Numerical comparison of discrete Kalman filter algorithms - Orbit determination case studyNumerical characteristics of various Kalman filter algorithms are illustrated with a realistic orbit determination study. The case study of this paper highlights the numerical deficiencies of the conventional and stabilized Kalman algorithms. Computational errors associated with these algorithms are found to be so large as to obscure important mismodeling effects and thus cause misleading estimates of filter accuracy. The positive result of this study is that the U-D covariance factorization algorithm has excellent numerical properties and is computationally efficient, having CPU costs that differ negligibly from the conventional Kalman costs. Accuracies of the U-D filter using single precision arithmetic consistently match the double precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity to variations in the a priori statistics.
Document ID
19770045988
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Bierman, G. J. (Jet Propulsion Lab., California Inst. of Tech. Pasadena, CA, United States)
Thornton, C. L. (California Institute of Technology, Jet Propulsion Laboratory, Pasadena Calif., United States)