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

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  • J. Russell Carpenter

    (Goddard Space Flight Center)

  • F. Landis Markley

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.

Suggested Citation

  • J. Russell Carpenter & F. Landis Markley, 2021. "Sequential Wald Test Employing a Constrained Filter Bank: Application to Spacecraft Conjunctions," Journal of Optimization Theory and Applications, Springer, vol. 191(2), pages 440-458, December.
    • Handle: RePEc:spr:joptap:v:191:y:2021:i:2:d:10.1007_s10957-021-01847-6
    DOI: 10.1007/s10957-021-01847-6
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