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Following the Curiosity landing I noticed that the possible landing site (the so-called 'landing footprint') was demarcated by an ellipse. Here is a picture of it:

Curiosity Landing Footprint

Now obviously such a footprint cannot be circular because atmospheric entry is at an angle. But is it as simple as that? Is the landing ellipse simply the cross section of the cone of possible trajectories a given spacecraft may assume after contact with the atmosphere with the (flattened) surface of the planet? Obviously that's an ellipse as a conic cross section (unless, I guess, things go horribly wrong and there are possible trajectories in which the spacecraft misses the planet and shoots into space.) Or is there more going on here?

(In writing this question, I realised that it's highly unlikely that 'more is going on' than what I've suggested above, but since I've taken the trouble to write it down I will post it nonetheless.)

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Locally, the surface of Mars is planar. You have a circular cone of uncertainty about the ship that is landing. Intersect this circular code with the plane at a (reasonable) angle, and, voila, you have an ellopse.

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    Yes, thanks, I appreciate your answer but that's exactly what I wrote in the question - I was asking whether there's anything more than that2012-08-07
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The errors are calculated in terms of in-track error and cross-track error, because some errors contribute differently in each direction. In-track tends to be larger, so is the major axis of the ellipse. For a 3 standard deviation error, you can have 3 sd along the track and none across, $\sqrt 6$ along the track and $\sqrt 3$ across or other combinations.