Title :
The MDL criterion for rank determination via effective singular values
Author :
Zarowski, Christopher J.
Author_Institution :
Dept. of Electr. Eng., Queen´´s Univ., Kingston, Ont., Canada
fDate :
6/1/1998 12:00:00 AM
Abstract :
Konstantinides and Yao (1988) have considered the problem of rank determination by use of effective singular values. In this correspondence, we show how to use the minimum description length criterion of Rissanen to provide an alternative means of estimating the index of the smallest nonzero singular value of a matrix when given estimates of the singular values
Keywords :
parameter estimation; signal processing; singular value decomposition; MDL criterion; effective singular values; estimation; minimum description length criterion; rank determination; smallest nonzero singular value; Acoustic noise; Band pass filters; Finite impulse response filter; Linear predictive coding; Signal processing; Signal to noise ratio; Speech analysis; Speech coding; Speech enhancement; Speech synthesis;
Journal_Title :
Signal Processing, IEEE Transactions on
