Title :
Estimating the number of sinusoids in additive white-noise
Author :
Fuchs, Jean-Jacques
Author_Institution :
IRISA/Université de Rennes I and GRECO CNRS Systèmes Adaptatifs, Campus de Beaulieu, Rennes Cedex, France
Abstract :
For a random process that can be modeled as a sum of real sinusoids in white noise, we address the problem of the estimation of the number of sinusoids. The test we propose uses the eigen-decomposition of the estimated autocorrelation matrix and is based on matrix perturbation analysis. The estimator is shown to resolve closely spaced sinusoids at quite low signal -to- noise ratios.
Keywords :
Autocorrelation; Eigenvalues and eigenfunctions; Frequency estimation; Matrix decomposition; Random processes; Signal resolution; Signal to noise ratio; Testing; Underwater acoustics; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
DOI :
10.1109/ICASSP.1987.1169582