Building a confidence interval for the number of signals in noise using likelihood ratio test statistics

Joshua S. Markow, Michael C. Wicks, Pinyuen Chen

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 in noise. The proposed procedure uses likelihood ratio statistics and their simulated percentiles in a sequential manner to estimate the upper and lower limits for the confidence interval. A preference zone in the parameter space of the population eigenvalues is defined and used to separate signals from noise. We derive the least favorable configuration asymptotically under the preference zone and use it to determine the procedure parameters for the required confidence level. We applied our procedure to computer simulated radar data and the MCARM measured data set.

Original languageEnglish (US)
Title of host publication2006 IEEE Radar Conference
Pages120-127
Number of pages8
StatePublished - Nov 21 2006
Event2006 IEEE Radar Conference - New York, United States
Duration: Apr 24 2006Apr 26 2006

Publication series

NameCIE International Conference of Radar Proceedings
Volume2006

Other

Other2006 IEEE Radar Conference
CountryUnited States
CityNew York
Period4/24/064/26/06

ASJC Scopus subject areas

  • Engineering(all)

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  • Cite this

    Markow, J. S., Wicks, M. C., & Chen, P. (2006). Building a confidence interval for the number of signals in noise using likelihood ratio test statistics. In 2006 IEEE Radar Conference (pp. 120-127). [1631785] (CIE International Conference of Radar Proceedings; Vol. 2006).