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 :
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