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Signal Processing: The Model-based Approach by James V. Candy

Topics: Linear Systems, Signal processing, Signal filtering, state space methods, Kalman Filtering, signal...

The study addressed itself to the problem of real-time implementation of the Kalman filter for estimating ballistic trajectories. The Kalman filter is an extremely effective algorithm for estimation of ballistic trajectories, although the computational requirements of ballistic trajectories, although the computational requirements of the fully implemented Kalman filter are quite severe. In this report, several approaches that may be used to modify the Kalman filtering algorithm in order to...

Topics: DTIC Archive, Dressler, Robert M, STANFORD RESEARCH INST MENLO PARK CA, *REENTRY VEHICLES, *KALMAN...

During the previous quarter, the multiping processor design was finalized, and parameters selected for the detection and tracking portions of the multiping processing algorithm. Work also progressed and is continuing on obtaining quantitative performance results on the multiping processor through Monte-Carlo techniques. An analysis of average total costs for multiping sonar decisions was made and will be useful in comparing competing decision algorithms. This analysis is presented as is the...

Topics: DTIC Archive, Winfield, D. W., GENERAL ELECTRIC CO SYRACUSE NY HEAVY MILITARY ELECTRONIC SYSTEMS,...

The computational requirements of the Kalman filter may become excessive when the measurement model includes a connection with both the present state and a previous state. Three aspects of this problem are studied. A performance analysis is presented and a performance index is defined as an aid in evaluating the performance of two classes of suboptimal filters which may be used to solve this problem. The two classes are suboptimality due to modeling variations and due to alternate gain...

Topics: DTIC Archive, Cline, Terry B, IOWA STATE UNIV AMES ENGINEERING RESEARCH INST, *NAVIGATION...

[21], 191 leaves ; 28 cm

Topics: Kalman filtering, Observers (Control theory), Automatic control

Pseudo state measurements are constructed to make the measurement (geometry) model linear in the state. In the past, linear measurements have often proved to give better state estimates than nonlinear measurements. They are nonlinear functions of the actual measurement model bias parameters and are constructed to be linear functions of the state variables or to vanish in the absence of model or measurement error. Some examples of constructing pseudo state measurements are given in the paper....

Topics: DTIC Archive, Whitcombe, David W, AEROSPACE CORP EL SEGUNDO CA ENGINEERING SCIENCE OPERATIONS,...

Topics: DTIC Archive, Brockett,Roger W, HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS,...

Typescript

Topics: Aerodynamic measurements, Kalman filtering

This report describes use of the Data Processing/HAPDAR Field Test Facility as an adjunct to Passive Jammer Locator experiments by Syracuse University Research Corporation (SURC) at White Sands Missile Range, N. M. The Data Processing/HAPDAR Facility consists of a specially programmed IBM 360/65 Computer operating with the Sperry Rand HAPDAR (Hardpoint Demonstration Array Radar) at WSMR. The Passive Jammer Locator experiments were performed by an ABMDA team with representatives from SURC,...

Topics: DTIC Archive, Campbell, L J, RCA GOVERNMENT SYSTEMS DIV MOORESTOWN NJ MISSILE AND SURFACE RADAR,...

The outputs of the tracking filters are well-filtered values of phase-difference, along with the estimates of phase variance, and phase rate variance. It is within the Kalman (or combinational filter) operations that the ouputs of the tracking filters are statistically, optimally combined, arriving at 'best' estimates of system position and velocity. The combinational filter also performs the coordinate conversion from phase difference to geodetic coordinates (latitude and longitude). The rate...

Topics: DTIC Archive, NORTHROP CORP HAWTHORNE CALIF ELECTRONICS DIV, *COMPUTER PROGRAMS, *OMEGA NAVIGATION,...

Volume I, Submarine OMEGA Computer Program Performance Specification, defines the functional requirements for the Submarine OMEGA Computer Program which is used by the AN/BRN-7 OMEGA Navigation Set. The navigation set and the OMEGA program together comprise the Submarine OMEGA Navigation System. The tape which defines the computer program is entitled AN/BRN-7 Navigation Program. Volume II, Submarine OMEGA Computer Program Design Specification, allocates the functional requirements of Volume I...

Topics: DTIC Archive, NORTHROP CORP HAWTHORNE CALIF ELECTRONICS DIV, *COMPUTER PROGRAMS, *NAVIGATION...

This volume describes the subprogram designated as Executive which has the abbreviation EX in the program listing (Volume XII). Historically, the label Main Program has been given to that primary software routine that encompasses the main body of program calculation and requires a large amount of execution time. The interrupt routine is one that temporarily preempts execution of the Main Program in order to initiate a subroutine of time dependent nature. Here, however, the time dependent and...

Topics: DTIC Archive, NORTHROP CORP HAWTHORNE CALIF ELECTRONICS DIV, *NAVIGATION COMPUTERS, *SUBMARINE...

The research under this grant centered upon two distinct but complementary approaches to the problem of developing implementable non-diverging nonlinear filtering algorithms: decentralized linear filtering approach, and adaptive extended Kalman filtering approach.

Topics: DTIC Archive, Tacker,Edgar C, LOUISIANA STATE UNIV BATON ROUGE DEPT OF CHEMICAL ENGINEERING,...

The author of this note has been involved with the analysis of existing and future pulse doppler ambiguity resolution methods. The existing pulse doppler ambiguity resolution technique is supplied by R.C.A. and a future algorithm is presented by the author. The existing R.C.A. ambiguity resolution method has been tested and found to perform satisfactorily when the received data is scintillation free. These noise bursts produce extremely large estimation errors and poor convergence properties,...

Topics: DTIC Archive, Taylor, Fred J., TEXAS UNIV AT EL PASO DEPT OF ELECTRICAL ENGINEERING, *KALMAN...

The purpose of this study is to investigate and evaluate adaptive tracking filters for shipboard gun fire control systems that must defend against evasive targets. Several design concepts are compared using both tracking error and predicted position error as performance measures. The effects of target evasion, sensor measurement noise level, modeling uncertainties, and length of the measurement interval are investigated, and the trade-offs between performance and algorithm complexity are...

Topics: DTIC Archive, Brown , Jr , Charles M, Price, Charles F, ANALYTIC SCIENCES CORP READING MA,...

In recent years, the Kalman filter has been used extensively for passive target motion analysis (TMA) -- an application in which filter divergence is a common problem. Available methods for eliminating divergence ultimately involve increasing filter sensitivity by discounting the influence of past data. However, this procedure makes the filter more susceptible to random errors; therefore, to avoid unnecessary sacrificing of noise performance, adaptive control is required. In this report, the...

Topics: DTIC Archive, Aidala, Vincent J, NAVAL UNDERWATER SYSTEMS CENTER NEWPORT RI, *CONTROL THEORY,...

The report is a Kalman filter design study for the proposed Integrated Navigation Satellite/Inertial System (INI). Primary emphasis is placed upon determination of the best filter state variable vector and investigation of various measurement rates using external range measurements from a set of 27 non-synchronous satellites. The INI system errors are assumed to be represented by a 44 state linear system model, and the filter operates without benefit of an altimeter. A one-hour INI flight at...

Topics: DTIC Archive, Butler,Ronald Ray, AIR FORCE INSTITUTE OF TECHNOLOGY WRIGHT-PATTERSON AFB OH...

The two-dimensional (longitudinal) kinematics of air-to-air combat tracking with a lead computing optical sight system were simulated on an analog computer. Three pilots flew three different aircraft configurations on the fixed-base simulator at 3000- and 1000-foot ranges against a target driven to RMS accelerations of 3.5 G and 5.0 G by filtered, white, Gaussian noise. Averaged RMS data were recorded on attacker's elevator deflection, pitch rate, lead angle, line of sight to the target, and...

Topics: DTIC Archive, Harvey, Thomas R, AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF...

The report summarizes the image processing research activities performed by the University of Southern California during the period of 1 February 1973 to 28 February 1974 under contract. Research is oriented toward digital processing and transmission systems. Five task areas are reported on: (1) Image Coding Projects: the investigation of digital bandwidth reduction coding methods; (2) Image Restoration and Enhancement: the improvement of image fidelity and presentation format; (3) Image Data...

Topics: DTIC Archive, Pratt, William K, UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES IMAGE PROCESSING...

The purpose of this symposium was to bring together DoD personnel involved in the application of modern control theory to Air Force Systems. 'Modern Control Theory' was defined by the sponsors to include at least the following technical areas: estimation theory, linear and nonlinear system theory, control theory (including classical design and optimal techniques), modeling, identification, time series analysis, and the numerical methods in these areas.

Topics: DTIC Archive, Audley, David R, AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH, *CONTROL THEORY,...

This report presents the results of a program undertaken with the Naval Air Development Center (NADC) to analyze flight test data obtained from a Navy YT-2B aircraft, instrumented and operated by NADC. The objectives of this program are to estimate the longitudinal stability and control parameters of the YT-2B, from digitally recorded flight data, collected and supplied by NADC, using an iterated Kalman filter/fixed-point smoother parameter identification algorithm. A linear, constant...

Topics: DTIC Archive, Eulrich, B J, Mesiah, C L, CALSPAN CORP BUFFALO NY, *NAVAL AIRCRAFT, *TRAINING...

This report is an evaluation of a proposed Kalman filter for an advanced manned aircraft. The evaluation is performed under simulated flight profiles which include straight and level and maneuvering flight. The aided inertial navigation system is represented by a 54-state linear system error model and the filter by a 17-state error model with decoupled horizontal and vertical channel mechanization. The simulated flight profiles include two hours of straight and level flight and one additional...

Topics: DTIC Archive, Hammett, Jerry E., AIR FORCE INST OF TECH WRIGHT-PATTERSONAFB OH SCHOOL OF...

A 61-state truth model is developed for the aircraft to satellite tracking problem. The equations for the Extended Kalman Filter are described and the truth model is examined and simplified to give a 12-state reduced order filter model of the system. Using the method of Covariance Analysis which is described, the performance of the 12-state filter model against the 61-state truth model is evaluated with the dynamics profile of a high altitude aircraft tracking a near earth satellite in a...

Topics: DTIC Archive, Mitchell, Robert A K, AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH SCHOOL OF...

This technical report describes an application of the maximum likelihood approach for the identification aircraft parameters. The theory and the computational aspects of the likelihood approach are discussed in detail. A computer program is written to implement this technique. The details of the computer program are given in a separate document. (Author)

Topics: DTIC Archive, Gupta,N K, Hall,W E, SYSTEMS CONTROL INC PALO ALTO CALIF, *COMPUTER PROGRAMS, *FLIGHT...

The thesis considers battle termination (a unit reaching its so-called 'breakpoint') in ground combat as a rational decision process. A commander's decision to break contact with an enemy force and withdraw from the battlefield is analyzed for company-size infantry units. Two approaches to terminate an engagement are presented. The first approach is based on extrapolation of observations on past battle history into the future with no assumption about combat dynamics. The second is based on the...

Topics: DTIC Archive, Adkins, Richard C., NAVAL POSTGRADUATE SCHOOL MONTEREY CA, *LAND WARFARE, *DECISION...

This document is a comprehensive report on the Digital Flight Director program which included formulation of a universal flight director control law, software and hardware prototype development, and simulation and flight tests performed to verify the system. (Author)

Topics: DTIC Archive, Desmond, John P, ROCKWELL INTERNATIONAL CEDAR RAPIDS IA COLLINS RADIO GROUP,...

This report summarizes the mathematical and computational foundations of modern fire control systems. The fundamentals of target models and Kalman estimators are developed in a tutorial disucssion. A new approach to fire control computations based upon a hybrid coordinate system is proposed and its advantages are cited. The structure of fire control system simulation software is provided, and supporting algorithms are documented.

Topics: DTIC Archive, Leathrum, James F, ARMY MATERIEL SYSTEMS ANALYSIS ACTIVITY ABERDEEN PROVING GROUND...

The equations that describe both the navigation mechanization and the propagation of errors in an unaided inertial system are detailed. Extensions of these equations which apply to continuous speed and altitude damping are also given. A general vector-matrix notation is employed, thereby eliminating the need to specify a particular navigation mechanization before setting down the error equations. Specific application of the general equations to the local- level, wander-azimuth mechanization is...

Topics: DTIC Archive, Heller, Warren G., ANALYTIC SCIENCES CORP READING MA, *INERTIAL NAVIGATION,...

Results in three areas of MICRON system level analysis are presented. The MICRON Computer Simulation Program (MCSP) which directly simulates the system mechanization equations is used to investigate system performance during several proposed MESG instrument variations and during severe environments. Equations describing the propagation of instrument errors into MICRON navigation errors are derived and coded into a covariance analysis computer program for use in statistical performance analysis...

Topics: DTIC Archive, Shields, James D, ANALYTIC SCIENCES CORP READING MA, *INERTIAL NAVIGATION,...

The principle of image estimation in the presence of linear and nonlinear observations is considered in this dissertation and a recursive estimation algorithm is developed. The development proceeds from the assumptions that the image is statistically characterized by its first two moments namely the mean and the autocorrelation while the observation is allowed to be a general function of the signal and noise. A two step recursive estimation procedure, compatible with the logical structure of...

Topics: DTIC Archive, Naraghi, Manouher, UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES IMAGE PROCESSING...

The existence of multi-mode propagation can have two deleterious effects on an OTH radar tracker; it can lead to ambiguity in the interpretation of the range of detected targets, and it can lead to difficulties in determining from a single detection sample, any testing to determine mode identity must be performed at or beyond the tracker. Three methods are considered for identifying propagation modes; one based on testing for the occurrences of echoes in regions or combinations of regions of...

Topics: DTIC Archive, DeWitt, R. N., ITT ELECTRO-PHYSICS LABS INC COLUMBIA MD, *RADAR TRACKING, *OVER THE...

The Integration Technology Program has focused attention on the complex issues associated with the integration of aircraft multisensor (or hybrid) navigation systems. A digital computer is the central element of a typical multisensor integrated navigation system. The computer performs the 'dedicated' data processing specifically related to individual sensors and displays, plus the processing of algorithms required to make the individual sensors play together, i.e., the sensor integration...

Topics: DTIC Archive, Mealy, Gregory L, ANALYTIC SCIENCES CORP READING MA, *MULTISENSORS, *NAVIGATION,...

It is often necessary to provide a continuous estimate of the frequency of a sinusoid of randomly varying frequency, through a channel containing noise and fading. This problem is modeled and the optimum estimator derived using continuous Kalman filter theory. The optimum system is shown to be equivalent to a phase lock loop, with some special features added when Rayleigh fading is considered. The steady state solution of the Kalman error matrix is found. This establishes all parameters of the...

Topics: DTIC Archive, Pryor, C N, NAVAL SURFACE WEAPONS CENTER WHITE OAK LAB SILVER SPRING MD, *PHASE...

Portions of a flight command system for a single seat, multiple roll, fighter bomber were simulated in a man/machine simulation facility. The effects of various combinations of manual or automatic aircraft steering and external conditions on system performance and pilot workload were investigated. Portions of an A-7 multimode flight control system, a newly derived autopilot, and an angle rate bombing system were integrated to provide automatic aircraft steering during final approach of an...

Topics: DTIC Archive, Eto, D K, HUGHES AIRCRAFT CO CULVER CITY CA, *AIRCRAFT FIRE CONTROL SYSTEMS, *FLIGHT...

This thesis investigates the problem of automatic transcription of the morse signal, and describes and documents several approaches to filtering, processing, and decoding it for transcription. The baseband signal is first modeled as a modified random telegraph wave. A discrete Kalman filter and a linear smoother are then used to process the demodulated signal in order to gain a measure of the effectiveness and applicability of this model. It is shown experimentally that this model and...

Topics: DTIC Archive, Bell, Edison L, NAVAL POSTGRADUATE SCHOOL MONTEREY CA, *MORSE CODE, *SIGNAL...

The research described is concerned with developing a system for adaptively processing the outputs of an array of sensing elements subject to certain optimality and processing time constraints. The adaptive part of the processor is designed to be a stochastic adaptive filter so that the processor can handle the inputs which are random processes. The processor is also recursive so as to be easily updated as the environment changes. In the development of the theory of the stochastic adaptive...

Topics: DTIC Archive, Everly,Frederick J, PENNSYLVANIA STATE UNIV UNIVERSITY PARK APPLIED RESEARCH LAB,...

A Kalman filter for tracking a moving acoustic radiator by means of angle of arrival information is developed. The Kalman equations are linearized about the measured angles rather than the state estimate in order to free the filters for dependence on an initial state estimate. Performance of the tracking algorithm is evaluated with Monte Carlo simulation. (Author)

Topics: DTIC Archive, Ballard,Thomas B, NAVAL SURFACE WEAPONS CENTER WHITE OAK LAB SILVER SPRING MD,...

Many aerospace problems include the requirement for precision pointing and tracking from one accelerating vehicle to another. This paper considers the use of Kalman filtering for a general class of high precision pointing and tracking applications and the application of the general framework to a specific problem. A general framework which contains all known error sources is developed for a particular Kalman filter. With a covariance sensitivity analysis, this framework can be used to determine...

Topics: DTIC Archive, Asher, Robert B., Mitchell, Robert A. K., Maybeck, Peter S., FRANK J SEILER RESEARCH...

The purpose of this report is to examine several modifications of extended Kalman filters which can be used to estimate the position, velocity, and other key parameters associated with maneuvering re-entry vehicles. These filters will be described and discussed in terms of the fundamental problems of modeling accuracy, filter sophistication, and the real-time computational requirements. A nine-state, extended Kalman filter based upon the maneuvering vehicle dynamics is compared with several...

Topics: DTIC Archive, Chang, Chaw-Bing, Whiting, Robert H., Athans, Michael, MASSACHUSETTS INST OF TECH...

This report deals with several techniques for passive ranging, i.e., the estimation of target range from noisy measurements of bearing or line-of- sight angle alone. The type of engagement treated in this investigation involves a maneuvering surface target and a missile without an altimeter. The missile approaches the target along a trajectory that is characterized by a low- altitude cruise phase followed by a terminal pitch-up maneuver. Several modified Kalman filter-like algorithms are...

Topics: DTIC Archive, Taylor, James H., Price, Charles F., ANALYTIC SCIENCES CORP READING MA, *ANTISHIP...

The lectures present an introduction to modern control theory. Calculus of variations is used to study the problem of determining the optimal control for a deterministic system without constraints and for one with constraints. The method of dynamic programming is also used to solve the unconstrained control problem. Stochastic systems are introduced, and the Kalman-Bucy filter is derived.

Topics: DTIC Archive, Timman, Reinier, DAVID W TAYLOR NAVAL SHIP RESEARCH AND DEVELOPMENT CENTER BETHESDA...

A light weight, man packed seismic system has been investigated as a means for hostile mortar location. Developed location algorithms, utilizing seismic signals from both hostile and directed fire, were evaluated against field measurement data which simulated battlefield conditions. (Author)

Topics: DTIC Archive, Tanis, Fred J., ENVIRONMENTAL RESEARCH INST OF MICHIGANANN ARBOR INFRARED AND OPTICS...

Determining a target aircraft's position, velocity, and acceleration from measurement of its position is a major problem in modern antiaircraft gun, laser, and missile fire control. Many versions of the optimal or Kalman state estimator have been used with varying degrees of success. This paper offers a new technique which allows detailed aircraft flight dynamics and constraints to be incorporated into the general Kalman structure.

Topics: DTIC Archive, Scheder, Robert A, ARMY MATERIEL SYSTEMS ANALYSIS ACTIVITY ABERDEEN PROVING GROUND...

In this paper wer describe some results obtained over the past few years in the areas of estimation and control. The point of this research is to find subclasses of systems that possess sufficient structure to allow us to determine optimal solutions or computationally feasible algorithms. In particular, we utilize several results from group theory (both for Lie and finite groups) to obtain our results. (Author)

Topics: DTIC Archive, Willsky,Alan S, MASSACHUSETTS INST OF TECH CAMBRIDGE DEPT OF ELECTRICAL ENGINEERING...

Mathematical and data analysis techniques are developed to determine the attitude and attitude dependent outputs for the proposed flight of the Aerobee Rocket A35.191-4. The on-board attitude measuring systems consisting of a star mapper, rate integrating gyro, solar aspect sensor, and measurements from a gyroscopic platform will be used in varying combinations to properly determine the orientation of the vehicle during its flight. The attitude accuracy requirements during the special phases of...

Topics: DTIC Archive, Sullivan,Brian F, BOSTON COLL CHESTNUT HILL MASS SPACE DATA ANALYSIS LAB, *ATTITUDE...

The processing requirements for three preprocessing applications for a microprocessor are determined. The three applications examined are Kalman filtering, radar beamsteering, and the Global Positioning System user equipment computer. The estimated processor requirements include throughput, memory capacity, input/output rates, special instructions and hardware. The device technologies (TTL, ECL, IIL, and MOS) are examined to determine electrical and radiation performance. The available...

Topics: DTIC Archive, Berglund, Dennis E, Goodman, Irving, Patterson, William J, Reiner, Julius, GENERAL...

;Contents: Experiences in the development of aided INS for aircraft; Practical considerations in implementing Kalman filters; Experiences with the B- 1 navigation filter; Experiences in flight testing hybrid navigation systems; Etude et realisations de filtres de Kalman pour systemes de navigation; A ship tracking system using a Kalman-Schmidt filter; Design and analysis of low-order filters applied to the alignment of inertial platforms; Kalman filter bibliography.

Topics: DTIC Archive, ADVISORY GROUP FOR AEROSPACE RESEARCH AND DEVELOPMENT NEUILLY-SUR-SEINE (FRANCE),...

Theoretical and statistical results are presented on forecasting a time series (Dt) in conjunction with a correlated series (Ht). In the particular problem Dt is demand for a part which is on an aircraft which flies Ht hours in period t. Reasonable recursive models of the underlying demand process are postulated and it is shown that theoretically rigorous or heuristically satisfactory forecast algorithms can be obtained by applying Kalman filter or weighted moving average techniques to 4 time...

Topics: DTIC Archive, Orr, Donald, ARMY INVENTORY RESEARCH OFFICE PHILADELPHIA PA, *ARMY EQUIPMENT,...

A characterization is given for the class of all closed loop eigenvector sets which can be obtained with a given set of distinct closed loop eigenvalues using state feedback. It is shown, furthermore, that the freedom one has in addition to specifying the closed loop eigenvalues is precisely this: to choose one set of closed loop eigenvectors from this class. Included in the proof of this result is an algorithm for computing the matrix of feedback gains which gives the chosen closed loop...

Topics: DTIC Archive, Moore,Bruce C, LOUISIANA STATE UNIV BATON ROUGE DEPT OF COMPUTER SCIENCE, *FEEDBACK,...

Some recursive filtering algorithms were developed for tracking ships when observations are sporadic and imprecise. Tracking with position-only observations was emphasized, but a procedure was also developed for utilizing possible independent observations of ship velocity. Two basic algorithms are considered: a Kalman filter with adaptive driving noise for generating estimates (and containment ellipses) for current and future ship positions, and a corresponding Bayesian smoother for generating...

Topics: DTIC Archive, Willman, Warren W., NAVAL RESEARCH LAB WASHINGTON DC, *SHIPS, *TRACKING, COMPUTER...