Sequential Wald Test Employing a Constrained Filter Bank: Application to Spacecraft Conjunctions

• Published in: Journal of optimization theory and applications Vol. 191; no. 2-3; pp. 440 - 458
• Main Authors: Carpenter, J. Russell, Markley, F. Landis
• Format: Journal Article
• Language: English
• Published: Goddard Space Flight Center Springer 01.12.2021; Springer US; Springer Nature B.V
• Subjects: Applications of Mathematics; Calculus of Variations and Optimal Control; Optimization; Constraints; Engineering; Filter banks; Hypotheses; Inequality; Kalman filters; Likelihood ratio; Mathematical And Computer Sciences (General); Mathematics; Mathematics and Statistics; Operations Research/Decision Theory; Optimization; Spacecraft; Spacecraft maneuvers; Theory of Computation; 70F99; 62M99; Constrained Kalman filtering; Spacecraft conjunction analysis; Decision theory; 62C99

A binary Wald sequential probability ratio test that uses the residuals of norm-inequality-constrained Kalman filters for its likelihood ratio may be employed for a class of compound hypothesis tests on non-stationary systems. The hypotheses concern an inequality constraint on the norm of some eleme...