diff --git a/src/tests/CMakeLists.txt b/src/tests/CMakeLists.txt
index 54b3ac685..359f9d9fb 100644
--- a/src/tests/CMakeLists.txt
+++ b/src/tests/CMakeLists.txt
@@ -659,7 +659,8 @@ endif(NOT ${GTEST_DIR_LOCAL})
add_executable(trk_test ${CMAKE_CURRENT_SOURCE_DIR}/single_test_main.cc
${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/galileo_e1_dll_pll_veml_tracking_test.cc
${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/tracking_loop_filter_test.cc
- ${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/cpu_multicorrelator_real_codes_test.cc )
+ ${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/cpu_multicorrelator_real_codes_test.cc
+ ${CMAKE_CURRENT_SOURCE_DIR}/unit-tests/signal-processing-blocks/tracking/bayesian_estimation_test.cc )
target_link_libraries(trk_test ${Boost_LIBRARIES}
${GFlags_LIBS}
diff --git a/src/tests/unit-tests/signal-processing-blocks/tracking/bayesian_estimation_test.cc b/src/tests/unit-tests/signal-processing-blocks/tracking/bayesian_estimation_test.cc
new file mode 100644
index 000000000..b9f9c9356
--- /dev/null
+++ b/src/tests/unit-tests/signal-processing-blocks/tracking/bayesian_estimation_test.cc
@@ -0,0 +1,80 @@
+/*!
+ * \file bayesian_estimation_positivity_test.cc
+ * \brief This file implements timing tests for the Bayesian covariance estimator
+ * \author Gerald LaMountain, 20168. gerald(at)ece.neu.edu
+ *
+ *
+ * -------------------------------------------------------------------------
+ *
+ * Copyright (C) 2010-2018 (see AUTHORS file for a list of contributors)
+ *
+ * GNSS-SDR is a software defined Global Navigation
+ * Satellite Systems receiver
+ *
+ * This file is part of GNSS-SDR.
+ *
+ * GNSS-SDR is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * GNSS-SDR is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with GNSS-SDR. If not, see .
+ *
+ * -------------------------------------------------------------------------
+ */
+
+#include
+#include
+#include
+#include
+#include
+#include
+#include
+#include
+#include
+#include "bayesian_estimation.h"
+
+#define BAYESIAN_TEST_N_TRIALS 100
+#define BAYESIAN_TEST_ITER 10000
+
+TEST(BayesianEstimationPositivityTest, BayesianPositivityTest)
+{
+ Bayesian_estimator bayes;
+ std::chrono::time_point start, end;
+ std::chrono::duration elapsed_seconds(0);
+
+ arma::vec bayes_mu = arma::zeros(1, 1);
+ int bayes_nu = 0;
+ int bayes_kappa = 0;
+ arma::mat bayes_Psi = arma::ones(1, 1);
+
+ arma::vec input = arma::zeros(1, 1);
+ arma::mat output = arma::ones(1, 1);
+
+ //--- Perform initializations ------------------------------
+
+ std::random_device r;
+ std::default_random_engine e1(r());
+ std::normal_distribution normal_dist(0, 5);
+
+ for (int k = 0; k < BAYESIAN_TEST_N_TRIALS; k++)
+ {
+ bayes.init(bayes_mu, bayes_kappa, bayes_nu, bayes_Psi);
+
+
+ for (int n = 0; n < BAYESIAN_TEST_ITER; n++)
+ {
+ input(0) = (double)(normal_dist(e1));
+ bayes.update_sequential(input);
+
+ output = bayes.get_Psi_est();
+ ASSERT_EQ(output(0) > 0, true);
+ }
+ }
+}