Title :
An estimator of the number of sources based on a sequence of hypothesis test
Author :
Xiao, Manlin ; Lu, Janqi ; Wei, Ping
Author_Institution :
Dept. of Electron., Univ. of Electron. Sci. & Technol. of China, Chengdu, China
Abstract :
Estimation of the number of sources embedded in noise is a fundamental problem in statistical signal and array processing. This paper focuses on a non-parametric tool to estimate the number of sources without any information about the signature matrix. We exploit the behavior of eigenvalues of the sample covariance matrix and propose a new estimator based on a sequence of hypothesis test. A series of simulations show its superiority compared to the classical estimators based on information theoretic criteria.
Keywords :
array signal processing; covariance matrices; eigenvalues and eigenfunctions; estimation theory; sequences; array signal processing; covariance matrix; eigenvalues; hypothesis test sequence; information theoretic criteria; signature matrix; source estimation; statistical signal; statistical signal processing; Arrays; Covariance matrix; Eigenvalues and eigenfunctions; Estimation; Signal processing algorithms; Signal to noise ratio; Estimator; Hypothesis Test; Non Parameterization; Number of sources; Random Matrix Theory;
Conference_Titel :
Computational Problem-Solving (ICCP), 2011 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4577-0602-8
Electronic_ISBN :
978-1-4577-0601-1
DOI :
10.1109/ICCPS.2011.6092299
