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First approach to wake vortex predicting and detecting integrated
fusion filters
EEC Scientific Seminar, 07.11.2008
EEC Scientific Seminar, 07.11.2008 2Institute of Flight GuidanceTU Braunschweig
Outline
• motivation/current situation• state-of-the-art approaches
– prediction models• characteristics, pros/cons
– measurement technologies• characteristics, pros/cons
• new fusion approach• excursus filter technologies• implementation for wake vortex detection and prediction• results of first approach
EEC Scientific Seminar, 07.11.2008 3Institute of Flight GuidanceTU Braunschweig
Wake Vortices-
General issues
EEC Scientific Seminar, 07.11.2008 4Institute of Flight GuidanceTU Braunschweig
Wake vortices as capacity limiting factors
• today: separation rules based on worst-case-scenario – (calm atmosphere, no lateral wind long wake vortex lifetime)
• unnecessarily limiting capacities in favorable conditions• but: separation reduction only possible while preserving safety level
Categories based on aircraft max. take-off weight
Leading aircraft Following aircraft
Spatialseparation
[nm]
Equivalent temporalseparation [s]at = 110 ktsV
HEA
VY
HEA
VY
MED
IUM
MED
IUM
LIG
HT
LIG
HT
4
5
6
5
131
164
196
164
Approach Take-Off
Temporalseparation [s]
n/a
120 / 180*
120 / 180*
120 / 180*
HEAVY: > 136t , MEDIUM: 7 - 136t , LIGHT: < 7t (*) if taking off from intermediate position
SUPE
R –
A380
/800 6
7
8
EEC Scientific Seminar, 07.11.2008 5Institute of Flight GuidanceTU Braunschweig
The Propagation
EEC Scientific Seminar, 07.11.2008 6Institute of Flight GuidanceTU Braunschweig
State-of-the-art approaches - prediction
• propagation of wake vortex behaviour• models: P2P (DLR), PVM (UCL), AVOSS-PA (NASA)
proven in several EU projects• prediction of:
– turbulence strength (circulation)– vortex trajectory in y and z– uncertainty bounds
EEC Scientific Seminar, 07.11.2008 7Institute of Flight GuidanceTU Braunschweig
Consideration of wake vortex characteristics
• two phase vortex decay
– 1. phase: turbulent diffusion
– 2. phase: rapid decay1. phase
2. phase
EEC Scientific Seminar, 07.11.2008 8Institute of Flight GuidanceTU Braunschweig
Consideration of influence parameters
• atmospheric influence
– vortex reascensionnear ground
– wind shear influence
EEC Scientific Seminar, 07.11.2008 9Institute of Flight GuidanceTU Braunschweig
Consideration of influence parameters
• atmospheric influence
– vortex reascensionnear ground
– wind shear influence
EEC Scientific Seminar, 07.11.2008 10Institute of Flight GuidanceTU Braunschweig
The Measurement
EEC Scientific Seminar, 07.11.2008 11Institute of Flight GuidanceTU Braunschweig
State-of-the-art approaches: measurement
• wake vortex monitoring
– based on LIDAR (also RADAR coming into focus)
– research activities in several EU-projects
– principle: Doppler-effect measurement
– laser beam reflected by aerosols– aerosol LOS movement changes
phase of transmitted light = frequency shift
TXRX
LIDAR
EEC Scientific Seminar, 07.11.2008 12Institute of Flight GuidanceTU Braunschweig
State-of-the-art approaches: measurement
– ∆f ~ vaerosol
– circulation determination from velocity profile:
– core position determination from v(r)trajectory
rv(r)2 (r) π=Γ
EEC Scientific Seminar, 07.11.2008 13Institute of Flight GuidanceTU Braunschweig
Measurement applications
• ground based scan pattern
• airborne measurements
• in both cases, only line-of-sight velocity is measured
Lidar
EEC Scientific Seminar, 07.11.2008 14Institute of Flight GuidanceTU Braunschweig
Measurement display example
• example of Lidar measurements visualisation
[www.onera.fr]
EEC Scientific Seminar, 07.11.2008 15Institute of Flight GuidanceTU Braunschweig
Complementary attributes
updated information of vortex stateno information about real wake vortex state
reduced uncertainty on measurement update
increasing uncertainty bounds due to model and input uncertainties
low measurement update ratehigh prediction update rate
limited accuracyshort term stability
no information about vortex state between measurements/due to loss of track
forecast
measurementprediction
Taking advantage by using only the positivecharacteristics of each system
Typical example of two complementary systems
EEC Scientific Seminar, 07.11.2008 16Institute of Flight GuidanceTU Braunschweig
Example of complementary attributes
*t
*y
measurement-updates
current uncertainty boundrelative large
fused uncertainty bounds couldbe extracted from filterscovariance
EEC Scientific Seminar, 07.11.2008 17Institute of Flight GuidanceTU Braunschweig
Applicationof fusion filters
forWake Vortex prediction
EEC Scientific Seminar, 07.11.2008 18Institute of Flight GuidanceTU Braunschweig
Goal
Γ*
t*
z*
t*
y*
t*
Model / Prediction
[www.cerfacs.fr]
[www.eurocontrol.be]
Measurement
EEC Scientific Seminar, 07.11.2008 19Institute of Flight GuidanceTU Braunschweig
Goal
Model / Prediction Measurement
EEC Scientific Seminar, 07.11.2008 20Institute of Flight GuidanceTU Braunschweig
Simple discrete Kalman Filter Principle
Timeupdate
Measurement-Update
x0, P0
EEC Scientific Seminar, 07.11.2008 21Institute of Flight GuidanceTU Braunschweig
Someillustratingexamples
EEC Scientific Seminar, 07.11.2008 22Institute of Flight GuidanceTU Braunschweig
Example with general model
• constant position– measurements come in at low frequency– no information between measurements
t1 t2
t
Obs.
EEC Scientific Seminar, 07.11.2008 23Institute of Flight GuidanceTU Braunschweig
Example with general model
• constant velocity– measurements at low frequency– short time accurate information bewteen
measurements
t1 t2
t
Obs.
EEC Scientific Seminar, 07.11.2008 24Institute of Flight GuidanceTU Braunschweig
Example with general model
• constant acceleration– measurements at low frequency– more accurate between measurements
t
Obs.
EEC Scientific Seminar, 07.11.2008 25Institute of Flight GuidanceTU Braunschweig
Example with specific model
• Tracking object example: cannon-launched projectile tracking– model of movement exists (e.g. gravity, drag)
high frequent prediction– low frequent measurement updates model
x
y
Cannon Radar
g
drag
Θ
EEC Scientific Seminar, 07.11.2008 26Institute of Flight GuidanceTU Braunschweig
Example with specific model
g
drag
Θ
accuracy and coasting capability depends on modelling of system behaviour
better modelhigher accuracy and better coasting
EEC Scientific Seminar, 07.11.2008 27Institute of Flight GuidanceTU Braunschweig
Example for position estimation
• Simple Kalman Filter: Propagation
Timeupdate
Measurement-Update
kT
kkQPP +ΦΦ=
−
−
1
kkk uxx Γ+Φ= −−
1ˆˆ( )−− −+= kkkkk xHzKxx ˆˆˆ
( ) 1−−− += kT
kT
kkRHPHHPK
( ) −−=kkk
PHKIP
x0, P0
EEC Scientific Seminar, 07.11.2008 28Institute of Flight GuidanceTU Braunschweig
Example for position estimation – propagation
• Simple 1st order example (constant velocity):
• yields:
new position = old position + old velocity * sample Time
TimeupdateMeasurement-Update
kT
kkQPP +ΦΦ=
−
−
1
kkk uxx Γ+Φ= −−
1ˆˆ( )−− −+= kkkkk xHzKxx ˆˆˆ
( ) 1−−− += kT
kT
kkRHPHHPK
( ) −−=kkk
PHKIP
x0, P0
{ {xFx
xx
xx
⎟⎟⎠
⎞⎜⎜⎝
⎛⎟⎟⎠
⎞⎜⎜⎝
⎛=⎟⎟
⎠
⎞⎜⎜⎝
⎛&
321&&
&
&
0010
skkk Txxx Δ⋅+= +−
+−
−11 &
EEC Scientific Seminar, 07.11.2008 29Institute of Flight GuidanceTU Braunschweig
Example for position estimation – propagation
• Simple Kalman Filter: Measurement update
Timeupdate
Measurement-Update
kT
kkQPP +ΦΦ=
−
−
1
kkk uxx Γ+Φ= −−
1ˆˆ( )−− −+= kkkkk xHzKxx ˆˆˆ
( ) 1−−− += kT
kT
kkRHPHHPK
( ) −−=kkk
PHKIP
x0, P0
EEC Scientific Seminar, 07.11.2008 30Institute of Flight GuidanceTU Braunschweig
Example for position estimation – correction
• Correction through measurement
estimated Position corrected by difference model <> measurement
TimeupdateMeasurement-Update
kT
kkQPP +ΦΦ=
−
−
1
kkk uxx Γ+Φ= −−
1ˆˆ( )−− −+= kkkkk xHzKxx ˆˆˆ
( ) 1−−− += kT
kT
kkRHPHHPK
( ) −−=kkk
PHKIP
x0, P0
( )−−+ ⋅−+= kkkkk xHzKxx
EEC Scientific Seminar, 07.11.2008 31Institute of Flight GuidanceTU Braunschweig
Example for position estimation – uncertainty
• calculated uncertainty:
Timeupdate
Measurement-Update
kT
kkQPP +ΦΦ=
−
−
1
kkk uxx Γ+Φ= −−
1ˆˆ( )−− −+= kkkkk xHzKxx ˆˆˆ
( ) 1−−− += kT
kT
kkRHPHHPK
( ) −−=kkk
PHKIP
x0, P0
EEC Scientific Seminar, 07.11.2008 32Institute of Flight GuidanceTU Braunschweig
Example for position estimation – uncertainty
TimeupdateMeasurement-Update
kT
kkQPP +ΦΦ=
−
−
1
kkk uxx Γ+Φ= −−
1ˆˆ( )−− −+= kkkkk xHzKxx ˆˆˆ
( ) 1−−− += kT
kT
kkRHPHHPK
( ) −−=kkk
PHKIP
x0, P0
EEC Scientific Seminar, 07.11.2008 33Institute of Flight GuidanceTU Braunschweig
WV fusion filters:General layout
anddefinitions
EEC Scientific Seminar, 07.11.2008 34Institute of Flight GuidanceTU Braunschweig
Possible future on-board system
NED-COSNED-COS
body-COS
AttitudeΘ
r
Model-Prediction
EEC Scientific Seminar, 07.11.2008 35Institute of Flight GuidanceTU Braunschweig
Transition to possible Wake Vortex estimationtechniques via Kalman Filters
Time-Update
Measurement-Update
kT
kkQPP +ΦΦ=
−
−
1
kkk uxx Γ+Φ= −−
1ˆˆ( )−− −+= kkkkk xHzKxx ˆˆˆ
( ) 1−−− += kT
kT
kkRHPHHPK
( ) −−=kkk
PHKIP
x0, P0
state (WV traffic, MET, possiblyLIDAR-angles)
model statetransition(establishedprediction models)
error/uncertainty-feedback
measured quantities(position, strength, range, bearing, TBD)
Covariance (analogous to uncertainty boundin current models, but decreased bymeasurement)
EEC Scientific Seminar, 07.11.2008 36Institute of Flight GuidanceTU Braunschweig
Uncoupled
A/C data
MET data
zyx ,,,Γ
zyx ,,,Γ
processingLIDAR /
RADAR
WV-model
EEC Scientific Seminar, 07.11.2008 37Institute of Flight GuidanceTU Braunschweig
Loose Coupled – open loop error state
Fusion Filter
error state
A/C data
MET data
zyx ,,,Γ
zyx ,,,Γ
processingLIDAR /
RADAR
WV-model
zyx ΔΔΔΔΓ
,,
−
output
EEC Scientific Seminar, 07.11.2008 38Institute of Flight GuidanceTU Braunschweig
Loose coupled – closed loop error state
Fusion Filter
error state
A/C data
MET data
zyx ,,,Γ
zyx ,,,Γ
processingLIDAR /
RADAR
WV-model
zyx ΔΔΔΔΓ
,,
output
EEC Scientific Seminar, 07.11.2008 39Institute of Flight GuidanceTU Braunschweig
Tight coupled – closed loop error state
Fusion Filter
error state
A/C data
MET data
θ,, rΓ
zyx ,,,Γ
processingLIDAR /
RADAR
WV-model
zyx ΔΔΔΔΓ
,,
output
EEC Scientific Seminar, 07.11.2008 40Institute of Flight GuidanceTU Braunschweig
Loose Coupled full state
Fusion Filter
full state
A/C data
MET data
zyx ,,,Γprocessing
LIDAR /
RADAR
output
( )( )( )−
−−
−+
=
kkk
kkk
xhzK
uxfx
ˆ
,ˆˆ 11
adapted established models
EEC Scientific Seminar, 07.11.2008 41Institute of Flight GuidanceTU Braunschweig
Tight Coupled Full state
Fusion Filter
full state
A/C data
MET data
θ,, rΓprocessing
LIDAR /
RADAR
output
( )( )( )−
−−
−+
=
kkk
kkk
xhzK
uxfx
ˆ
,ˆˆ 11
adapted established models
EEC Scientific Seminar, 07.11.2008 42Institute of Flight GuidanceTU Braunschweig
Deep Coupled full state
Fusion Filter
full state
A/C data
MET data
θ̂,ˆ,ˆ rfd
processingLIDAR /
RADAR
output
( )( )( )−
−−
−+
=
kkk
kkk
xhzK
uxfx
ˆ
,ˆˆ 11
adapted established models
EEC Scientific Seminar, 07.11.2008 43Institute of Flight GuidanceTU Braunschweig
First implementation
EEC Scientific Seminar, 07.11.2008 44Institute of Flight GuidanceTU Braunschweig
First implementation with general PVA model
• First modelling WV traffic and strength as PVA
Timeupdate
Measurement-Update
kT
kkQPP +ΦΦ=
−
−
1
kkk uxx Γ+Φ= −−
1ˆˆ( )−− −+= kkkkk xHzKxx ˆˆˆ
( ) 1−−− += kT
kT
kkRHPHHPK
( ) −−=kkk
PHKIP
x0, P0
EEC Scientific Seminar, 07.11.2008 45Institute of Flight GuidanceTU Braunschweig
First implementation with general PVA model
[ ]Tzzzyyyx ******** ΓΓ= &&&&&&&
⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥
⎦
⎤
⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢
⎣
⎡
=
0000000010000000000000000010000000010000000000000000010000000010
F
xFx ⋅=&• basic system dynamic equation
• with
• and
here state-of-the-art predictionmodels will be implemented in near future
EEC Scientific Seminar, 07.11.2008 46Institute of Flight GuidanceTU Braunschweig
First implementation with general PVA model
EEC Scientific Seminar, 07.11.2008 47Institute of Flight GuidanceTU Braunschweig
First implementation with general PVA model
• results quite good for fusion filter w/o real modelling of dynamicsbehaviour stems only from self-learning capability of filter
EEC Scientific Seminar, 07.11.2008 48Institute of Flight GuidanceTU Braunschweig
First implementation with general PVA model
• Simulated LIDAR outage between t* = 3.5 and t* = 4.9– filter continues delivering output– once established prediction models are inserted, the filter will
behave like those models taking into account self-estimated errors
EEC Scientific Seminar, 07.11.2008 49Institute of Flight GuidanceTU Braunschweig
Conclusions
• model predictions and measurement are complementary• taking advantages by fusion of both• general definitions and methods were defined• first implementation results show proof-of-concept
– keeping in mind, that the WV behaviour is not modelled within thefilters yet
results show that fusion approach is applicable for future WV prediction and detection systems
• further steps– deriving error state explanation for a chosen established prediction
model– implementing and testing the loose coupled error state filter– benchmarking against measurement and sole prediction model
EEC Scientific Seminar, 07.11.2008 50Institute of Flight GuidanceTU Braunschweig
Contact: Dipl.-Ing. Shanna Schönhals
Dipl.-Ing. Meiko Steen
Institute of Flight Guidance, TU Braunschweig
Fon: +49 531 391 9858 / +49 531 391 9837
Mail: s.schoenhals@tu-bs.de / m.steen@tu-bs.de
Thank you foryour attention!
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