Title :
On the use of order statistics for improved detection of signals by the MDL criterion
Author :
Fishler, Eran ; Messer, Hagit
Author_Institution :
Dept. of Electr. Eng.-Syst., Tel Aviv Univ., Israel
fDate :
8/1/2000 12:00:00 AM
Abstract :
The minimum description length (MDL) criterion for model selection has been successfully applied to the problem of estimating the number of sources in noise. We show that by employing an order statistics approach in the existing solution, a new processor with uniformly improved performance is constructed at the cost of greater complexity. We prove that the resulting MDL-based processor is consistent. Results of simulations of practical scenarios of interest demonstrate how significant the performance improvement can be
Keywords :
digital simulation; minimisation; noise; signal detection; statistical analysis; MDL criterion; MDL-based processor; complexity; minimum description length; model selection; noise; order statistics; performance; signal detection; simulation results; source estimation; Costs; Covariance matrix; Eigenvalues and eigenfunctions; Maximum likelihood estimation; Noise level; Sequential analysis; Signal detection; Signal processing; Statistical distributions; Statistics;
Journal_Title :
Signal Processing, IEEE Transactions on