Advanced Numerical Integration Techniques for HighFidelity SDE Spacecraft Simulation

  Classic numerical integration techniques, such as the ones at the heart of several NASA GSFC analysis tools, are known to work well for deterministic differential equations but have surprisingly poor performance at preserving the statistical properties when integrating stochastic differential equations (SDEs).  Preliminary study has shown that these inaccuracies can lead to gross underestimation of navigation filter performance that can lead to procurement of sensing hardware that is more accurate and more expensive than needed.  We propose to study the performance of numerical integrators commonly used in NASA GSFC's dynamics analysis divisions when integrating SDEs and compare their performance with SDE numerical integrators.

Study the performance of numerical integrators for flight dynamics analysis