State Uncertainty Normality Detection Introducing an Unscented Transform-Based Test

Two fundamentally different approaches of determining normality of the probability density function of the state estimation error are compared by application to a range of test cases. The first method is the Henze-Zirkler test, which operates on a random particle sample. The variability of its result is quantified. Using this method, departure from normality has been found to occur in three stages which are detailed. The second test compares the offset in whitened space of the predicted state to the predicted covariance mean obtained from the unscented transform. This test is much more efficient than the random particle based approach and can be applied using any perturbations model. The comparison is performed on the state estimation error in Cartesian space and using two-body motion without process noise. The more efficient, unscented transform based approach shows excellent agreement with the Henze-Zirkler test for constructed test cases. Application to orbit determination results from passive optical observations assessed with a Batch-Least-Squares orbit determination however reveals some discrepancies which have yet to be understood and underline the importance of rigorous testing.