A lower confidence limit for the number of signals

Pinyuen Chen, Michael C. Wicks

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)356-361
Number of pages6
JournalIEEE National Radar Conference - Proceedings
DOIs
StatePublished - Jan 1 2002
Externally publishedYes

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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