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
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