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Generalized Linear Covariance Analysis

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An Erratum to this article was published on 01 September 2012

Abstract

This paper presents a comprehensive approach to filter modeling for generalized covariance analysis of both batch least-squares and sequential estimators. We review and extend in two directions the results of prior work that allowed for partitioning of the state space into “solve-for” and “consider” parameters, accounted for differences between the formal values and the true values of the measurement noise, process noise, and a priori solve-for and consider covariances, and explicitly partitioned the errors into subspaces containing only the influence of the measurement noise, process noise, and a priori solve-for and consider covariances. In this work, we explicitly add sensitivity analysis to this prior work, and relax an implicit assumption that the batch estimator’s epoch time occurs prior to the definitive span. We also apply the method to an integrated orbit and attitude problem, in which gyro and accelerometer errors, though not estimated, influence the orbit determination performance. We illustrate our results using two graphical presentations, which we call the “variance sandpile” and the “sensitivity mosaic,” and we compare the linear covariance results to confidence intervals associated with ensemble statistics from a Monte Carlo analysis.

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Author information

Authors and Affiliations

  1. Attitude Control Systems Engineering Branch, NASA Goddard Space Flight Center, Code 591, Greenbelt, MD, 20771

    F. Landis Markley

  2. Navigation and Mission Design Branch, NASA Goddard Space Flight Center, Code 595, Greenbelt, MD, 20771

    J. Russell Carpenter

Authors
  1. F. Landis Markley
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  2. J. Russell Carpenter
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Additional information

Presented at the F. Landis Markley Astronautics Symposium, Cambridge, Maryland, June 29–July 2, 2008.

An erratum to this article is available at http://dx.doi.org/10.1007/s40295-014-0015-z.

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Markley, F.L., Carpenter, J.R. Generalized Linear Covariance Analysis. J of Astronaut Sci 57, 233–260 (2009). https://doi.org/10.1007/BF03321503

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