Iterated rational quadratic kernel - High-order unscented Kalman filtering algorithm for spacecraft tracking

The high-speed development of space defense technology demands a high state estimation capacity for spacecraft tracking methods. However, reentry flight is accompanied by complex flight environments, which brings to the uncertain, complex, and strongly coupled non-Gaussian detection noise. As a result, there are several intractable considerations on the problem of state estimation tasks corrupted by complex non-Gaussian outliers for non-linear dynamics systems in practical application. To address these issues, a new iterated rational quadratic (RQ) kernel high-order unscented Kalman filtering (IRQ-HUKF) algorithm via capturing the statistics to break through the limitations of the Gaussian assumption is proposed. Firstly, the characteristic analysis of the RQ kernel is investigated in detail, which is the first attempt to carry out an exploration of the heavy-tailed characteristic and the ability on capturing high-order moments of the RQ kernel. Subsequently, the RQ kernel method is first introduced into the UKF algorithm as an error optimization criterion, termed the iterated RQ kernel-UKF (RQ-UKF) algorithm by derived analytically, which not only retains the high-order moments propagation process but also enhances the approximation capacity in the non-Gaussian noise problem for its ability in capturing high-order moments and heavy-tailed characteristics. Meanwhile, to tackle the limitations of the Gaussian distribution assumption in the linearization process of the non-linear systems, the high-order Sigma Points (SP) as a subsidiary role in propagating the state high-order statistics is devised by the moments matching method to improve the RQ-UKF. Finally, to further improve the flexibility of the IRQ-HUKF algorithm in practical application, an adaptive kernel parameter is derived analytically grounded in the Kullback-Leibler divergence (KLD) method and parametric sensitivity analysis of the RQ kernel. The simulation results demonstrate that the novel IRQ-HUKF algorithm is more robust and outperforms the existing advanced UKF with respect to the kernel method in reentry vehicle tracking scenarios under various noise environments.