Sequential Wald Test Employing a Constrained Filter Bank: Application to Spacecraft Conjunctions

J. Russell Carpenter () and F. Landis Markley ()
Additional contact information
J. Russell Carpenter: Goddard Space Flight Center

Journal of Optimization Theory and Applications, 2021, vol. 191, issue 2, No 6, 440-458

Abstract: Abstract A binary Wald sequential probability ratio test that uses the residuals of two norm-inequality-constrained Kalman filters for its likelihood ratio is employed for a class of compound hypothesis tests on non-stationary systems. The hypotheses concern an inequality constraint on the norm of some elements of the system state. Each of the two constrained Kalman filters minimizes the summed squares of its estimation errors subject to one or the other direction of the inequality constraint. This test is applied to the problem of spacecraft conjunction assessment, wherein the constraint concerns the close approach distance between a spacecraft and another space object. The outcome of the test can inform decisions concerning risk mitigation maneuvers by an active spacecraft.

Keywords: Constrained Kalman filtering; Decision theory; Spacecraft conjunction analysis; 62M99; 62C99; 70F99 (search for similar items in EconPapers)
Date: 2021
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10957-021-01847-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:191:y:2021:i:2:d:10.1007_s10957-021-01847-6

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-021-01847-6

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().