Title

Alternating Direction Implicit Method-Based Nonlinear Filtering For Relative Orbit Estimation

Keywords

Aerospace control; Alternative direction implicit method; Bayes estimation; Fokker-Planck equation; Nonlinear filtering

Abstract

Nonlinear filtering theory, based upon the Fokker-Planck equation and Bayes' rule, has been around since the 1970s. This method does not require linearized dynamics and/or measurement models, and also the assumption of the Gaussian process is not necessary. However, it is extremely difficult to obtain an analytical solution of the Fokker-Planck equation with only a few exceptions, and normally the solution is obtained through numerical approaches. In this paper, this type of nonlinear filtering method is reinvestigated and applied to a relative orbit estimation problem. The time evolution of the state conditional probability density function between measurements is obtained by solving the associated Fokker-Planck equation numerically using the numerical scheme called the alternating direction implicit method. To further mitigate the computational load, an enhanced moving domain technique is employed and the probability distribution function is partitioned. © 2010 ASCE.

Publication Date

7-1-2010

Publication Title

Journal of Aerospace Engineering

Volume

23

Issue

3

Number of Pages

186-196

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1061/(ASCE)AS.1943-5525.0000024

Socpus ID

77953592459 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/77953592459

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