A review of uncertainty propagation in orbital mechanics

Abstract Orbital uncertainty propagation plays an important role in space situational awareness related missions such as tracking and data association, conjunction assessment, sensor resource management and anomaly detection. Linear models and Monte Carlo simulation were primarily used to propagate uncertainties. However, due to the nonlinear nature of orbital dynamics, problems such as low precision and intensive computation have greatly hampered the application of these methods. Aiming at solving these problems, many nonlinear uncertainty propagators have been proposed in the past two decades. To motivate this research area and facilitate the development of orbital uncertainty propagation, this paper summarizes the existing linear and nonlinear uncertainty propagators and their associated applications in the field of orbital mechanics. Frameworks of methods for orbital uncertainty propagation, the advantages and drawbacks of different methods, as well as potential directions for future efforts are also discussed.

[1]  Ephrahim Garcia,et al.  Engineering Notes Walking the Precession for Trajectory Control of Munitions , 2015 .

[2]  K. Fujimoto New Methods in Optical Track Association and Uncertainty Mapping of Earth-Orbiting Objects , 2013 .

[3]  Jonathan M. Burt,et al.  Satellite Drag Uncertainties Associated with Atmospheric Parameter Variations at Low Earth Orbits , 2013 .

[4]  Genichi Taguchi,et al.  Taguchi's Quality Engineering Handbook , 2004 .

[5]  Georgia Deaconu,et al.  Minimizing the Effects of Navigation Uncertainties on the Spacecraft Rendezvous Precision , 2014 .

[6]  Guo-Jin Tang,et al.  Uncertainty Quantification for Short Rendezvous Missions Using a Nonlinear Covariance Propagation Method , 2016 .

[7]  R. Bhattacharya,et al.  Nonlinear Estimation of Hypersonic State Trajectories in Bayesian Framework with Polynomial Chaos , 2010 .

[8]  Daniel J. Scheeres,et al.  Effect of Dynamical Accuracy for Uncertainty Propagation of Perturbed Keplerian Motion , 2015 .

[9]  Mrinal Kumar,et al.  Numerical solution of high dimensional stationary Fokker-Planck equations via tensor decomposition and Chebyshev spectral differentiation , 2014, Comput. Math. Appl..

[10]  Daniel J. Scheeres,et al.  Object Correlation, Maneuver Detection, and Characterization Using Control-Distance Metrics , 2012 .

[11]  Carolin Frueh,et al.  Multiple-Object Space Surveillance Tracking Using Finite-Set Statistics , 2015 .

[12]  Jared M. Maruskin,et al.  Applications of Symplectic Topology to Orbit Uncertainty and Spacecraft Navigation , 2014 .

[13]  Roberto Armellin,et al.  High order transfer maps for perturbed Keplerian motion , 2015 .

[14]  Jared M. Maruskin,et al.  Fundamental limits on spacecraft orbit uncertainty and distribution propagation , 2006 .

[15]  James A. Cutts,et al.  Guidance, Navigation, and Control Technology Assessment for Future Planetary Science Missions , 2015 .

[16]  A. Morselli,et al.  A high order method for orbital conjunctions analysis: Sensitivity to initial uncertainties , 2014 .

[17]  David K. Geller,et al.  Linear Covariance Analysis for Powered Lunar Descent and Landing , 2009 .

[18]  A. T. Fuller,et al.  Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation† , 1969 .

[19]  J. Junkins,et al.  Optimal Estimation of Dynamic Systems , 2004 .

[20]  Mrinal Kumar,et al.  A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids , 2015, J. Comput. Phys..

[21]  G. Kerschen,et al.  Robust rendez-vous planning using the scenario approach and differential flatness , 2015 .

[22]  F. O. Hoffman,et al.  Propagation of uncertainty in risk assessments: the need to distinguish between uncertainty due to lack of knowledge and uncertainty due to variability. , 1994, Risk analysis : an official publication of the Society for Risk Analysis.

[23]  Aubrey B. Poore,et al.  Nonlinear Uncertainty Propagation in Orbital Elements and Transformation to Cartesian Space Without Loss of Realism , 2014 .

[24]  Ya-Zhong Luo,et al.  Robust Planning of Nonlinear Rendezvous with Uncertainty , 2017 .

[25]  Daniel J. Scheeres,et al.  Nonlinear Semi-Analytic Methods for Trajectory Estimation , 2007 .

[26]  Firdaus E. Udwadia,et al.  Methodology for Satellite Formation-Keeping in the Presence of System Uncertainties , 2014 .

[27]  Roberto Barrio,et al.  Uncertainty propagation or box propagation , 2011, Math. Comput. Model..

[28]  Manoranjan Majji,et al.  Analytic characterization of measurement uncertainty and initial orbit determination on orbital element representations , 2014 .

[29]  Michael E. Hough Closed-Form Nonlinear Covariance Prediction for Two-Body Orbits , 2014 .

[30]  S. Tanygin Efficient Covariance Interpolation Using Blending of Approximate Covariance Propagations , 2014 .

[31]  Matthew Ruschmann,et al.  Computing Collision Probability Using Linear Covariance and Unscented Transforms , 2013 .

[32]  G. Iaccarino,et al.  Non-intrusive low-rank separated approximation of high-dimensional stochastic models , 2012, 1210.1532.

[33]  F. Kenneth Chan,et al.  Spacecraft Collision Probability , 2008 .

[34]  D. Scheeres,et al.  Tractable Expressions for Nonlinearly Propagated Uncertainties , 2015 .

[35]  An-Min Zou,et al.  Robust Attitude Coordination Control for Spacecraft Formation Flying Under Actuator Failures , 2012 .

[36]  H.F. Durrant-Whyte,et al.  A new approach for filtering nonlinear systems , 1995, Proceedings of 1995 American Control Conference - ACC'95.

[37]  Dario Izzo,et al.  Effects of Orbital Parameter Uncertainties , 2005 .

[38]  Sang H. Park,et al.  Nonlinear trajectory navigation , 2007 .

[39]  Marcus J. Holzinger,et al.  Optimal Control Applications in Space Situational Awareness , 2011 .

[40]  Hua Wang,et al.  Quantitative Performance for Spacecraft Rendezvous Trajectory Safety , 2011 .

[41]  G. Karniadakis,et al.  An adaptive multi-element generalized polynomial chaos method for stochastic differential equations , 2005 .

[42]  Erwin Mooij,et al.  State propagation in an uncertain asteroid gravity field , 2013 .

[43]  Yifei Sun,et al.  Uncertainty propagation in orbital mechanics via tensor decomposition , 2016 .

[44]  John L. Junkins,et al.  Minimum model error estimation for poorly modeled dynamic systems , 1987 .

[45]  John L. Junkins,et al.  Non-Gaussian error propagation in orbital mechanics , 1996 .

[46]  Brandon A. Jones,et al.  Postmaneuver Collision Probability Estimation Using Sparse Polynomial Chaos Expansions , 2015 .

[47]  Prasenjit Sengupta,et al.  Second-order state transition for relative motion near perturbed, elliptic orbits , 2007 .

[48]  Y. Xiong,et al.  Trajectory Optimization under Uncertainty based on Polynomial Chaos Expansion , 2015 .

[49]  Marcus J. Holzinger,et al.  Control Cost and Mahalanobis Distance Binary Hypothesis Testing for Spacecraft Maneuver Detection , 2016 .

[50]  John L. Crassidis,et al.  Error-Covariance Analysis of the Total Least-Squares Problem , 2011 .

[51]  Max Gunzburger,et al.  A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data , 2014, SIAM/ASA J. Uncertain. Quantification.

[52]  D. Izzo Statistical Distribution of Keplerian Velocities , 2006 .

[53]  Roberto Armellin,et al.  High-order expansion of the solution of preliminary orbit determination problem , 2012 .

[54]  James D. Turner,et al.  A high order method for estimation of dynamic systems , 2008 .

[55]  Zhen Yang,et al.  Robust optimization of nonlinear impulsive rendezvous with uncertainty , 2014 .

[56]  Kyle J. DeMars,et al.  Collision Probability with Gaussian Mixture Orbit Uncertainty , 2014 .

[57]  David K. Geller,et al.  Event Triggers in Linear Covariance Analysis with Applications to Orbital Rendezvous , 2009 .

[58]  Ping Lu,et al.  Autonomous Trajectory Planning for Rendezvous and Proximity Operations by Conic Optimization , 2012 .

[59]  Brian J. German,et al.  Multidisciplinary Statistical Sensitivity Analysis Considering Both Aleatory and Epistemic Uncertainties , 2016 .

[60]  Suman Chakravorty,et al.  A homotopic approach to domain determination and solution refinement for the stationary Fokker–Planck equation , 2009 .

[61]  Kyle J. DeMars,et al.  Entropy-Based Approach for Uncertainty Propagation of Nonlinear Dynamical Systems , 2013 .

[62]  Shijie Xu,et al.  Stochastic Optimal Maneuver Strategies for Transfer Trajectories , 2014 .

[63]  Serhat Hosder,et al.  Uncertainty and Sensitivity Analysis for Reentry Flows with Inherent and Model-Form Uncertainties , 2012 .

[64]  Manoranjan Majji,et al.  Application of the transformation of variables technique for uncertainty mapping in nonlinear filtering , 2014 .

[65]  Gaëtan Kerschen,et al.  Probabilistic Assessment of Lifetime of Low-Earth-Orbit Spacecraft: Uncertainty Propagation and Sensitivity Analysis , 2015 .

[66]  Jin Zhang,et al.  Rendezvous-Phasing Errors Propagation Using Quasi-linearization Method , 2010 .

[67]  Robert A. LaFarge,et al.  Functional dependence of trajectory dispersion on initial condition errors , 1994 .

[68]  Edmondo Minisci,et al.  Analysis of the de-orbiting and re-entry of space objects with high area to mass ratio , 2016 .

[69]  Chris Sabol,et al.  Comparison of Covariance Based Track Association Approaches Using Simulated Radar Data , 2012 .

[70]  Jin Zhang,et al.  Error analysis for rendezvous phasing orbital control using design of experiments , 2012 .

[71]  David K. Geller,et al.  Linear Covariance Techniques for Orbital Rendezvous Analysis and Autonomous Onboard Mission Planning , 2005 .

[72]  A. Gelb,et al.  Direct Statistical Analysis of Nonlinear Systems: CADET , 1973 .

[74]  M. Berz,et al.  Asteroid close encounters characterization using differential algebra: the case of Apophis , 2010 .

[75]  T. Singh,et al.  Uncertainty Propagation for Nonlinear Dynamic Systems Using Gaussian Mixture Models , 2008 .

[76]  Wigbert Fehse,et al.  Automated Rendezvous and Docking of Spacecraft , 2003 .

[77]  Kyle J. DeMars,et al.  Orbit Determination Performance Improvements for High Area-to-Mass Ratio Space Object Tracking Using an Adaptive Gaussian Mixtures Estimation Algorithm , 2009 .

[78]  Benjamin F. Villac,et al.  Modified Picard Integrator for Spaceflight Mechanics , 2014 .

[79]  Dongbin Xiu,et al.  The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations , 2002, SIAM J. Sci. Comput..

[80]  Mrinal Kumar,et al.  Nonlinear Bayesian filtering based on Fokker-Planck equation and tensor decomposition , 2015, 2015 18th International Conference on Information Fusion (Fusion).

[81]  Jeffrey K. Uhlmann,et al.  Reduced sigma point filters for the propagation of means and covariances through nonlinear transformations , 2002, Proceedings of the 2002 American Control Conference (IEEE Cat. No.CH37301).

[82]  Michèle Lavagna,et al.  Nonlinear filtering methods for spacecraft navigation based on differential algebra , 2014 .

[83]  Puneet Singla,et al.  Conjugate Unscented Transformation-Based Approach for Accurate Conjunction Analysis , 2015 .

[84]  A Markov Chain Monte Carlo Particle Solution of the Initial Uncertainty Propagation Problem , 2012 .

[85]  T. Singh,et al.  Polynomial-chaos-based Bayesian approach for state and parameter estimations , 2013 .

[86]  Aubrey B. Poore,et al.  Gauss von Mises Distribution for Improved Uncertainty Realism in Space Situational Awareness , 2014, SIAM/ASA J. Uncertain. Quantification.

[87]  Alireza Doostan,et al.  Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies , 2014, J. Comput. Phys..

[88]  Gaëtan Kerschen,et al.  Probabilistic Assessment of the Lifetime of Low-Earth-Orbit Spacecraft: Uncertainty Characterization , 2015 .

[89]  Pini Gurfil Robust zero miss distance guidance for missiles with parametric uncertainties , 2001, Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148).

[90]  Salvatore Alfano,et al.  Curvilinear coordinate transformations for relative motion , 2014 .

[91]  Pini Gurfil,et al.  Nanosatellite Cluster Keeping Under Thrust Uncertainties , 2014 .

[92]  Fabio Nobile,et al.  A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data , 2008, SIAM J. Numer. Anal..

[93]  Martin Berz,et al.  High-Order Robust Guidance of Interplanetary Trajectories Based on Differential Algebra , 2008 .

[94]  Kyle J. DeMars Nonlinear orbit uncertainty prediction and rectification for space situational awareness , 2010 .

[95]  J. Junkins,et al.  Measurement Model Nonlinearity in Estimation of Dynamical Systems , 2012 .

[96]  D. Xiu Numerical Methods for Stochastic Computations: A Spectral Method Approach , 2010 .

[97]  Aubrey B. Poore,et al.  Orbit and uncertainty propagation: a comparison of Gauss–Legendre-, Dormand–Prince-, and Chebyshev–Picard-based approaches , 2014 .

[98]  Jack N. Boone Generalized covariance analysis for partially autonomous deep space missions , 1991 .

[99]  Michèle Lavagna,et al.  Nonlinear Mapping of Uncertainties in Celestial Mechanics , 2013 .

[100]  Jeffrey K. Uhlmann,et al.  Unscented filtering and nonlinear estimation , 2004, Proceedings of the IEEE.

[101]  B. Tapley,et al.  Statistical Orbit Determination , 2004 .

[102]  Martin Berz,et al.  High order optimal control of space trajectories with uncertain boundary conditions , 2014 .

[103]  Puneet Singla,et al.  Nonlinear uncertainty propagation for perturbed two-body orbits , 2014 .

[104]  Raktim Bhattacharya,et al.  Polynomial Chaos-Based Analysis of Probabilistic Uncertainty in Hypersonic Flight Dynamics , 2010 .

[105]  Nikolay Petrov,et al.  Usage of pre-flight data in short rendezvous mission of Soyuz-TMA spacecrafts , 2014 .

[106]  V. Coppola,et al.  Using Bent Ellipsoids to Represent Large Position Covariance in Orbit Propagation , 2015 .

[107]  A. Morselli,et al.  Rigorous computation of orbital conjunctions , 2012 .

[108]  Marcus J. Holzinger,et al.  Incorporating Uncertainty in Admissible Regions for Uncorrelated Detections , 2014 .

[109]  N. Wiener The Homogeneous Chaos , 1938 .

[110]  Alireza Doostan,et al.  Satellite collision probability estimation using polynomial chaos expansions , 2013 .

[111]  G. Porcelli,et al.  Two-Impulse Orbit Transfer Error Analysis via Covariance Matrixgel , 1980 .

[112]  Chris Sabol,et al.  Uncertain Lambert Problem , 2015 .

[113]  Suman Chakravorty,et al.  A semianalytic meshless approach to the transient Fokker–Planck equation , 2010 .

[114]  R. Armellin,et al.  A high order method for orbital conjunctions analysis: Monte Carlo collision probability computation , 2015 .

[115]  Maruthi R. Akella,et al.  Probability of Collision Between Space Objects , 2000 .

[116]  Puneet Singla,et al.  An Approach for Nonlinear Uncertainty Propagation: Application to Orbital Mechanics , 2009 .

[117]  Richard Linares,et al.  Spacecraft Uncertainty Propagation Using Gaussian Mixture Models and Polynomial Chaos Expansions , 2016 .

[118]  Kyle J. DeMars,et al.  Probabilistic Initial Orbit Determination Using Gaussian Mixture Models , 2013 .

[119]  Chris Sabol,et al.  Nonlinear effects in the correlation of tracks and covariance propagation , 2013 .

[120]  Claudio M. Rocco Sanseverino,et al.  Uncertainty propagation and sensitivity analysis in system reliability assessment via unscented transformation , 2014, Reliab. Eng. Syst. Saf..

[121]  Aubrey B. Poore,et al.  Adaptive Gaussian Sum Filters for Space Surveillance , 2011, IEEE Transactions on Automatic Control.

[122]  In-Kwan Park,et al.  Dynamical Realism and Uncertainty Propagation , 2015 .

[123]  Denis Arzelier,et al.  Robust Rendezvous Planning Under Maneuver Execution Errors , 2015 .

[124]  Daniel J. Scheeres,et al.  Analytical Nonlinear Propagation of Uncertainty in the Two-Body Problem , 2012 .

[125]  Stephen C. Bell,et al.  Conditional performance error covariance analyses for commercial Titan launch vehicles , 1989 .

[126]  Genshe Chen,et al.  A real-time orbit SATellites Uncertainty propagation and visualization system using graphics computing unit and multi-threading processing , 2015, 2015 IEEE/AIAA 34th Digital Avionics Systems Conference (DASC).

[127]  F. Landis Markley,et al.  Generalized Linear Covariance Analysis , 2009 .

[128]  Aubrey B. Poore,et al.  Gaussian Sum Filters for Space Surveillance: Theory and Simulations , 2011 .

[129]  J. Junkins,et al.  How Nonlinear is It? A Tutorial on Nonlinearity of Orbit and Attitude Dynamics , 2003 .

[130]  Hugh F. Durrant-Whyte,et al.  A new method for the nonlinear transformation of means and covariances in filters and estimators , 2000, IEEE Trans. Autom. Control..

[131]  Inseok Hwang,et al.  Analytical Uncertainty Propagation for Satellite Relative Motion Along Elliptic Orbits , 2016 .

[132]  Vivek Vittaldev,et al.  Space Object Collision Probability Using Multidirectional Gaussian Mixture Models , 2016 .

[133]  Chris Sabol,et al.  Covariance-based Uncorrelated Track Association , 2008 .

[134]  Arthur Gelb,et al.  Applied Optimal Estimation , 1974 .

[135]  Ying Xiong,et al.  Dynamic system uncertainty propagation using polynomial chaos , 2014 .

[136]  R. Park,et al.  Nonlinear Mapping of Gaussian Statistics: Theory and Applications to Spacecraft Trajectory Design , 2006 .

[137]  Jin Zhang,et al.  Survey of orbital dynamics and control of space rendezvous , 2014 .

[138]  Aubrey B. Poore,et al.  A comparative study of new non-linear uncertainty propagation methods for space surveillance , 2014, Defense + Security Symposium.

[139]  Nitin Arora,et al.  Parallel Computation of Trajectories Using Graphics Processing Units and Interpolated Gravity Models , 2015 .

[140]  Richard Vuduc,et al.  Fast sensitivity computations for trajectory optimization , 2010 .

[141]  D. Vallado Fundamentals of Astrodynamics and Applications , 1997 .

[142]  Russell P. Patera,et al.  Calculating Collision Probability for Arbitrary Space Vehicle Shapes via Numerical Quadrature , 2005 .

[143]  Paul Zarchan Complete Statistical Analysis of Nonlinear Missile Guidance Systems - SLAM , 1979 .

[144]  Riccardo Bevilacqua,et al.  Spacecraft Rendezvous by Differential Drag Under Uncertainties , 2016 .

[145]  Aubrey B. Poore,et al.  Implicit-Runge–Kutta-based methods for fast, precise, and scalable uncertainty propagation , 2015 .

[146]  A. Doostan,et al.  Nonlinear Propagation of Orbit Uncertainty Using Non-Intrusive Polynomial Chaos , 2013 .

[147]  P. W. Hawkes,et al.  Modern map methods in particle beam physics , 1999 .

[148]  Guo-Jin Tang,et al.  Optimal multi-objective linearized impulsive rendezvous under uncertainty , 2010 .

[149]  Peter S. Maybeck,et al.  Stochastic Models, Estimation And Control , 2012 .

[150]  R. Battin An introduction to the mathematics and methods of astrodynamics , 1987 .

[151]  Daniel J. Scheeres,et al.  Identifying and Estimating Mismodeled Dynamics via Optimal Control Policies and Distance Metrics , 2014 .

[152]  M. Berz,et al.  Propagation of large uncertainty sets in orbital dynamics by automatic domain splitting , 2015 .

[153]  Peter D. Scott,et al.  Adaptive Gaussian Sum Filter for Nonlinear Bayesian Estimation , 2011, IEEE Transactions on Automatic Control.

[154]  Mark L. Psiaki,et al.  Gaussian Sum Reapproximation for Use in a Nonlinear Filter , 2015 .

[155]  Ryu Funase,et al.  Robust-Optimal Trajectory Design against Disturbance for Solar Sailing Spacecraft , 2016 .

[156]  Oliver Montenbruck,et al.  Satellite Orbits: Models, Methods and Applications , 2000 .

[157]  Hui Xie,et al.  Simulation of covariance analysis describing equation technique (CADET) in missile hit probability calculation , 2010, 2010 Sixth International Conference on Natural Computation.

[158]  Brandon A. Jones,et al.  Reduced cost mission design using surrogate models , 2016 .