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
fDate :
10/1/1994 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on