Summary: The problems of global positioning system (GPS) and differential GPS (DGPS) integrity monitoring are addressed. Receiver-autonomous and station-based integrity monitoring algorithms are discussed. Integrity monitoring consists of two functions: detection of the fact that a satellite channel produced wrong data and isolation or identification of which satellite channel is malfunctioning. So-called snapshot and fixed size sample approaches to GPS channels integrity monitoring are widely known today. Unfortunately, the snapshot and fixed size sample approaches do not lead to an optimal solution. The goal is to develop a new optimal statistical approach to GPS/DGPS channels integrity monitoring, which has significant advantages over widely known but nonoptimal snapshot and fixed size sample algorithms.