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Massachusetts Institute of Technology Instrumentation Laboratory Cambridge, Massachusetts
Space Guidance Analysis Memo #9-67
RECEIVED
JUN 1 9 1967
FHM
TO: SGA Distribution
FROM: Edward Womble
DATE: June 7, 1967
SUBJECT: A Recursive CG Correction Scheme
Introduction
At the initiation of thrust, a disturbing moment on the
vehicle can be produced by an initial misalignment of the thrust vector
relative to the vehicle CG. This misalignment can be caused by:
(1) An uncertainty in the information, on the CG location, used by
the astronaut to pre-align the engine, gimbal servos.
(2) A mechanical offset in the positioning of the engine nozzle by
the pitch and yaw gimbal servos.
(3) A misalignment of the thrust vector relative to the nozzle center-
line.
The necessity for stabilizing low-frequency slosh and
bending modes of the CSM - LM vehicle places some severe limitations
on the gain and bandwidth of the CSM - LM digital autopilot filter. As
a result of these limitations, the use of the autopilot feedback loop to
generate a signal to compensate for thrust misalignment would result
in the buildup of excessive attitude errors. Therefore, an auxilliary
external correction scheme is needed to augment autopilot action in pro-
viding this misalignment correction. A number of such schemes have
been proposed and are being investigated.
A method for recursively canceling the effects of the
disturbing moment is presented here. A correction signal is applied
to each engine gimbal servo immediately after the first attitude mea-
surement is received from the IMU, and is updated with each subsequent
measurement.
Statement of Problem
The model of the vehicle used for this derivation is shown in Fig. 1.
1
w
+ a ow
In Fig. 1:
(1) w (t) is a driving signal characterized by unbiased Gaussian 2 noise with the known covariance 6.
(2) r (t) is a measurement error characterized by unbiased
Gaussian noise with the known covariance a 2 .
(3) z is the IMU measurement.
(4) The state is defined to be
x [61 T RB' RB' '
where O RB and eRB are the vehicles rigid body angular
position and angular velocity, and 6 b is the disturbing
moment.
(5) The initial value of the covariance of the state estimate,
P (0)), is known.
A (6) X
3 is the previous best estimate of x
(7) 6 c is the commanded engine position.
The difference equation corresponding to the state diagram in
Fig. 1 is:
x (n + 1) = (n) ru (n), (1)
where
2 31
AT AT ATk1 AT k 2
2 6
0 1 k AT 17= k AT AT2
0 0 1 J L 0 AT
u (n) = [ S c (n)x3 (n), w (n)1T
•
The best estimate of the state at the n 1 sample, prior to the n 1 mea-
surement, is
(n + 1) = 4 (n) + ru (n), (2)
where
and
71 (n) = [O c (n) - X3 (n),
0
Q (n) = u (n) u (n) T =
a 2 w
The problem is now to determine the value of O b from the noisy measurement
z .
4
Derivation
Subtracting (1) from (2) yields:
e (n + 1) = x (n + 1) -x (n + 1 [P (n) - x (n)] (u) - 11)]
Therefore, the estimation covariance at the n + 1 sample, prior to the n + 1
measurement, is
M (n+ 1) = e (n+ 1) e n+ P(n) O rr rQ (11)F T
[S4i (n) - x (n)] [ (n) - u (n)]
[ (n) -
( )1 [x (n) - x (n)]
However,
[ S c (n) - 3 (n)] - (n) -
3 (n)]
u (n) u( ) =
0
w (n) 0 - w (n)
, w (n) = 0, and w (n) and [ IX (n) - x (n)] are independent, therefore,
M (n + 1) = P (n) O T + rc, (n) rT. (3)
If a signal with a gaussian distribution is passed through a linear system,
the output of the linear system has a gaussian distribution.
the distribution function for lc (4) is:
Therefore,
1 2
e 1 2 0- 2
r 2 2 r
f2
[r (n)] - (5)
1 e -1/ 2 [ (n) - Tc (n)] M - (n) Ex (la) - Ti (OJ T f 1 [x (n)] _ _ 1 3 2 1/ 2 2 1M (n) I
(4)
The probability density function for the measurement noise is
Since the measurement noise is white, r (n) and x (n) are independent;
therefore,
f [x (n), r (n)] = f 1 [x (n)] f2 [ r ( )],
or,
f [ (n), r (n) - 1 - 1 (n) - (n) ] M (n) [x (n) - (ne
2 x 47r a I M (n) I
1 2 e
(6)
The estimated value of x (n) that maximizes the joint probability density
function (the most probable value of x (n)) maximizes the argument of the
exponential given in (6). This then is the Maximum Likelihood Estimator.
The likelihood function is
1 L [x (n)] =
2 (n) - ( ) m -1 (n) [ x (n) _ + 1 r 2 ar2
(7)
Notice that minimizing (7) is the same as maximizing the argument of the
exponential in (6).
1 1 A ) 2 ) h z (n) + 2 h hT x (n) = 0 -- — o- o-
-1 (n) x M (n) (n) -
r r
From Fig. (1), the relationship between r (n), z (n), and x (n) can be
derived by observation.
r (n) = z (n) - h T x (n) ,
(8 )
where hT = [1, 0, 0 . The substitution of (8) into (7) yields:
L [x (0] = 2 [x(n) - 3E(n)]M -1 (n) [x(n) - TE(n)1 T + 1
(n) - h 1 (n)] 2
2 6 2
r
The first variation of the likelihood function is
1 (5L = dT x (n) M -1 (n) [x (n) - (n)] - dT x (n) h z (n) - hT x (n)].
(9)
The value of (n) which causes L
from (9).
(n)] to be stationary can be derived
1 T -1 1 T - 1 h h + M (n)] (n) = [ 2 h + (n)] x (n)
2 --
o-r
gr
1 h
+ o- — 2
[z (n) - hT x (n) ]
r
Therefore,
A 1 x = x (n) + (n)
2 [ z (n) - h T x (n)i,
r
(10)
where
-1 (n)= 2 1 h h T M
-1 (n)].
o-r
It will now be shown that qi(n) is the covariance of the estimate at the nth
sample after the incorporation of the nth measurement according to (10).
The time subscript will be dropped for this derivation. Let e =x, then
A _ e=x-x+x-x - -
The substitution of (8 ) and (10) into of, 12 ) yields:
, 1 e y h hT x+r -h
r
or,
1 e = -2
qhr + (I - 1 -2 qi h. hi') (37 - x) - o- - - - r r
From (13) P can be expressed as
(12)
(13)
1 1 P = e e
T = q.i h hT LliT + (I - 1 2 hT) M (I -
2 - - 2 o- o- o-
r
(14)
r r
Premultiplying (11) by 4 and then postmultiplying by M yields
M = + 12 Lp h hT M, — —
r
or
(I - 12 h hT) M = a — — (15)
r
The substitution of (15) into (14) yields:
P - LP h hT LP T + (1 - h hT) T — — — — o-12
r a-12 r
or
1 T T 1 P= LPhh - LPhh + —2 — —2 —
ar o-
r
Therefore,
P = .
Summary
The correction scheme is summarized below.
(1) Precompute and store in the flight computer the filter
weights for the maximum likelihood estimator as follows.
(a) Let w (n) =P (n) h, where the initial covariance o-r
P (0) is given.
(b) Extrapolate the covariance matrix using (3)
M (n + 1) =cb P (n) cb T + (n)F T (3)
(c)
Calculate the covariance matrix, after the incorporation
of the measurement using (11)
P (n + 1) = [ 1 T - 2 n+ 1)] (11)
r
(d) Calculate the n + 1 weighting vector from
1 w (n 2
l) P (n+ 1) h CY r
Repeat (b) through (d) until a sufficient number of filter weights have been
calculated.
(2) In the flight computer
(a) Extrapolate the state using (2)
3:E (n + 1) = x (n) + (n) (2)
where x (0) is given.
(b) Incorporate the measurement using (10).
A — x (n + 1) = )e (n+ 1) + w (n + 1) [z (n + 1) - h T x (n + 1)] (10)
(e) Apply the thrust vector misalignment signalcor (n + 1) A , , ,
= x 3 (n + 1) =Ab
(n + 1)
1 0
A block diagram of this correction scheme is shown below.
Figure 2. A Block Diagram of the Implementation for the Recursive Correction Scheme
Equations (2) and (10) can be simplified for programming as follows:
Equation (2) written out is
A A (n + 1) (n) + AT 8 (n) AT A
2
—2-- 6b (11) + k
2 6 (n) 16\ (0] c b
(2a)
(n + 1) = 8 (n) + k AT 16;3 ( )+ k AT [ o c (n) 16;3 (n)]
(2b)
T (n+ 1 (n) (2c)
, or,
79- (n+ 1) 8 (n) + AT 0 (n) -F
0 (n + 1) = 8 (n) + k AT o c (n)
b(n + 1)=&b (n)
11
9 (n+ 1) + w 0 (n+ 1) (16)
8 (n+ + w 1 c (n+ 1) (17)
b (n) + w2 c (n+ (18)
0 (n+ 1) =
e (n+ 1) =
b (n+ 1) =
Substituting 2') into (10) yields:
where w (n + = [w 0 (n+ 1), w 1 (n+
and c (n+ 1) = z n+ 1 ) hT x (n + 1) = z (n + 1) - 9 (n+
12
Results
This correction scheme has been applied to the CSM and the
CSM - LM vehicles. A total thrust vector misalignment of 1 was used
for each simulation.
Plots of the attitude, engine angle, and the velocity error verses
time for the CSM vehicle are shown in Figs. ( 3) thru ( 5). Correspond-
ing plots for the CSM - LM vehicle are shown in Figs. (6 ) thru ( 9).
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16
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Fig. 6. A plot of attitude error versus time for the CSM-LM.
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19
Conclusions
It was found that the attitude errors were less than 3 degrees for
the cases shown in Figs. (3) and (6). The curves shown in Figs. (5) and
(8) indicate that the velocity error for a 25 second burn without steering
never exceeds 0.5 ft/sec. in the case of the CSM vehicle, and 4 ft/sec. for
the CSM - LM vehicle.
Figures (3) and (6) indicate that there might be -a relative stability
problem produced by the addition of the corrective signal. However, the
resulting system does appear to be stable in an absolute sense The curves
in Figs. (4) and (7) show that the correction signal rapidly approaches the
value required to cancel the the initial thrust misalignment and then oscil-
lates about this value. Therefore, the correction process could be termina-
ted early by supplying a constant bias equal to the average value of the os-
cillating signal after approximately 10 seconds. This would eliminate the
stability problem.
The interaction between the estimator and the original system is
being investigated to determine the resulting stability margins. It is hoped
that these studies will lead to approaches for improving the overall system
stability through revised estimation procedures, and better coordination be-
tween the autopilot design and the estimator selection.
20
References
Battin, Richard H. , Astronautical Guidance. New York: McGraw-Hill,
1964, pp. 303 - 317.
Bryson, Arthur E. and Yu-Chi Ho, Optimization, Estimation, and Control.
Waltham, Massachusetts: Blaisdell,(to be published), ch. 12.
Cherry, George and Joseph O'Conner, "Design principles of the lunar
excursion module digital autopilot, " M. I. T. Instrumentation Laboratory
Technical Report No. R - 499, July 1965.
Frazier, Donald C. , "A new technizue for the optimal smoothing of data, "
Sc. D. thesis, M. I. T. , Cambridge, January, 1967.
Stubbs, Gilbert, "A block II digital lead-lag compensation for the pitch-
yaw autopilot of the command and service module, " M. I. T. Instrumentation
Laboratory Technical Report No. R - 503, October, 1965.
21