Detection of the number of signals using predictive stochastic complexity

A new algorithm for the processing of signals by an array of sensors is proposed. The objective is to find the number and the directions of arrival (DOA) of signals impinging on a linear array. The predictive stochastic complexity criterion of Rissanen (1986) is used to select the best model order. To reduce the computational load, the algorithm operates with a suboptimal estimator while maintaining the consistency of the estimator. The proposed method is on-line and can be utilized in time-varying systems for target tracking. The method can be used for both correlated and uncorrelated signals