Measurement fault detection

1. A method of fault detection, comprising:

recording in a memory, a plurality of measurements of a plurality of received carrier signals, each measurement having an associated measurement time;

sorting the plurality of measurements in the memory, wherein the sort of the plurality of measurements is performed in order of increasing fault probability, wherein the fault probability is determined based on parameters of the received carrier signals;

propagating a state matrix and a covariance matrix forward from the first time to a time of the measurement having a highest fault probability;

processing the measurement having the highest fault probability first, wherein processing comprises:

updating the state matrix and the covariance matrix at a time of the measurement having the highest fault probability; and

propagating the state matrix and the covariance matrix backwards in time to a time of a measurement with a next highest fault probability;

continuing processing until all measurements have been processed; and

propagating the state matrix and the covariance matrix forward from a last measurement time to a reporting time.

2. The method of claim 1 applied to a Global Positioning System (GPS) receiver wherein the memory is a memory device in the GPS receiver.

3. The method of claim 2 , wherein the propagating the state matrix and covariance matrix backwards in time further comprises subtracting a process noise matrix from a state error covariance matrix.

4. The method of claim 3 , wherein the measurements are non-simultaneous.

5. The method of claim 1 , wherein the fault probability is determined by a carrier power to noise power ratio.

6. The method of claim 1 , wherein the fault probability is determined by a number and magnitude of carrier tracking errors.