Abstract
The nonlinear filtering problem plays an important role in various space-related applications and especially in orbit determination and navigation problems. Differential algebraic (DA) techniques are here proposed as a valuable tool to implement the higher-order numerical and analytic extended Kalman filters. Working in the DA framework allows us to consistently reduce the required computational effort without losing accuracy. The performance of the proposed filters is assessed on different orbit determination problems with realistic orbit uncertainties. The case of nonlinear measurements is also considered. Numerical simulations show the good performance of the filter in case of both complex dynamics and highly nonlinear measurement problems.