• DocumentCode
    3006706
  • Title

    Estimating the number of signals by chi-square statistics

  • Author

    Li, Chia-chang

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Syracuse Univ., NY, USA
  • fYear
    1988
  • fDate
    11-14 Apr 1988
  • Firstpage
    2336
  • Abstract
    An examination is made of the use of hypothesis testing on the problem of estimating the number of signals. The asymptotic distribution of the likelihood ratio test (LRT) statistics is derived for when the underlying distribution of the observation vectors is complex multivariate normal. An algorithm is proposed using the P-value (observed significance level) of the LRT. This algorithm does not need a subjective threshold selection as required by the traditional hypothesis testing approach. Results of computer simulation are included to demonstrate the capability of this algorithm
  • Keywords
    parameter estimation; signal detection; signal processing; statistical analysis; asymptotic distribution; chi-square statistics; hypothesis testing; likelihood ratio test; number of signals estimation; observed significance level; Additive noise; Computer simulation; Eigenvalues and eigenfunctions; Frequency estimation; Light rail systems; Sensor arrays; Statistical analysis; Statistical distributions; Statistics; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
  • Conference_Location
    New York, NY
  • ISSN
    1520-6149
  • Type

    conf

  • DOI
    10.1109/ICASSP.1988.197107
  • Filename
    197107