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NASA NTRS2009

Using Covariance Analysis to Assess Pointing Performance

A Pointing Covariance Analysis Tool (PCAT) has been developed for evaluating the expected performance of the pointing control system for NASA s Space Interferometry Mission (SIM). The SIM pointing control system is very complex, consisting of multiple feedback and feedforward loops, and operating with multiple latencies and data rates. The SIM pointing problem is particularly challenging due to the effects of thermomechanical drifts in concert with the long camera exposures needed to image dim stars. Other pointing error sources include sensor noises, mechanical vibrations, and errors in the feedforward signals. PCAT models the effects of finite camera exposures and all other error sources using linear system elements. This allows the pointing analysis to be performed using linear covariance analysis. PCAT propagates the error covariance using a Lyapunov equation associated with time-varying discrete and continuous-time system matrices. Unlike Monte Carlo analysis, which could involve thousands of computational runs for a single assessment, the PCAT analysis performs the same assessment in a single run. This capability facilitates the analysis of parametric studies, design trades, and "what-if" scenarios for quickly evaluating and optimizing the control system architecture and design.

Bayard, David↗

NASA NTRS2011

An Empirical State Error Covariance Matrix for the Weighted Least Squares Estimation Method

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the un-certainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.

Frisbee, Joseph H., Jr.↗

NASA NTRS2014

An Empirical State Error Covariance Matrix for the Weighted Least Squares Estimation Method

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the uncertainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.

Joseph Henry Frisbee↗

NASA NTRS2016

Earth Observation System Flight Dynamics System Covariance Realism

This presentation applies a covariance realism technique to the National Aeronautics and Space Administration (NASA) Earth Observation System (EOS) Aqua and Aura spacecraft based on inferential statistics. The technique consists of three parts: collection calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics.

A-Train↗

NASA NTRS2017

Remediating Non-Positive Definite State Covariances for Collision Probability Estimation

The NASA Conjunction Assessment Risk Analysis team estimates the probability of collision (Pc) for a set of Earth-orbiting satellites. The Pc estimation software processes satellite position+velocity states and their associated covariance matri-ces. On occasion, the software encounters non-positive definite (NPD) state co-variances, which can adversely affect or prevent the Pc estimation process. Inter-polation inaccuracies appear to account for the majority of such covariances, alt-hough other mechanisms contribute also. This paper investigates the origin of NPD state covariance matrices, three different methods for remediating these co-variances when and if necessary, and the associated effects on the Pc estimation process.

Hall, Doyle T.↗

NASA NTRS2019

Multivariate Normality of Cartesian-Framed Covariances: Evaluation and Operational Significance

Collision avoidance relies on representative Cartesian uncertainty volumes in order to calculate probabilities of collision. Among the potential shortcomings of a covariance matrix representation of state errors, the most worrisome is the coordinate mismatch between the Cartesian framework in which these matrices are distributed and the curvilinear path that satellite orbits actually follow. The present study compares curvilinear-based and Cartesian covariance representations for ~50,000 conjunctions to determine the frequency in which significant deviations from Gaussianity are observed, then compares the 2-D Pc result from the Cartesian covariance to a Monte Carlo Pc conducted in element space to assess operational significance.

Lechtenberg, Travis F.↗

NASA NTRS2019

Multivariate Normality of Cartesian Frame Covariances: Evaluation and Operational Significance

Lechtenberg, Travis F.↗

NASA NTRS2019

Covariance Realism Is Not Enough

A great deal of effort has been put into improving the practice of space situational awareness such that covariance data associated with predicted close approaches is more “realistic.” However, “realistic” usually has meant “larger” and this presents a problem. In many cases, there exist multiple sources for predictive ephemerides, which may be fused to produce predictive states with smaller associated covariances. Ancillary to the fusion computation is the capability to assess consistency of the estimates. If actionable covariance information becomes available, interval estimates for the miss distance provide a more informative alternative to collision probability for risk assessment.

Carpenter, J. Russell↗

NASA NTRS1998

Radiance Covariance and Climate Models

Spectral Empirical Orhtogonal Functions (EOFs) derived from the covariance of satellite radiance spectra may be interpreted in terms of the vertical distribution of the covariance of temperature, water vapor, and clouds. The purpose of the investigation is to demonstrate the important constraints that resolved spectral radiances can place upon climate models.

Spectral Empirical Orthogonal Functions EOFs radia↗

NASA NTRS2006

Nonlinear consider covariance analysis using a sigma-point filter formulation

The research reported here extends the mathematical formulation of nonlinear, sigma-point estimators to enable consider covariance analysis for dynamical systems. This paper presents a novel sigma-point consider filter algorithm, for consider-parameterized nonlinear estimation, following the unscented Kalman filter (UKF) variation on the sigma-point filter formulation, which requires no partial derivatives of dynamics models or measurement models with respect to the parameter list. It is shown that, consistent with the attributes of sigma-point estimators, a consider-parameterized sigma-point estimator can be developed entirely without requiring the derivation of any partial-derivative matrices related to the dynamical system, the measurements, or the considered parameters, which appears to be an advantage over the formulation of a linear-theory sequential consider estimator. It is also demonstrated that a consider covariance analysis performed with this 'partial-derivative-free' formulation yields equivalent results to the linear-theory consider filter, for purely linear problems.

covariance↗

NASA NTRS2007

A Covariance Analysis Tool for Assessing Fundamental Limits of SIM Pointing Performance

This paper presents a performance analysis of the instrument pointing control system for NASA's Space Interferometer Mission (SIM). SIM has a complex pointing system that uses a fast steering mirror in combination with a multirate control architecture to blend feed forward information with feedback information. A pointing covariance analysis tool (PCAT) is developed specifically to analyze systems with such complexity. The development of PCAT as a mathematical tool for covariance analysis is outlined in the paper. PCAT is then applied to studying performance of SIM's science pointing system. The analysis reveals and clearly delineates a fundamental limit that exists for SIM pointing performance. The limit is especially stringent for dim star targets. Discussion of the nature of the performance limit is provided, and methods are suggested to potentially improve pointing performance.

pointing control↗

NASA NTRS2015

Linear Covariance Analysis For Proximity Operations Around Asteroid 2008 EV5

The NASA initiative to collect an asteroid, the Asteroid Robotic Redirect Mission (ARRM), is currently investigating the option of retrieving a boulder from an asteroid, demonstrating planetary defense with an enhanced gravity tractor technique, and returning it to a lunar orbit. Techniques for accomplishing this are being investigated by the Satellite Servicing Capabilities Office (SSCO) at NASA GSFC in collaboration with JPL, NASA JSC, LaRC, and Draper Laboratory, Inc. Two critical phases of the mission are the descent to the boulder and the Enhanced Gravity Tractor demonstration. A linear covariance analysis is done for these phases to assess the feasibility of these concepts with the proposed design of the sensor and actuator suite of the Asteroid Redirect Vehicle (ARV). The sensor suite for this analysis includes a wide field of view camera, LiDAR, and an IMU. The proposed asteroid of interest is currently the C-type asteroid 2008 EV5, a carbonaceous chondrite that is of high interest to the scientific community. This paper presents an overview of the linear covariance analysis techniques and simulation tool, provides sensor and actuator models, and addresses the feasibility of descending to the surface of the asteroid within allocated requirements as well as the possibility of maintaining a halo orbit to demonstrate the Enhanced Gravity Tractor technique.

Navigation↗

NASA NTRSDate not supplied

Evaluating Delta-V Dispersions Using Linear Covariance Techniques with Applications to Rendezvous and Docking

One of the attractive advantages of using linear covariance analysis (LinCov) is that it can accurately produce both navigation errors and trajectory dispersions in a fraction of the time comparable to the standard Monte Carlo analysis approach that is traditionally adopted. It also has the capability of generating delta-v dispersions which is perhaps the most influential performance metric since many aspects of a mission design revolve around the anticipated propellant usage. Accurately capturing this key performance criteria using linear covariance techniques has several subtle caveats raising reasonable doubts and a cautious sense of skepticism. This paper outlines multiple approaches of modeling delta-v usage in LinCov, highlights their limitations and advantages, and ultimately compares their corresponding results to the actual Monte Carlo performance. The theory is also extended to reliably account for an arbitrary thruster configuration and the resultant propellant consumptions due to both translational burns and attitude maneuvers. This provides near instant insight into the impacts of thruster layout design and different vehicle mass properties. These derived techniques are applied and verified using an NRHO rendezvous and docking scenario consistent with upcoming NASA Artemis missions for Orion.

Linear Covariance Analysis↗

NASA NTRS1968

Relationship between complex- and envelope-covariance for Rician fading communication channels

Relationship between complex covariance and covariances of envelopes of Rician fading communication channels

Mondre, E.↗

NASA NTRS1975

New method for propagating the square root covariance matrix in triangular form

A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.

Choe, C. Y.↗

NASA NTRS1976

On the role of dimensionality and sample size for unstructured and structured covariance matrix estimation

The experimental observation that a surprisingly small sample size vis-a-vis dimension is needed to achieve good signal-to-interference ratio (SIR) performance with an adaptive predetection filter is explained. The adaptive filter requires estimates as obtained by a recursive stochastic algorithm of the inverse of the filter input data covariance matrix. The SIR performance with sample size is compared for the situations where the covariance matrix estimates are of unstructured (generalized) form and of structured (finite Toeplitz) form; the latter case is consistent with weak stationarity of the input data stochastic process.

Morgera, S. D.↗

NASA NTRS1976

On the computation and updating of the modified Cholesky decomposition of a covariance matrix

Methods for obtaining and updating the modified Cholesky decomposition (MCD) for the particular case of a covariance matrix when one is given only the original data are described. These methods are the standard method of forming the covariance matrix K then solving for the MCD, L and D (where K=LDLT); a method based on Householder reflections; and lastly, a method employing the composite-t algorithm. For many cases in the analysis of remotely sensed data, the composite-t method is the superior method despite the fact that it is the slowest one, since (1) the relative amount of time computing MCD's is often quite small, (2) the stability properties of it are the best of the three, and (3) it affords an efficient and numerically stable procedure for updating the MCD. The properties of these methods are discussed and FORTRAN programs implementing these algorithms are listed.

Vanrooy, D. L.↗

NASA NTRS1977

Scale-covariant theory of gravitation and astrophysical applications

A scale-covariant theory of gravitation is presented which is characterized by a set of equations that are complete only after a choice of the scale function is made. Special attention is given to gauge conditions and units which allow gravitational phenomena to be described in atomic units. The generalized gravitational-field equations are derived by performing a direct scale transformation, by extending Riemannian geometry to Weyl geometry through the introduction of the notion of cotensors, and from a variation principle. Modified conservation laws are provided, a set of dynamical equations is obtained, and astrophysical consequences are considered. The theory is applied to examine certain homogeneous cosmological solutions, perihelion shifts, light deflections, secular variations of planetary orbital elements, stellar structure equations for a star in quasi-static equilibrium, and the past thermal history of earth. The possible relation of the scale-covariant theory to gauge field theories and their predictions of cosmological constants is discussed.

Canuto, V.↗