Title: Robust Chi-Square Monitor Performance with Noise Covariance of Unknown Aspect-Ratio
Author(s): Jason Rife
Published in: Proceedings of the 29th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2016)
September 12 - 16, 2016
Oregon Convention Center
Portland, Oregon
Pages: 1780 - 1792
Cite this article: Rife, Jason, "Robust Chi-Square Monitor Performance with Noise Covariance of Unknown Aspect-Ratio," Proceedings of the 29th International Technical Meeting of The Satellite Division of the Institute of Navigation (ION GNSS+ 2016), Portland, Oregon, September 2016, pp. 1780-1792.
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Abstract: This paper identifies a bound for the worst-case (largest) missed-detection and false-alarm probabilities for a chisquare 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 (ratio of maximum to minimum eigenvalue) for the covariance matrix of the imperfectly decorrelated signal. An application to signal deformation monitoring (SDM) for the global positioning system (GPS) indicates that the new bound is both tight and relatively inexpensive to compute.