Beruflich Dokumente
Kultur Dokumente
Department of Instrumentation and Control Engg National Institute of Technology, Tiruchirappalli 620 015
Introduction and Historical Perspectives of Estimation Theory Kalman Filtering Multi Sensor Data Fusion
First Application of ET to Track Planet Ceres again By Piazzi (Italian Astronomer) at the end of the year which he missed in January after observing for continuous 41 days (1802), He could tarce back the planet based on estimate given by Gauss who Invented Least Square Technique . Fisher Invented MMLE Estimator (Weighted Least Square for Batch Processing) Using Byes Rule and Gaussian Distribution (1922) Wiener First Time Designed Statistically Optimal Filter (Recursive Least Square ) In Frequency Domain To Remove Noise From Electrical Signal (1947) Kalman and Bucy Designed Time Domain Estimator Based on Wieners Research on State and Measurement Model (1958) Luenbargers Invention of Observer Theory (1964) Became Invaluable Tool To Apply Kalman Filter For Controlling A Plant Based on Noisy Measurements Research in MIT Lincoln Laboratory To apply Kalman Filter in Apollo Space Mission of NASA (1966-71) Application on Different Aerospace Problems (1971 Onwards)
Ideas of Gauss
Gauss was a mathematical scientist with interests in so many areas as a young man including theory of numbers, to algebra, analysis, geometry, probability, and the theory of errors. His interests grew, including observational astronomy, celestial mechanics, surveying, geodesy, capillarity, geomagnetism, electromagnetism, mechanism optics, and actuarial science.
Curtsey: Dr. A.K. Ghosh Professor & Faculty Incharge Flight Lab. IIT, Kanpur 208016 Ph. (O) = +91-512-2597716 (Fax) = +91-512-2597716
Input U
State Equations X f X ,U ,
Output Y
Input U
Dynamic System
Output Z
Input U
Output Y
Aim: To determine unknown model parameters and states X such that the model response Y matches well with the measured system response Z.
Measurement Noise
Inputs
State Equations
states
Measurement Equations
Outputs
Sensors
http://academic.csuohi/edu/simond for Some matlab codes on Kalman Filtering (Dan Simon, Clievland University)
Recursive Techniques (Online realtime application) Extended Kalman Filter (EKF) processing Adaptive EKF (AEKF) Radar/EOTS/Accelerometer/Gyro Data EKF Filter Tuning
Batch Processing (Offline application) Maximum Likelihood Estimation (MLE) Multiple Linear Regression (MLR) Estimation Genetic Algorithms (GA) Artificial Neural Network Nonlinear Least Square (NLS) Orthogonal Least Square (OLS) Post Flight Trajectory Reconstruction Roll Moment Coefficient, Roll Derivative Estimation Flight Data Compatibility Check Aerodynamic Moment Coefficients
GPS/INS Integration, INS Alignment Problems Multi Sensor Data Fusion / Fuzzy Logic, Neural Network / Intelligent Control
PRELIMINARY SYSTEM DESIGN: LAUNCH BOUNDARY AGAINST HIGH MANEUVERING TARGET PN GUIDANCE IN BOTH MIDCOURSE AND TERMINAL PHASE
DATA LINK
LCA
PLATFORM
= Mirage2000, Mig29, SU 30 and LCA TARGET MANEUVER = 9g AT SEA LEVEL LAUNCH ALTITUDE = SL TO 20 KM LAUNCH SPEED = 0.6 2.2M INTERCEPT RANGE > 80 km = MIDCOURSE INERTIAL GUIDANCE TERMINAL HOMING
AIRBORN RADAR
Random Acceleration
EKF Estimator
1 s 1 1 s 2
x
Predicted Measurements
Radar Noise +
+ Radar Measurements
Achieved Acceleration
Commanded Acceleration
Guidance Law
Measurements
Sensors System (Radar, Sonar, EOTS, Seeker ) as external measurements Imaging sensors Pitot Static Probe GPS, DGPS as external measurements (inertial) Onboard measurements (SDINS)
MSDF Activities Information from multiple sources A multilevel process dealing with detection, association, correlation, estimation Data availability at different time tags Combination of all sets of data in a statistical sense Robotics Military applications (coast guard, air traffic control, remote sensing) Medical diagnosis (information fusion of sensors such as X-ray, magnetic resonance, tomography images)
Applications
Aerospace applications
Improved target detection and tracking with less tracking error Fire control system employing multiple sensors for acquisition, tracking and command guidance
Desirable features of MSDF architecture Modularity Parallelism Distributed structure (Military C3 system) Robustness/ Survivability Fusion algorithms State Vector Fusion (bank of Kalman Filters) Measurement Fusion (One Kalman Filter )
Review paper
Text book
Case Studies
Two Case Studies to be discussed Available External Measurements (Cass 1) (Post flight analysis) Track data containing position information of Strategic Flight Vehicle from Tracking Radar located at three different tracking stations . Available External Measurements (Cass 2) (Real time guidance) Seeker data and radar data fusion fusion for guidance purpose in real time for Air Defence (exo-atmosphere application)
Agni AE02 Radar Data Processing Using EKF/MBFS and MSDF (Post Flight Analysis)
Sarkar A K: Flight Data Compatibility Check Using BFGS Under Limited Measurements With Multi Sensor Data Fusion, Paper No AIAA-99-4176, (1999).
Use
Use EKF in forward pass and MBFS in backward pass Run three filter/smoothers (EKF/MBFS) in parallel Combine estimates from three sources using state vector fusion technique of MSDF.
Comparison of estimated position from three sets of Radar Data (MSDF using Algorithm #2)
Flight Data Compatibility Check Matching System Output With External Radar Measurements Estimation Of Bias And Scale Factor From All Telemeter Data
Using the fused position data flight data compatibility check was carried out for aerodynamic parameter estimation In a nutshell information available from all radar data was used In a practical situation state vector fusion was used Measurement fusion not used (lack of data from all sensors at a time)
Seeker and Radar data processing Using EKF and MSDF (Realtime application)
Ananthasayanam M R, Sarkar A K, Bhattacharya A, Tiwari P and Vorha P: Nonlinear Observer State EstimationFrom Seeker Measurements and Seeker-Radar Measurements Fusion , Paper No AIAA-2005-6066-CP (2005).
EKF Formulation for Seeker Measurements EKF Formulation for Radar Measurements
Results
Conclusion
Pursuer Body Frame Pursuer Fin Frame Pursuer Seeker Gimbal Frame Local Vertical Frame Inertial Frame
PROBLEM DEFINITION
Estimation of Relative Position,
Relative velocity and Target acceleration from noisy (Range rate, Gimbal angles and Gimbal angle rates ) Seeker Measurements CONSTRAINTS Measurement Data at 25 milliseconds interval Measurement noise is non gaussian due to effect of eclipsing, glint, thermal noise and RCS fluctuations There is an aperiodic data loss in LOS rates due to eclipsing, RCS fluctuations
Eclipsing Zone
A
A
A NA NA
A
A A A
Total 5 and 3 measurements during non eclipsing and eclipsing time zones respectively
Time History of measured range and range rate estimation error averaged over 25 MC (Filter #1, Filter #2)
Measured yaw, pitch gimbal angle estimation error hostory averaged over 25 MC (Filter #1, Filter #2)
Time History of LOS rates (yaw + pitch) estimation error averaged over 25 MC (Filter #1, Filter #2)
Time History of Delta x estimation error averaged over 25 MC (Filter #1, Filter #2)
Time History of Delta V_ x estimation error averaged over 25 MC (Filter #1, Filter #2)