• DocumentCode
    3633080
  • Title

    A Bayesian model order determination rule for harmonic signals

  • Author

    P.M. Djuric

  • Author_Institution
    Dept. of Electr. Eng., State Univ. of New York, Stony Brook, NY, USA
  • Volume
    3
  • fYear
    1995
  • Firstpage
    2273
  • Abstract
    The model order selection in signal processing problems has often been addressed by employing the Akaike information criterion (AIC) and the minimum description length principle (MDL). The popularity of these criteria partly stems from the intrinsically simple means by which they can be implemented. They can, however, produce misleading results if they are indiscriminately utilized. A case in point is the problem of model order selection of sinusoidal signals embedded in Gaussian noise. Following the Bayesian methodology, for these signals we derive a model order selection criterion whose general form is similar to the AIC and MDL. It contains both, the log-likelihood and the penalty terms, the latter of which is modified and more appropriate for the selection of sinusoidal-signals. Simulation results are provided, and they disclose remarkable improvement in our selection rule over the MDL and AIC.
  • Keywords
    "Bayesian methods","Signal processing","Gaussian noise","Maximum likelihood estimation","Internet","Control theory","Econometrics","Psychometric testing","Statistical analysis","Parameter estimation"
  • Publisher
    ieee
  • Conference_Titel
    Circuits and Systems, 1995. ISCAS ´95., 1995 IEEE International Symposium on
  • Print_ISBN
    0-7803-2570-2
  • Type

    conf

  • DOI
    10.1109/ISCAS.1995.523882
  • Filename
    523882