A recursive multiple model approach to noise identification

Correct knowledge of noise statistics is essential for an estimator or controller to have reliable performance. In practice, however, the noise statistics are unknown or not known perfectly and thus need to be identified. Previous work on noise identification is limited to stationary noise and noise with slowly varying statistics only. An approach is presented here that is valid for nonstationary noise with rapidly or slowly varying statistics as well as stationary noise. This approach is based on the estimation with multiple hybrid system models. As one of the most cost-effective estimation schemes for hybrid system, the interacting multiple model (IMM) algorithm is used in this approach. The IMM algorithm has two desirable properties: it is recursive and has fixed computational requirements per cycle. The proposed approach is evaluated via a number of representative examples by both Monte Carlo simulations and a nonsimulation technique of performance prediction developed by the authors recently. The application of the proposed approach to failure detection is also illustrated     

Synergism of binocular and motion stereo for passive ranging

Range measurements to objects in the world relative to mobile platforms such as ground or air vehicles are critical for visually aided navigation and obstacle detection/avoidance. An approach is presented that consists of a synergistic combination of two types of passive ranging method: binocular stereo and motion stereo. We show a new way to model the errors in binocular and motion stereo in conjunction with an inertial navigation system (INS) and derive the appropriate Kalman filter to refine the estimates from these two stereo ranging techniques. We present results using laboratory images that show that refined estimates can be optimally combined to give range values which are more accurate than any one of the individual estimates from binocular and motion stereo. By incorporating a blending filter, the approach has the potential of providing accurate, dense range measurements for all the pixels in the field of view (FOV)     

Data fusion of decentralized local tracker outputs

An approach for fusing offboard track-level data at a central fusion node is presented. The case where the offboard tracker continues to update its local track estimate with measurement and system dynamics models that are not necessarily linear is considered. An algorithm is developed to perform this fusion at a central node without having access to the offboard measurements, their noise statistics, or the location of the local estimator. The algorithm is based on an extension of results that were originally established for linear offboard trackers. A second goal of this work is to develop an inequality constraint for selecting the proper sampling interval for the incoming state estimates to the fusion node. This interval is selected to allow use of conventional Kalman filter algorithms at the fusion node without suffering error performance degradation due to processing a correlated sequence of track state estimates     

A new method for finding electromagnetic emitter location

The position of a source of radiation is often obtained from bearing data, taken over an interval of time, and combining it with navigation data. A new method using total least squares (TLS) has been suggested for the accurate estimation of an emitter location when bearing observation errors are random. Further, an iterative two-stage approach involving TLS and Kalman filtering is developed for accurate estimation of the emitter location when bearing observation errors are an algebraic sum of random and systematic errors. The elegance and efficacy of the proposed methods are illustrated through digital computer simulated examples     

Analytical solution for continuous-time Kalman tracking filterswith colored measurement noise in frequency domain

New expressions are given for analytical solutions to the steady-state Kalman gains of the two-state exponentially correlated velocity (ECV) and the three-state exponentially correlated acceleration (ECA) tracking filters with position measurements by using spectral factorization method. The measurement colored noise model is characterized by a correlation time 1/λ. The vehicle oscillations such as wind-induced-bending is also considered in the modeling of the system which leads to the most generalized state transition matrix     

Comment on “Inversion of all principal submatrices of amatrix”

The paper by Koc and Chen (1994) includes new formulas for computational complexity, but the method itself is already known and has dubious numerical stability. A poorly conditioned example is shown     

Fundamentals of plasma simulation

With the increasing size and speed of modern supercomputers, the incredibly complex nonlinear properties of plasmas in the laboratory and in space are being successfully explored in increasing depth. Of particular importance have been numerical simulation techniques involving finite size particles on a discrete mesh. After discussing the importance of this means of understanding a variety of nonlinear plasma phenomena, we describe the basic elements of particle-in-cell simulation and their limitations and advantages. The differencing techniques, stability and accuracy issues, data management and optimization issues are discussed by a simple example of a particle-in-cell code. Recent advances in simulation methods allowing large space and time scales to be treated with minimal sacrifice in physics are reviewed. Various examples of nonlinear processes successfully studied by plasma simulation are given.     

The future of space plasma simulation

Space plasma simulation is a subject which is in its infancy, but which is already having an important impact on space science. Its growth is being spurred onward by the continuing increase in capacity (speed and memory) of computers and by advances in the sophistication of numerical models. These advances are making it possible to simulate more realistic situations using more complex models. Already significant three-dimensional MHD calculations of the magnetosphere and its interaction with the solar wind have been carried out. In addition multi-dimensional particle simulations are illuminating many of the microscopic physics processes which go on (instabilities, saturation levels and wave nonlinearity, shock structure, etc.). Notwithstanding these advances, the surface has only been scratched; many challenges and opportunities are provided by simulation both for the space physicist and the model builders (also for computer designers). In MHD models more physics need to be included (Hall effect, gyroviscosity, accurate models of boundaries, how do we put microscopic physics effects into macroscopic codes, etc.). For model builders correct treatments of systems containing a large range of important space and time scales, magnetic field strengths, Alfven wave velocity, etc. present real challenges. What are the best ways to diagnose these complex models and obtain meaningful information? What quantities should be looked at? How should they be displayed? A discussion of the promises, the prospects, and the challenges of the above topics will be given with examples taken from recent work.     

EXOSAT medium energy observations of Cyg X-2

On July 5.–6. 1983, during the EXOSAT performance verification (PV) and calibration phase, a raster scan of Cygnus X-2 was performed. In contrast to the previously observed smooth intensity variations on timescales of hours, the source revealed a behaviour unknown until now: active periods with high energy flares recurring on time scales of 300–500 s were interrupted by quiet periods of several hours. At all intensity levels the source spectra clearly require a two component continuum (blackbody + thermal bremsstrahlung). In addition, a weak iron emission line with equivalent widths between 39 an 70 eV was detected. The source has a much harder spectrum during the flares than during quiet periods, indicating drastic temperature changes within the emission region, while the absolute iron line flux does not vary. From the spectral characteristics it becomes clear that self-comptonization of the thermal bremsstrahlung spectrum plays an important role. The time variability and spectral behaviour in this peculiar state allow Cyg X-2 to be classified as a Low Mass X-ray Binary System (LMXB) very similar to the prototype of this class, Sco X-1.     

The long term variability of 4U 1258-61 (GX304-1)

We present optical spectroscopy and photometry of 4U 1258-61 obtained over the course of six years. Evidence for the evolution of a circumstellar envelope throughout the course of the observations is presented.