Title :
Counting the degrees of freedom when using AIC and MDL to detect signals
Author :
Williams, Douglas B.
Author_Institution :
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fDate :
11/1/1994 12:00:00 AM
Abstract :
In the well known paper by Wax and Kailath (1985), the AIC and MDL criteria for determining the number of signals in a multichannel time-series are presented. An essential element of these criteria is the number of degrees of freedom in the model. We propose a different number for the degrees of freedom and show that the resulting MDL criterion performs noticeably better than the previous criterion. We also show that the same criteria are appropriate for either real or complex data
Keywords :
information theory; signal detection; time series; AIC; MDL; complex data; degrees of freedom; information theory; multichannel time-series; real data; signal detection; Covariance matrix; Digital signal processing; Eigenvalues and eigenfunctions; Gaussian processes; Probability density function; Signal detection; Signal processing; Signal processing algorithms; Testing;
Journal_Title :
Signal Processing, IEEE Transactions on
