Distribution of Test Statistic for Euclidean Distance Matrices
Robotics
2024-05-17 v1 Statistics Theory
Statistics Theory
Abstract
Methods for global navigation satellite system fault detection using Euclidean Distance Matrices have been presented recently in the literature. Published methods define a test statistic in terms of eigenvalues of a certain matrix, but the distribution of the test statistic was not known, which presented a barrier to practical implementation. This document was a personal correspondence from Beatty to Derek Knowles. It includes a brief derivation of the distribution of the test statistic and a representative case showing that the theoretical distribution closely matches a simulated empirical distribution.
Cite
@article{arxiv.2405.10049,
title = {Distribution of Test Statistic for Euclidean Distance Matrices},
author = {Dawson Beatty},
journal= {arXiv preprint arXiv:2405.10049},
year = {2024}
}