UnscentedKalmanFilterOD Object

Description

The UnscentedKalmanFilterOD object provides algorithms for performing Orbit Determination and State Estimation using the Scaled Unscented Transformation and non-linear filtering techniques. Like the traditional Kalman Filter, the UnscentedKalmanFilterOD object allows observations to be processed sequentially, and potentially in real-time. The advantage of an Unscented Kalman Filter is that it propagates the covariance of the state using the full non-linear motion model. A group of representative “sigma points” are selected to approximate the covariance at a given epoch; these sigma points are then propagated through the non-linear force model to the subsequent epoch and the covariance is reconstructed. Furthermore, measurement partial derivatives are not required; the measurement sensitivities are computed based on the predicted measurements for each of the sigma points. This creates a filter that provides more realistic covariance propagation and more robust convergence. See the Orbit Determination Guide for more information.

Inheritance Hierarchy: Object->ODEstimationProcess->SequentialFilter->KalmanFilterOD->UnscentedKalmanFilterOD

Available In Editions:

Mission

Timing Precision Mode

This page describes functionality in millisecond timing precision mode. Millisecond timing precision mode is deprecated and will be removed in a future release. We recommend that you migrate your Mission Plans to nanosecond timing precision mode.

Click here to see the documentation for this object in nanosecond timing precision mode.

Name	Description	Attributes
Alpha	A positive scaling property associated with the Scaled Unscented Transformation. Choosing Alpha << 1 reduces higher order effects when selecting sigma points.	Type: Variable Access: Read/Write
Beta	A positive weighting property associated with the Scaled Unscented Transformation. Choosing Beta = 2 reflects a Gaussian distribution.	Type: Variable Access: Read/Write
Covariance	The Covariance associated with the ODEstimationProcess.	Type: EstimatorCovariance Access: Read-Only
DeclaredName	The name of the object as declared.	Type: String Access: Read-Only
Epoch	The current epoch of the filter.	Type: Variable Access: Read-Only Units: day
InitialFilterEpoch	The epoch to use as the initial epoch of the filter. At the first call to the filtering process, all relevant objects are synched to that initial epoch.	Type: Variable Access: Read/Write Units: day
InitialFilterEpochDefinitionType	Specifies whether to use a Spacecraft to define the initial filter epoch, or specify it explicitly.	Type: Variable Access: Read/Write
InitialFilterEpochSpacecraft	Spacecraft to use to define the initial epoch for the filtering process. At the first call of the filter process, all relevant objects will be synched to the epoch of this spacecraft, at the time of the execution of the Filter initialization. If no Spacecraft is specified, then the epoch of the first registered Spacecraft will be used.	Type: Spacecraft Access: Read-Only
Kappa	A positive scaling property associated with the Scaled Unscented Transformation. Choosing Kappa >= 0 ensures the resulting covariance matrix will be positive semi-definite.	Type: Variable Access: Read/Write
LastKalmanGain	The Kalman gain matrix as computed for the last set of measurements processed. The number of rows corresponds to the number of state elements being estimated and the number of columns corresponds to the number of measurements processed. Each measurement is processed sequentially, so each column of the reported matrix is computed independently, as opposed to the more traditional Kalman gain where measurements (and columns) are processed concurrently.	Type: Matrix Access: Read-Only
MaintainHistoryOfProcessedObservations	Flag indicating whether or not to keep a buffer of observations that have been processed in the past. If this is set to true, then the ProcessedObservationBufferLength property controls the amount of observations held in the buffer.	Type: Variable Access: Read/Write
MaxAllowableSigma	The sigma tolerance to be applied when editing observation data.	Type: Variable Access: Read/Write
MeasurementProcessingMethod	A flag indicating whether to process each Observation's measurements sequentially for multiple state updates, or simultaneously for a single state update.	Type: Variable Access: Read/Write
MeasurementUnderweightingFactor	The fractional amount by which the measurements will be under-weighted. One represents no underweighting and the full state and covariance update. Zero represents total underweighting and no state or covariance update.	Type: Variable Access: Read/Write
Name	The name displayed for this object in output windows such as views, plots, and reports.	Type: String Access: Read/Write
ObjectId	The unique identifier for the object.	Type: Variable Access: Read-Only
ObjectsToProcess	Array of objects that have been included in the Orbit Determination process.	Type: Array of Object Access: Read-Only
ObjectType	The type of the object.	Type: String Access: Read-Only
ObservationEditingBehavior	A flag indicating whether to edit tracking data at a per measurement level, or if any measurement of an observation is bad edit the whole observation. Note, this is only used when measurements are processed simultaneously, as specified by the MeasurementProcessingMethod property.	Type: Variable Access: Read/Write
ProcessedObservationBufferLength	The number of Observations to hold in the buffer. If this number is equal to -1, then ALL observations will be kept in the buffer.	Type: Variable Access: Read/Write
ProcessedObservations	An array of Observations that have been processed by the KalmanFilterOD object.	Type: Array of Observation Access: Read-Only
ProcessNoiseModel	This flag indicates which Process Noise model to apply when propagating states in the Filter. The 'Process Noise per Step' model will add the amount of process noise specified in the EstimableProperty.ProcessNoise values at each step of the Sequential Filter, regardless of the filter step size. The 'Process Noise Rate' model, which is the recommended option, will add the amount of process noise specified in the EstimableProperty.ProcessNoiseRate values, so that the amount of process noise added per step will scale up and down with the duration of the step.	Type: Variable Access: Read/Write
RegisteredTrackingDataFiles	Array of TrackingDataFile objects used to provided observations for the ODEstimationProcess.	Type: Array of TrackingDataFile Access: Read-Only
Smoother	The Smoother associated with the the KalmanFilterOD object.	Type: KalmanSmoother Access: Read-Only
StepSize	The maximum step size used when propagating the Covariance.	Type: Variable Access: Read/Write Units: s
ThrustEventsToModel	Array of Maneuver objects to be modeled as part of the propagation for the orbit determination process.	Type: Array of ODThrustEventModelingData Access: Read-Only
UseMeasurementUnderweighting	A flag indicating whether or not to use the measurement underweighting equations as part of the filter state and covariance update.	Type: Variable Access: Read/Write
UseSmoother	A flag indicating whether or not to use the Smoother.	Type: Variable Access: Read/Write

Name	Description
AddObjectToProcess	Include the object in the Estimation process. Whether the object properties are Estimated, Considered, or Ignored is determined by the object's ProcessAction flags.
AddThrustEventToSequence	Adds a ThrustEvent to the OD Estimation sequence, and associates it with a spacecraft to which the thrust event will be applied.
ClearSavedStates	Clears previous saved states for this object.
GetFromFile	Load the object state from the specified FreeFlyer object file.
GetFromString	Load the object state from the specified string.
GetNextObservationEpoch	Get the epoch of the next Observation in the buffer associated with the Orbit Determination process.
GetPostUpdateResidualStatistics	Computes statistics on the list of Observations which are in the Observation Buffer. Returns the number of measurement types included in the Observation buffer.
GetPreUpdateResidualStatistics	Computes statistics on the list of Observations which are in the Observation Buffer. Returns the number of measurement types included in the Observation buffer.
GetProcessingStatus	Computes the total number of measurements that were Accepted, Rejected, or Not Processed for the list of Observations which are in the Observation Buffer. Returns the number of measurement types included in the Observation buffer.
GetPropertiesInStateVector	Gets the list of properties included in the state vector for the ODEstimation object.
GetSigmaPointsFromCovariance	Computes the values of the sigma points for all properties in the state vector, using the current value of the filter covariance and the Alpha, Beta, and Kappa values specified on the object.
NumberOfObservationsAtCurrentEpoch	Returns the number of observations at the current filter epoch, which have not been processed yet. Note when processing pseudorange data, multiple observations can be processed at one time for the same epoch.
PerformPostUpdateCalculations	Perform the Post-Update calculations for the Observation with the Orbit Determination process. This includes computing the Post-Update Residuals and performing any Smoother operations. This method should only be used in combination with PerfromStateUpdate.
PerformStateUpdate	Process the Observation with the Orbit Determination process. The Pre-Update Residuals are computed and the state update is computed and applied. This method should only be used in combination with PerformPostUpdateCalcuations. The Measurements processed will be determined by the Usage and Validity flags.
ProcessNextObservation	Process the next Observation in the buffer associated with the Orbit Determination process.
ProcessObservation	Process the Observation with the Orbit Determination process. The Measurements processed will be determined by the Usage and Validity flags.
PutToFile	Convert the object state to FreeFlyer object xml and write to a file.
PutToString	Convert the object state to FreeFlyer object xml and return as a string.
ReferenceEquals	Returns 1 if the argument refers to the calling object and 0 otherwise.
RegisterOrbitStateObservationGenerator	Register the specified trajectory observation generator with the OD estimator process.
RegisterTrackingDataFile	Register the specified tracking data file with the OD estimator process.
Reset	Reset the estimation process, closing out all associated tracking data files, and clearing out any observation buffers.
Restore	Restore an object's state from a previously saved state.
Save	Save the object's state so that it can be restored later.
SetAprioriCovariance	Sets the apriori covariance matrix for the estimation process. This must be called prior to starting the estimation process, and must match the dimension of the state vector.
SetAprioriSquareRootInformation	Sets the apriori square root information matrix for the estimation process. This must be called prior to starting the estimation process, and must match the dimension of the state vector.
SetInitialFilterEpochFromSpacecraft	Defines the Spacecraft to use for obtaining the initial epoch of the filter. This epoch is evaluated at the first execution of a filter operation.
StepOD	Step all the objects associated with the Orbit Determination process by the StepSize of the filter.
StepToEpoch	Steps all of the objects associated with the Orbit Determination process to the specified epoch.
StepToNextObservation	Step all the objects associated with the Orbit Determination process to the epoch of the next Observation in the buffer. If no more Observations are found, this method returns 0.