An Improved Extended Kalman Filter for Radar Tracking of Satellite Trajectories

Nonlinear state estimation problem is an important and complex topic, especially for real-time applications with a highly nonlinear environment. This scenario concerns most aerospace applications, including satellite trajectories, whose high standards demand methods with matching performances. A very well-known framework to deal with state estimation is the Kalman Filters algorithms, whose success in engineering applications is mostly due to the Extended Kalman Filter (EKF). Despite its popularity, the EKF presents several limitations, such as exhibiting poor convergence, erratic behaviors or even inadequate linearization when applied to highly nonlinear systems. To address those limitations, this paper suggests an improved Extended Kalman Filter (iEKF), where a new Jacobian matrix expansion point is recommended and a Frobenius norm of the cross-covariance matrix is suggested as a correction factor for the a priori estimates. The core idea is to maintain the EKF structure and simplicity but improve its accuracy. In this paper, two case studies are presented to endorse the proposed iEKF. In both case studies, the classic EKF and iEKF are implemented, and the obtained results are compared to show the performance improvement of the state estimation by the iEKF.