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Thornton, C. L.

Publications and source records attributed to Thornton, C. L..

26 records · Page 2

A numerical comparison of discrete Kalman filtering algorithms - An orbit determination case study

An improved Kalman filter algorithm based on a modified Givens matrix triangularization technique is proposed for solving a nonstationary discrete-time linear filtering problem. The proposed U-D covariance factorization filter uses orthogonal transformation technique; measurement and time updating of the U-D factors involve separate application of Gentleman's fast square-root-free Givens rotations. Numerical stability and accuracy of the algorithm are compared with those of the conventional and stabilized Kalman filters and the Potter-Schmidt square-root filter, by applying these techniques to a realistic planetary navigation problem (orbit determination for the Saturn approach phase of the Mariner Jupiter-Saturn Mission, 1977). The new algorithm is shown to combine the numerical precision of square root filtering with the efficiency of the original Kalman algorithm.

Thornton, C. L.

A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study

The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.

Thornton, C. L.

Numerical comparison of discrete Kalman filter algorithms - Orbit determination case study

Numerical 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.

Bierman, G. J.

Experimental test of general relativity using time-delay data from Mariner 6 and Mariner 7

Range and Doppler data from Mariner 6 and Mariner 7 have been analyzed for purposes of measuring the effect of the sun's gravity field on S-band radio transmissions to the spacecraft. The prediction of general relativity, that the round-trip time delays between the station and the spacecraft will be increased by about 200 microsec near superior conjunction, has been verified with an uncertainty of 3 per cent or less. The dominant error source on the experiment is the stochastic nongravitational forces which act on the spacecraft and which limit the accuracy of the determination of the Mariner orbits. Effects of free coronal electrons on the round-trip propagation also make the measurement difficult, but the coronal contribution to the error is only about 1 per cent. Separate analyses of data from Mariner 6 and Mariner 7 yield two values near unity for the parameter gamma* which differ by about 0.3 per cent from each other. This and other considerations suggest that the error in the experiment is perhaps less than 3 per cent.

Anderson, J. D.

Gram-Schmidt algorithms for covariance propagation

This paper addresses the time propagation of triangular covariance factors. Attention is focused on the square-root free factorization, P = UDU/T/, where U is unit upper triangular and D is diagonal. An efficient and reliable algorithm for U-D propagation is derived which employs Gram-Schmidt orthogonalization. Partitioning the state vector to distinguish bias and colored process noise parameters increases mapping efficiency. Cost comparisons of the U-D, Schmidt square-root covariance and conventional covariance propagation methods are made using weighted arithmetic operation counts. The U-D time update is shown to be less costly than the Schmidt method; and, except in unusual circumstances, it is within 20% of the cost of conventional propagation.

Thornton, C. L.

Square-root algorithm for evaluating mismodeled process noise

As the application of sequential filters has grown, the need has arisen to evaluate the sensitivity of these filters to mismodeling of the random process. A numerically reliable square-root algorithm is developed for calculating the covariances of estimates from a sequential filter which incorrectly models process noise. Mismodeling is restricted to the correlation time and standard deviation of a random process represented as a first-order Gauss-Markov sequence. Using a computer program which employs this algorithm, a sensitivity analysis was performed for several types of earth-based tracking data from an interplanetary spacecraft.

Thornton, C. L.

The effects of random accelerations on estimation accuracy with applications to the Mariner 1969 relativity experiment

A simple point of view is presented for establishing the relationship between a general modeling error and estimation accuracy. Tentative models are given for the random, nongravitational forces thought likely to affect the Mariner 6 and 7 spacecraft. The navigation data from these spacecraft were used to determine the relativity parameter Gamma. The effect that random accelerations have on the classical least squares filter, which assumes the accelerations do not exist, is calculated, and it is demonstrated that their presence seriously affects the estimates, particularly when an extended data arc is employed. Finally, some preliminary exploration using sequential-type filters, which attempt to model and thus ameliorate the effects of these same accelerations, is reported.

Curkendall, D. W.