MATLAB implementation of satellite positioning error overbounding by generalized Pareto distribution

In the satellite navigation community, error overbound has been implemented in the process of integrity monitoring. In this work, MATLAB programming is used to implement the overbounding of satellite positioning error CDF. Using a trajectory of reference, the horizontal position errors (HPE) are computed and its non-parametric distribution function is given by the empirical Cumulative Distribution Function (ECDF). According to the results, these errors have a heavy-tailed distribution. Since the ECDF of the HPE in urban environment is not Gaussian distributed, the ECDF is overbound with the CDF of the generalized Pareto distribution (GPD).