Sequential Wald Test Employing a Constrained Filter Bank: Application to Spacecraft Conjunctions

A binary Wald sequential probability ratio test that uses the residuals of norm-inequality-constrained Kalman filters for its likelihood ratio may be employed for a class of compound hypothesis tests on non-stationary systems. The hypotheses concern an inequality constraint on the norm of some elements of the system state. Each of two filters minimizes the summed-squares of its estimation errors subject to one or the other direction of the inequality constraint. This solution is motivated by the problem of satellite conjunction assessment, wherein the constraint concerns the close approach distance between two space objects. The outcome of the test can inform decisions concerning risk mitigation maneuvers.