Title :
Determination of the dimension of a signal subspace
Author :
Shah, Abhijit A. ; Tufts, Donald W.
Author_Institution :
Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
Abstract :
A nested sequence of constant false alarm rate (CFAR) hypothesis tests is presented for rank determination. The procedure is based on the interpretation of sum of squares of singular values as energy in a particular subspace. The CFAR thresholds are set up based on distributions derived from matrix perturbation ideas. Expressions for probability of overestimation and underestimation are presented
Keywords :
estimation theory; matrix algebra; nonparametric statistics; perturbation techniques; probability; signal processing; CFAR; CFAR thresholds; constant false alarm rate; distributions; energy; hypothesis tests; matrix perturbation; model order determination; nonparametric method; overestimation probability; rank determination; signal processing; signal subspace; singular values; sum of squares; underestimation probability; Communication cables; Contracts; Covariance matrix; Error correction; Laboratories; Matrix decomposition; Probability; Sequential analysis; Signal processing; Testing;
Conference_Titel :
Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-4120-7
DOI :
10.1109/ACSSC.1993.342405
