Notice of Violation of IEEE Publication Principles A Parallel Processing Kalman Filter for Spacecraft Vehicle Parameters by Bo Tang, Pingyuan

Cui, Yangzhou Chen in the 2005 IEEE International Symposium on Communications and Information Technology, pages: 1429-1432, October 2005 After careful and considered review of the content and authorship of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE's Publication Principles. This paper contains significant portions of original text from the paper cited below. The original text was copied with insufficient attribution (including appropriate references to the original author(s) and/or paper title) and without permission. Due to the nature of this violation, reasonable effort should be made to remove all past references to this paper, and future references should be made to the following article: "Real-Time Attitude and Orbit Control System of a Small Leo Satellite with ParallelProcessing Approach in a Ground Station" by Roger Johnson, Sanjay Jayaram, Lei Sun, Chan Ho Ham in the 14th Annual/USU Conference on Small Satellites, pages: 1-11, August 2000

Proceedings ofISCIT2005

Parallel

Processing Kalman Filter For Spacecraft

Vehicle

Parameters Estimation

Bo Tang, Pingyuan Cui, Yangzhou Chen School of Electronic Information & Control Engineering, Beijing University of Technology, Beijing, China Tel: +86-010-67396190, Fax: +86-010-67396125 E-mail: tangbo@emails.bjut.edu.cn
are Kahnan Abstract-The filter algorithms computationaily intensive, therefore, parallel processing could be an option to meet the timing performance

requirements. In this paper detailed research and experimentation have been done for parallel processing of the Kahnan filter and the Extended Kalman rilter based on operating system and multiple general purpose processors that support shared memory. The time comparison of the various methods is analyzed with respect to real-time spacecraft vehicle parameters estimation and a slight time reduction in the parallel Kaman filter has been observed compared with sequential method Keywords: Kahnan Filter, Estimation, Parallel Processing

Spacecraft Attitude Dynamic Model: Here we consider a system of coordinates that maintain their orientation relative to the Earth as the spacecraft moves in orbit. These coordinates are known as roll, pitch and yaw or RPY. The spacecraft considered is gravity gradient stabilized and in a circular orbit. The linearized equations of motion are given by [5]:
Ix) + 4ac (Iy - II) - (Ix - I + Iz)'COyO - Td, = 'Cx Iyt ~+302(Ix - I, )O - T c
Iy+

I.

INTRODUCTION

Ix

Abnormal dynamic parameters are indicators of an outof-tolerance performance of the system. They can be a predictor of impending failures in those systems. This attribute speeds up diagnostic analysis to near real-time and provides enough time to stabilize the system by parameter correction [1,2]. The crucial facet of this process is to maintain synchronization of the raw input data stream and the high fidelity model to sustain a high enough data rate to capture the actual transient response profile. Most of the present parallel implementations are based on special purpose hardware [3,4]. In this paper detailed research and experimentation about vehicle parameters has been done for parallel processing of the Kalman filter and the Extended Kalman filter based on the real-time operating system.
II. DYNAMIC MODEL For any spacecraft vehicle, there are two types of parameters that are involved in the controller design for a navigation system and one is the positional "state" and the other is the attitude "state". Non-linearity exists in both cases. However, a linear model is good enough for the attitude controller design. The following paragraphs are a presentation of the linear attitude model and the non-linear navigation model.

where, the parameters defined are : Moment of Inertia in Roll axis : Moment of Inertia in Pitch axis IY : Moment of Inertia in Yaw axis 2z at * Orbital rate Td, Tdy, Tdz : Disturbance torque in roll, pitch and yaw directions. : Control torque in roll, pitch and yaw axes. ,rzC,zCy : Roll, Pitch and Yaw attitude angles ,V 04 0, In state space representation, the dynamic equations of motion are shown as:
il
X2
=
=

o2(IY

(1)

IX)

y+IZ) +(I,, -I

-TdZ =a

X4

Xs
X6

x5_

44 - w(I =
_

)XI

( I

(-Iy + I-, )coOX6 + Ix

IY
+ .)nOX4+ u z

(2)

=-

I (I
I

-Ix )x3+(1 -

where the state, vector is represented as:

I

Ix

IIx3

'x V/

(3 )

0-7803-9538-7/05/$20.00C2005 IEEE

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Point-to-Point Navigation System Model: For the detailed design of point-to-point passenger and cargo system, we need to consider the boost phase, free flight phase and reentry phase. However in this investigation, we focus on free flight phase only, so the Extended Kalman filter can be applied to data measurement and state estimation. Certain assumptions are made to simplify the problem so that the fundamentals are highlighted. These assumptions are as follows: * The earth is spherical. * The earth is non-rotating The flrst assumption's effect is the earth's oblateness, where, this effect is relatively small in free flight trajectories. The second assumption merely. fixes a target on the earth in inertial space so that the computation doesn't have to be modified to compensate the movement of the target during the flight of the vehicle.
r =
V
w

r
-

vr

2 + (

*P)+

(1 *u)

W =

P2 _ # + (r *p) + (r u) r

(4)

certain guideline. The most important fact is to maintain the balance after partitioning the computing tasks. KF partitioning strategies The equation of KF can be split into two parallel groups, state and covariance, connected by Kalman gain Kk Therefore, the computation task for KF can be split into two sets: state and error covariance equations. This is a quite straightforward parallelization method, by taking two processors, one doing state update and the other doing error covariance update. However, the computations of the covariance equation are approximately three times more computationally demanding than state equations. Therefore, one should look for a parallel implementation of an algorithm that significantly reduces the processing time for the covariance equations. In our KF applications, the covariance matrix (6x6) and the measurement matrix (3x6) can be partitioned into (3x3) submatrices which allow the partitioning of the Kalman gain matrix into (3x3) submatrices, each of which can be calculated independently. Let's define P to represent the predicted covariance P k and M to represent the filtered covariance Pk, and drop all the time indices, then P, M and Kalman gain K are partitioned as:
p

=1V2(2 W
L

H =

cot( i) sin(

r r r x (p + u)

(H

)211/2

L)

r Av

The mathematical model representing the motion of the vehicle's center of mass is described by the following dynamic equations (in state space representation): where, the parameters defined are r : Position at any time in the orbit v : Velocity at any time in the orbit w : Component of velocity : Product of Gravitational constant and mass ,u : Range angle cf H : Angular momentum : Latitude at any time in the orbit L i : Angle of incidence. p Perturbation vector : Control vector u Iv .Unit vector in velocity direction.
III. REAL-TIME & PARALLEL PROCESSING As has been noted from previous results, parallel processing could be an option to meet the timing performance requirement. Most existing parallel implementations are based on either systolic array or transputer [6,7]. Most existing parallel implementations require special purpose hardware designed for high speed DSP. For implementation of a parallel program on a bus based computing system or distributed computing system, one should carefully select the algorithm following a

As P and M are symmetric, the sub-matrices P1l, P22, M1i and M22 are also symmetric. Since we are taking 3 variables as measurements, the measurement matrix can be partitioned as Hk = [HIl,3x3 03x31 Then in the Kalman gain equation, the matrix product becomes
I = [I H IFH11 [PI1H ] PkR LP21 P22 JL~i L21H i H kPkH = [H1 0o HI HPP1H T] ~PH1 j

LP21 2]

pi1

P21

M=['L M22j

M1l

J211

K=2

[K,J

(S)

equation, we have

Substituting these two expressions into Kalman gain

pi-

IK

(PH +HjRkH)I''jL +Hj RkH)-1 K2j() LP21aK1 [Pk=

=

_tt LP}10 PIR 1K)

(AP 14+ T(0t T

k

-1

Lp21(p11+W1kIT) 1g12 LK2_

(@

Note that we have broken the computation of the Kalman gain into two parts, each part computes the (3x3) submatrices of Kk, and each part can be executed independently. Similarly, we can expand the covariance update equation into:

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C Al 2Z 1[ IP2 1

(7

brackets which indicate functions for simplification, the matrices are partitioned into 2x2 as follows:

To prove the symmetry of the above equation, note P1 1, Rk are symmetric. The time-update covaril equation can also be split as:
[P21 P22J P21 It follows that:

LP22jLKt

2 IJ2

1 2

Pk=M=!M1

rpi I1 r(AI P2Ta1 li il Ia Q2I

Then in the Kalman gain equation, the matrix product and finally the Kalman gain equations become:
pT pT P P31
r HT
11

-MI

M82

Nt-3

N2C (1

%P22{AMj A2

V12

LQI

Q2

pi I -(llIXI' +(tIAI'
=

+ (1K142 +(2t242 + Q P21 =P2IM[191 + 92M21T 1 + T21M192 +22M2292 +Q21 2A2121 +%P1M19r22 T22M9222 Q22 P22 P2X 1?21i
+
+

P32 P32 P33 j

22

= Pk Lk P7H T=

pH1
1H
-

31

(9)

Hk PkH,

[H1

P21HT

lHT

H1P 1HT

(1 1)
T

OtP2IH1]

KF Task Mapping Strategies An ideal task mapping technique should agree with following criteria: (1) To maintain balance between the multiple tasks (2) For every iteration, the inter-task communica should be as low as possible. Due to the symmetry of matrices P and M, both of t: have 3 sub-matrices to be computed. Hence, 3 proces (tasks) can be applied to carry out this computation. partitioning of the Kalman gain gives us a hint that we take 2 processors, one to compute K1 and the othe compute K2. Based on this idea and the study partitioned equation, we can distribute the computatio follows: Taskl: Compute K1, MI, and Pl1 and compute the estimation and prediction Task2: Compute K2, M21, M22 and P21, P22
EKF Partition Strategies For EKF, the same partition method as for KF cat used. In the point-to-point navigation application, we taking the continuous time model and in the time-up phase, the error covariance is computed. To perform integration for P, the systems' state at every integra point should be known. This prevents the possibilit3 executing the state and the covariance (in time up phase) separately in two processors. But we can still al the partition strategy described for KF. Since we measuring only 2 state variables namely position velocity, the measurement Jacobian matrix is 2 x6 and be factorized into three 2x2 sub-matrices:
Hk =|II2x2 2x2 02x21 Defining the predicted covariance as P and filt4 covariance as M, and dropping all the time indices

P11HT
K

kHTR

P21H T (H1P11H

+ R

y1

K1 P1, (P, +H1R H, T')-H-1 = P21 (PI, +H1RH T)-1' H-1= K2 + H-'R T )-1 LP31 (P11 HT H- K3

(12)

Furthermore, replace the P, M and K into the error covariance update equation and use the symmetry property of P and M (only 6 sub-matrices are needed), we have
m21
M22

M1l =P1I K1H1Pj

-

P21

=
=

P2 -K2H PT
-

K2H1P11

M 31
M32
M33

In the time-update phase, EKF is different than KF since it needs to compute by using numerical integration.

-K3HIP2T, = P33 K3HIP3T

=

P31

K3H1P1j

(13)

P32

EKF Task Mapping Strategies As we can see, the Kalman gain K is split into 3 submatrices, each of them can execute independently. So this partitioning method can be mapped into 3 processors. The computation is distributed as follows: Taskl: Compute K1, compute Ml,, compute estimated state Xe,k by, computing predicted state Xe,k+1, and the predicted error covariance. Task2: Compute K2 and compute M21, M22. Task3: Compute K3, compute M31, M32, M33 and compute predicted covariance P k+1.

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Taskl is the "Master" task, and the other two tasks are the "Slave" tasks.
IV. SIMULATION RESULTS All of the applications discussed previously have been implemented on multi-processor computing system. The computations include KF and EKF simulation on a single and multiple processors. The spacecraft we consider is a gravity gradient stabilized spacecraft with a circular orbit. The altitude r, inclination angle i, physical parameter and initial condition are given in Table 1.
Table 1 Psicalpamds and iinial ockionis
I =12OKgn? 0=0.lrad 352Km
Nmtof iitia

V. CONCLUSION AND FUTURE WORK

The corresponding real-time simulation for these two applications are performed based on the available hardware and software. Test results show that based on these dynamic models, the Kalman filter and Extended Kalman filter will give good estimation of the system state variables and the simulated measurement noise is eliminated successfully. Table (2) illustrates the timing performance for sequential version of KF, EKF and parallel version of KF, EKF. The time value is the average value after repeatedly executing the program.
Filter name KF EKF

Iy=120KgmW
Ira.ld i2855

Intial*
Obital Paamtw

Iz=1.2Kgm Wtp{.lrad (t0.00114rad

Table 2 Timing performance comparison Parallel version Sequential version

6360 Ps

13560ps

6000 Ps 11338 Ps

Some of the example plots (Figures (1), (2) and (3)) illustrate the simulation results for attitude estimation, the Sigma (measurement noise) is assumed to be 0.5.
bvi (r***-

The test results show that by adopting the partition method described above, a slight time reduction in the parallel Kaman filter has been observed. There for it is an efficient and potential way for real time implementation.
REFERENCES
[1] Van Rosmalen, M.M.A.; Baker, K.; Bruls, E.M.J.G.; Jess, J.A.G.; Parameter monitoring: Advantages and pitfalls, Test Conference, 1993. Proceedings.,International 17-21 Oct. 1993 Page(s): 115 - 124 [2] Tabatabaei-Yazdi, H.; Grantham, C.; A DSP based scheme for the on-line monitoring of performance and parameter determination of three phase induction motors; Electrical Machines and Drives, 1995. Seventh International Conference on (Conf. Publ. No.412) 11-13 Sep 1995 Page(s): 166- 170 [3] Rollins, M.E.; Simmons, S.J.; A parallel reduced-complexity filtering algorithm for sub-optimal Kalman per-survivor processing; Global Telecommunications Conference, 1994. Communications Theory Mini-Conference Record, 1994 IEEE GLOBECOM., IEEE28 Nov.-2 Dec. 1994 Page(s): 8 12 [4] Howard, S.; Hak-Lim Ko; Alexander, W.E.; Parallel processing and stability analysis of the Kalman filter; Computers and Communications, 1996., Conference Proceedings of the 1996 IEEE Fifteenth Annual on Conference Phoenix International 27-29 March 1996 Page(s): 366 - 372

2S

so

so

Im

Figure.

Fiur.1.

Tim ollAnges Esimted& e asuFred Rol vs Tim A0 esued Es

0

-I

es.d.

Figure. 2. Estimated &Measured Pitch Angle vs Time

A-51440555
5.5

:-

.0

at

tY

Wv

Figure. 3. Estiniated & Measured Yaw Angle vs Time

[5] J.R. Wertz, Spacecraft Attitude Determination and Control, D. Reidel Publishing Co., Boston, 1980. [6] Col Mahamed K. EI-Mahy, An investigation into Kalman filter target tracking algorithms and their real time parallel transputer implementation, Transaction ofMeasurement and Control, Vol 16, No 1, 1994. [7] Mi Lu and Xiangzhen Qiao, Parallel Square-Root Algorithm for Modified Extended Kalman Filter, IEEE Transaction on Aerospace And Electronic Systems, Vol 28, No 1. January 1992

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