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Overbounding Risk for Quadratic Monitors With Arbitrary Noise Distributions | IEEE Journals & Magazine | IEEE Xplore

Overbounding Risk for Quadratic Monitors With Arbitrary Noise Distributions


Abstract:

This paper derives equations to bound missed-detection and false-alarm probabilities for a quadratic monitor subject to vector noise with an uncertain, non-Gaussian proba...Show More

Abstract:

This paper derives equations to bound missed-detection and false-alarm probabilities for a quadratic monitor subject to vector noise with an uncertain, non-Gaussian probability density function (PDF). The bounding equation offers utility for the verification of safety-of-life navigation systems, in terms of both robustness and computational efficiency. Robustness is achieved in that the noise PDF need not be known precisely, so long as the PDF can be appropriately bracketed. Computational efficiency is achieved by transforming non-Gaussian PDFs into a Gaussian form that contributes to fast, repeated evaluations across a great many fault scenarios.
Published in: IEEE Transactions on Aerospace and Electronic Systems ( Volume: 54, Issue: 4, August 2018)
Page(s): 1618 - 1627
Date of Publication: 25 January 2018

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