Paper ID: 2405.10049

Distribution of Test Statistic for Euclidean Distance Matrices

Dawson Beatty

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.

Submitted: May 16, 2024