Linear Covariance Techniques for Closed-Loop Guidance Navigation and Control System Design and Analysis

While linear covariance analysis is widely used for navigation system design and analysis, it is often overlooked as a tool for closed-loop guidance navigation and control (GN&C) system design and analysis. This article presents an overview of the techniques and methods required to develop a linear covariance analysis tool for a close-loop GN&C system. Then, using a simple nonlinear closed-loop GN&C problem as a guide, the capabilities of linear covariance analysis for the design and analysis of closed-loop systems are demonstrated. It is shown that linear covariance can be accurately applied to a closedloop system with time-to-go guidance, dead-reckoning navigation, and a Kalman filter for state estimation. The accuracy and efficiency of linear covariance analysis is shown by direct comparison to Monte Carlo analysis results, and the value of linear covariance analysis is highlighted by presenting several analysis capabilities that are often required in the design and analysis of closed-loop GN&C systems. It is also shown how the efficiency of linear covariance enables new design methodologies, one of which is presented in this article, that would otherwise be prohibitive with Monte Carlo analysis.