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Account for state covariance in measurement noise #337
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ChristopherRabotin
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331-measurement-update-and-residual-rejection-shall-account-for-each-participants-noise-level
Jul 14, 2024
Merged
Account for state covariance in measurement noise #337
ChristopherRabotin
merged 17 commits into
master
from
331-measurement-update-and-residual-rejection-shall-account-for-each-participants-noise-level
Jul 14, 2024
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Still needs test (WIP)
There is an issue whereby the measurement variance is not increased in between measurements in the OD process, but it does work in the simulator.
This is directly from the ODTK MathSpec Eq. 4.10
Visit the preview URL for this PR (updated for commit f5f7c11): https://nyx-rustdoc--pr337-331-measurement-upda-x1ahpgb6.web.app (expires Sun, 21 Jul 2024 20:40:59 GMT) 🔥 via Firebase Hosting GitHub Action 🌎 Sign: d8e2a55934352d850c15d11866c39eb2d2e029be |
It would be a bit of a pain to develop the whole assessment of the residuals, so I'm skipping this for now. |
Blocked on tokio-rs/bytes#722. |
ChristopherRabotin
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July 14, 2024 20:48
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Summary
This is an important set of changes for operational like OD.
Closes #331
TODOs
Architectural Changes
Stochastics
trait to define any noise modelingNew Features
Improvements
No change
Bug Fixes
No change
Testing and validation
The residual rejection test was thoroughly analyzed. Notably, the state errors are checked to be within the covariance bounds, i.e. ensure that the filter has not diverged even when almost all of the measurements are rejected. A super high SNC residual rejection test now checks that none of the residuals are rejected, because the state covariance is so high.
In both cases, a large initial state error is defined. No iteration is done, nor is there any BLSE (cf. #85) to improve the large initial state error.
Hyper inflated SNC test
Note: Don't do this in real-life, instead dramatically increase the tracker noise.
Standard SNC, large state deviation
Documentation
This PR does not primarily deal with documentation changes.