DocumentCode
1111329
Title
Remarks on certain criteria for detection of number of signals
Author
Zhao, Lin-Cheng ; Krishnaiah, P. ; Bai, Zhi-Dong
Author_Institution
University of Pittsburgh, Pittsburgh, PA
Volume
35
Issue
2
fYear
1987
fDate
2/1/1987 12:00:00 AM
Firstpage
129
Lastpage
132
Abstract
In this paper, we derive the asymptotic distribution of the logarithm of the likelihood ratio statistic for testing the hypothesis that the number of signals is equal to q against the alternative that it is equal to k (specified) for a special case. This distribution is not chi-square. The above statistic also rises in studying consistency property of the MDL criterion and AIC for detection of the number of signals.
Keywords
Acoustics; Covariance matrix; Eigenvalues and eigenfunctions; Signal detection; Signal processing; Statistical analysis; Statistical distributions; Testing; Vectors; White noise;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1987.1165109
Filename
1165109
Link To Document