We present several different methods for generating realistic predictive covariance, including Monte-Carlo simulations and more direct linear methods which require the addition of process noise. The Monte-Carlo simulation starts with an epoch uncertainty sample basis and propagates each trial to a time of interest in the future. The variance-covariance of the state elements as well as other higher order sample statistics can be readily computed from the propagated sample. While this method preserves the nonlinear effects on the propagated uncertainty, it is computationally intensive as a statistically significant sample size must be considered in the propagation process. Moreover, if the epoch covariance is optimistic, this can result in an underestimation of the prediction error. Another method is to propagate a state sensitivity matrix simultaneously with the satellite state, which allows the epoch covariances to be propagated forward in a linear fashion. This method does not preserve the non-linearity of the satellite state uncertainty but is much less computationally intensive. The propagated state covariance is the scaled to represent the realistic level of GPM state uncertainty via a "e-tuning process." The tuning process generates an inflation factor based on the observed error statistics of the predictive satellite trajectories when compared to the definitive ones. Difference tuning strategies are considered and compared via Goodness-of-Fit method testing for the Gaussian properties of the scaled covariance.
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