A numerical comparison of discrete Kalman filtering algorithms - An orbit determination case study

Details A numerical comparison of discrete Kalman filtering algorithms - An orbit determination case study A numerical comparison of discrete Kalman filtering algorithms - An orbit determination case study

Oct 1976

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1976anah.iafcs....t&link_type=abstract

International Astronautical Federation, International Astronautical Congress, 27th, Anaheim, Calif., Oct. 10-16, 1976, 10 p.

Mathematics

Kalman Filters, Numerical Stability, Orbit Calculation, Spacecraft Orbits, Transformations (Mathematics), Algorithms, Computerized Simulation, Covariance, Error Analysis, Linear Filters, Planetary Orbits

Scientific paper

An improved Kalman filter algorithm based on a modified Givens matrix triangularization technique is proposed for solving a nonstationary discrete-time linear filtering problem. The proposed U-D covariance factorization filter uses orthogonal transformation technique; measurement and time updating of the U-D factors involve separate application of Gentleman's fast square-root-free Givens rotations. Numerical stability and accuracy of the algorithm are compared with those of the conventional and stabilized Kalman filters and the Potter-Schmidt square-root filter, by applying these techniques to a realistic planetary navigation problem (orbit determination for the Saturn approach phase of the Mariner Jupiter-Saturn Mission, 1977). The new algorithm is shown to combine the numerical precision of square root filtering with the efficiency of the original Kalman algorithm.

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