Robust Chi-square Monitor Performance with Noise Covariance of Unknown Aspect Ratio

Jason H. Rife

Peer Reviewed

Abstract: This paper identifies a bound for the worst-case (largest) missed-detection and false-alarm probabilities for a chi-square monitor in which the input signal vector cannot be perfectly decorrelated. A new method for bounding monitor missed-detection performance is introduced that leverages the aspect ratio (aka, condition number) for the covariance matrix of the imperfectly decorrelated signal. An application to signal deformation monitoring for the global positioning system indicates that the new bound is both tight and relatively inexpensive to compute.
Published in: NAVIGATION: Journal of the Institute of Navigation, Volume 64, Number 3
Pages: 377 - 389
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