A Kernel Density Procedure for Validation of a Computer Model with Multimodal Output

Abstract

The AEGIS combat system is a system of systems (SoS) in which the systems and tactics for their use continually evolve. The Combat System Test Bed (CSTB) is a federation of computer simulation models (SMs) that represents the performance of the AEGIS SoS. Physical test events are conducted to assess how well the CSTB represents the performance of the evolving AEGIS SoS. Test event data, including time series, are compared to SMs’ output. In this paper, simulation is used to study the efficacy of statistical procedures, including one currently in use, to obtain statistical evidence that a model’s multimodal distribution does not include that of a time series observation.