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Scientists think there may be dozens of undiscovered dwarf planets in the Solar system. What I find intriguing is that, we have been able to detect distant galaxies and clusters, locate supermassive black holes...but how is it that dwarf planets in our own solar system are going undetected?

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Dwarf planets are observed by the sunlight they reflect. Undiscovered dwarf planets at the outer boundaries of our solar system are simply fainter than the other things mentioned. If they can't be seen then they can't be discovered.

It is possible that they are just about bright enough to be seen but even then, in a single picture they are indistinguishable from the billions of other faint specks of light in the sky.

Finding faint, moving extremely faint objects in a series of pictures is a challenging observational project.

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    $\begingroup$ They're also moving extremely slowly. $\endgroup$
    – PM 2Ring
    Commented Jun 20, 2021 at 19:45
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    $\begingroup$ @PM2Ring but faster than stars and with a very big parallax. $\endgroup$
    – ProfRob
    Commented Jun 20, 2021 at 21:16
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    $\begingroup$ Also worth noting (though this wasn't part of the question) that the reason we can detect planets outside the solar system when we don't know about all the ones inside it is that those extra-solar planets are generally detected via either a wobble in the movement or transit of their parent stars, which obviously wouldn't apply for detecting things around our own star, since any wobble from such small, distant dwarf planets would be too small to be measurable, and they'd have to be between us and the Sun for a transit, and we'd definitely know about those. $\endgroup$ Commented Jun 21, 2021 at 14:30
  • $\begingroup$ @DarrelHoffman indeed, and there is a question about that somewhere in Astonomy SE. $\endgroup$
    – ProfRob
    Commented Jun 21, 2021 at 15:13
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    $\begingroup$ Also worth noting that Pluto, despite being discovered in the area where something was expected to be found to account for disturbances in the orbit of Uranus, was photographed at least 15 times between 1909 and 1930 without anyone noticing it. $\endgroup$
    – chepner
    Commented Jun 21, 2021 at 18:48
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All bright enough dwarf planets in the vicinity of the Sun have already been discovered, for all others only the Keck observatory in Hawaii is able to discover any. Once the Vera Rubin observatory goes into service, it will be able to recognize almost all (dwarf) planets beyond Eris through one double survey of a huge area of the sky.

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distant galaxies and clusters, locate supermassive black holes

Galaxies and clusters are very bright objects. That's intuitive: galaxies contain a lot of stars, each of which are roughly as luminous as our sun. Clusters consist of galaxies, so they are naturally even brighter. A faraway object that's very bright is naturally easier to detect than a close object that's very dark (try searching for something in a dark room).

Supermassive black holes are dark, but because they're supermassive, they produce measurable gravitational effects. Most of the time, we know a black exists because of what it does to nearby objects - for example if we observe a star orbiting something small that we cannot detect. In this case the key variable is the mass of the black hole; the larger its mass the easier it is to detect. Supermassive black holes are supermassive, so they are easy to detect. Conversely, there could be a primordial black hole in the Solar System, and we would struggle to detect it.

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    $\begingroup$ “Galaxies contain a lot of stars, each of which are roughly as luminous as our sun”... correct, but actually a lot of the brightness comes from a few much more luminous stars. (This only reinforces the point you were making.) — “Supermassive black holes are dark”... except they tend to have an accretion disk which is anything but dark. $\endgroup$ Commented Jun 22, 2021 at 11:39

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