Estimate fusion for lunar rendezvous

Abstract

The new derivation presented for an algorithm that fuses two Kalman filter outputs clearly demonstrates the combination of estimates to be capable of 'optimally' minimizing the trace of the fused covariance matrix. The method also furnishes an estimate whose error ellipses are contained within the intersection of the error ellipses from each filter. The 'reinitialized Kalman filter' obtained by these means is applied to the problem of lunar rendezvous.