A lower confidence limit for the number of signals

Pinyuen Chen; Michael C. Wicks

doi:10.1109/NRC.2002.999744

A lower confidence limit for the number of signals

Pinyuen Chen, Michael C. Wicks

Research output: Contribution to journal › Article › peer-review

Abstract

We propose a multi-step procedure for constructing a lower confidence limit for the number of signals present. We derive the probability of a correct estimation, P(CE), and the least favorable configuration (LFC) for our procedure. Under LFC, the P(CE) attains its minimum over the parameter space of all eigenvalues. Therefore a minimum sample size can be determined in order to implement our procedure with a guaranteed probability requirement.

Original language	English (US)
Pages (from-to)	356-361
Number of pages	6
Journal	IEEE National Radar Conference - Proceedings
DOIs	https://doi.org/10.1109/NRC.2002.999744
State	Published - 2002
Externally published	Yes

ASJC Scopus subject areas

Electrical and Electronic Engineering

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10.1109/NRC.2002.999744

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abstract = "We propose a multi-step procedure for constructing a lower confidence limit for the number of signals present. We derive the probability of a correct estimation, P(CE), and the least favorable configuration (LFC) for our procedure. Under LFC, the P(CE) attains its minimum over the parameter space of all eigenvalues. Therefore a minimum sample size can be determined in order to implement our procedure with a guaranteed probability requirement.",

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AB - We propose a multi-step procedure for constructing a lower confidence limit for the number of signals present. We derive the probability of a correct estimation, P(CE), and the least favorable configuration (LFC) for our procedure. Under LFC, the P(CE) attains its minimum over the parameter space of all eigenvalues. Therefore a minimum sample size can be determined in order to implement our procedure with a guaranteed probability requirement.

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JO - IEEE National Radar Conference - Proceedings

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A lower confidence limit for the number of signals

Abstract

ASJC Scopus subject areas

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