A novel constrained skew-Gaussian filter and its application to maneuverable reentry vehicle tracking

The state of the system generally satisfies specific constraints imposed by material properties or physical laws, so the application of these constraints can improve the accuracy of state estimation. In this paper, a novel recursive filter referred as constrained high-degree cubature skew-Gaussian filter (CHCSGF) is proposed, which achieves soft-constrained state estimation by compressing the probability density of unconstrained states with constraint information. First, the probability density of the state under inequality soft constraints is modeled as a skew-Gaussian (SG) distribution, rather than truncated or single Gaussian distributions. Then, a recursive constrained SG filter is developed to handle inequality soft constraints in linear systems. Addressing nonlinear challenges, a 5th-degree spherical-radial cubature approximation method is presented to numerically calculate SG-weighted integrals for the nonlinear transformation of SG distribution. Finally, the CHCSGF algorithm is proposed using this method to tackle nonlinear filtering problems. The CHCSGF is applied to reentry trajectory tracking to improve estimation accuracy by dealing with heat flow, dynamic pressure and overload constraints during reentry flight. Simulation results demonstrate that the CHCSGF achieves higher estimation accuracy than unconstrained methods under nonlinear inequality soft constraints, and is robust to the constraints with a prior error. Compared to particle filter and moving horizon estimation, the computational complexity of CHCSGF is significantly reduced.