Author: National Aeronautics and Space Administration (NASA)
Publisher: Createspace Independent Publishing Platform
ISBN: 9781720606673
Category :
Languages : en
Pages : 36
Book Description
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.Simon, Dan and Simon, Donald L.Glenn Research CenterTURBOFAN ENGINES; KALMAN FILTERS; ESTIMATES; HEURISTIC METHODS; RISK; SIMULATION; INEQUALITIES
Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation
Author: National Aeronautics and Space Administration (NASA)
Publisher: Createspace Independent Publishing Platform
ISBN: 9781720606673
Category :
Languages : en
Pages : 36
Book Description
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.Simon, Dan and Simon, Donald L.Glenn Research CenterTURBOFAN ENGINES; KALMAN FILTERS; ESTIMATES; HEURISTIC METHODS; RISK; SIMULATION; INEQUALITIES
Publisher: Createspace Independent Publishing Platform
ISBN: 9781720606673
Category :
Languages : en
Pages : 36
Book Description
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.Simon, Dan and Simon, Donald L.Glenn Research CenterTURBOFAN ENGINES; KALMAN FILTERS; ESTIMATES; HEURISTIC METHODS; RISK; SIMULATION; INEQUALITIES
Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 16
Book Description
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.
Publisher:
ISBN:
Category :
Languages : en
Pages : 16
Book Description
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.
Kalman Filtering With Inequality Constraints for Turbofan Engine Health Estimation
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 38
Book Description
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 satis- fied rather than exactly satisfied.) The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estima- tion 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 con- tains 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.
Publisher:
ISBN:
Category :
Languages : en
Pages : 38
Book Description
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 satis- fied rather than exactly satisfied.) The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estima- tion 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 con- tains 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.
International Conference on Mechanism Science and Control Engineering (MSCE 2014)
Author:
Publisher: DEStech Publications, Inc
ISBN: 1605951838
Category : Technology & Engineering
Languages : en
Pages : 740
Book Description
The aim of MSCE 2014 is to provide a platform for researchers, engineers, and academicians, as well as industrial professionals, to present their research results and development activities in mechanism science and control engineering. It provides opportunities for the delegates to exchange new ideas and application experiences, to establish business or research relations and to find global partners for future collaboration. MSCE2014 is conducted to all the researchers, engineers, industrial professionals and academicians, who are broadly welcomed to present their latest research results, academic developments or theory practice. Topics of interest include but are not limited to Mechanism theory and Application, Mechanical control and Automation Engineering, Mechanical Dynamics, Materials Processing and Control, Instruments and Vibration Control. It is of great pleasure to see the delegates exchanging ideas and establishing sound relationships on the conference.
Publisher: DEStech Publications, Inc
ISBN: 1605951838
Category : Technology & Engineering
Languages : en
Pages : 740
Book Description
The aim of MSCE 2014 is to provide a platform for researchers, engineers, and academicians, as well as industrial professionals, to present their research results and development activities in mechanism science and control engineering. It provides opportunities for the delegates to exchange new ideas and application experiences, to establish business or research relations and to find global partners for future collaboration. MSCE2014 is conducted to all the researchers, engineers, industrial professionals and academicians, who are broadly welcomed to present their latest research results, academic developments or theory practice. Topics of interest include but are not limited to Mechanism theory and Application, Mechanical control and Automation Engineering, Mechanical Dynamics, Materials Processing and Control, Instruments and Vibration Control. It is of great pleasure to see the delegates exchanging ideas and establishing sound relationships on the conference.
Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation
Author: National Aeronautics and Space Adm Nasa
Publisher: Independently Published
ISBN: 9781723734168
Category : Science
Languages : en
Pages : 38
Book Description
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.Simon, Dan and Simon, Donald L.Glenn Research CenterTURBOFAN ENGINES; AIRCRAFT ENGINES; KALMAN FILTERS; QUADRATIC PROGRAMMING; SYSTEMS HEALTH MONITORING; GAS TURBINE ENGINES; ALGORITHMS; ESTIMATES; INEQUALITIES; SIMULATION
Publisher: Independently Published
ISBN: 9781723734168
Category : Science
Languages : en
Pages : 38
Book Description
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.Simon, Dan and Simon, Donald L.Glenn Research CenterTURBOFAN ENGINES; AIRCRAFT ENGINES; KALMAN FILTERS; QUADRATIC PROGRAMMING; SYSTEMS HEALTH MONITORING; GAS TURBINE ENGINES; ALGORITHMS; ESTIMATES; INEQUALITIES; SIMULATION
System Health Management
Author: Stephen B. Johnson
Publisher: John Wiley & Sons
ISBN: 1119998735
Category : Technology & Engineering
Languages : en
Pages : 659
Book Description
System Health Management: with Aerospace Applications provides the first complete reference text for System Health Management (SHM), the set of technologies and processes used to improve system dependability. Edited by a team of engineers and consultants with SHM design, development, and research experience from NASA, industry, and academia, each heading up sections in their own areas of expertise and co-coordinating contributions from leading experts, the book collates together in one text the state-of-the-art in SHM research, technology, and applications. It has been written primarily as a reference text for practitioners, for those in related disciplines, and for graduate students in aerospace or systems engineering. There are many technologies involved in SHM and no single person can be an expert in all aspects of the discipline.System Health Management: with Aerospace Applications provides an introduction to the major technologies, issues, and references in these disparate but related SHM areas. Since SHM has evolved most rapidly in aerospace, the various applications described in this book are taken primarily from the aerospace industry. However, the theories, techniques, and technologies discussed are applicable to many engineering disciplines and application areas. Readers will find sections on the basic theories and concepts of SHM, how it is applied in the system life cycle (architecture, design, verification and validation, etc.), the most important methods used (reliability, quality assurance, diagnostics, prognostics, etc.), and how SHM is applied in operations (commercial aircraft, launch operations, logistics, etc.), to subsystems (electrical power, structures, flight controls, etc.) and to system applications (robotic spacecraft, tactical missiles, rotorcraft, etc.).
Publisher: John Wiley & Sons
ISBN: 1119998735
Category : Technology & Engineering
Languages : en
Pages : 659
Book Description
System Health Management: with Aerospace Applications provides the first complete reference text for System Health Management (SHM), the set of technologies and processes used to improve system dependability. Edited by a team of engineers and consultants with SHM design, development, and research experience from NASA, industry, and academia, each heading up sections in their own areas of expertise and co-coordinating contributions from leading experts, the book collates together in one text the state-of-the-art in SHM research, technology, and applications. It has been written primarily as a reference text for practitioners, for those in related disciplines, and for graduate students in aerospace or systems engineering. There are many technologies involved in SHM and no single person can be an expert in all aspects of the discipline.System Health Management: with Aerospace Applications provides an introduction to the major technologies, issues, and references in these disparate but related SHM areas. Since SHM has evolved most rapidly in aerospace, the various applications described in this book are taken primarily from the aerospace industry. However, the theories, techniques, and technologies discussed are applicable to many engineering disciplines and application areas. Readers will find sections on the basic theories and concepts of SHM, how it is applied in the system life cycle (architecture, design, verification and validation, etc.), the most important methods used (reliability, quality assurance, diagnostics, prognostics, etc.), and how SHM is applied in operations (commercial aircraft, launch operations, logistics, etc.), to subsystems (electrical power, structures, flight controls, etc.) and to system applications (robotic spacecraft, tactical missiles, rotorcraft, etc.).
Constrained Kalman Filtering Via Density Function Truncation for Turbofan Engine Health Estimation
Author: National Aeronautics and Space Administration (NASA)
Publisher: Createspace Independent Publishing Platform
ISBN: 9781720451761
Category :
Languages : en
Pages : 28
Book Description
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).Simon, Dan and Simon, Donald L.Glenn Research CenterTURBOFAN ENGINES; PROBABILITY THEORY; KALMAN FILTERS; AIRCRAFT ENGINES; FLIGHT SAFETY; INEQUALITIES; SIMULATION
Publisher: Createspace Independent Publishing Platform
ISBN: 9781720451761
Category :
Languages : en
Pages : 28
Book Description
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).Simon, Dan and Simon, Donald L.Glenn Research CenterTURBOFAN ENGINES; PROBABILITY THEORY; KALMAN FILTERS; AIRCRAFT ENGINES; FLIGHT SAFETY; INEQUALITIES; SIMULATION
The Aeronautical Journal
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 700
Book Description
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 700
Book Description
International Aerospace Abstracts
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1042
Book Description
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1042
Book Description
Estimation with Applications to Tracking and Navigation
Author: Yaakov Bar-Shalom
Publisher: John Wiley & Sons
ISBN: 0471465216
Category : Technology & Engineering
Languages : en
Pages : 583
Book Description
Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics. The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include: * Problems that apply theoretical material to real-world applications * In-depth coverage of the Interacting Multiple Model (IMM) estimator * Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators * Design guidelines for tracking filters Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area.
Publisher: John Wiley & Sons
ISBN: 0471465216
Category : Technology & Engineering
Languages : en
Pages : 583
Book Description
Expert coverage of the design and implementation of state estimation algorithms for tracking and navigation Estimation with Applications to Tracking and Navigation treats the estimation of various quantities from inherently inaccurate remote observations. It explains state estimator design using a balanced combination of linear systems, probability, and statistics. The authors provide a review of the necessary background mathematical techniques and offer an overview of the basic concepts in estimation. They then provide detailed treatments of all the major issues in estimation with a focus on applying these techniques to real systems. Other features include: * Problems that apply theoretical material to real-world applications * In-depth coverage of the Interacting Multiple Model (IMM) estimator * Companion DynaEst(TM) software for MATLAB(TM) implementation of Kalman filters and IMM estimators * Design guidelines for tracking filters Suitable for graduate engineering students and engineers working in remote sensors and tracking, Estimation with Applications to Tracking and Navigation provides expert coverage of this important area.