Tracking of Low Earth Orbit Satellite Using

Cubature Quadrature Kalman Filter

Abhinoy Kumar Singh

Shovan Bhaumik

Department of Electrical Engineering,

Indian Institute of Technology Patna,
Bihar 800013, India,
Email: abhinoy@iitp.ac.in

Department of Electrical Engineering,

Indian Institute of Technology Patna,
Bihar 800013, India,
Email: shovan.bhaumik@iitp.ac.in

AbstractIn this paper, a Low earth orbit (LEO)

satellite is tracked using cubature quadrature Kalman
filter (CQKF), which is a generalized form of cubature
Kalman filter (CKF). In CQKF, the third degree spherical cubature rule is incorporated with arbitrary order
Gauss-Laguerre quadrature rule. Using these two rules,
intractable integrals appeared while solving the nonlinear filtering problem are approximated. The tracking
accuracy of CQKF for this problem is compared with
CKF and UKF. The simulation results are provided
which show that the accuracy is better for CQKF
compared to the UKF and CKF.
Index TermsNonlinear filtering, Low earth orbit
satellite, Third-degree spherical cubature rule, GaussLaguerre quadrature rule.

I. Introduction
The satellites used in communications are of three types
in practice, namely Low earth orbit (LEO), Medium earth
orbit (MEO) and Geostationary earth orbit (GEO). With
respect to any fixed point at earth, the LEO and MEO
satellites are moving while the GEO satellites are stationary. A particular satellite can cover only a part of total
earth area at a time. Hence, we need a number of satellites
to cover whole earth, so that continuous service can be
provided. The number of satellites used is proportional
to its altitude. Hence, the number of satellite required to
cover whole earth is highest for LEO and lowest for GEO.
As the LEO and MEO satellites are not stationary, the
relative position between any specific satellite and earth
or between different satellites itself changes with time.
Hence, the dynamic property of the satellites should must
be known. Consequently, we need to track the position and
velocity of the satellite at every moment.
The LEO satellites have several advantages over MEO
satellites like high bandwidth, small power requirement
to transmit the data, small delay in time between transmission and receiving of data etc. Subsequently, the LEO
satellites are preferred for most of the practical uses.
Hence, our work is concentrated around the LEO satellites.
The LEO satellites rotate in an orbit having altitude
in between 160 to 2000 kilometers with an orbital period
90 to 127 minutes depending on altitude. The altitude
of these satellites lies in thermosphere (80-500 km) or

exosphere (above 500 km) and hence faces atmospheric

drag due to the gases and other molecules present in these
layers. At the specified altitude, the acceleration due to
the gravity of the earth is almost equal to the same at the
surface of earth.
The dynamic behavior of the LEO satellites is nonlinear
in nature, hence we need a nonlinear filter to track its
trajectory. The nonlinear filters under Bayesian framework
have got most attention of the practitioners in last few
decades. The literature about the nonlinear filters under
Bayesian framework starts with the extended Kalman
filter (EKF) [1]. However, several limitations, including
smoothness requirement of function, lack of convergence
for highly nonlinear systems etc are associated with the
EKF. To remove these problems, several derivative free
methods like the unscented Kalman filter (UKF) [2], [3],
the central difference filter (CDF) [4], the Gauss-Hermite
filter (GHF) [5], [6], the cubature Kalman filter (CKF)[7]
etc. are developed by researchers. In all the above mentioned filters, the prior and the posterior probability density functions (pdf) are assumed as Gaussian and featured
with the mean and covariance which are approximated
with the help of deterministically chosen sample points
and their respective weights.
Among all the above mentioned filters, the CKF have
been first choice for the practitioners in recent years due
to its well reported accuracy at reasonable computational
cost. Very recently, Bhaumik and others introduced cubature quadrature Kalman filter (CQKF) [8], [9] which
is a well generalized form of CKF. In CQKF, the intractable integral appeared while performing the nonlinear
estimation are split into two parts, namely spherical and
radial integrals. The first is approximated with the help
of third-degree spherical cubature rule, while the other is
solved using Gauss-Laguerre quadrature rule of arbitrary
order. The CQKF turns down to CKF for first order
Gauss-Laguerre quadrature rule. Due to higher accuracy,
we chose CQKF for estimating the states of the LEO
satellites. The results are compared with UKF and CKF.

II. Filtering Under Bayesian Framework

Let us assume a nonlinear system for which the state

and measurement equations are:
xk+1 = f (xk ) + k

Observer
meridian
plane

Spacecraft

(1)


.
yk = (xk ) + vk

(2)

Observer
position

(3)
2) Update step: In this step, the posterior probability
density function is evaluated using Bayes rule,
p(xk |y1:k ) =

p(yk |xk )p(xk |y1:k1 )

,
p(yk |y1:k1 )

(4)

In the above equation, the normalizing constant

Z
p(yk |y1:k1 ) = p(yk |xk )p(xk |y1:k1 )dxk .
(5)



Equatorial
plane



In this equation, xk <n and yk <p are the state

vector and measurement respectively at some certain time
k, i.e. k = {0, 1, 2, 3, ..., N } , f (.) and (.) are nonlinear
functions. The process and measurement noises, k <n
and vk <p are uncorrelated and follows the Gaussian
distribution with zero mean and covariances Qk and Rk
respectively.
The filtering in Bayesian framework is performed in two
steps:
1) Prediction step: In this step, the prior probability
density function is evaluated by using ChapmanKolmogorov equation,
Z
p(xk |y1:k1 ) = p(xk |xk1 )p(xk1 |y1:k1 )dxk1 .

Fig. 1: Observation geometry of satellite from earth

A. Process Model
The process model includes the inertial position and
velocity components of satellite in I, J and K directions
respectively. Let us consider, the position components in
respective directions are x, y and z, then the process model
is X = [x, y, z, x,
y,
z]
T
Let us consider, re and rs are the position vectors of
earth and satellite respectively in inertial frame. Then, the
relative position vector between earth and satellite is r=rs es . If Me and ms are the masses of earth and satellite
respectively, then using the Newtons Law we get

The prior and posterior probability density functions are

assumed to be normally distributed.

ms rs =

GMe ms r
r2
r

(6)

and,

III. Problem formulation

Before proceeding to filtering, we need to formulate the
dynamic state space model of a LEO satellite. The inertial
coordinate system (I J K) is defined as shown in fig1 to locate the coordinates of the satellite. The origin of
this coordinate system is considered to be lying at the
center of earth while the observers location is on the
earth. Consequently, the magnitude of displacement vector
of observer from the origin of inertial frame will be equal to
the earth radius ER = 6378.1363km. To study the relative
motion between observer and satellite, an observers local
coordinate system, (u e n) is defined. This coordinate
system is originated at the position of observer. At this
point, it should must be noticed that the observer means
to the radar capturing signals from the satellite.

GMe ms r
(7)
r2
r
where G is the gravitational constant and r =
p
x2 + y 2 + z 2 is the magnitude of r provided x, y and
z are the position vectors in I, J and K directions.
The equations (6) and (7) can further be written as
Me re =

rs =

GMe r
r2 r

(8)

and,

Gms r
(9)
r2 r
Subtracting (9) from (8) and neglecting the mass of
satellite with respect to earth, we get
re =

r =

GMe r

= 3r
2
r r
r

(10)

where is the standard gravitational parameter defined as

= GMe . As the earth is centered at the origin of inertial
coordinate system (I J K), hence r can also represent
the inertial position vector of satellite i.e. r = [x, y, z]T .
The equation (10) holds true only if there is no external
force or noise (except the gravitational force) is acting on
the satellite. But, in actual there are several perturbations and noises are affecting the motion of the satellite
in earth environment. The most crucial perturbation is
atmospheric drag which appears due to the gases and
other molecules surrounding the satellite. In this paper,
we consider only atmospheric drag aD and some white
Gaussian noise v affecting the motion of satellite. Hence,
the motion can be described as

r = 3 r + aD + w.
(11)
r
The atmospheric drag can be given as
1 Cd A
d rel vrel
(12)
2 ms
where Cd is drag coefficient, A is cross-sectional area of
satellite, d is atmospheric density, vrel is relative velocity
between earth atmosphere and satellite and rel is the
magnitude of vrel .
1) Calculation of relative velocity: To calculate vrel , it is
assumed that the earth atmosphere rotates with the same
angular velocity as earth. Also, the earth is centered at
origin of inertial coordinate system, hence r can be used
to represent the inertial velocity vector of satellite. Under
these assumptions
aD =

vrel = r r

(13)

where is inertial angular velocity vector of earth given

as
= e [0 0 1]T
(14)
with e = 7.292115486 105 radians per second.
Note: As the acceleration is known the process model
can be derived from it.
B. Measurement Process
The measurement model includes the azimuthal and elevation angles of satellite in observers frame and distance
from the observer. Let us consider, = [u , e , n ]0 is
position vector of satellite in observers coordinate system,
then the measurement model can be represented as [10]
 
e
Az = tan1
+ vAz ,
n
!
u
1
p
El = tan
+ vEl ,
2e + 2n
p
and, |||| = 2u + 2e + 2n + v
where vAz , vEl and v are measurement noises considered
to be normally distributed.
The parameters of measurement model are observed by
radar (observer), which is considered to be lying at the

origin of observers coordinate system (u e n). Hence

by applying the coordinate transfer theorem, the range
vector in observers frame could be derived in terms of the
range vector in inertial frame. With this transformation
we get

u
cos() 0 sin()
e =

0
1
0
n
sin() 0 cos()

cos() sin() 0
x ER cos()cos()
sin() cos() 0 y ER cos()sin() ,
0
0
1
z ER sin()
where is latitude and is longitude angle of the observer.
IV. Cubature quadrature Kalman filter
A brief discussion about the cubature quadrature
Kalman filter (CQKF) is provided here, while for more
elaborated formulation readers are requested to read [8].
We are not describing the UKF in this paper because
now a days the algorithm is extensively used and easily
available in literature [11].
For estimating the states, we need to approximate
the integrals (3) and (4). Unavailability of closed form
solutions of the above mentioned integral forces us to
adopt several numerical integration techniques [12]. The
estimation accuracy is proportional to the accuracy of
approximation of the integrals and hence depends on the
numerical method adopted for approximation.
A. Cubature rule of integration
The intractable integral which arises while estimating
the nonlinear dynamic system is decomposed into the
surface integral and the radial integral. The third-degree
spherical cubature rule fulfill the purpose of approximating
the surface integral, while the arbitrary order GaussLaguerre quadrature rule fulfills the same purpose for the
radial integral.
Let us assume an arbitrary function f (X) i.e. X <n ,
then the integral
Z
T 1
1
f (X)e(1/2)(X) (X) dX
I(f ) = p
| | (2)n <n
(15)
can be decomposed to two integrals [8], [13] as given below
Z Z
2
1
I(f ) = p
[f (CrZ + )d(Z)] rn1 er /2 dr
n
(2) r=0 Un
(16)
where X = CrZ + with and = CC T denoting the
mean and covariance matrix, k Z k= 1 and Un stands for
the surface of unit hyper-sphere.
For calculating the integral given in equation (16), one
needs to calculate the integral
Z
f (CrZ + )d(Z)
(17)
Un

Let us consider a system with zero mean and unity

covariance, then the above integral can be further written
as
Z
f (rZ)d(Z)

(18)

Un

By utilizing third-degree spherical cubature rule, the

integral (18) is approximated as [7]

2n
2 n X
f (r[u]i )
f (rZ)ds(Z)
2n(n/2) i=1
Un

(19)

where [u]i (i = 1, 2, ..., 2n) are the points where a hypersphere with unity radius meets with the axes. It is also
called as cubature points. For a system with mean and
covariance = CC T , the cubature points are transformed
as (C[u]i + ).
B. Gauss-Laguerre quadrature rule
It states that the integral
Z
f () e d

(20)

=0

can be approximated with the help of quadrature points

and its weights. The quadrature points are the roots ( i0 )
of n0 order Chebyshev-Laguerre polynomial equation, (i0 )
given by [14]

V. Simulation results
In this section, the LEO satellite tracking problem
formulated in section-III is simulated using CQKF, CKF
and UKF. During simulation, the CQKF uses second order
Chebyshev Laguerre polynomial equation (n0 = 2) and the
tuning parameter kappa is fixed at 3 for UKF.
As the mass body is earth in our context, hence the
gravitational parameter () and atmospheric density (d )
are defined accordingly. For earth these parameters are
given as = 398600.4418 106 km3 sec2 and d =
1.2922kgm3 . For the satellite considered in this paper,
the drag coefficient Cd = .0022 and A/ms = 0.02 m2 kg 1 .
The observer position on earth could be defined with
latitude angle 10.749 and longitude angle 70.5983 .
The
process
and
measurement
noises
are
considered
to
be
normally
distributed
with
zero
mean
and
covariances
Q
=
diag([0 0 0 1017 (km/s)2 1017 (km/s)2 1017 (km/s)2 ])
and R = diag([0.0415 , 0.0415 0.07252 km2 ]) respectively.
The true initial state is considered as x = [rT0 r T0 ]T ,
where
r0 = [6949.6 1045.73 164.92] km
(25)
and, r 0 = [0.9 5.69 4.84] km/s
0 =
The filter is initialized with the initial estimate x
[rT0 r T0 ]T , where
r0 = [7252 1358.4 383.9] km
and, r 0 = [0.613 6 5.13] km/s

(26)

L
n0 ()

0
dn
e n0 +n e = 0
d

n0 

= (1) 

i0 =

n0 !( + n0 + 1)
2
i0 [L
n0 (i0 )]

(21)

(22)

Hence (20) can be evaluated as

Z

f () e

d

=0

n
X

i0 f (i0 )

(23)

i0 =1

C. Cubature quadrature rule

Both the cubature and the quadrature rule could be
combined together by substituting (19) and (23) into (16)
and the integral approximately becomes

2n X
n0
X

i0 f ( 2i0 [u]i ) .
(24)
I(f )
2n(n/2) i=1 0
i =1

For n0 order Gauss-Laguerre quadrature rule, the CQKF

uses 2nn0 number of sample points. Hence computation
burden have linear relation with dimension, which makes
the filter free from the curse of dimensionality problem.
As the order of Gauss-Laguerre quadrature rule increase,
estimation becomes more accurate.

and initial covariance P0|0 = diag([100km2 100km2

100km2 .01km2 /s2 .01km2 /s2 .01km2 /s2 ]).
As discussed in section-I, in real-life application several
radars are required to track the dynamic properties of
a LEO satellite. Each radar is tracking for a small time
interval only. Hence, looking at the reasonable track period
for a single radar, we track for 10 minutes considering a
sample period of 5 seconds.
To ensure the performance, the UKF, CKF and CQKF
are executed for 500 Monte Carlo runs. The comparison
of results are carried out with the root mean square error
(RMSE) evaluated along the steps. The RMSE of position
and velocity can be given as
v
u
M
u1 X
((xk x
k )2 +(yk yk )2 +(zk zk )2 )
RMSEpos (k)=t
M i=1
and,
v
u M
u1 X


k )2 +(y k yk )2 +(zk zk )2
RMSEvel (k)=t
(x k x
M i=1
The RMSE plots of position and velocity are shown in
fig-2 and fig-3. The differences of RMSEs starts appearing
after few seconds only for different filters. Hence the plots
are not shown from zero seconds. From the RMSE plots
it can be concluded that the accuracy of CQKF than the

UKF and CKF. As RMSE plots are scaled on kilometer

scale, hence even a slight reduction in RMSE results in
considerable improvement in accuracy.
9
UKF
CKF
CQKF

proper service, the location of the satellites are need to be

known, hence we need tracking.
In this paper, the cubature quadrature Kalman filter
(CQKF) is applied to track the dynamic properties of a
LEO satellite. The results are compared with UKF and
CKF in terms of the RMSE plotted over the steps. From
the RMSE plots it could be concluded that the CQKF
performs with better accuracy than the UKF and CKF.

RMSE of positio
position(km)

References

0.9
20

60

100

140

180

220

260

300

Time(sec)

Fig. 2: RMSE plot of position

0.01

UKF
CKF

RMSE of velocity ((km/sec)

CQKF

0.001

0.0001
40

80

120

160

200

240

280

Time(sec)

Fig. 3: RMSE plot of velocity

VI. Discussions and conclusions

The LEO satellites are moving with respect to any point
on earth. Due to this motion the relative position between
satellites varies. Consequently, the area covered by any
specific satellite also varies with time. So, in order to have

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