Title :
SVD based information theoretic criteria for detection of the number of sinusoids
Author :
Biradar, L. ; Reddy, V.
Author_Institution :
Dept. of Electr. Commun. Eng., India Inst. of Sci., Bangalore, India
Abstract :
Following the information theoretic approach to model selection, criteria for detecting the number of sinusoids are developed. The criteria are well matched to singular-value-decomposition (SVD-) based methods of spectral estimation in that the additional computations required over and above those needed for the SVD calculation are marginal. The detection performance of these criteria is compared with that of the J.J Fuchs (1988) method. The results show that the minimum description length (MDL)-based criterion, developed in the paper, and the Fuchs method perform similarly. However, the latter method involves substantially more computations than the former
Keywords :
information theory; parameter estimation; signal detection; SVD calculation; information theoretic approach; minimum description length; model selection; singular-value-decomposition; sinusoids detection; spectral estimation; Covariance matrix; Density functional theory; Difference equations; Eigenvalues and eigenfunctions; Frequency; Gaussian processes; Matrix decomposition; Random processes;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location :
Albuquerque, NM
DOI :
10.1109/ICASSP.1990.116112
