GPS FOM Chimney Analysis using Generalized Extreme Value Distribution

Many a time an objective of a statistical analysis is to estimate a limit value like 3-sigma 95% confidence upper limit from a data sample. The generalized Extreme Value Distribution method can be profitably employed in many situations for such an estimate. . .. It is well known that according to the Central Limit theorem the mean value of a large data set is normally distributed irrespective of the distribution of the data from which the mean value is derived. In a somewhat similar fashion it is observed that many times the extreme value of a data set has a distribution that can be formulated with a Generalized Distribution. In space shuttle entry with 3-string GPS navigation the Figure Of Merit (FOM) value gives a measure of GPS navigated state accuracy. A GPS navigated state with FOM of 6 or higher is deemed unacceptable and is said to form a FOM 6 or higher chimney. A FOM chimney is a period of time during which the FOM value stays higher than 5. A longer period of FOM of value 6 or higher causes navigated state to accumulate more error for a lack of state update. For an acceptable landing it is imperative that the state error remains low and hence at low altitude during entry GPS data of FOM greater than 5 must not last more than 138 seconds. I To test the GPS performAnce many entry test cases were simulated at the Avionics Development Laboratory. Only high value FoM chimneys are consequential. The extreme value statistical technique is applied to analyze high value FOM chimneys. The Maximum likelihood method is used to determine parameters that characterize the GEV distribution, and then the limit value statistics are estimated.