A Generalized Monte Carlo Analysis Program for Kalman Filter Design with Application to an Aircraft-to-Satellite Tracking Filter.

Abstract : A generalized Monte Carlo Analysis Program (MCAP) has been developed for linear or extended Kalman filter design. A detailed users' guide for MCAP is included in Appendix A. In addition, this study treats the high accuracy tracking of a satellite from an aircraft. The purpose of the study is to evaluate the feasibility of a reduced order system model for implementation in an extended Kalman filter formulation whose estimates would be used to aid the tracker. The six state model accomplishes tracker state estimation by exploiting the information already available in the tracking geometry, dominant modes of satellite dynamics, and the range measurement. Tracker state estimation is accomplished in the line-of-sight coordinate frame. A Monte Carlo analysis was performed, evaluating the filter against a 42-state truth model. With some proposed modifications, it was concluded that the six state filter is feasible and warrants further study.