Unscented and Higher-Order Linear Covariance Fidelity Checks and Measures of Non-Gaussianity
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866914223325446144 |
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| author | Kulik, Jackson Hastings, Braden LeGrand, Keith A. |
| author_facet | Kulik, Jackson Hastings, Braden LeGrand, Keith A. |
| contents | Linear covariance (LinCov) techniques have gained widespread traction in the modeling of uncertainty, including in the preliminary study of spacecraft navigation performance. While LinCov methods offer improved computational efficiency compared to Monte Carlo based uncertainty analysis, they inherently rely on linearization approximations. Understanding the fidelity of these approximations and identifying when they are deficient is critically important for spacecraft navigation and mission planning, especially when dealing with highly nonlinear systems and large state uncertainties. This work presents a number of computational techniques for assessing linear covariance performance. These new LinCov fidelity measures are formulated using higher-order statistics, constrained optimization, and the unscented transform. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_23152 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Unscented and Higher-Order Linear Covariance Fidelity Checks and Measures of Non-Gaussianity Kulik, Jackson Hastings, Braden LeGrand, Keith A. Signal Processing Probability 62M20 Linear covariance (LinCov) techniques have gained widespread traction in the modeling of uncertainty, including in the preliminary study of spacecraft navigation performance. While LinCov methods offer improved computational efficiency compared to Monte Carlo based uncertainty analysis, they inherently rely on linearization approximations. Understanding the fidelity of these approximations and identifying when they are deficient is critically important for spacecraft navigation and mission planning, especially when dealing with highly nonlinear systems and large state uncertainties. This work presents a number of computational techniques for assessing linear covariance performance. These new LinCov fidelity measures are formulated using higher-order statistics, constrained optimization, and the unscented transform. |
| title | Unscented and Higher-Order Linear Covariance Fidelity Checks and Measures of Non-Gaussianity |
| topic | Signal Processing Probability 62M20 |
| url | https://arxiv.org/abs/2512.23152 |