TY - GEN

T1 - An interval estimate for the number of signals

AU - Pinyuen, Chen

PY - 2004/12/1

Y1 - 2004/12/1

N2 - 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.

AB - 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.

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M3 - Conference contribution

AN - SCOPUS:18844433547

SN - 0780386019

T3 - 2004 Joint Conference of the 10th Asia-Pacific Conference on Communications and the 5th International Symposium on Multi-Dimensional Mobile Communications Proceedings, APCC/MDMC'04

SP - 352

EP - 355

BT - 2004 Joint Conference of the 10th Asia-Pacific Conference on Communications and the 5th International Symposium on Multi-Dimensional Mobile Communications Proceedings, APCC/MDMC'04

A2 - Gong, K.

A2 - Niu, Z.

A2 - Fan, P.

A2 - Yang, J.

T2 - 2004 Joint Conference of the 10th Asia-Pacific Conference on Communications and the 5th International Symposium on Multi-Dimensional Mobile Communications Proceedings, APCC/MDMC'04

Y2 - 29 August 2004 through 1 September 2004

ER -