DocumentCode
1180621
Title
Randomized penalty in detection of the number of signals
Author
Wu, Yuehua ; Tam, Kwok-Wai
Author_Institution
Dept. of Math. & Stat., York Univ., Toronto, Ont., Canada
Volume
42
Issue
10
fYear
1994
fDate
10/1/1994 12:00:00 AM
Firstpage
2692
Lastpage
2696
Abstract
For the information theoretic criterion methods of detecting the number of signals, a penalty function which is of fixed form has been utilized. A new penalty, depending on samples, is introduced. It is shown that it gives a strongly consistent estimate of the number of signals. Simulation results show that for small samples, it performs well as compared with others, such as the Hannan criterion
Keywords
parameter estimation; signal detection; information theoretic criterion methods; penalty function; samples; signal number estimates; Additive noise; Art; Colored noise; Covariance matrix; Eigenvalues and eigenfunctions; Mathematics; Signal detection; Signal processing; Signal processing algorithms; Statistics;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.324734
Filename
324734
Link To Document