AN interval estimate for the number of signals

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We propose a multi-step procedure for constructing a confidence interval for the number of signals present. The proposed procedure uses the ratios of a sample eigenvalue and the sum of different sample eigenvalues sequentially to determine the upper and lower limits for the confidence interval. A preference zone in the parameter space of the population eigenvalues is defined to separate the signals and the noise. We derive the probability of a correct estimation, P(CE), and the least favorable configuration (LFC) asymptotically under the preference zone. Some important procedure properties are shown. Under the asymptotic LFC, the P(CE) attains its minimum over the preference zone in 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)
Title of host publicationInternational Conference on Signal Processing Proceedings, ICSP
EditorsY. Baozong, R. Qiuqi, T. Xiaofang
Pages2041-2044
Number of pages4
Volume3
StatePublished - 2004
Event2004 7th International Conference on Signal Processing Proceedings (ICSP'04) - Beijing, China
Duration: Aug 31 2004Sep 4 2004

Other

Other2004 7th International Conference on Signal Processing Proceedings (ICSP'04)
CountryChina
CityBeijing
Period8/31/049/4/04

ASJC Scopus subject areas

  • Signal Processing
  • Engineering(all)

Cite this

Chen, P. (2004). AN interval estimate for the number of signals. In Y. Baozong, R. Qiuqi, & T. Xiaofang (Eds.), International Conference on Signal Processing Proceedings, ICSP (Vol. 3, pp. 2041-2044)