Title :
A lower confidence limit for the number of signals
Author :
Chen, Pinyuen ; Wicks, Michael C.
Author_Institution :
Radar Signal Process. Branch, Air Force Res. Lab., Rome, NY, USA
Abstract :
We propose a multi-step procedure for constructing a lower confidence limit for the number of signals present. We derive the probability of a correct estimation, P(CE), and the least favorable configuration (LFC) for our procedure. Under LFC, the P(CE) attains its minimum over the parameter space of all eigenvalues. Therefore a minimum sample size can be determined in order to implement our procedure with a guaranteed probability requirement.
Keywords :
covariance matrices; eigenvalues and eigenfunctions; estimation theory; probability; radar detection; radar signal processing; statistical analysis; correct estimation probability; covariance matrix; eigenvalues; least favorable configuration; lower confidence limit; radar data; radar signal processing; statistical ranking theory; statistical selection theory; Airborne radar; Analysis of variance; Covariance matrix; Eigenvalues and eigenfunctions; Laboratories; Principal component analysis; Probability; Radar signal processing; Sections; Signal processing;
Conference_Titel :
Radar Conference, 2002. Proceedings of the IEEE
Print_ISBN :
0-7803-7357-X
DOI :
10.1109/NRC.2002.999744
