An approach using extreme value theory (EVT) to generate conservative overbounds for measurement errors is assessed. In this approach, EVT is used to construct a model for tails of an unknown distribution. Results from a Monte Carlo simulation study are presented, which show that estimated tails are not necessarily conservative. The reasons for this lack of conservatism are described and discussed. A method for addressing this lack of conservatism is proposed and evaluated.
|Original language||English (US)|
|Number of pages||13|
|Journal||IEEE Transactions on Aerospace and Electronic Systems|
|State||Published - Jun 2017|
Bibliographical noteFunding Information:
This work was supported by the National Science Foundation under Grant NSF/CNS-1329390 entitled "CPS: Breakthrough: CollaborativeResearch: Managing Uncertainty in the Design of Safety-Critical Aviation Systems."
- extreme value theory (EVT)
- ground-based augmentation system (GBAS)