Gaussian Bounding for Multivariate Distributions with an Application to GNSS Integrity

Juan Blanch, Rebecca Wang, and Todd Walter

Peer Reviewed

Abstract: We describe a Gaussian overbounding concept for multivariate distributions. This overbounding concept results in a practical criterion to determine whether a given multivariate Gaussian overbounds a multivariate distribution. The sufficiency of this criterion is demonstrated mathematically. As an example, we show how this concept can be used to determine temporal error models for GNSS clock and ephemeris errors.
Published in: Proceedings of the 2025 International Technical Meeting of The Institute of Navigation
January 27 - 30, 2025
Hyatt Regency Long Beach
Long Beach, California
Pages: 243 - 252
Cite this article: Blanch, Juan, Wang, Rebecca, Walter, Todd, "Gaussian Bounding for Multivariate Distributions with an Application to GNSS Integrity," Proceedings of the 2025 International Technical Meeting of The Institute of Navigation, Long Beach, California, January 2025, pp. 243-252. https://doi.org/10.33012/2025.19983
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