A numerical comparison of discrete Kalman filtering algorithms - An orbit determination case studyAn 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.
Document ID
19770028029
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Thornton, C. L. (Jet Propulsion Lab., California Inst. of Tech. Pasadena, CA, United States)
Bierman, G. J. (California Institute of Technology, Jet Propulsion Laboratory, Pasadena Calif., United States)