We propose a multistep procedure for constructing a lower confidence limit for computing the number of signals present in a vector measurement. We derive the probability of correct estimation P(CE) and the least favorable configuration (LFC) for our procedure. Under the LFC, P(CE) attains its minimum over the parameter space of all eigenvalues. Therefore, to implement our technique, procedure parameters are determined for the LFC for each sample size n so that the probability requirement is reached.
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ASJC Scopus subject areas
- Signal Processing
- Electrical and Electronic Engineering