Error bounds of continuous Kalman filters and the application to orbit determination problems

The effect of errors due to incorrect a priori information on initial states as well as on noise models in continuous Kalman-Bucy filters has been investigated in this paper. A conservative design criterion has been established, and a convenient formula for computing error bounds has been derived which will allow parametric studies of the error effect. The results are applied to typical orbit determination problems of the spacecraft subject to random acceleration having noise contaminated Doppler or range data.