A time-efficient implementation of Extended Kalman Filter for sequential orbit determination and a case study for onboard application

Onboard orbit determination (OD) is often used in space missions, with which mission support can be partially accomplished autonomously, with less dependency on ground stations. In major Global Navigation Satellite Systems (GNSS), inter-satellite link is also an essential upgrade in the future generations. To serve for autonomous operation, sequential OD method is crucial to provide real-time or near real-time solutions. The Extended Kalman Filter (EKF) is an effective and convenient sequential estimator that is widely used in onboard application. The filter requires the solutions of state transition matrix (STM) and the process noise transition matrix, which are always obtained by numerical integration. However, numerically integrating the differential equations is a CPU intensive process and consumes a large portion of the time in EKF procedures. In this paper, we present an implementation that uses the analytical solutions of these transition matrices to replace the numerical calculations. This analytical implementation is demonstrated and verified using a fictitious constellation based on selected medium Earth orbit (MEO) and inclined Geosynchronous orbit (IGSO) satellites. We show that this implementation performs effectively and converges quickly, steadily and accurately in the presence of considerable errors in the initial values, measurements and force models. The filter is able to converge within 2–4 h of flight time in our simulation. The observation residual is consistent with simulated measurement error, which is about a few centimeters in our scenarios. Compared to results implemented with numerically integrated STM, the analytical implementation shows results with consistent accuracy, while it takes only about half the CPU time to filter a 10-day measurement series. The future possible extensions are also discussed to fit in various missions.