Development of a lower confidence limit for the number of signals

Pinyuen Chen, Michael C. Wicks

Research output: Contribution to journalArticle

10 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)1449-1456
Number of pages8
JournalIEEE Transactions on Signal Processing
Volume51
Issue number6
DOIs
StatePublished - Jun 1 2003

Keywords

  • Eigenvalues
  • Noise
  • Ranking and selection
  • Signals

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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