### Abstract

In this paper, statistical ranking and selection theory is used to estimate the number of signals present in colored noise. The data structure follows the well-known Multiple Signal Classification (MUSIC) model. We are dealing with the eigen-analyses of a matrix, using the MUSIC model and colored noise. The data matrix can be written as the product of a covariance matrix and the inverse of second covariance matrix. We propose a multi-step selection procedure to construct a confidence interval on the number of signals present in a data set. Properties of this procedure will be stated and proved. Those properties will be used to compute the required parameters (procedure constants). Numerical examples are given to illustrate our theory.

Original language | English (US) |
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Pages | 432-437 |

Number of pages | 6 |

State | Published - Sep 27 2004 |

Event | Proceedings of the IEEE Radar Conference - Philadelphia, PA, United States Duration: Apr 26 2004 → Apr 29 2004 |

### Other

Other | Proceedings of the IEEE Radar Conference |
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Country | United States |

City | Philadelphia, PA |

Period | 4/26/04 → 4/29/04 |

### ASJC Scopus subject areas

- Electrical and Electronic Engineering

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## Cite this

*Estimating the number of signals in presence of colored noise*. 432-437. Paper presented at Proceedings of the IEEE Radar Conference, Philadelphia, PA, United States.