection algorithm is developed based on continuous glucose measurements. Bergman's minimal model is modified and used in an unscented Kalman filter for state estimations. The estimated rate of appearance of glucose is used for meal detection. Data from nine subjects are used to assess the performance of the algorithm. The results indicate that the proposed algorithm works successfully with high accuracy. The average change in glucose levels between the meals and the detection points is 16(±9.42) [mg/dl] for 61 successfully detected meals and snacks. The algorithm is developed as a new module of an integrated multivariable adaptive artificial pancreas control system. Meal detection with the proposed method is used to administer insulin boluses and prevent most of postprandial hyperglycemia without any manual meal announcements. A novel meal bolus calculation method is proposed and tested with the UVA/Padova simulator. The results indicate significant reduction in hyperglycemia.

The development rainfall forecasting using kalman filter

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Recursive Implementations of the Consider Filter

NASA Technical Reports Server (NTRS)

Zanetti, Renato; DSouza, Chris

2012-01-01

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

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

Odometry and Low-Cost Sensor Fusion in Tmm Dataset

NASA Astrophysics Data System (ADS)

Manzino, A. M.; Taglioretti, C.

2016-03-01

The aim of this study is to identify the most powerful motion model and filtering technique to represent an urban terrestrial mobile mapping (TMM) survey and ultimately to obtain the best representation of the car trajectory. The authors want to test how far a motion model and a more or less refined filtering technique could bring benefits in the determination of the car trajectory. To achieve the necessary data for the application of the motion models and the filtering techniques described in the article, the authors realized a TMM survey in the urban centre of Turin by equipping a vehicle with various instruments: a low-cost action-cam also able to record the GPS trace of the vehicle even in the presence of obstructions, an inertial measurement system and an odometer. The results of analysis show in the article indicate that the Unscented Kalman Filter (UKF) technique provides good results in the determination of the vehicle trajectory, especially if the motion model considers more states (such as the positions, the tangential velocity, the angular velocity, the heading, the acceleration). The authors also compared the results obtained with a motion model characterized by four, five and six states. A natural corollary to this work would be the introduction to the UKF of the photogrammetric information obtained by the same camera placed on board the vehicle. These data would permit to establish how photogrammetric measurements can improve the quality of TMM solutions, especially in the absence of GPS signals (like urban canyons).

Augmentation method of XPNAV in Mars orbit based on Phobos and Deimos observations

NASA Astrophysics Data System (ADS)

Rong, Jiao; Luping, Xu; Zhang, Hua; Cong, Li

2016-11-01

Autonomous navigation for Mars probe spacecraft is required to reduce the operation costs and enhance the navigation performance in the future. X-ray pulsar-based navigation (XPNAV) is a potential candidate to meet this requirement. This paper addresses the use of the Mars' natural satellites to improve XPNAV for Mars probe spacecraft. Two observation variables of the field angle and natural satellites' direction vectors of Mars are added into the XPNAV positioning system. The measurement model of field angle and direction vectors is formulated by processing satellite image of Mars obtained from optical camera. This measurement model is integrated into the spacecraft orbit dynamics to build the filter model. In order to estimate position and velocity error of the spacecraft and reduce the impact of the system noise on navigation precision, an adaptive divided difference filter (ADDF) is applied. Numerical simulation results demonstrate that the performance of ADDF is better than Unscented Kalman Filter (UKF) DDF and EKF. In view of the invisibility of Mars' natural satellites in some cases, a visibility condition analysis is given and the augmented XPNAV in a different visibility condition is numerically simulated. The simulation results show that the navigation precision is evidently improved by using the augmented XPNAV based on the field angle and natural satellites' direction vectors of Mars in a comparison with the conventional XPNAV.

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

PubMed Central

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

2011-01-01

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

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

PubMed

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

2011-01-01

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

Vision-Based Position Estimation Utilizing an Extended Kalman Filter

DTIC Science & Technology

2016-12-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2006-01-01

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

Multirate and event-driven Kalman filters for helicopter flight

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

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

DTIC Science & Technology

2016-06-01

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

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

NASA Technical Reports Server (NTRS)

Statman, J. I.

1986-01-01

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

Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2005-01-01

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

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.

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.

One-dimensional soil temperature assimilation experiment based on unscented particle filter and Common Land Model

NASA Astrophysics Data System (ADS)

Fu, Xiao Lei; Jin, Bao Ming; Jiang, Xiao Lei; Chen, Cheng

2018-06-01

Data assimilation is an efficient way to improve the simulation/prediction accuracy in many fields of geosciences especially in meteorological and hydrological applications. This study takes unscented particle filter (UPF) as an example to test its performance at different two probability distribution, Gaussian and Uniform distributions with two different assimilation frequencies experiments (1) assimilating hourly in situ soil surface temperature, (2) assimilating the original Moderate Resolution Imaging Spectroradiometer (MODIS) Land Surface Temperature (LST) once per day. The numerical experiment results show that the filter performs better when increasing the assimilation frequency. In addition, UPF is efficient for improving the soil variables (e.g., soil temperature) simulation/prediction accuracy, though it is not sensitive to the probability distribution for observation error in soil temperature assimilation.

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

The discrete-time compensated Kalman filter

NASA Technical Reports Server (NTRS)

Lee, W. H.; Athans, M.

1978-01-01

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

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

NASA Technical Reports Server (NTRS)

Verhaegen, M. H.

1987-01-01

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

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-12-19

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

Nonlinear Attitude Filtering Methods

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2003-01-01

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

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

NASA Technical Reports Server (NTRS)

Snow, Frank; Harman, Richard; Garrick, Joseph

1988-01-01

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

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.

Distributed and self-adaptive vehicle speed estimation in the composite braking case for four-wheel drive hybrid electric car

NASA Astrophysics Data System (ADS)

Zhao, Z.-G.; Zhou, L.-J.; Zhang, J.-T.; Zhu, Q.; Hedrick, J.-K.

2017-05-01

Considering the controllability and observability of the braking torques of the hub motor, Integrated Starter Generator (ISG), and hydraulic brake for four-wheel drive (4WD) hybrid electric cars, a distributed and self-adaptive vehicle speed estimation algorithm for different braking situations has been proposed by fully utilising the Electronic Stability Program (ESP) sensor signals and multiple powersource signals. Firstly, the simulation platform of a 4WD hybrid electric car was established, which integrates an electronic-hydraulic composited braking system model and its control strategy, a nonlinear seven degrees-of-freedom vehicle dynamics model, and the Burckhardt tyre model. Secondly, combining the braking torque signals with the ESP signals, self-adaptive unscented Kalman sub-filter and main-filter adaptable to the observation noise were, respectively, designed. Thirdly, the fusion rules for the sub-filters and master filter were proposed herein, and the estimation results were compared with the simulated value of a real vehicle speed. Finally, based on the hardware in-the-loop platform and by picking up the regenerative motor torque signals and wheel cylinder pressure signals, the proposed speed estimation algorithm was tested under the case of moderate braking on the highly adhesive road, and the case of Antilock Braking System (ABS) action on the slippery road, as well as the case of ABS action on the icy road. Test results show that the presented vehicle speed estimation algorithm has not only a high precision but also a strong adaptability in the composite braking case.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

On-orbit calibration for star sensors without priori information.

PubMed

Zhang, Hao; Niu, Yanxiong; Lu, Jiazhen; Zhang, Chengfen; Yang, Yanqiang

2017-07-24

The star sensor is a prerequisite navigation device for a spacecraft. The on-orbit calibration is an essential guarantee for its operation performance. However, traditional calibration methods rely on ground information and are invalid without priori information. The uncertain on-orbit parameters will eventually influence the performance of guidance navigation and control system. In this paper, a novel calibration method without priori information for on-orbit star sensors is proposed. Firstly, the simplified back propagation neural network is designed for focal length and main point estimation along with system property evaluation, called coarse calibration. Then the unscented Kalman filter is adopted for the precise calibration of all parameters, including focal length, main point and distortion. The proposed method benefits from self-initialization and no attitude or preinstalled sensor parameter is required. Precise star sensor parameter estimation can be achieved without priori information, which is a significant improvement for on-orbit devices. Simulations and experiments results demonstrate that the calibration is easy for operation with high accuracy and robustness. The proposed method can satisfy the stringent requirement for most star sensors.

Assessing Upper Extremity Motor Function in Practice of Virtual Activities of Daily Living

PubMed Central

Adams, Richard J.; Lichter, Matthew D.; Krepkovich, Eileen T.; Ellington, Allison; White, Marga; Diamond, Paul T.

2015-01-01

A study was conducted to investigate the criterion validity of measures of upper extremity (UE) motor function derived during practice of virtual activities of daily living (ADLs). Fourteen hemiparetic stroke patients employed a Virtual Occupational Therapy Assistant (VOTA), consisting of a high-fidelity virtual world and a Kinect™ sensor, in four sessions of approximately one hour in duration. An Unscented Kalman Filter-based human motion tracking algorithm estimated UE joint kinematics in real-time during performance of virtual ADL activities, enabling both animation of the user’s avatar and automated generation of metrics related to speed and smoothness of motion. These metrics, aggregated over discrete sub-task elements during performance of virtual ADLs, were compared to scores from an established assessment of UE motor performance, the Wolf Motor Function Test (WMFT). Spearman’s rank correlation analysis indicates a moderate correlation between VOTA-derived metrics and the time-based WMFT assessments, supporting the criterion validity of VOTA measures as a means of tracking patient progress during an UE rehabilitation program that includes practice of virtual ADLs. PMID:25265612

Assessing upper extremity motor function in practice of virtual activities of daily living.

PubMed

Adams, Richard J; Lichter, Matthew D; Krepkovich, Eileen T; Ellington, Allison; White, Marga; Diamond, Paul T

2015-03-01

A study was conducted to investigate the criterion validity of measures of upper extremity (UE) motor function derived during practice of virtual activities of daily living (ADLs). Fourteen hemiparetic stroke patients employed a Virtual Occupational Therapy Assistant (VOTA), consisting of a high-fidelity virtual world and a Kinect™ sensor, in four sessions of approximately one hour in duration. An unscented Kalman Filter-based human motion tracking algorithm estimated UE joint kinematics in real-time during performance of virtual ADL activities, enabling both animation of the user's avatar and automated generation of metrics related to speed and smoothness of motion. These metrics, aggregated over discrete sub-task elements during performance of virtual ADLs, were compared to scores from an established assessment of UE motor performance, the Wolf Motor Function Test (WMFT). Spearman's rank correlation analysis indicates a moderate correlation between VOTA-derived metrics and the time-based WMFT assessments, supporting the criterion validity of VOTA measures as a means of tracking patient progress during an UE rehabilitation program that includes practice of virtual ADLs.

Gas Path On-line Fault Diagnostics Using a Nonlinear Integrated Model for Gas Turbine Engines

NASA Astrophysics Data System (ADS)

Lu, Feng; Huang, Jin-quan; Ji, Chun-sheng; Zhang, Dong-dong; Jiao, Hua-bin

2014-08-01

Gas turbine engine gas path fault diagnosis is closely related technology that assists operators in managing the engine units. However, the performance gradual degradation is inevitable due to the usage, and it result in the model mismatch and then misdiagnosis by the popular model-based approach. In this paper, an on-line integrated architecture based on nonlinear model is developed for gas turbine engine anomaly detection and fault diagnosis over the course of the engine's life. These two engine models have different performance parameter update rate. One is the nonlinear real-time adaptive performance model with the spherical square-root unscented Kalman filter (SSR-UKF) producing performance estimates, and the other is a nonlinear baseline model for the measurement estimates. The fault detection and diagnosis logic is designed to discriminate sensor fault and component fault. This integration architecture is not only aware of long-term engine health degradation but also effective to detect gas path performance anomaly shifts while the engine continues to degrade. Compared to the existing architecture, the proposed approach has its benefit investigated in the experiment and analysis.

Optimization of tissue physical parameters for accurate temperature estimation from finite-element simulation of radiofrequency ablation.

PubMed

Subramanian, Swetha; Mast, T Douglas

2015-10-07

Computational finite element models are commonly used for the simulation of radiofrequency ablation (RFA) treatments. However, the accuracy of these simulations is limited by the lack of precise knowledge of tissue parameters. In this technical note, an inverse solver based on the unscented Kalman filter (UKF) is proposed to optimize values for specific heat, thermal conductivity, and electrical conductivity resulting in accurately simulated temperature elevations. A total of 15 RFA treatments were performed on ex vivo bovine liver tissue. For each RFA treatment, 15 finite-element simulations were performed using a set of deterministically chosen tissue parameters to estimate the mean and variance of the resulting tissue ablation. The UKF was implemented as an inverse solver to recover the specific heat, thermal conductivity, and electrical conductivity corresponding to the measured area of the ablated tissue region, as determined from gross tissue histology. These tissue parameters were then employed in the finite element model to simulate the position- and time-dependent tissue temperature. Results show good agreement between simulated and measured temperature.

Design of a self-tuning regulator for temperature control of a polymerization reactor.

PubMed

Vasanthi, D; Pranavamoorthy, B; Pappa, N

2012-01-01

The temperature control of a polymerization reactor described by Chylla and Haase, a control engineering benchmark problem, is used to illustrate the potential of adaptive control design by employing a self-tuning regulator concept. In the benchmark scenario, the operation of the reactor must be guaranteed under various disturbing influences, e.g., changing ambient temperatures or impurity of the monomer. The conventional cascade control provides a robust operation, but often lacks in control performance concerning the required strict temperature tolerances. The self-tuning control concept presented in this contribution solves the problem. This design calculates a trajectory for the cooling jacket temperature in order to follow a predefined trajectory of the reactor temperature. The reaction heat and the heat transfer coefficient in the energy balance are estimated online by using an unscented Kalman filter (UKF). Two simple physically motivated relations are employed, which allow the non-delayed estimation of both quantities. Simulation results under model uncertainties show the effectiveness of the self-tuning control concept. Copyright © 2011 ISA. Published by Elsevier Ltd. All rights reserved.

Solar oscillation time delay measurement assisted celestial navigation method

NASA Astrophysics Data System (ADS)

Ning, Xiaolin; Gui, Mingzhen; Zhang, Jie; Fang, Jiancheng; Liu, Gang

2017-05-01

Solar oscillation, which causes the sunlight intensity and spectrum frequency change, has been studied in great detail, both observationally and theoretically. In this paper, owing to the existence of solar oscillation, the time delay between the sunlight coming from the Sun directly and the sunlight reflected by the other celestial body such as the satellite of planet or asteroid can be obtained with two optical power meters. Because the solar oscillation time delay is determined by the relative positions of the spacecraft, reflective celestial body and the Sun, it can be adopted as the navigation measurement to estimate the spacecraft's position. The navigation accuracy of single solar oscillation time delay navigation system depends on the time delay measurement accuracy, and is influenced by the distance between spacecraft and reflective celestial body. In this paper, we combine it with the star angle measurement and propose a solar oscillation time delay measurement assisted celestial navigation method for deep space exploration. Since the measurement model of time delay is an implicit function, the Implicit Unscented Kalman Filter (IUKF) is applied. Simulations demonstrate the effectiveness and superiority of this method.

State observer-based sliding mode control for semi-active hydro-pneumatic suspension

NASA Astrophysics Data System (ADS)

Ren, Hongbin; Chen, Sizhong; Zhao, Yuzhuang; Liu, Gang; Yang, Lin

2016-02-01

This paper proposes an improved virtual reference model for semi-active suspension to coordinate the vehicle ride comfort and handling stability. The reference model combines the virtues of sky-hook with ground-hook control logic, and the hybrid coefficient is tuned according to the longitudinal and lateral acceleration so as to improve the vehicle stability especially in high-speed condition. Suspension state observer based on unscented Kalman filter is designed. A sliding mode controller (SMC) is developed to track the states of the reference model. The stability of the SMC strategy is proven by means of Lyapunov function taking into account the nonlinear damper characteristics and sprung mass variation of the vehicle. Finally, the performance of the controller is demonstrated under three typical working conditions: the random road excitation, speed bump road and sharp acceleration and braking. The simulation results indicated that, compared with the traditional passive suspension, the proposed control algorithm can offer a better coordination between vehicle ride comfort and handling stability. This approach provides a viable alternative to costlier active suspension control systems for commercial vehicles.

Multisensor-based human detection and tracking for mobile service robots.

PubMed

Bellotto, Nicola; Hu, Huosheng

2009-02-01

One of fundamental issues for service robots is human-robot interaction. In order to perform such a task and provide the desired services, these robots need to detect and track people in the surroundings. In this paper, we propose a solution for human tracking with a mobile robot that implements multisensor data fusion techniques. The system utilizes a new algorithm for laser-based leg detection using the onboard laser range finder (LRF). The approach is based on the recognition of typical leg patterns extracted from laser scans, which are shown to also be very discriminative in cluttered environments. These patterns can be used to localize both static and walking persons, even when the robot moves. Furthermore, faces are detected using the robot's camera, and the information is fused to the legs' position using a sequential implementation of unscented Kalman filter. The proposed solution is feasible for service robots with a similar device configuration and has been successfully implemented on two different mobile platforms. Several experiments illustrate the effectiveness of our approach, showing that robust human tracking can be performed within complex indoor environments.

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

NASA Technical Reports Server (NTRS)

West, M. E.

1992-01-01

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

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

DTIC Science & Technology

2017-02-01

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

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

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

2014-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

Kalman filter data assimilation: Targeting observations and parameter estimation

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

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

2014-06-15

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

Stable Kalman filters for processing clock measurement data

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2010-01-01

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

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

PubMed

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

2017-10-16

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

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

PubMed

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

2017-08-01

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

Linear-Quadratic Control of a MEMS Micromirror using Kalman Filtering

DTIC Science & Technology

2011-12-01

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

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

NASA Astrophysics Data System (ADS)

He, Ning; Zhang, Youzhen; Pan, Liangxian

1993-05-01

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

Initial flight results of the TRMM Kalman filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Morgenstern, Wendy M.

1998-01-01

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

Initial Flight Results of the TRMM Kalman Filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Morgenstern, Wendy M.

1998-01-01

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

Implicit Kalman filtering

NASA Technical Reports Server (NTRS)

Skliar, M.; Ramirez, W. F.

1997-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

Application of Kalman filters to robot calibration

NASA Technical Reports Server (NTRS)

Whitney, D. E.; Junkel, E. F.

1983-01-01

This report explores new uses of Kalman filter theory in manufacturing systems (robots in particular). The Kalman filter allows the robot to read its sensors plus external sensors and learn from its experience. In effect, the robot is given primitive intelligence. The study, which is applicable to any type of powered kinematic linkage, focuses on the calibration of a manipulator.

Fault-tolerant feature-based estimation of space debris rotational motion during active removal missions

NASA Astrophysics Data System (ADS)

Biondi, Gabriele; Mauro, Stefano; Pastorelli, Stefano; Sorli, Massimo

2018-05-01

One of the key functionalities required by an Active Debris Removal mission is the assessment of the target kinematics and inertial properties. Passive sensors, such as stereo cameras, are often included in the onboard instrumentation of a chaser spacecraft for capturing sequential photographs and for tracking features of the target surface. A plenty of methods, based on Kalman filtering, are available for the estimation of the target's state from feature positions; however, to guarantee the filter convergence, they typically require continuity of measurements and the capability of tracking a fixed set of pre-defined features of the object. These requirements clash with the actual tracking conditions: failures in feature detection often occur and the assumption of having some a-priori knowledge about the shape of the target could be restrictive in certain cases. The aim of the presented work is to propose a fault-tolerant alternative method for estimating the angular velocity and the relative magnitudes of the principal moments of inertia of the target. Raw data regarding the positions of the tracked features are processed to evaluate corrupted values of a 3-dimentional parameter which entirely describes the finite screw motion of the debris and which primarily is invariant on the particular set of considered features of the object. Missing values of the parameter are completely restored exploiting the typical periodicity of the rotational motion of an uncontrolled satellite: compressed sensing techniques, typically adopted for recovering images or for prognostic applications, are herein used in a completely original fashion for retrieving a kinematic signal that appears sparse in the frequency domain. Due to its invariance about the features, no assumptions are needed about the target's shape and continuity of the tracking. The obtained signal is useful for the indirect evaluation of an attitude signal that feeds an unscented Kalman filter for the estimation of the global rotational state of the target. The results of the computer simulations showed a good robustness of the method and its potential applicability for general motion conditions of the target.

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

NASA Astrophysics Data System (ADS)

Goh, Shu Ting

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

Analysis of Video-Based Microscopic Particle Trajectories Using Kalman Filtering

PubMed Central

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

2010-01-01

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

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

PubMed

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

2015-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Robust Controller for Turbulent and Convective Boundary Layers

DTIC Science & Technology

2006-08-01

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

Motion estimation using point cluster method and Kalman filter.

PubMed

Senesh, M; Wolf, A

2009-05-01

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

UDU/T/ covariance factorization for Kalman filtering

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

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

NASA Astrophysics Data System (ADS)

Sun, Tao; Xin, Ming

2017-05-01

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

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

DTIC Science & Technology

2015-03-26

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

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

DTIC Science & Technology

2012-03-01

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

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

Treesearch

Raymond L. Czaplewski

1991-01-01

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

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

NASA Technical Reports Server (NTRS)

Pines, S.; Schmidt, S. F.

1978-01-01

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

Multilevel Mixture Kalman Filter

NASA Astrophysics Data System (ADS)

Guo, Dong; Wang, Xiaodong; Chen, Rong

2004-12-01

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

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

NASA Astrophysics Data System (ADS)

Chou, Chien-Ming; Wang, Ru-Yih

2004-04-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2004-01-01

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

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.

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

PubMed Central

2014-01-01

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

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

PubMed

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

2014-05-09

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

An automated method of tuning an attitude estimator

NASA Technical Reports Server (NTRS)

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

1995-01-01

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

Satellite Angular Rate Estimation From Vector Measurements

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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

PubMed

Su, Housheng; Li, Zhenghao; Ye, Yanyan

2017-11-01

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

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

PubMed

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

2014-01-01

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

Kalman filter based control for Adaptive Optics

NASA Astrophysics Data System (ADS)

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

2004-12-01

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

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

PubMed

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

2017-11-01

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

Model-Based Engine Control Architecture with an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

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

Model-Based Engine Control Architecture with an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Csank, Jeffrey T.; Connolly, Joseph W.

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

Garrick, Joseph

1993-01-01

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

Nonlinear estimation theory applied to orbit determination

NASA Technical Reports Server (NTRS)

Choe, C. Y.

1972-01-01

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

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

PubMed

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

2018-06-12

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

LATTE Linking Acoustic Tests and Tagging Using Statistical Estimation

DTIC Science & Technology

2015-09-30

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

Integrated Multi-Aperture Sensor and Navigation Fusion

DTIC Science & Technology

2010-02-01

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

Navigation in Difficult Environments: Multi-Sensor Fusion Techniques

DTIC Science & Technology

2010-03-01

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

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

DTIC Science & Technology

2009-03-01

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

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

DTIC Science & Technology

2012-04-01

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

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.

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.

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

PubMed

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

2013-12-21

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Reduced-Order Kalman Filtering for Processing Relative Measurements

NASA Technical Reports Server (NTRS)

Bayard, David S.

2008-01-01

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

Longitudinal Factor Score Estimation Using the Kalman Filter.

ERIC Educational Resources Information Center

Oud, Johan H.; And Others

1990-01-01

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

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

PubMed

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

2018-05-31

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

Initial Alignment for SINS Based on Pseudo-Earth Frame in Polar Regions.

PubMed

Gao, Yanbin; Liu, Meng; Li, Guangchun; Guang, Xingxing

2017-06-16

An accurate initial alignment must be required for inertial navigation system (INS). The performance of initial alignment directly affects the following navigation accuracy. However, the rapid convergence of meridians and the small horizontalcomponent of rotation of Earth make the traditional alignment methods ineffective in polar regions. In this paper, from the perspective of global inertial navigation, a novel alignment algorithm based on pseudo-Earth frame and backward process is proposed to implement the initial alignment in polar regions. Considering that an accurate coarse alignment of azimuth is difficult to obtain in polar regions, the dynamic error modeling with large azimuth misalignment angle is designed. At the end of alignment phase, the strapdown attitude matrix relative to local geographic frame is obtained without influence of position errors and cumbersome computation. As a result, it would be more convenient to access the following polar navigation system. Then, it is also expected to unify the polar alignment algorithm as much as possible, thereby further unifying the form of external reference information. Finally, semi-physical static simulation and in-motion tests with large azimuth misalignment angle assisted by unscented Kalman filter (UKF) validate the effectiveness of the proposed method.

Ubiquitous human upper-limb motion estimation using wearable sensors.

PubMed

Zhang, Zhi-Qiang; Wong, Wai-Choong; Wu, Jian-Kang

2011-07-01

Human motion capture technologies have been widely used in a wide spectrum of applications, including interactive game and learning, animation, film special effects, health care, navigation, and so on. The existing human motion capture techniques, which use structured multiple high-resolution cameras in a dedicated studio, are complicated and expensive. With the rapid development of microsensors-on-chip, human motion capture using wearable microsensors has become an active research topic. Because of the agility in movement, upper-limb motion estimation has been regarded as the most difficult problem in human motion capture. In this paper, we take the upper limb as our research subject and propose a novel ubiquitous upper-limb motion estimation algorithm, which concentrates on modeling the relationship between upper-arm movement and forearm movement. A link structure with 5 degrees of freedom (DOF) is proposed to model the human upper-limb skeleton structure. Parameters are defined according to Denavit-Hartenberg convention, forward kinematics equations are derived, and an unscented Kalman filter is deployed to estimate the defined parameters. The experimental results have shown that the proposed upper-limb motion capture and analysis algorithm outperforms other fusion methods and provides accurate results in comparison to the BTS optical motion tracker.

Sideslip estimation for articulated heavy vehicles at the limits of adhesion

NASA Astrophysics Data System (ADS)

Morrison, Graeme; Cebon, David

2016-11-01

Various active safety systems proposed for articulated heavy goods vehicles (HGVs) require an accurate estimate of vehicle sideslip angle. However in contrast to passenger cars, there has been minimal published research on sideslip estimation for articulated HGVs. State-of-the-art observers, which rely on linear vehicle models, perform poorly when manoeuvring near the limits of tyre adhesion. This paper investigates three nonlinear Kalman filters (KFs) for estimating the tractor sideslip angle of a tractor-semitrailer. These are compared to the current state-of-the-art, through computer simulations and vehicle test data. An unscented KF using a 5 degrees-of-freedom single-track vehicle model with linear adaptive tyres is found to substantially outperform the state-of-the-art linear KF across a range of test manoeuvres on different surfaces, both at constant speed and during emergency braking. Robustness of the observer to parameter uncertainty is also demonstrated. Data supporting this research can be accessed at http://dx.doi.org/10.17863/CAM.1234

Efficient implementation of a real-time estimation system for thalamocortical hidden Parkinsonian properties

NASA Astrophysics Data System (ADS)

Yang, Shuangming; Deng, Bin; Wang, Jiang; Li, Huiyan; Liu, Chen; Fietkiewicz, Chris; Loparo, Kenneth A.

2017-01-01

Real-time estimation of dynamical characteristics of thalamocortical cells, such as dynamics of ion channels and membrane potentials, is useful and essential in the study of the thalamus in Parkinsonian state. However, measuring the dynamical properties of ion channels is extremely challenging experimentally and even impossible in clinical applications. This paper presents and evaluates a real-time estimation system for thalamocortical hidden properties. For the sake of efficiency, we use a field programmable gate array for strictly hardware-based computation and algorithm optimization. In the proposed system, the FPGA-based unscented Kalman filter is implemented into a conductance-based TC neuron model. Since the complexity of TC neuron model restrains its hardware implementation in parallel structure, a cost efficient model is proposed to reduce the resource cost while retaining the relevant ionic dynamics. Experimental results demonstrate the real-time capability to estimate thalamocortical hidden properties with high precision under both normal and Parkinsonian states. While it is applied to estimate the hidden properties of the thalamus and explore the mechanism of the Parkinsonian state, the proposed method can be useful in the dynamic clamp technique of the electrophysiological experiments, the neural control engineering and brain-machine interface studies.

On-Board Event-Based State Estimation for Trajectory Approaching and Tracking of a Vehicle

PubMed Central

Martínez-Rey, Miguel; Espinosa, Felipe; Gardel, Alfredo; Santos, Carlos

2015-01-01

For the problem of pose estimation of an autonomous vehicle using networked external sensors, the processing capacity and battery consumption of these sensors, as well as the communication channel load should be optimized. Here, we report an event-based state estimator (EBSE) consisting of an unscented Kalman filter that uses a triggering mechanism based on the estimation error covariance matrix to request measurements from the external sensors. This EBSE generates the events of the estimator module on-board the vehicle and, thus, allows the sensors to remain in stand-by mode until an event is generated. The proposed algorithm requests a measurement every time the estimation distance root mean squared error (DRMS) value, obtained from the estimator's covariance matrix, exceeds a threshold value. This triggering threshold can be adapted to the vehicle's working conditions rendering the estimator even more efficient. An example of the use of the proposed EBSE is given, where the autonomous vehicle must approach and follow a reference trajectory. By making the threshold a function of the distance to the reference location, the estimator can halve the use of the sensors with a negligible deterioration in the performance of the approaching maneuver. PMID:26102489

A novel technique for optimal integration of active steering and differential braking with estimation to improve vehicle directional stability.

PubMed

Mirzaeinejad, Hossein; Mirzaei, Mehdi; Rafatnia, Sadra

2018-06-11

This study deals with the enhancement of directional stability of vehicle which turns with high speeds on various road conditions using integrated active steering and differential braking systems. In this respect, the minimum usage of intentional asymmetric braking force to compensate the drawbacks of active steering control with small reduction of vehicle longitudinal speed is desired. To this aim, a new optimal multivariable controller is analytically developed for integrated steering and braking systems based on the prediction of vehicle nonlinear responses. A fuzzy programming extracted from the nonlinear phase plane analysis is also used for managing the two control inputs in various driving conditions. With the proposed fuzzy programming, the weight factors of the control inputs are automatically tuned and softly changed. In order to simulate a real-world control system, some required information about the system states and parameters which cannot be directly measured, are estimated using the Unscented Kalman Filter (UKF). Finally, simulations studies are carried out using a validated vehicle model to show the effectiveness of the proposed integrated control system in the presence of model uncertainties and estimation errors. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

Optical Flow Analysis and Kalman Filter Tracking in Video Surveillance Algorithms

DTIC Science & Technology

2007-06-01

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

Localization Methods for a Mobile Robot in Urban Environments

DTIC Science & Technology

2004-10-04

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

Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter

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

Zhou, Ning; Huang, Zhenyu; Welch, Greg

2012-05-24

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

PubMed Central

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

2011-01-01

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

Oceanographic applications of the Kalman filter

NASA Technical Reports Server (NTRS)

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

1982-01-01

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

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

DTIC Science & Technology

2007-11-01

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

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

DTIC Science & Technology

1981-12-01

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

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.

Wind and Wake Sensing with UAV Formation Flight: System Development and Flight Testing

NASA Astrophysics Data System (ADS)

Larrabee, Trenton Jameson

Wind turbulence including atmospheric turbulence and wake turbulence have been widely investigated; however, only recently it become possible to use Unmanned Aerial Vehicles (UAVs) as a validation tool for research in this area. Wind can be a major contributing factor of adverse weather for aircraft. More importantly, it is an even greater risk towards UAVs because of their small size and weight. Being able to estimate wind fields and gusts can potentially provide substantial benefits for both unmanned and manned aviation. Possible applications include gust suppression for improving handling qualities, a better warning system for high wind encounters, and enhanced control for small UAVs during flight. On the other hand, the existence of wind can be advantageous since it can lead to fuel savings and longer duration flights through dynamic soaring or thermal soaring. Wakes are an effect of the lift distribution across an aircraft's wing or tail. Wakes can cause substantial disturbances when multiple aircraft are moving through the same airspace. In fact, the perils from an aircraft flying through the wake of another aircraft is a leading cause of the delay between takeoff times at airports. Similar to wind, though, wakes can be useful for energy harvesting and increasing an aircraft's endurance when flying in formation which can be a great advantage to UAVs because they are often limited in flight time due to small payload capacity. Formation flight can most often be seen in manned aircraft but can be adopted for use with unmanned systems. Autonomous flight is needed for flying in the "sweet spot" of the generated wakes for energy harvesting as well as for thermal soaring during long duration flights. For the research presented here formation flight was implemented for the study of wake sensing and gust alleviation. The major contributions of this research are in the areas of a novel technique to estimate wind using an Unscented Kalman filter and experimental wake sensing data using UAVs in formation flight. This has been achieved and well documented before in manned aircraft but very little work has been done on UAV wake sensing especially during flight testing. This document describes the development and flight testing of small unmanned aerial system (UAS) for wind and wake sensing purpose including a Ground Control Station (GCS) and UAVs. This research can be stated in four major components. Firstly, formation flight was obtained by integrating a formation flight controller on the WVU Phastball Research UAV aircraft platform from the Flight Control Systems Laboratory (FCSL) at West Virginia University (WVU). Second, a new approach to wind estimation using an Unscented Kalman filter (UKF) is discussed along with results from flight data. Third, wake modeling within a simulator and wake sensing during formation flight is shown. Finally, experimental results are used to discuss the "sweet spot" for energy harvesting in formation flight, a novel approach to cooperative wind estimation, and gust suppression control for a follower aircraft in formation flight.

Attitude Representations for Kalman Filtering

NASA Technical Reports Server (NTRS)

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

2001-01-01

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

Kalman filter to update forest cover estimates

Treesearch

Raymond L. Czaplewski

1990-01-01

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

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

DTIC Science & Technology

2015-09-30

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

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Location detection and tracking of moving targets by a 2D IR-UWB radar system.

PubMed

Nguyen, Van-Han; Pyun, Jae-Young

2015-03-19

In indoor environments, the Global Positioning System (GPS) and long-range tracking radar systems are not optimal, because of signal propagation limitations in the indoor environment. In recent years, the use of ultra-wide band (UWB) technology has become a possible solution for object detection, localization and tracking in indoor environments, because of its high range resolution, compact size and low cost. This paper presents improved target detection and tracking techniques for moving objects with impulse-radio UWB (IR-UWB) radar in a short-range indoor area. This is achieved through signal-processing steps, such as clutter reduction, target detection, target localization and tracking. In this paper, we introduce a new combination consisting of our proposed signal-processing procedures. In the clutter-reduction step, a filtering method that uses a Kalman filter (KF) is proposed. Then, in the target detection step, a modification of the conventional CLEAN algorithm which is used to estimate the impulse response from observation region is applied for the advanced elimination of false alarms. Then, the output is fed into the target localization and tracking step, in which the target location and trajectory are determined and tracked by using unscented KF in two-dimensional coordinates. In each step, the proposed methods are compared to conventional methods to demonstrate the differences in performance. The experiments are carried out using actual IR-UWB radar under different scenarios. The results verify that the proposed methods can improve the probability and efficiency of target detection and tracking.

Neuromusculoskeletal model self-calibration for on-line sequential bayesian moment estimation

NASA Astrophysics Data System (ADS)

Bueno, Diana R.; Montano, L.

2017-04-01

Objective. Neuromusculoskeletal models involve many subject-specific physiological parameters that need to be adjusted to adequately represent muscle properties. Traditionally, neuromusculoskeletal models have been calibrated with a forward-inverse dynamic optimization which is time-consuming and unfeasible for rehabilitation therapy. Non self-calibration algorithms have been applied to these models. To the best of our knowledge, the algorithm proposed in this work is the first on-line calibration algorithm for muscle models that allows a generic model to be adjusted to different subjects in a few steps. Approach. In this paper we propose a reformulation of the traditional muscle models that is able to sequentially estimate the kinetics (net joint moments), and also its full self-calibration (subject-specific internal parameters of the muscle from a set of arbitrary uncalibrated data), based on the unscented Kalman filter. The nonlinearity of the model as well as its calibration problem have obliged us to adopt the sum of Gaussians filter suitable for nonlinear systems. Main results. This sequential Bayesian self-calibration algorithm achieves a complete muscle model calibration using as input only a dataset of uncalibrated sEMG and kinematics data. The approach is validated experimentally using data from the upper limbs of 21 subjects. Significance. The results show the feasibility of neuromusculoskeletal model self-calibration. This study will contribute to a better understanding of the generalization of muscle models for subject-specific rehabilitation therapies. Moreover, this work is very promising for rehabilitation devices such as electromyography-driven exoskeletons or prostheses.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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

PubMed

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

2017-09-19

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

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

PubMed

Liu, Hua; Wu, Wen

2017-03-31

Conventional spherical simplex-radial cubature Kalman filter (SSRCKF) for maneuvering target tracking may decline in accuracy and even diverge when a target makes abrupt state changes. To overcome this problem, a novel algorithm named strong tracking spherical simplex-radial cubature Kalman filter (STSSRCKF) is proposed in this paper. The proposed algorithm uses the spherical simplex-radial (SSR) rule to obtain a higher accuracy than cubature Kalman filter (CKF) algorithm. Meanwhile, by introducing strong tracking filter (STF) into SSRCKF and modifying the predicted states' error covariance with a time-varying fading factor, the gain matrix is adjusted on line so that the robustness of the filter and the capability of dealing with uncertainty factors is improved. In this way, the proposed algorithm has the advantages of both STF's strong robustness and SSRCKF's high accuracy. Finally, a maneuvering target tracking problem with abrupt state changes is used to test the performance of the proposed filter. Simulation results show that the STSSRCKF algorithm can get better estimation accuracy and greater robustness for maneuvering target tracking.

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

PubMed Central

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

2017-01-01

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

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

PubMed Central

Liu, Hua; Wu, Wen

2017-01-01

Conventional spherical simplex-radial cubature Kalman filter (SSRCKF) for maneuvering target tracking may decline in accuracy and even diverge when a target makes abrupt state changes. To overcome this problem, a novel algorithm named strong tracking spherical simplex-radial cubature Kalman filter (STSSRCKF) is proposed in this paper. The proposed algorithm uses the spherical simplex-radial (SSR) rule to obtain a higher accuracy than cubature Kalman filter (CKF) algorithm. Meanwhile, by introducing strong tracking filter (STF) into SSRCKF and modifying the predicted states’ error covariance with a time-varying fading factor, the gain matrix is adjusted on line so that the robustness of the filter and the capability of dealing with uncertainty factors is improved. In this way, the proposed algorithm has the advantages of both STF’s strong robustness and SSRCKF’s high accuracy. Finally, a maneuvering target tracking problem with abrupt state changes is used to test the performance of the proposed filter. Simulation results show that the STSSRCKF algorithm can get better estimation accuracy and greater robustness for maneuvering target tracking. PMID:28362347

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

PubMed

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

2015-01-01

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

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

PubMed Central

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

2016-01-01

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

Simplification of the Kalman filter for meteorological data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1991-01-01

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

Vectorization of linear discrete filtering algorithms

NASA Technical Reports Server (NTRS)

Schiess, J. R.

1977-01-01

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

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

NASA Astrophysics Data System (ADS)

Sun, He; Kasdin, N. Jeremy

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Ji, S.; Yuan, X.

2016-06-01

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

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

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Raffo, Guilerme

2015-12-01

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

Kalman filter techniques for accelerated Cartesian dynamic cardiac imaging.

PubMed

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

2013-05-01

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

Kalman Filter Techniques for Accelerated Cartesian Dynamic Cardiac Imaging

PubMed Central

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

2012-01-01

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

Implementation of a Parallel Kalman Filter for Stratospheric Chemical Tracer Assimilation

NASA Technical Reports Server (NTRS)

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

1998-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Mobile indoor localization using Kalman filter and trilateration technique

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

PubMed

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

2016-05-09

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

The application of dummy noise adaptive Kalman filter in underwater navigation

NASA Astrophysics Data System (ADS)

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

2011-10-01

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

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

DTIC Science & Technology

2009-02-01

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

LHCb Kalman Filter cross architecture studies

NASA Astrophysics Data System (ADS)

Cámpora Pérez, Daniel Hugo

2017-10-01

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

An Adaptive Kalman Filter using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

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

Spitzer Instrument Pointing Frame (IPF) Kalman Filter Algorithm

NASA Technical Reports Server (NTRS)

Bayard, David S.; Kang, Bryan H.

2004-01-01

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

Reduced Kalman Filters for Clock Ensembles

NASA Technical Reports Server (NTRS)

Greenhall, Charles A.

2011-01-01

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

An optimal modification of a Kalman filter for time scales

NASA Technical Reports Server (NTRS)

Greenhall, C. A.

2003-01-01

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

Kalman Filters for Time Delay of Arrival-Based Source Localization

NASA Astrophysics Data System (ADS)

Klee, Ulrich; Gehrig, Tobias; McDonough, John

2006-12-01

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

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

PubMed

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

2013-01-01

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

Ground moving target geo-location from monocular camera mounted on a micro air vehicle

NASA Astrophysics Data System (ADS)

Guo, Li; Ang, Haisong; Zheng, Xiangming

2011-08-01

The usual approaches to unmanned air vehicle(UAV)-to-ground target geo-location impose some severe constraints to the system, such as stationary objects, accurate geo-reference terrain database, or ground plane assumption. Micro air vehicle(MAV) works with characteristics including low altitude flight, limited payload and onboard sensors' low accuracy. According to these characteristics, a method is developed to determine the location of ground moving target which imaged from the air using monocular camera equipped on MAV. This method eliminates the requirements for terrain database (elevation maps) and altimeters that can provide MAV's and target's altitude. Instead, the proposed method only requires MAV flight status provided by its inherent onboard navigation system which includes inertial measurement unit(IMU) and global position system(GPS). The key is to get accurate information on the altitude of the ground moving target. First, Optical flow method extracts background static feature points. Setting a local region around the target in the current image, The features which are on the same plane with the target in this region are extracted, and are retained as aided features. Then, inverse-velocity method calculates the location of these points by integrated with aircraft status. The altitude of object, which is calculated by using position information of these aided features, combining with aircraft status and image coordinates, geo-locate the target. Meanwhile, a framework with Bayesian estimator is employed to eliminate noise caused by camera, IMU and GPS. Firstly, an extended Kalman filter(EKF) provides a simultaneous localization and mapping solution for the estimation of aircraft states and aided features location which defines the moving target local environment. Secondly, an unscented transformation(UT) method determines the estimated mean and covariance of target location from aircraft states and aided features location, and then exports them for the moving target Kalman filter(KF). Experimental results show that our method can instantaneously geo-locate the moving target by operator's single click and can reach 15 meters accuracy for an MAV flying at 200 meters above the ground.

Real-Time Monitoring and Prediction of the Pilot Vehicle System (PVS) Closed-Loop Stability

NASA Astrophysics Data System (ADS)

Mandal, Tanmay Kumar

Understanding human control behavior is an important step for improving the safety of future aircraft. Considerable resources are invested during the design phase of an aircraft to ensure that the aircraft has desirable handling qualities. However, human pilots exhibit a wide range of control behaviors that are a function of external stimulus, aircraft dynamics, and human psychological properties (such as workload, stress factor, confidence, and sense of urgency factor). This variability is difficult to address comprehensively during the design phase and may lead to undesirable pilot-aircraft interaction, such as pilot-induced oscillations (PIO). This creates the need to keep track of human pilot performance in real-time to monitor the pilot vehicle system (PVS) stability. This work focused on studying human pilot behavior for the longitudinal axis of a remotely controlled research aircraft and using human-in-the-loop (HuIL) simulations to obtain information about the human controlled system (HCS) stability. The work in this dissertation is divided into two main parts: PIO analysis and human control model parameters estimation. To replicate different flight conditions, this study included time delay and elevator rate limiting phenomena, typical of actuator dynamics during the experiments. To study human control behavior, this study employed the McRuer model for single-input single-output manual compensatory tasks. McRuer model is a lead-lag controller with time delay which has been shown to adequately model manual compensatory tasks. This dissertation presents a novel technique to estimate McRuer model parameters in real-time and associated validation using HuIL simulations to correctly predict HCS stability. The McRuer model parameters were estimated in real-time using a Kalman filter approach. The estimated parameters were then used to analyze the stability of the closed-loop HCS and verify them against the experimental data. Therefore, the main contribution of this dissertation is the design of an unscented Kalman filter-based algorithm to estimate McRuer model parameters in real time, and a framework to validate this algorithm for single-input single-output manual compensatory tasks to predict instabilities.

Mechanical Characterization of the Vessel Wall by Data Assimilation of Intravascular Ultrasound Studies

PubMed Central

Maso Talou, Gonzalo D.; Blanco, Pablo J.; Ares, Gonzalo D.; Guedes Bezerra, Cristiano; Lemos, Pedro A.; Feijóo, Raúl A.

2018-01-01

Atherosclerotic plaque rupture and erosion are the most important mechanisms underlying the sudden plaque growth, responsible for acute coronary syndromes and even fatal cardiac events. Advances in the understanding of the culprit plaque structure and composition are already reported in the literature, however, there is still much work to be done toward in-vivo plaque visualization and mechanical characterization to assess plaque stability, patient risk, diagnosis and treatment prognosis. In this work, a methodology for the mechanical characterization of the vessel wall plaque and tissues is proposed based on the combination of intravascular ultrasound (IVUS) imaging processing, data assimilation and continuum mechanics models within a high performance computing (HPC) environment. Initially, the IVUS study is gated to obtain volumes of image sequences corresponding to the vessel of interest at different cardiac phases. These sequences are registered against the sequence of the end-diastolic phase to remove transversal and longitudinal rigid motions prescribed by the moving environment due to the heartbeat. Then, optical flow between the image sequences is computed to obtain the displacement fields of the vessel (each associated to a certain pressure level). The obtained displacement fields are regarded as observations within a data assimilation paradigm, which aims to estimate the material parameters of the tissues within the vessel wall. Specifically, a reduced order unscented Kalman filter is employed, endowed with a forward operator which amounts to address the solution of a hyperelastic solid mechanics model in the finite strain regime taking into account the axially stretched state of the vessel, as well as the effect of internal and external forces acting on the arterial wall. Due to the computational burden, a HPC approach is mandatory. Hence, the data assimilation and computational solid mechanics computations are parallelized at three levels: (i) a Kalman filter level; (ii) a cardiac phase level; and (iii) a mesh partitioning level. To illustrate the capabilities of this novel methodology toward the in-vivo analysis of patient-specific vessel constituents, mechanical material parameters are estimated using in-silico and in-vivo data retrieved from IVUS studies. Limitations and potentials of this approach are exposed and discussed. PMID:29643815

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.…

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

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

NASA Technical Reports Server (NTRS)

Truong, Son H.

1999-01-01

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

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

NASA Technical Reports Server (NTRS)

Truong, S. H.

1999-01-01

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

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

PubMed

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

2015-10-01

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

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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

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

Zhang, Jinghe; Welch, Greg; Bishop, Gary

2014-04-01

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

Fire spread estimation on forest wildfire using ensemble kalman filter

NASA Astrophysics Data System (ADS)

Syarifah, Wardatus; Apriliani, Erna

2018-04-01

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

Unannounced Meals in the Artificial Pancreas: Detection Using Continuous Glucose Monitoring

PubMed Central

Herrero, Pau; Bondia, Jorge

2018-01-01

The artificial pancreas (AP) system is designed to regulate blood glucose in subjects with type 1 diabetes using a continuous glucose monitor informed controller that adjusts insulin infusion via an insulin pump. However, current AP developments are mainly hybrid closed-loop systems that include feed-forward actions triggered by the announcement of meals or exercise. The first step to fully closing the loop in the AP requires removing meal announcement, which is currently the most effective way to alleviate postprandial hyperglycemia due to the delay in insulin action. Here, a novel approach to meal detection in the AP is presented using a sliding window and computing the normalized cross-covariance between measured glucose and the forward difference of a disturbance term, estimated from an augmented minimal model using an Unscented Kalman Filter. Three different tunings were applied to the same meal detection algorithm: (1) a high sensitivity tuning, (2) a trade-off tuning that has a high amount of meals detected and a low amount of false positives (FP), and (3) a low FP tuning. For the three tunings sensitivities 99 ± 2%, 93 ± 5%, and 47 ± 12% were achieved, respectively. A sensitivity analysis was also performed and found that higher carbohydrate quantities and faster rates of glucose appearance result in favorable meal detection outcomes. PMID:29547553

Power system observability and dynamic state estimation for stability monitoring using synchrophasor measurements

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

Sun, Kai; Qi, Junjian; Kang, Wei

2016-08-01

Growing penetration of intermittent resources such as renewable generations increases the risk of instability in a power grid. This paper introduces the concept of observability and its computational algorithms for a power grid monitored by the wide-area measurement system (WAMS) based on synchrophasors, e.g. phasor measurement units (PMUs). The goal is to estimate real-time states of generators, especially for potentially unstable trajectories, the information that is critical for the detection of rotor angle instability of the grid. The paper studies the number and siting of synchrophasors in a power grid so that the state of the system can be accuratelymore » estimated in the presence of instability. An unscented Kalman filter (UKF) is adopted as a tool to estimate the dynamic states that are not directly measured by synchrophasors. The theory and its computational algorithms are illustrated in detail by using a 9-bus 3-generator power system model and then tested on a 140-bus 48-generator Northeast Power Coordinating Council power grid model. Case studies on those two systems demonstrate the performance of the proposed approach using a limited number of synchrophasors for dynamic state estimation for stability assessment and its robustness against moderate inaccuracies in model parameters.« less

Adaptive and Personalized Plasma Insulin Concentration Estimation for Artificial Pancreas Systems.

PubMed

Hajizadeh, Iman; Rashid, Mudassir; Samadi, Sediqeh; Feng, Jianyuan; Sevil, Mert; Hobbs, Nicole; Lazaro, Caterina; Maloney, Zacharie; Brandt, Rachel; Yu, Xia; Turksoy, Kamuran; Littlejohn, Elizabeth; Cengiz, Eda; Cinar, Ali

2018-05-01

The artificial pancreas (AP) system, a technology that automatically administers exogenous insulin in people with type 1 diabetes mellitus (T1DM) to regulate their blood glucose concentrations, necessitates the estimation of the amount of active insulin already present in the body to avoid overdosing. An adaptive and personalized plasma insulin concentration (PIC) estimator is designed in this work to accurately quantify the insulin present in the bloodstream. The proposed PIC estimation approach incorporates Hovorka's glucose-insulin model with the unscented Kalman filtering algorithm. Methods for the personalized initialization of the time-varying model parameters to individual patients for improved estimator convergence are developed. Data from 20 three-days-long closed-loop clinical experiments conducted involving subjects with T1DM are used to evaluate the proposed PIC estimation approach. The proposed methods are applied to the clinical data containing significant disturbances, such as unannounced meals and exercise, and the results demonstrate the accurate real-time estimation of the PIC with the root mean square error of 7.15 and 9.25 mU/L for the optimization-based fitted parameters and partial least squares regression-based testing parameters, respectively. The accurate real-time estimation of PIC will benefit the AP systems by preventing overdelivery of insulin when significant insulin is present in the bloodstream.

Alignment and Calibration of Optical and Inertial Sensors Using Stellar Observations

DTIC Science & Technology

2007-01-01

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

Navigation in GPS Denied Environments: Feature-Aided Inertial Systems

DTIC Science & Technology

2010-03-01

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

Design considerations for a suboptimal Kalman filter

NASA Astrophysics Data System (ADS)

Difilippo, D. J.

1995-06-01

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

External Aiding Methods for IMU-Based Navigation

DTIC Science & Technology

2016-11-26

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

Automated Handling of Garments for Pressing

DTIC Science & Technology

1991-09-30

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

Identification of linear system models and state estimators for controls

NASA Technical Reports Server (NTRS)

Chen, Chung-Wen

1992-01-01

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

Application of adaptive Kalman filter in vehicle laser Doppler velocimetry

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

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

PubMed

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

2016-08-31

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

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

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

Optimally Distributed Kalman Filtering with Data-Driven Communication †

PubMed Central

Dormann, Katharina

2018-01-01

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

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

PubMed Central

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

Rigatos, Gerasimos; Siano, Pierluigi; Arsie, Ivan

2014-10-01

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

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.

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

NASA Astrophysics Data System (ADS)

Borodachev, S. M.

2016-06-01

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

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

PubMed

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

2013-01-01

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

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

PubMed

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

2018-03-01

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

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

PubMed

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

Sun, Hui; Liu, Ji-Gou

2018-07-01

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

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

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

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

PubMed

Xia, Youshen; Wang, Jun

2015-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

Fractional kalman filter to estimate the concentration of air pollution

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

PubMed Central

Watanabe, Takashi

2013-01-01

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

An improved conscan algorithm based on a Kalman filter

NASA Technical Reports Server (NTRS)

Eldred, D. B.

1994-01-01

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

Kalman filter estimation of human pilot-model parameters

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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

PubMed

Ramaiah, Jagadesh; Rastogi, Pramod; Rajshekhar, Gannavarpu

2018-03-10

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

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

NASA Astrophysics Data System (ADS)

Ushaq, Muhammad; Fang, Jiancheng

2013-10-01

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

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

PubMed

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

2013-06-01

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

HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.

PubMed

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

2017-08-01

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

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

PubMed

Rigatos, Gerasimos G

2016-06-01

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

Comparison study on disturbance estimation techniques in precise slow motion control

NASA Astrophysics Data System (ADS)

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

2010-08-01

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

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Efficient data assimilation algorithm for bathymetry application

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

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.

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

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

NASA Technical Reports Server (NTRS)

Montgomery, Raymond C.; Ghosh, Dave

1990-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-02-01

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

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

PubMed

Ligorio, Gabriele; Sabatini, Angelo M

2015-08-01

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

Real time estimation of ship motions using Kalman filtering techniques

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

Spacecraft Dynamics Should be Considered in Kalman Filter Attitude Estimation

NASA Technical Reports Server (NTRS)

Yang, Yaguang; Zhou, Zhiqiang

2016-01-01

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

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

PubMed Central

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

2015-01-01

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

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

USDA-ARS?s Scientific Manuscript database

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

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

NASA Technical Reports Server (NTRS)

Lisano, M. E.

2003-01-01

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

Q-Method Extended Kalman Filter

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

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

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

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

A Probabilistic Collocation Based Iterative Kalman Filter for Landfill Data Assimilation

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

The Navstar GPS master control station's Kalman filter experience

NASA Technical Reports Server (NTRS)

Scardera, Michael P.

1990-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Kalman Filtering Approach to Blind Equalization

DTIC Science & Technology

1993-12-01

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

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.

A quantum extended Kalman filter

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Adaptive Filtering Using Recurrent Neural Networks

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

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...

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

NASA Technical Reports Server (NTRS)

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

1998-01-01

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

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

PubMed Central

Eliseyev, Andrey; Aksenova, Tetiana

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2005-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2000-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2000-01-01

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

Massively Parallel Assimilation of TOGA/TAO and Topex/Poseidon Measurements into a Quasi Isopycnal Ocean General Circulation Model Using an Ensemble Kalman Filter

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele; Borovikov, Anna Y.; Suarez, Max

1999-01-01

A massively parallel ensemble Kalman filter (EnKF)is used to assimilate temperature data from the TOGA/TAO array and altimetry from TOPEX/POSEIDON into a Pacific basin version of the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. The EnKF is an approximate Kalman filter in which the error-covariance propagation step is modeled by the integration of multiple instances of a numerical model. An estimate of the true error covariances is then inferred from the distribution of the ensemble of model state vectors. This inplementation of the filter takes advantage of the inherent parallelism in the EnKF algorithm by running all the model instances concurrently. The Kalman filter update step also occurs in parallel by having each processor process the observations that occur in the region of physical space for which it is responsible. The massively parallel data assimilation system is validated by withholding some of the data and then quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The distributions of the forecast and analysis error covariances predicted by the ENKF are also examined.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

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

2016-05-03

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

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

NASA Technical Reports Server (NTRS)

Thornton, C. L.

1976-01-01

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

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.

Multimodel Kalman filtering for adaptive nonuniformity correction in infrared sensors.

PubMed

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

2006-06-01

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

Three-axis attitude determination via Kalman filtering of magnetometer data

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2003-01-01

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

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

NASA Astrophysics Data System (ADS)

Shrivastava, Akash; Mohanty, A. R.

2018-03-01

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

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

PubMed Central

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

2009-01-01

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

Comparison of Factorization-Based Filtering for Landing Navigation

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

Multi-tensor investigation of orbitofrontal cortex tracts affected in subcaudate tractotomy.

PubMed

Yang, Jimmy C; Papadimitriou, George; Eckbo, Ryan; Yeterian, Edward H; Liang, Lichen; Dougherty, Darin D; Bouix, Sylvain; Rathi, Yogesh; Shenton, Martha; Kubicki, Marek; Eskandar, Emad N; Makris, Nikos

2015-06-01

Subcaudate tractotomy (SCT) is a neurosurgical lesioning procedure that can reduce symptoms in medically intractable obsessive compulsive disorder (OCD). Due to the putative importance of the orbitofrontal cortex (OFC) in symptomatology, fibers that connect the OFC, SCT lesion, and either the thalamus or brainstem were investigated with two-tensor tractography using an unscented Kalman filter approach. From this dataset, fibers were warped to Montreal Neurological Institute space, and probability maps with center-of-mass analysis were subsequently generated. In comparing fibers from the same OFC region, including medial OFC (mOFC), central OFC (cOFC), and lateral OFC (lOFC), the area of divergence for fibers connected with the thalamus versus the brainstem is posterior to the anterior commissure. At the anterior commissure, fibers connected with the thalamus run dorsal to those connected with the brainstem. As OFC fibers travel through the ventral aspect of the internal capsule, lOFC fibers are dorsal to cOFC and mOFC fibers. Using neuroanatomical comparison, tracts coursing between the OFC and thalamus are likely part of the anterior thalamic radiations, while those between the OFC and brainstem likely belong to the medial forebrain bundle. These data support the involvement of the OFC in OCD and may be relevant to creating differential lesional procedures of specific tracts or to developing deep brain stimulation programming paradigms.

A Novel Loss Recovery and Tracking Scheme for Maneuvering Target in Hybrid WSNs.

PubMed

Qian, Hanwang; Fu, Pengcheng; Li, Baoqing; Liu, Jianpo; Yuan, Xiaobing

2018-01-25

Tracking a mobile target, which aims to timely monitor the invasion of specific target, is one of the most prominent applications in wireless sensor networks (WSNs). Traditional tracking methods in WSNs only based on static sensor nodes (SNs) have several critical problems. For example, to void the loss of mobile target, many SNs must be active to track the target in all possible directions, resulting in excessive energy consumption. Additionally, when entering coverage holes in the monitoring area, the mobile target may be missing and then its state is unknown during this period. To tackle these problems, in this paper, a few mobile sensor nodes (MNs) are introduced to cooperate with SNs to form a hybrid WSN due to their stronger abilities and less constrained energy. Then, we propose a valid target tracking scheme for hybrid WSNs to dynamically schedule the MNs and SNs. Moreover, a novel loss recovery mechanism is proposed to find the lost target and recover the tracking with fewer SNs awakened. Furthermore, to improve the robustness and accuracy of the recovery mechanism, an adaptive unscented Kalman filter (AUKF) algorithm is raised to dynamically adjust the process noise covariance. Simulation results demonstrate that our tracking scheme for maneuvering target in hybrid WSNs can not only track the target effectively even if the target is lost but also maintain an excellent accuracy and robustness with fewer activated nodes.

A Novel Loss Recovery and Tracking Scheme for Maneuvering Target in Hybrid WSNs

PubMed Central

Liu, Jianpo; Yuan, Xiaobing

2018-01-01

Tracking a mobile target, which aims to timely monitor the invasion of specific target, is one of the most prominent applications in wireless sensor networks (WSNs). Traditional tracking methods in WSNs only based on static sensor nodes (SNs) have several critical problems. For example, to void the loss of mobile target, many SNs must be active to track the target in all possible directions, resulting in excessive energy consumption. Additionally, when entering coverage holes in the monitoring area, the mobile target may be missing and then its state is unknown during this period. To tackle these problems, in this paper, a few mobile sensor nodes (MNs) are introduced to cooperate with SNs to form a hybrid WSN due to their stronger abilities and less constrained energy. Then, we propose a valid target tracking scheme for hybrid WSNs to dynamically schedule the MNs and SNs. Moreover, a novel loss recovery mechanism is proposed to find the lost target and recover the tracking with fewer SNs awakened. Furthermore, to improve the robustness and accuracy of the recovery mechanism, an adaptive unscented Kalman filter (AUKF) algorithm is raised to dynamically adjust the process noise covariance. Simulation results demonstrate that our tracking scheme for maneuvering target in hybrid WSNs can not only track the target effectively even if the target is lost but also maintain an excellent accuracy and robustness with fewer activated nodes. PMID:29370103

Mars Aerobraking Spacecraft State Estimation by Processing Inertial Measurement Unit Data

NASA Technical Reports Server (NTRS)

Jah, Moriba K.; Lisano, Michael E.,, II; Born, George H.; Axelrad, Penina

2006-01-01

Aerobraking is an efficient technique for orbit adjustment of planetary spacecraft, such as Magellan (Venus), Mars Global Surveyor, and Mars Odyssey. Determination of the vehicle state during the aerobraking phase has conventionally been performed using only radiometric tracking data prior to and following the atmospheric drag pass. This approach is sufficiently accurate and timely to meet current mission operational requirements; however, it is expensive in terms of ground support and leads to delayed results because ofthe need for post-drag pass data. This research presents a new approach to estimation of the vehicle state during the atmospheric pass that sequentially incorporates observations from an Inertial Measurement Unit (IMU) and models of the vehicle and environment. The approach, called Inertial Measurements for Aerobraking Navigation (IMAN), is shown to perform at a level comparable to the conventional methods in terms of navigation accuracy and superior to them in terms of availability of the results immediately after completion ofthe pass. Furthermore, the research shows that IMAN can be used to reliably predict subsequent periapsis times and locations over all aerobraking regimes. IMAN also yields accurate peak dynamic pressure and heating rates, critical for a successful corridor control strategy, comparable to navigation team reconstructed values. This research also provides the first instance of the utilization of the Unscented Kalman Filter for the purpose of estimating an actual spacecraft trajectory arc about another planet.

Mars aerobraking spacecraft state estimation by processing inertial measurement unit data

NASA Astrophysics Data System (ADS)

Jah, Moriba Kemessia

Aerobraking is an efficient technique for orbit adjustment of planetary spacecraft such as Magellan (Venus), Mars Global Surveyor, and Mars Odyssey. Determination of the vehicle state during the Aerobraking phase has conventionally been performed using only radiometric tracking data prior to and following the atmospheric drag pass. This approach is sufficiently accurate and timely to meet current mission operational requirements; however, it is expensive in terms of ground support and leads to delayed results because of the need for post drag pass data. This dissertation presents a new approach to estimation of the vehicle state during the atmospheric pass that sequentially incorporates observations from an Inertial Measurement Unit (IMU) and models of the vehicle and environment. The approach, called Inertial Measurements for Aerobraking Navigation (IMAN), is shown to perform at a level comparable to the conventional methods in terms of navigation accuracy and superior to them in terms of availability of the results immediately after completion of the pass. Furthermore, the research shows that IMAN can be used to reliably predict subsequent periapsis times and locations over all aerobraking regimes. IMAN also yields accurate peak dynamic pressure and heating rates, critical for a successful corridor control strategy, comparable to navigation team reconstructed values. This research also provides the first instance of the utilization of the Unscented Kalman Filter for the purpose of estimating an actual spacecraft trajectory arc about another planet.

An Adaptive Nonlinear Basal-Bolus Calculator for Patients With Type 1 Diabetes

PubMed Central

Boiroux, Dimitri; Aradóttir, Tinna Björk; Nørgaard, Kirsten; Poulsen, Niels Kjølstad; Madsen, Henrik; Jørgensen, John Bagterp

2016-01-01

Background: Bolus calculators help patients with type 1 diabetes to mitigate the effect of meals on their blood glucose by administering a large amount of insulin at mealtime. Intraindividual changes in patients physiology and nonlinearity in insulin-glucose dynamics pose a challenge to the accuracy of such calculators. Method: We propose a method based on a continuous-discrete unscented Kalman filter to continuously track the postprandial glucose dynamics and the insulin sensitivity. We augment the Medtronic Virtual Patient (MVP) model to simulate noise-corrupted data from a continuous glucose monitor (CGM). The basal rate is determined by calculating the steady state of the model and is adjusted once a day before breakfast. The bolus size is determined by optimizing the postprandial glucose values based on an estimate of the insulin sensitivity and states, as well as the announced meal size. Following meal announcements, the meal compartment and the meal time constant are estimated, otherwise insulin sensitivity is estimated. Results: We compare the performance of a conventional linear bolus calculator with the proposed bolus calculator. The proposed basal-bolus calculator significantly improves the time spent in glucose target (P < .01) compared to the conventional bolus calculator. Conclusion: An adaptive nonlinear basal-bolus calculator can efficiently compensate for physiological changes. Further clinical studies will be needed to validate the results. PMID:27613658

A hierarchical estimator development for estimation of tire-road friction coefficient

PubMed Central

Zhang, Xudong; Göhlich, Dietmar

2017-01-01

The effect of vehicle active safety systems is subject to the friction force arising from the contact of tires and the road surface. Therefore, an adequate knowledge of the tire-road friction coefficient is of great importance to achieve a good performance of these control systems. This paper presents a tire-road friction coefficient estimation method for an advanced vehicle configuration, four-motorized-wheel electric vehicles, in which the longitudinal tire force is easily obtained. A hierarchical structure is adopted for the proposed estimation design. An upper estimator is developed based on unscented Kalman filter to estimate vehicle state information, while a hybrid estimation method is applied as the lower estimator to identify the tire-road friction coefficient using general regression neural network (GRNN) and Bayes' theorem. GRNN aims at detecting road friction coefficient under small excitations, which are the most common situations in daily driving. GRNN is able to accurately create a mapping from input parameters to the friction coefficient, avoiding storing an entire complex tire model. As for large excitations, the estimation algorithm is based on Bayes' theorem and a simplified “magic formula” tire model. The integrated estimation method is established by the combination of the above-mentioned estimators. Finally, the simulations based on a high-fidelity CarSim vehicle model are carried out on different road surfaces and driving maneuvers to verify the effectiveness of the proposed estimation method. PMID:28178332

Intervention criterion and control research for active front steering with consideration of road adhesion

NASA Astrophysics Data System (ADS)

Wu, Xiaojian; Zhou, Bing; Wen, Guilin; Long, Lefei; Cui, Qingjia

2018-04-01

A multi-objective active front steering (AFS) control system considering the road adhesion constraint on vehicle stability is developed using the sliding mode control (SMC) method. First, an identification function combined with the relationship between the yaw rate and the steering angle is developed to determine whether the tyre state is linear or nonlinear. On this basis, an intervention criterion for the AFS system is proposed to improve vehicle handling and stability in emergent conditions. A sideslip angle stability domain enveloped by the upper, lower, left, and right boundaries, as well as the constraint of road adhesion coefficient, is constructed based on the ? phase-plane method. A dynamic weighting coefficient to coordinate the control of yaw rate and sideslip angle, and a control strategy that considers changing control objectives based on the desired yaw rate, the desired sideslip angle, and their proportional weights, are proposed for the SMC controller. Because road adhesion has a significant effect on vehicle stability and to meet the control algorithm's requirement of real-time access to vehicle states, a unscented Kalman filter-based state observer is proposed to estimate the adhesion coefficient and the required states. Finally, simulations are performed using high and low road adhesion conditions in a Matlab/Simulink environment, and the results show that the proposed AFS control system promptly intervenes according to the intervention criterion, effectively improving vehicle handling and stability.

A hierarchical estimator development for estimation of tire-road friction coefficient.

PubMed

Zhang, Xudong; Göhlich, Dietmar

2017-01-01

The effect of vehicle active safety systems is subject to the friction force arising from the contact of tires and the road surface. Therefore, an adequate knowledge of the tire-road friction coefficient is of great importance to achieve a good performance of these control systems. This paper presents a tire-road friction coefficient estimation method for an advanced vehicle configuration, four-motorized-wheel electric vehicles, in which the longitudinal tire force is easily obtained. A hierarchical structure is adopted for the proposed estimation design. An upper estimator is developed based on unscented Kalman filter to estimate vehicle state information, while a hybrid estimation method is applied as the lower estimator to identify the tire-road friction coefficient using general regression neural network (GRNN) and Bayes' theorem. GRNN aims at detecting road friction coefficient under small excitations, which are the most common situations in daily driving. GRNN is able to accurately create a mapping from input parameters to the friction coefficient, avoiding storing an entire complex tire model. As for large excitations, the estimation algorithm is based on Bayes' theorem and a simplified "magic formula" tire model. The integrated estimation method is established by the combination of the above-mentioned estimators. Finally, the simulations based on a high-fidelity CarSim vehicle model are carried out on different road surfaces and driving maneuvers to verify the effectiveness of the proposed estimation method.

Reconstructing Mammalian Sleep Dynamics with Data Assimilation

PubMed Central

Sedigh-Sarvestani, Madineh; Schiff, Steven J.; Gluckman, Bruce J.

2012-01-01

Data assimilation is a valuable tool in the study of any complex system, where measurements are incomplete, uncertain, or both. It enables the user to take advantage of all available information including experimental measurements and short-term model forecasts of a system. Although data assimilation has been used to study other biological systems, the study of the sleep-wake regulatory network has yet to benefit from this toolset. We present a data assimilation framework based on the unscented Kalman filter (UKF) for combining sparse measurements together with a relatively high-dimensional nonlinear computational model to estimate the state of a model of the sleep-wake regulatory system. We demonstrate with simulation studies that a few noisy variables can be used to accurately reconstruct the remaining hidden variables. We introduce a metric for ranking relative partial observability of computational models, within the UKF framework, that allows us to choose the optimal variables for measurement and also provides a methodology for optimizing framework parameters such as UKF covariance inflation. In addition, we demonstrate a parameter estimation method that allows us to track non-stationary model parameters and accommodate slow dynamics not included in the UKF filter model. Finally, we show that we can even use observed discretized sleep-state, which is not one of the model variables, to reconstruct model state and estimate unknown parameters. Sleep is implicated in many neurological disorders from epilepsy to schizophrenia, but simultaneous observation of the many brain components that regulate this behavior is difficult. We anticipate that this data assimilation framework will enable better understanding of the detailed interactions governing sleep and wake behavior and provide for better, more targeted, therapies. PMID:23209396

Integrated vision-based GNC for autonomous rendezvous and capture around Mars

NASA Astrophysics Data System (ADS)

Strippoli, L.; Novelli, G.; Gil Fernandez, J.; Colmenarejo, P.; Le Peuvedic, C.; Lanza, P.; Ankersen, F.

2015-06-01

Integrated GNC (iGNC) is an activity aimed at designing, developing and validating the GNC for autonomously performing the rendezvous and capture phase of the Mars sample return mission as defined during the Mars sample return Orbiter (MSRO) ESA study. The validation cycle includes testing in an end-to-end simulator, in a real-time avionics-representative test bench and, finally, in a dynamic HW in the loop test bench for assessing the feasibility, performances and figure of merits of the baseline approach defined during the MSRO study, for both nominal and contingency scenarios. The on-board software (OBSW) is tailored to work with the sensors, actuators and orbits baseline proposed in MSRO. The whole rendezvous is based on optical navigation, aided by RF-Doppler during the search and first orbit determination of the orbiting sample. The simulated rendezvous phase includes also the non-linear orbit synchronization, based on a dedicated non-linear guidance algorithm robust to Mars ascent vehicle (MAV) injection accuracy or MAV failures resulting in elliptic target orbits. The search phase is very demanding for the image processing (IP) due to the very high visual magnitude of the target wrt. the stellar background, and the attitude GNC requires very high pointing stability accuracies to fulfil IP constraints. A trade-off of innovative, autonomous navigation filters indicates the unscented Kalman filter (UKF) as the approach that provides the best results in terms of robustness, response to non-linearities and performances compatibly with computational load. At short range, an optimized IP based on a convex hull algorithm has been developed in order to guarantee LoS and range measurements from hundreds of metres to capture.

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.

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

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2006-01-01

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

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

DTIC Science & Technology

1991-12-01

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

Temperature profile retrievals with extended Kalman-Bucy filters

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

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

DTIC Science & Technology

1980-01-01

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

Integrated Human Behavior Modeling and Stochastic Control (IHBMSC)

DTIC Science & Technology

2014-08-01

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

New quests for better attitudes

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.

1991-01-01

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

Combining Earth Orientation Measurements Using a Kalman Filter

NASA Technical Reports Server (NTRS)

Gross, R.

2000-01-01

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

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

Treesearch

Raymond L. Czaplewski

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

Adaptive Offset Correction for Intracortical Brain Computer Interfaces

PubMed Central

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

2014-01-01

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

Adaptive offset correction for intracortical brain-computer interfaces.

PubMed

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

2014-03-01

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

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

PubMed Central

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

2012-01-01

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

Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2009-07-01

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

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

NASA Technical Reports Server (NTRS)

Benazera, Emmanuel; Narasimhan, Sriram

2005-01-01

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

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

DTIC Science & Technology

2008-10-17

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

Optimized tuner selection for engine performance estimation

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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

PubMed Central

Huang, Lei

2015-01-01

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

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

PubMed

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

2016-11-20

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

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.

Tropospheric delays derived from Kalman-filtered VLBI observations

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

NASA Astrophysics Data System (ADS)

Kiani, Maryam; Pourtakdoust, Seid H.

2014-12-01

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

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

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

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

2015-05-20

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

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

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

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

USDA-ARS?s Scientific Manuscript database

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

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

DTIC Science & Technology

2007-04-01

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

Wilkinson Microwave Anisotropy Probe (WMAP) Attitude Estimation Filter Comparison

NASA Technical Reports Server (NTRS)

Harman, Richard R.

2005-01-01

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

Discrete filtering techniques applied to sequential GPS range measurements

NASA Technical Reports Server (NTRS)

Vangraas, Frank

1987-01-01

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

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

PubMed

Carrière, Olivier; Hermand, Jean-Pierre

2012-04-01

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

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

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

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Spacecraft attitude determination using a second-order nonlinear filter

NASA Technical Reports Server (NTRS)

Vathsal, S.

1987-01-01

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

Gossip and Distributed Kalman Filtering: Weak Consensus Under Weak Detectability

NASA Astrophysics Data System (ADS)

Kar, Soummya; Moura, José M. F.

2011-04-01

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

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.

A Novel Attitude Determination Algorithm for Spinning Spacecraft

NASA Technical Reports Server (NTRS)

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

2007-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

PubMed

Kamrunnahar, M; Schiff, S J

2011-01-01

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

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

NASA Technical Reports Server (NTRS)

Broussard, John R.

1987-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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

NASA Astrophysics Data System (ADS)

Gorsevski, Pece V.; Jankowski, Piotr

2010-08-01

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

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

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

USNO Master Clock Design Enhancements

DTIC Science & Technology

2007-01-01

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

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

NASA Technical Reports Server (NTRS)

Alvarez, L. S.; Nickerson, J.

1989-01-01

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

A Reduced Dimension Static, Linearized Kalman Filter and Smoother

NASA Technical Reports Server (NTRS)

Fukumori, I.

1995-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-08-01

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

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

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

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava

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

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

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

Man, Jun; Li, Weixuan; Zeng, Lingzao

2016-06-01

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

Terrain shape estimation from optical flow, using Kalman filtering

NASA Astrophysics Data System (ADS)

Hoff, William A.; Sklair, Cheryl W.

1990-01-01

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

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

PubMed

Hadwin, Paul J; Peterson, Sean D

2017-04-01

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

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

PubMed Central

Li, Xiaoqing; Wang, Yu

2018-01-01

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

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

PubMed

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

2018-01-19

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

Desensitized Optimal Filtering and Sensor Fusion Toolkit

NASA Technical Reports Server (NTRS)

Karlgaard, Christopher D.

2015-01-01

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

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

PubMed

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

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

Autonomous Underwater Vehicle Navigation

DTIC Science & Technology

2008-02-01

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

Fusion of Low-Cost Imaging and Inertial Sensors for Navigation

DTIC Science & Technology

2007-01-01

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

Ho’ oponopono: A Radar Calibration CubeSat

DTIC Science & Technology

2011-10-13

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

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

DTIC Science & Technology

2007-03-01

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

An Integrity Framework for Image-Based Navigation Systems

DTIC Science & Technology

2010-06-01

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

Recent Flight Results of the TRMM Kalman Filter

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

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

PubMed

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

2018-01-01

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

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

NASA Technical Reports Server (NTRS)

Herring, Thomas A.

2005-01-01

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

Virtual microphone sensing through vibro-acoustic modelling and Kalman filtering

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Neuromorphic Kalman filter implementation in IBM’s TrueNorth

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

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

PubMed

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

2016-06-25

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

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

NASA Technical Reports Server (NTRS)

Sedlak, J.

1994-01-01

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

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

PubMed Central

Kamrunnahar, M.; Schiff, S. J.

2017-01-01

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

Estimating Power System Dynamic States Using Extended Kalman Filter

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

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

2014-10-31

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

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

PubMed

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

2015-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-10-01

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

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

NASA Technical Reports Server (NTRS)

Klein, V.; Schiess, J. R.

1977-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

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

NASA Technical Reports Server (NTRS)

Deutschmann, Julie; Bar-Itzhack, Itzhack Y.

1989-01-01

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