nyx-space / nyx

Nyx is a high fidelity, fast, reliable and validated astrodynamics toolkit library written in Rust and available in Python
https://nyxspace.com
GNU Affero General Public License v3.0
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Estimation of the measurement noise - adaptive Kalman filter #332

Open ChristopherRabotin opened 4 months ago

ChristopherRabotin commented 4 months ago

High level description

Issue #326 will support estimation of the ground station biases. Although important, it's possible that one may increase the measurement noise quite high in order to accommodate for unmodeled dynamics as a temporary solution, and manually tune the filter.

The purpose of this ticket is to implement a measurement noise variance estimator using any N consecutive measurements from a given OD participant. Equation 2.13 in this paper shows that the measurement noise should have a mean of zero, and therefore it is possible to use any number of previous estimates to compute a more appropriate measurement noise.

Requirements

Test plans

Design

The simplest approach here is probably to run this estimator post facto and recommend that the OD analyst use the results for tuning the filter for the next pass. In the best of all worlds, the function would return not just the optimal noise level for each measurement, but also a supported set up of the model for each ground station, e.g. by defining the whole Gauss Markov process that best matches the data.