• DocumentCode
    3015261
  • 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
  • Volume
    12
  • fYear
    1987
  • fDate
    31868
  • Firstpage
    1296
  • Lastpage
    1299
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1987.1169582
  • Filename
    1169582