Relative Navigation In Elliptical Orbits Using An Iterative Nonlinear Filter

The two step filter is applied to process intersatellite radar measurements to determine the motion of one satellite relative to another in close elliptical orbits. This filter breaks a nonlinear estimation problem into two state vectors. The “first step” state is chosen so as to have a linear measurement equation. This is nonlinearly related to the “second step” state which describes the dynamics. Two different forms are used. In one, the first step state is the second step state vector augmented by the measurement equation. In the other, the first step and second step state vectors are of equal dimension. The two step filter is compared against an iterated extended Kalman filter and a Kalman filter using a change of variables. Analytical differences between the two step estimator and these conventional filters are highlighted. Special concerns for initializing the first step state covariance matrix and handling the possibility of numerically rank deficient covariance matrices are addressed. Numerical simulations are performed which show that the Two Step estimator produces a lower estimation bias under two circumstances; large apriori initial error; and small dimension observation vectors which require a longer arc of measurements to generate observability of the state.