Application of Statistical Filter Theory to the Optimal Estimation of Position and Velocity on Board a Circumlunar Vehicle

Concepts from statistical filter theory are applied to the problem of in-flight determination of the position and velocity of a space vehicle for the purposes of midcourse guidance. The source of information is assumed to be an arbitrary sequence of measurements of any desired set of "observables" (e.g., space angles), the measurements being corrupted by additive errors so that the position and velocity are never known perfectly. A state transition approach is employed which leads naturally to a computational scheme that is readily implemented by a digital computer. The scheme can be regarded as a dynamical time-varying filter which weights the incoming observations in an optimal sense for use in producing an up-to-date optimal estimate of position and velocity. The advantages of the scheme are (1) it provides the best possible estimate (minimum error) based upon ensemble statistics of injection conditions and measurement errors; (2) it is extremely versatile, not requiring adherence to a predetermined observation schedule or reference trajectory; and (3) the computations are sufficiently simple to be practical in an on-board computer. A digital computer simulation of the proposed system is employed to demonstrate the feasibility of an all on-board system and to illustrate the performance attainable in a hypothetical physical situation.