Projecting High-Dimensional Parametric Uncertainties for Improved State Estimation Error Confidence

2015 
The navigation of vehicles oftentimes involves the use of key environment and vehicle parameters in the forward evolution of the state estimate and its associated uncertainty. Given the objective of achieving precision navigation, it is critical that the full effect of the parameters, including their uncertainties, is taken into account in the estimation process. When the parameter set is of high dimension, the computational complexity involved in projecting the parametric uncertainties into state uncertainties can make the navigation solution intractable for onboard computation. A method is presented that projects the uncertainties in the parameters through an equivalent process-noise structure leading to real-time computations supporting precision navigation. Having first shown that the procedure works for linear systems, the method is applied to generating a process-noise-like term that accounts for the uncertainty present in the spherical harmonics coefficients of a high-order gravitational accelerati...
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