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0162 MDA Phase I SBIR Final Report (Combined)
0162 MDA Phase I SBIR Final Report (Combined)
0162 MDA Phase I SBIR Final Report (Combined)
5 January 2005
The team members for this SBIR are University of Alabama at Huntsville
(UAH), Princeton University, and Radiance Technologies, where Radiance
Technologies is the prime contractor. UAH provides support in the area of
Sliding Mode Guidance and Control. Princeton University provides support
in the area of Particle Filtering. Radiance Technologies works in the area of
Multiple Model Linear Kalman Filtering and Six Degree-of-Freedom (6-DOF)
simulation of the various engagement scenarios and algorithms developed.
RT1004.0162 2
SBIR PHASE I
Interceptor Guidance / Estimation Algorithm Development
RT1004.0162 3
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RT1004.0162 4
Preliminary Simulation Analyses
of Estimation and Guidance
Algorithms
RT1004.0162 6
Analysis Outline
• Simulation Overview
RT1004.0162 7
Functional Block Diagram of Interceptor
6-DOF Simulation and Engagement Models
The 6-DOF Simulation functional block diagram illustrates the general flow of
the simulation, the various interceptor component modeling options, and
some of the guidance, navigation, and control algorithm options. For
example, there are options for both gimbaled and strapdown seekers. There
are several guidance filter options such as the three decoupled 3-state
Kalman filter, the linear multiple model 8-state Kalman filter, and the super
twist sliding mode filter. Currently there is only a fin control system model,
however the structure is in place to upgrade the simulation to include Thrust
Vector Control (TVC), single-shot (squib) thrusters, and pulse width
modulated thrusters models.
RT1004.0162 8
Functional Block Diagram of Interceptor
6-DOF Simulation and Engagement Models
RT1004.0162 9
Interceptor Model Assumptions
RT1004.0162 10
Interceptor Model Assumptions
• Gimbaled Seeker
– Measures Angles and Range
– Track Loop Bandwidth From 10-20r/s
– Stabilization Loop Bandwidth Approximately 30Hz
– Seeker Sample Rate 100Hz
• Tail Fin Controlled Airframe
– Assumes 30Hz 2nd Order Actuator
• Two Loop Acceleration Autopilot
n=18r/s, =0.7 For Region of Interest
– 20g Acceleration Command Limit
• Pursuit Guidance or Optimal Trajectory Shaping Guidance
– Boost/Midcourse
• Airframe Static Margin Varies From Slightly Unstable to Stable
RT1004.0162 11
Autopilot Used in 6-DOF Simulation
Guidance / Estimation Studies
Both pitch and yaw channels use the same autopilot topology. The autopilot
consists of three gains and feedback signals of acceleration and body
angular rate. The gains are computed using on-board estimates of the
airframe stability derivatives. Where the gain calculations assume that the
gyro, accelerometer, and actuator bandwidths are high (relative to the
autopilot and airframe). The gains are specified to achieve a desired
autopilot natural frequency, damping ratio, and a DC gain of 1.0.
RT1004.0162 12
Autopilot Used in 6-DOF Simulation
Guidance / Estimation Studies
Acceleration Gain Accelerometer Dynamics
Sensed Acceleration at
Acceleration 1 Accelerometer
KA
s2/2 + 2s/ + 1
+
LACC
+
Yaw Angular Accelerometer Offset
Acceleration
VM
CG
Command Actuator Acceleration
Fin
Gain -
Dynamics
. .
. . . .
C Effectiveness
C 1 r 1 r 1
KDC
+
[AA]
N
+
s _ s
_ + +
Acceleration
.
Command + Rate +
Damping Angle-of-
Fin
Position Nr . Y Attack
Fin N
Rate Effectiveness
Kr
Gain
Yaw Moment
Y
Derivative
Gyro Dynamics Yaw Force
Sensed Derivative
Yaw Rate 1 Yaw Rate
s2/G2 + 2Gs/G + 1
RT1004.0162 13
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RT1004.0162 14
Interceptor Guidance/Estimation
Algorithms
The initial filter design modeled discrete frequencies (or the sinusoidal frequencies were
constant over time). The analysis results presented in this briefing only consider the discrete
frequency filter. However a filter that models a chirp in frequencies has been designed and
has been modeled in the Matlab environment.
The current maximum number of states in the weave filter is 8, where the states are indicated
on the chart. In the future more frequencies will be added to the filter as well as implementing
the chirp form of the filter in the 6-DOF simulation.
RT1004.0162 16
Single Linear, Multiple Model Kalman
Filter Methodologies
• Target Could Present “DC”, Single, or Multiple Frequencies
– Step Maneuver
– Weaving Target
– Tumbling Target?
• Filter Initially Designed to Model Discrete Frequencies
• Evolution to Chirp Frequency Design Allows Filter to Capture a
Larger Range of Frequencies More Accurately
• Current Filter is Two Decoupled Eight (8) State Filters Per
Channel, (Pitch and Yaw) for a total or Sixteen (16) States
• Filtered States
– Target to Missile Relative Position
– Target to Missile Relative Velocity
– Target Acceleration at Three Frequencies
– Target “Jerk” at Three Frequencies
RT1004.0162 17
Discrete Frequency Kalman Filter State Equations*
The slide below defines the state equations for a 6-state discrete frequency
Linear Multiple Model Kalman Filter (LMMKF). The states in the filter are the
relative position, relative velocity, target acceleration at frequency 1, target
jerk at frequency 1, target acceleration at frequency 2, and target jerk at
frequency 2.
This filter is an example of applying the internal model principal. The internal
model of the filter contain difference equations that closely approximate the
differential equations that describe sinusoidal motion.
RT1004.0162 18
Discrete Frequency Kalman Filter
State Equations*
R ( n ) 1 T 0 0 0 0 R ( n 1) 0
V ( n ) 0 1 T 0 T 0
V ( n 1) T
AT 1( n ) 0 0 1 T 0 0 AT 1( n 1) 0
2 AI ( n 1)
T 1( n ) 0 0 T 1 1 0 0 T 1( n 1) 0
AT 2( n ) 0 0 0 0 1 T AT 2( n 1) 0
2
T 2( n ) 0 0 0 0 T 2 1 T 2( n 1) 0
R Target to Missile Relative Position
V Target to Missile Relative Velocity
AT 1 Target Acc eleration, Frequency Number 1
T 1 Target Jerk, Frequency Number 1
AT 2 Target Acc eleration, Frequency Number 2
T 1 Target Jerk, Frequency Number 2
AI Interceptor Accelerat ion
RT1004.0162 19
Optimal Weave Guidance Law*
In order to effectively apply the filtered states from the LMMKF, it must be
integrated with a complementary guidance law. The Optimal Weave
Guidance Law is a form of zero effort miss guidance (or Augmented
Proportional Guidance) that accounts for the sinusoidal motion of the target.
Using the estimates provided by the LMMKF, this closed form predictive
guidance law computes the zero effort miss at closest approach. The
estimated miss distance is then scaled by the guidance gain and the inverse
of the estimated time-to-go squared to form the acceleration command that
is processed by the missile autopilot.
RT1004.0162 20
Optimal Weave Guidance Law*
ME R VT GO
1cos 1TGO
2
AT 1
1TGO sin 1T GO
3
T 1
1cos 2T GO
2
AT 2
2T GO sin 2T GO
3
T 2
1 1 2 2
Guidance Command
ME
c K G 2
T GO
*Note: Only Six Terms Shown Here
RT1004.0162 21
Filter Frequency Chirp Impacts Zero Effort Miss
Guidance Law
In order to gain full benefit from the chirp Kalman filter form, the guidance
law must be modified from the previous form. Because the frequencies of
the target are now varying with time, the integration (or prediction) in the
guidance algorithm must account for this as well. We now numerically
propagate the relative states, target acceleration, target jerk until closest
approach, as the closed form weave solution no longer applies. At closest
approach the zero effort miss distance is determined. Once the zero effort
miss is determined, the guidance law is the same as before. The
acceleration command is just the estimated miss distance scaled by the
guidance gain and the inverse of time-to-go squared, as shown in the chart.
RT1004.0162 22
Filter Frequency Chirp Impacts Zero Effort
Miss Guidance Law
RT1004.0162 23
Linear Single Frequency Kalman Filter Tolerates 10%
Weave Frequency Mismatch
The following chart illustrates the interceptor miss performance when the filter model
assumes a target weave frequency of 0.5Hz, while the target frequency is varied from
0.4Hz to 0.6Hz. The target frequency is held constant for a particular set of runs.
From this set of sensitivity runs, the plot indicates that the filter can tolerate up to about
a +/- 10% frequency error before miss performance is severely affected. Actually the
filter models two frequency with the second frequency near zero to capture near DC
behavior such as target drag, etc. So in this instance a six state filter was used.
The acceleration command plots show the affect of filter and target frequency
mismatch on the guidance commands. As the filter frequencies become more
mismatched the acceleration commands contain more of the target frequency. When
the target and filter frequency are well matched the interceptor guides directly to the
predicted intercept point.
RT1004.0162 24
Linear Single Frequency Kalman Filter
Tolerates +10% Weave Frequency Mismatch
3
-200
Target Frequency 0.55Hz
2
Interceptor Acceleration Normal to Y-LOS (m/s2)
200
1
RT1004.0162 25
Second Frequency in Filter Model Increases
Performance Window
The following set of plots show the effect of adding a second filter weave
frequency on the frequency performance window. In this set of cases runs
where the target frequency was varied from 0.35Hz to 0.6Hz, using the same
methodology for varying the target frequency as before. Including a second
“non-near DC” frequency increased the window of frequency performance
from 0.45Hz to 0.55Hz to 0.375Hz to 0.575Hz or another 10% on the low
end of the frequency window.
RT1004.0162 26
Second Frequency in Filter Model
Increases Performance Window
CEP R95
2 2
CEP
0 0
0.35 0.40 0.45 0.50 0.55 0.60 0.35 0.40 0.45 0.50 0.55 0.60
Target Weave Frequency (Hz) Target Weave Frequency (Hz)
RT1004.0162 27
PN And APN Guidance Performance Sensitivity to Target
Weave Frequency
Both Proportional Navigation (PN) and Augmented Proportional Navigation
are sensitive to target weave frequency. It is important to note the reasons
for the severe sensitivity are the target maneuver level of 8 gees combined
with an interceptor maneuver limit of 20 gees. The standard rule of thumb
for maneuver advantage for PN and APN is 3:1 for “reasonable” guidance
gains. In practice it is difficult to maintain guidance gains greater than 4
during homing due to seeker noise. Although game theory indicates a high
gain PN solution as optimal, it is difficult to apply in practice due to real world
error sources such as seeker noise and boresight slope error. (Although we
do have compensation algorithms for the latter).
RT1004.0162 28
PN And APN Guidance Performance
Sensitivity to Target Weave Frequency
5 5
4 4
3 3
2 2
1 1
0 0
0.0 0.1 0.2 0.3 0.4 0.0 0.1 0.2 0.3 0.4
Target Weave Frequency (Hz) Target Weave Frequency (Hz)
CEP CEP
R95 R95
R99 R99
RT1004.0162 29
Section Summary
The Linear, Multiple Model Kalman Filter (LMMKF) is an example of the internal
model principle, i.e., the filter model contains the weave terms expected in the target
threat set. Given that there is some region around the filter frequency, the idea is to
allow the filter to trap several frequencies between the filter frequencies.
The filter model is fairly simple, i.e., the state transition matrix is sparse and there is
no real cross coupling between the acceleration and jerk states. The acceleration
terms do not couple until they are linearly added and integrated to determine the
relative velocity state. So the usual concern about more states implying more lag is
not as big of a concern here.
Although this approach did not yield a “silver bullet” it still provided improvements
over other conventional methods.
RT1004.0162 30
Section Summary
RT1004.0162 31
Sliding Mode Methodologies
RT1004.0162 32
Interceptor Guidance / Estimation /
Autopilot Algorithms
•Guidance:
smooth, robust to target acceleration Guidance Laws
• Autopilot:
robust to disturbances/uncertainties continuous (if necessary)
Control Laws
Objective
• Performance objective
achieve hit-to-kill intercept
Block-
Scheme
Meeting the Objectives
Control challenge:
Uncertainties created by the interactions between the airflow
and the thruster’s jets
Meeting the Objectives
Control challenge:
Uncertainties created by the interactions between the airflow and the thruster’s jets
• 2-Sliding Autopilot
The second order sliding mode autopilot designed for the THAAD-like
missile during the Phase I effort is discussed in this chart.
Block diagrams of an Attitude thruster control system based on
nonlinear dynamic sliding manifold and a Divert thruster control
system based on smooth second order sliding mode control are
presented.
• 2-Sliding Autopilot
e J
1 2 , J e
e
0.5
J
0.6 Nonlinear Dynamic Sliding Manifold
• 2-Sliding Flight Control System
The designed sliding mode control-based GN&C system has been fairly
compared with the APN guidance supported by KF via computer
simulations accomplished during Phase I effort.
The sliding mode filter and KF are tuned up to have comparable
dynamics in order to provide a fair comparison of the GN&C systems’
performances via computer simulation.
In this chart the performance characteristics of the correspondingly
tuned up sliding mode filter and KF are demonstrated.
Performance Analysis
• LOS rate estimation
2-Sliding Filter and Kalman Filter Tune-Up
1.5
APN
1 SMC
0.5
0
0.2sec 0.5sec 1.0sec 5.0sec
The Monte-Carlo simulations of the acceleration ratio versus time-to-go for the
SMC guidance versus the APN guidance and a step-constant 7g target maneuver
were accomplished during the Phase I effort. The results of the simulations are
presented at the chart. Better acceleration advantage (10%-20% percent
decrease) was demonstrated at large time-to-go by the SMC guidance.
Performance Analysis
• Acceleration Ratio vs. Time-to-Go, Step-Constant Maneuver
Aspect Angle 10deg
3
2.5
1.5 APN
SMC
1
0.5
0
0.2sec 0.5sec 1.0sec 5.0sec
tary
Co mplem en
Performance Gain
m ple
Si
Key SMC Methodology Benefits
The chart below shows the sliding mode algorithms employed to estimate the
Target to Interceptor Line-of-Sight (LOS), LOS Rate, Range, and Rate Rate.
The LOS and LOS rate estimators are in the form of the Super Twist
Algorithm. The Range/Range Rate estimation are performed using a Non-
Linear Dynamic Sliding Mode (NDSM) differentiator.
The outputs of these estimators were used by the sliding mode guidance
algorithms. Note, the sliding mode algorithms can also be driven by outputs
of a LOS/LOS rate and Range/Range rate Kalman filter set.
RT1004.0162 77
Sliding Mode Estimation Equations
u1 K 1 M , u 2 K 1 M ^
x 0 signJ 0 , e,
J0
.. ^
e ( e)
xˆ sign(u1 xˆ ) 0.4 sign(u 2 x), b a , e f (t ) xˆ.
0 .5
|e| | e|0.5
^ ^
^ x x RM
NDSM
, ˆ +
_
K1 K1
Measured
Range
Range Rate
Estimate
+ +
1 1 1
S S S
_ +
RT1004.0162 78
Sliding Mode Guidance Equations
The following set of equations illustrate the “most general” of the three forms of sliding mode
guidance presented in the report. The guidance command is constructed by summing a
proportional navigation (or PN) term, a term inversely proportional to the square root of range
to go to the target, and a robust finite time convergence term. The finite convergence term is
a function of the sliding mode surface, .
rˆ c0 r
And the variables are defined on the chart. Sliding mode guidance by its nature will produce a
high gain solution. Note the target acceleration is not explicitly required by the guidance law,
i.e., no estimate of target acceleration is required.
RT1004.0162 79
Sliding Mode Guidance Equations
1 c
Lc N 'V r 0 U d ,
cos M 2 r
^
c
1/ 3
U d 3 | |sign( ) | | sign( )d , N ' 4, r 0 .
r
Where :
Lc Lateral Acceleration Command
Target to Interceptor Line - of - Sight (LOS) Angle
Target to Interceptor LOS Rotation Rate
N ' Gain on LOS Rate Term
M Interceptor flight path angle
V r Target to Interceptor Closing Velocity or Range Rate
Sliding quantity to be driven to zero
r Target to Interceptor Range
U d Robust finite - time convergence term
RT1004.0162 80
Representative Altitude and Cross Range vs.
Downrange Trajectories, SMC Guidance
The following plots illustrate representative altitude and cross range vs.
downrange for an initial near head-on trajectory until the target pulls a 8gee
step yaw maneuver. The target maneuver time constant, , is 0.4 seconds.
The maneuver resulted in an out of plane distance of approximately 1750m
which the interceptor successfully pursued by the sliding mode guidance
algorithm.
RT1004.0162 81
Representative Altitude and Cross Range vs.
Downrange Trajectories, SMC Guidance
Interceptor
Target
Interceptor
RT1004.0162 82
Sliding Mode Acceleration Commands and
Interceptor Responses
The chart below illustrates the acceleration commands generated by the
sliding mode guidance algorithm and the airframe responses.
The seeker angle noise is assumed to be 0.5 mr, 1, the range noise is
5.0m, 1, and the seeker sample rate is 100Hz. The target maneuver is in
the yaw plane. The target is commanded to a maneuver of 8gees, where the
target response time constant, , is 0.4 seconds.
RT1004.0162 83
Sliding Mode Acceleration Commands
and Interceptor Responses
Target Step Maneuver 8g’s, Yaw Plane, =0.4sec Seeker Noise 0.5mr
(1), 5m (1),Seeker/Guidance Update Rate 100Hz
Pitch Acceleration Command (m/s2)
RT1004.0162 84
First Variation of Sliding Mode Guidance Algorithm
The first variation of the sliding mode guidance algorithm simplifies the
sliding surface from:
rˆ c 0 r
To the following:
rˆ
This first variation results in a more “aggressive” guidance law as it is not
offset by the term proportional to the square root of the range. Basically the
guidance law simplifies to PN plus the sliding mode augmentation term.
Once again the target acceleration term is not explicitly estimated.
RT1004.0162 85
First Variation of Sliding Mode
Guidance Algorithm
• Consists of:
– PN Term + Sliding Mode Augmentation Term
– Co Term in Generic Sliding Mode Guidance is set to Zero
– Note: Target Acceleration Not Explicitly Estimated
Guidance Equations
1
AnCOM
cos( M )
,
AMPN, AMSMCd
1/ 3
APN ˆ SMCd 1/ 2
4Vr ˆ , AM , 3 sign ( ) sign ( )d , ˆ rˆ
M ,
RT1004.0162 86
Sliding Mode Guidance Variation 1
The following plots illustrate representative altitude and cross range vs.
downrange for an initial near head-on trajectory until the target pulls a 8gee
step yaw maneuver. The target maneuver time constant, , is 0.4 seconds.
The maneuver resulted in an out of plane distance of approximately 1750m
which the interceptor successfully pursued by the sliding mode guidance
algorithm.
RT1004.0162 87
Sliding Mode Guidance Variation 1
Interceptor
Target
Interceptor
RT1004.0162 88
Variation 1 Sliding Mode Guidance Acceleration
Commands and Interceptor Responses
The chart below illustrates the acceleration commands generated by the
sliding mode guidance algorithm and the airframe responses.
The seeker angle noise is assumed to be 0.5mr, 1, the range noise is 5.0m,
1, and the seeker sample rate is 100Hz. The target maneuver is in the yaw
plane. The target is commanded to a maneuver of 8gees, where the target
response time constant, , is 0.4 seconds.
RT1004.0162 89
Variation 1 Sliding Mode Guidance Acceleration
Commands and Interceptor Responses
RT1004.0162 90
Linearized Sliding Mode Guidance Law
The block diagram illustrates a linearized form of the sliding mode guidance
law. It is basically PN augmented by a term that represents the velocity
normal to the LOS. This augmented term is processed by a proportional plus
integral or PI compensation. The augmented term has the effect of causing
the interceptor to respond sooner the target maneuver, however this term
has the potential to be sensitive to seeker noise and radome aberration
particularly at long ranges.
RT1004.0162 91
Linearized Sliding Mode Guidance Law
Integral s
Estimated Gain
Range Gain
KI AC ACMD
REST
Velocity S +
Ks
+
Estimated Guidance
LOS Normal Proportional + +
Command
Rate To LOS Gain
KPTGO + 1
TGO
Estimated PN
Closing Velocity Gain ACPN
VCEST KG
RT1004.0162 92
Performance Sensitivity to Target Maneuver
Weave Frequency
The chart below indicates that all three forms of sliding mode guidance have
a sensitivity to target weave frequency for an 8gee maneuvering target.
However, variation 1 and the linearized form of sliding mode guidance
appear to have the best potential in terms of miss distance. It is important to
note that the filters used to generated the estimates were not “exhaustively”
optimized, and the seeker noise terms were larger than those discussed with
the government evaluators toward the end of the briefing. So there is still
room for further performance improvement.
RT1004.0162 93
Performance Sensitivity to Target
Maneuver Weave Frequency
0 0
0.2 0.4 0.6 0.8 1.0 0.2 0.4 0.6 0.8 1.0
Target Weave Frequency (Hz) Target Weave Frequency (Hz)
Sliding Mode Guidance
10 R99
R95
CEP • Sliding Mode Guidance (Variant 1) Degrades
Linearly (Gracefully) With Target Frequency
5 • Linearized Guidance Derived From First Variant of
Sliding Mode Guidance
• Sliding Mode Guidance Most Sensitive to Increase
in Target Weave Frequency
0
0.2 0.4 0.6 0.8 1.0 • Sigma Guidance Decent Performance to 0.5 Hz
Target Weave Frequency (Hz)
RT1004.0162 94
PN And APN Guidance Performance Sensitivity to
Target Weave Frequency
This chart is included again here in order to more easily compare PN, APN and
sliding mode guidance performance.
RT1004.0162 95
PN And APN Guidance Performance
Sensitivity to Target Weave Frequency
5 5
4 4
3 3
2 2
1 1
0 0
0.0 0.1 0.2 0.3 0.4 0.0 0.1 0.2 0.3 0.4
Target Weave Frequency (Hz) Target Weave Frequency (Hz)
CEP CEP
R95 R95
R99 R99
RT1004.0162 96
Section Summary
In this section we presented our initial analyses for three forms of sliding
mode guidance. The sliding mode guidance methodologies performed better
than PN and APN against weaving targets, with a better required interceptor
to target maneuver ratio.
Again this approach did not yield the “silver bullet”, however results warrant
further study.
RT1004.0162 97
Section Summary
RT1004.0162 98
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RT1004.0162 99
Interceptor Guidance/Estimation
Algorithms
RT1004.0162 101
Interceptor Guidance/Estimation
Algorithms
RT1004.0162 103
Weaponization Tasks
RT1004.0162 104
Non-Linear Autopilot
The Non-Linear Airframe configuration results in the generation of highly non-linear (near
cubic in nature) body loads (lift) as a function of total angle of attack (A-O-A) for relatively
moderate values of A-O-A. Additionally, there exists significant center of pressure (C.P.) travel
as a function of total A-O-A as well as a non-linear control moment effect. All of these
phenomena result in an airframe which is subject to non-linear aerodynamic effects which will
cause significant coupling between the normally uncoupled autopilot axes.
Compounding matters are the high performance levels demanded of the airframe and
autopilot which tend to negate the more conventional approaches to autopilot design. Indeed,
current control methodologies rely on local linearizations and linear design techniques which,
in general, will not be valid over the global non-linear flight regime. Specifically, this can
include the current “buzz” word methodologies of LQG/LTR, H-Infinity and Mu-Synthesis. For
example, any designs utilizing conventional "local linearization" techniques can result in either
too sluggish a system when linearized about a "high" A-O-A or an unstable system (at "high"
A-O-A) when linearized about a "low" A-O-A.
RT1004.0162 105
Non-Linear Autopilot
RT1004.0162 106
Non-Linear Autopilot
There exists a "state of the art" technique known as "Feedback Linearization (Dynamic Inversion)" which can be
applied to an appropriately constructed non-linear model of the airframe. This results in a unified autopilot design
methodology which solves the non-linear problem while still preserving a large portion of the usefulness of linear
"point stability" design methods. Implicit in this approach is the development of a suitable non-linear, non-rolling
coordinate frame characterization of the non-linear aerodynamic airframe control model. This design method is
inherently a non-linear synthesis technique which directly allows the construction of a non-linear control (autopilot)
law which utilizes all of the information present in the non-linear airframe database.
The use of the “Feedback Linearization” design method results in a user selectable, decoupled, linear time-
invariant relationship (map) between the commanded accelerations and the obtained accelerations. Furthermore,
the autopilot “gain scheduling” is implemented so as to be table driven by the aerodynamic and mass properties
characterization models. This allows for a simple and highly maintainable (and flexible) autopilot structure despite
changes in the airframe characteristics. Additionally, the same autopilot topology can be used throughout the
entire flight regime. Specifically, the potential blending of aerodynamic and thruster controls during terminal
guidance is easily handled within the non-linear design framework. Finally, the technique, as applied, allows the
designer to be much more attuned to the pertinent modeling details and controller topology than is usually the
case. Indeed the coupling mechanisms and decoupling rules become particularly evident.
RT1004.0162 107
Non-Linear Autopilot
• NLAP design allows for ease of blending aero and thruster type
controls in order to minimize thruster motor usage.
RT1004.0162 108
Block Diagram for Objective Non-Linear Autopilot
RT1004.0162 109
Block Diagram for Objective Non-
Linear Autopilot
Block Diagram for Objective Non-Linear Autopilot
P Roll to Inverse p
+ C0 (s 1) + + + + + Structural
P NLF NLF Body Control
COM
s Filter Frame Map
- - - - - -
Control
C1 C0 C2 NLF NLF NLF Moment
Act.
(Pitch)
P(z2 )
P ( z1 )
Q
Non-Linear R
ap Non-Linear
Non-Linear [DR]
Estimator Equations Airframe
State Definition Body NR ay
(Non-rolling Frame) (Body)
P
- dt
Z ( z3 ) Non-rolling
Transformation
Act.
Z ( z4 )
Control
Moment
C1 C0 C2 NLF
NLF NLF (Yaw)
- - - - - Roll to Inverse
C0 (s 1) - NLF NLF Structural
Z Body Control
COM
+ s + + + + + Filter Frame
Z Map y
1
s Fin
By
Bp
Shade
KP Function
KP
- - - + roll
K ( s 1) Inverse
COM Structural Filter Act.
s + Control Map
+ + +
RT1004.0162 110
Adaptive RF Radome Aberration Compensation
RT1004.0162 111
Adaptive RF Radome Aberration
Compensation
RT1004.0162 112
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RT1004.0162 113
Adaptive RF Radome Aberration
Compensation
RT1004.0162 114
Functional Filter Block Diagram
(Non-Rolling) Coordinate Frame
A functional Block Diagram of the Adaptive, Rolling Airframe Aberration
Filter. The filter is implemented in a non-rolling guidance frame.
RT1004.0162 115
Functional Filter Block Diagram
(Non-Rolling) Coordinate Frame
+ ̂ E
Kw dt
+ +
2
+
- +
̂E
Residual
K dt
Z1 LOS + +
Corruption
+ noise +
âTE -
Kacc. dt
. 1/R
(Elevation)
+ +
aM E
aM A
âTA - +
Kacc. dt
.
+
1/R
+
+ Residual + ̂E
K dt
Z2 LOS +
Corruption
- +
+ noise
Kw
+ ̂ A
dt
(Azimuth)
+
2
RT1004.0162 116
Conclusions / Recommendations
While the results of this study have shown potential design approaches which
may yield an acceptable solution to the “weaving” target problem, no overall,
definitive solution has been found.
Indeed, it appears that the most fruitful approach will be to combine a properly
designed airframe/autopilot configuration which will allow for the fastest possible
response time with an appropriate guidance law. This guidance law may still
prove to be “predictive” in nature, or may simply be a highly responsive
adaptation of pro-nav without explicit estimation of the weaving target motion.
Finally, airframe enhancements such as dual control (tail, canard), axial control
and reactive warheads should be considered.
RT1004.0162 117
Conclusions/Recommendations
RT1004.0162 118
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Filtering for an Interceptor Mission
with a Weaving Target
by
Egemen Kolemen & N. Jeremy Kasdin
This is only the a preliminary look at the various filters to help inform future work.
Any estimation analysis must include some control law to stabilize the engagement.
Here, we use augmented proportional navigation with and without weaving but we
include delay compensation.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Models We are Using
1. 2D Cartesian Coord. PN, APN with and without EKF and UKF
weaving + delay compensation (Working-Checked)
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Problem Statement
This figure establishes the problem we will be studying. The engagement is 2-D,
both missile and target have a constant velocity, and the command accelerations
for both are always perpendicular to the velocity vectors.
Also shown is the Cartesian coordinate system used for the modeling.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Problem Statement
am
Yinertial is the target velocity angle.
L+HE
Xinertial
• L is the Miss Angle.
2D target-missile model
• HE is the Heading error.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Problem Statement
This slide states the specific problem we were asked to examine. We are to
assume a target with constant velocity but a possible weave with frequencies
anywhere from 0.1 to 2 Hz and accelerations up to 17 g.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Problem Statement
TARGET
• Constant VT=3 km/s
• Target weaving with frequency 0.1 to 2 Hz.
AT=AT0sin(wt+w0)
INTERCEPTOR
• Constant VI=2 km/s
• AImax=20g
• Dynamic model: Time Lag of 0.1 sec.
GEOMETRY
• Range=5-50km
• LOS angle=-30 to +30 degrees
• Heading Error=-10 to +10 degrees
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Non-Linear Dynamical Equations
This chart sets up the non-linear equations of motion for the missile and target in
both Cartesian and line-of-sight coordinates.
We have not yet included the target weave dynamics; these are just the natural
dynamical equations of motion.
It is useful to observe that the LOS coordinates are highly nonlinear. This is
typical of missile estimation problems. In LOS coordinates, the dynamics is very
nonlinear but the measurement equations are quite simple and linear. The
converse is true in Cartesian coordinates. It is a fact that different filtering
approaches tend to be more or less robust depending upon whether the dominant
nonlinearity is in the dynamics or in the measurement equation.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Non-Linear Dynamical Equations
where
where
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Optimal Guidance Law
This chart shows the various guidance laws that we apply to the problem,
from a simple proportional navigation to a Lag compensated augmented
proportional navigation. In all of our simulations we have implemented lag
compensated augmented proportional navigation.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Optimal Guidance Law
• Proportional Navigation:
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Optimal Guidance Law against a Weaving Target
This slide shows the optimal inclusion of target weave into the
proportional navigation guidance law with lag. Assuming the weave
frequency is known, this will result in a guaranteed hit. We have not
yet investigated the effect of modeling errors, that is, if the target
performs a non-sinusoidal weave different from the model.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Optimal Guidance Law against a Weaving Target
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Linearized Dynamical Equations for a Weaving Target
Here, we assume small line of sight angle and small target velocity angle. In
other words, the engagement is almost head on. Under that scenario, it is
straightforward to linearize the Cartesian equations of motion.
Here, we have also included the dynamics of the target sinusoidal weave. If
the frequency of the weave is known, then the model is entirely linear as in
the top set of equations. If the frequency is unknown and needs to be
estimated, then we have a parameter estimation problem. This is typically
handled by augmenting the state with the unknown parameter model. This
is done in the lower set of equations above. The resulting equations are still
linear in the state, but nonlinear in the parameter; what we call a pseudo-
linear model.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Linearized Dynamical Equations for a Weaving Target
at
am vt
vm
y
Yinertial λ
2D target-missile model
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Linearized Dynamical Equations for a Weaving Target
Note the big advantage of the pseudo-linear LOS case; the line of sight
measurement is perfectly linear (again, we do not include airframe or sensor
models here).
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Linearized Dynamical Equations for a Weaving Target
Xinertial
2D target-missile model
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Sub-Optimal Estimation Philosophies
This chart begins a brief summary of the various filtering techniques in the
literature that might be brought to bare on this problem. Recall that the problem
is to estimate the missile and target states (mainly the accelerations) and the target
weave frequency using the range and line of sight measurements. These are then
used in the optimal guidance laws we showed earlier. For all of these studies we
assume active seekers that provide range information (or that range information
may be available from ground sites via a Comm link). Passive systems have
observability questions and are much more complicated; they were not addressed
in this study.
There are essentially three approaches to estimation: Fisher, Bayesian, and Least
Squares. Fisher methods essentially assume nothing about the state or model and
will not be discussed further. Bayesian methods use prior or assumed knowledge
of the distribution of the states (and noises) to find the most probable estimates of
the states. Least Squares approaches use no prior assumptions on the
distributions to find the estimates; they simply minimize a quadratic cost function
of the states and measurements. It is true that for Gaussian noises and linear
models, the Bayesian and Least Squares approaches converge.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Sub-Optimal Estimation Philosophies
• Fisher:
– Assume x to be completely unknown
• Bayesian
– Assume x to be a distribution
• Least Square
– Find x according to a Least Square Function
defined by the engineer. No assumptions.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Estimation Techniques
Within the context of both Bayesian and Least Squares methods comes the problem of how to
handle the nonlinearities in the model and measurements. For linear problems, all techniques
converge to the Kalman filter, but nonlinearities greatly complicate.
The most common approach to handling nonlinearities is to simply expand the nonlinear
functions in a Taylor series about the previous estimates. As long as the estimation error is
small, this can be quite effective. The Extended Kalman Filter is the most familiar example of this
approach. Unfortunately, since errors are usually rather large initially, this approach can result
in large biases and inconsistent estimates.
In stochastic nonlinear dynamic analysis, a simple, efficient and commonly-employed method of
solution is to solve a statistically-equivalent linearized set of governing equations. By minimizing
the error between the original and the equivalent system in the mean square sense, reasonably
good mean square responses of the system compared with simulation results can be obtained.
Another approach is to use many points and the law of large numbers to attempt to reproduce the
probability density function of the estimate. Particle filters and Monte Carlo techniques are
general classes of this type of approach.
One could also take a brute force approach and simply numerically minimize some nonlinear cost.
Iterated batch smoothers are examples of this. The two-step estimator is a method that uses
numerical minimization recursively to handle non-linear measurements.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Estimation Techniques
• Statistical Linearization
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Least-Squares Type Filters
This chart shows the most common, nonlinear least squares type filters. The
pseudo-linear, extended, and iterated extended Kalman filter all use Taylor series
expansions to handle the nonlinearities. The iterated EKF improves the response
slightly by iterating the measurement update with repeated expansions.
The two-step filter is a newer method that does not Taylor expand the measurement
but uses a numerical minimization for the optimal measurement update (though an
expansion is necessary for the covariance estimate).
All of these filters handle nonlinearities in the dynamics via numerical integration
and Taylor expansion for the covariance.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Least-Squares Type Filters
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Types of Particle Based Filters
Particle filters avoid expansions by tracking the propagation of many points through the filter. The law of large
numbers is then used to reproduce the probability distribution functions of the estimates, from which mean and
covariance estimates can be obtained. A Monte-Carlo type estimator is the simplest, though most impractical, of these
methods. While these methods offer great potential improvements to nonlinear estimation problems, this comes at a
potentially large computational cost.
The Gaussian Particle Filter (GPF) approximates the posterior mean and covariance of the unknown state variables
using importance sampling. It is essentially a PF optimized for additive Gaussian covariances (noise).
Particle filters compute the posterior distribution through discrete approximations to the exact one. Particles are
points chosen from a posterior distribution in each time step (Nt particles). The key idea is to represent the required
predictive or filtering distribution by a set of random samples (possibly with weights) and to compute estimates based
on these samples and on these weights.
The Sigma-Point Particle Filter is a hybrid particle filter that uses a sigma-point Kalman filter (SRUKF or SRCDKF)
for proposal distribution generation and is an extension of the original "Unscented Particle Filter" of Merwe et al.
In this paper, we present a novel algorithm to recursively update the posterior density called the Gaussian Mixture
Sigma- Point Particle Filter (GMSPPF). This filter has equal or better estimation performance when compared to
standard particle filters and the SPPF, at a largely reduced computational cost. The GMSPPF combines an importance
sampling (IS) based measurement update step with a SPKF based Gaussian sum filter for the time update and
proposal density generation. The GMSPPF uses a finite Gaussian mixture model (GMM) representation of the
posterior filtering density, which is recovered from the weighted posterior particle set of the IS based measurement
update stage, by means of a weighted Expectation-Maximization (WEM) algorithm. The WEM stage also replaces the
resampling step of the standard particle filter and mitigates the “sample depletion” problem.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Types of Particle Based Filters
• Two-Step/UKF Hybrid
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
EKF / IEKF
The EKF is by the far the most commonly used and simplest to implement of
the nonlinear filters. The equations come from simply expanding the
nonlinearity about the previous estimates in the cost function and developing
linearized versions of the Kalman filter equations. This chart is here simply
for reference.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
EKF / IEKF
•Procedure:
– Keep the 1st order terms in Taylor Expansion for both the
time and measurement update.
– Assume linear measurement update.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Two Step Estimator
The two-step filter attempts to improve on the EKF by mapping the nonlinear
measurement to a new variable y that is linear. A Kalman filter measurement
update is then performed on the new variable. The original states are then
estimated via a numerical minimization of a second quadratic cost. For static
problems, this has been shown to be the optimal state estimator.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Two Step Estimator
• Measurement Update:
– Define a second stage variable y s.t.
y=f(x)
z=Hy+n
• Time Update:
• Until now, first or second order TSE.
• We want to include a Unscented time update
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Examples of Sub-Optimal Filters
The UKF is a particle based filter where the sample points are chosen using whats
is known as a “sigma point approach” rather than randomly.
The Two-step filter goes backwards through the nonlinear equation. First, an
estimate for y is found then the “best” x_{est} is solved by iteration.
The problem with an EKF is that it linearizes the function at the estimation of the
state x_{est} and does not make use of the changing shape of the covariance. It also
assume, incorrectly, that the mean of the estimation is h(x_{est}).
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Examples of Sub-Optimal Filters
y
h(x)
H(x)|x0 EKF
yest
Two-Step
UKF
PF
x
xest
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
UKF
In the figure, the height of the probability density function at the sigma points is
used to give a sense of how the weights are used. (i.e., highest weights near the mean
while decreasing symmetrically away from the center)
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
UKF
y
• Instead of linearization for
h(x) Covariance Update
Weight
x
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Particle Filters
While there are many different types of particle filters, the basic idea is to represent the
required predictive or filtering distribution by a set of random sample points (possibly
with weights) and to compute estimates based on these samples and on the weights.
As the number of samples in the Monte-Carlo sample becomes very large, the empirical
measure associated with this sample becomes an approximation of the predictive or the
filtering distribution... provided that the Monte-Carlo samples are drawn in a
consistent way.
In the figure we show an example of a PF without any weighting on the sample points.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Particle Filters
yest
b. Propagate these points
in the nonlinear
function.
x
xest
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
EKF Filter Equations
This slide shows the linearized, Cartesian dynamical equations with unknown weave
frequency used in an extended Kalman filter. The weaving guidance law is also shown.
This filter has been implemented in simulation.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
EKF Filter Equations
• EKF with and without Lag and Wave Compensation using the Linearized Cartesian
Coordinate Dynamic Equations. Running-Checked.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
EKF Filter Equations
Any EKF needs to solve the linearized dynamic equations for the state
transition matrix and the discrete noise covariance matrix in order to perform
the time update. For reference, this slide provides those matrices for the
previous model.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
EKF Filter Equations
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
UKF Filter Equations
An unscented Kalman filter (UKF) was also designed and implemented. The
Cartesian system is straightforward and shown earlier. Here is the model
developed in LOS coordinates. This slide provides the linearized dynamic model
and the weaving guidance law. Once again, the range (and range rate) are
assumed known.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
UKF Filter Equations
• UKF with and without Lag and Wave Compensation using the Linearized LOS Coordinate
Dynamic Equations. Running-Not Checked.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
A Comparison of EKF and UKF for Linear Case
This slide provides a side by side comparison of an EKF and UKF for the
simplest possible head on engagement using the pseudo-linear Cartesian models.
The target has a constant weave frequency. In the figure, the green lines are the
estimated states while blue are the real value of the state.
This is the simplest possible head on engagement. The aim of using this simple
scenario is to compare the effectiveness of the EKF and UKF in find the weave
frequency with minimum interference of any other effects.
There are 4 graphs plotted with time on the x-axis and the real-estimated
acceleration, real-estimated jerk, real-estimated frequency, error in acceleration
estimate and error in jerk estimation respectively. The EKF and UKF
approximations are presented on the left and right respectively.
From this analysis we can see that UKF does a much better job of estimating the
frequency and the state of the target.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
A Comparison of EKF and UKF for Linear Case
EKF UKF
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Non-linear Equations w/ Unknown Frequency
Our simulations showed that the pseudo-linear model was not a very effective
approach. It only took a few degrees off of direct for the simulation to break down.
Also, it was necessary to have at least 3 to 4 full weave periods of the target to get a
lock on the frequency. In any scenario, it is likely that at the very least the transient
will involve errors larger than 10 deg. Therefore, it is inevitable and necessary that
we develop full nonlinear filtering approaches. Nevertheless, the pseudo-linear
approach was quite useful for developing the code and gaining insight into the trade-
offs.
As shown earlier, we can develop non-linear models in both Cartesian and LOS
coordinates. However, it is our belief at the moment that LOS offers an advantage
because, at least in this simplified approach with no autopilot, the measurements
remain linear and we only need to develop complex algorithms for the time update.
In the future, we expect to examine the trade-offs between the two approaches.
This chart shows the nonlinear model in LOS coordinates. Now, it is necessary to
include the range and range rate as states for the best behavior. However, we assume
perfect noise free measurements.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Non-linear Equations w/ Unknown Frequency
• LOS Coordinate Equations with unknown frequency • With measurements
• where
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Preliminary Results for Nonlinear Case
We were unable in the time we had to do a thorough study of the various filtering methods on the
full problem. This is proposed for future projects. However, we were able to demonstrate that we
had functioning code on a sample problem.
Using the non-linear LOS equations, we obtained the following trajectories for different types of
particle type filters.
Here blue is the path of the interceptor and red is the target.
On the left top we see that the UKF and SRUKF. They give the same results since SRUKF is simply
a faster version of the UKF.
Other results we see are very different in nature since the control is dependent on the frequency. In
the beginning of the simulation the target moves upwards and depending on the frequency, the
filter interprets this as either an upward motion with a small period or a horizontal motion with a
large period.
The control output changes dramatically–either to accelerate upwards like the PF or to continue on
moving on the horizontal direction without much acceleration like the UKF.
These figures demonstrate that the type of filter selected can make a significance difference in the
engagement. They also show that control is sensitive to the calculated frequency of the target.
While this a single scenario, it signifies the importance of the estimator type on motion.
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Preliminary Results for Nonlinear Case
UKF,SRUKF PF
UKF,
SRUKF
Interceptor PF
Target
GPF
GMSPPF
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
Conclusions
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin
TwoConclusions
Step Estimator
SBIR Presentation
Egemen Kolemen& N. Jeremy Kasdin