On estimating the number of signals

Jie Yang; Pinyuen Chen; Tiee Jian Wu

doi:10.1109/APS.2007.4395698

On estimating the number of signals

Jie Yang, Pinyuen Chen, Tiee Jian Wu

Department of Mathematics

Research output: Chapter in Book/Entry/Poem › Conference contribution

Abstract

In this paper we apply model selection criteria in time series and regression analysis to the estimation of the number of signals in the MUSIC (Multiple Signal Classification) method. We compare the following model selection (information) criteria: AIC, HQ, BIC, AICC, and the recently introduced WIC as the weighted average of AICC and BIC. The general form of the above information criteria consists of a log likelihood function expressed in terms of the eigenvalues of the covariance matrix and a unique penalty term. In our estimation procedure, the number of signals is obtained by minimizing each of the above criteria. A linear antenna array example is presented to compare the performance of the above model selection criteria in signal processing problem.

Original language	English (US)
Title of host publication	2007 IEEE Antennas and Propagation Society International Symposium, AP-S
Pages	1132-1135
Number of pages	4
DOIs	https://doi.org/10.1109/APS.2007.4395698
State	Published - 2007
Event	2007 IEEE Antennas and Propagation Society International Symposium, AP-S - Honolulu, HI, United States Duration: Jun 10 2007 → Jun 15 2007

Publication series

Name	IEEE Antennas and Propagation Society, AP-S International Symposium (Digest)
ISSN (Print)	1522-3965

Other

Other	2007 IEEE Antennas and Propagation Society International Symposium, AP-S
Country/Territory	United States
City	Honolulu, HI
Period	6/10/07 → 6/15/07

ASJC Scopus subject areas

Electrical and Electronic Engineering

Access to Document

10.1109/APS.2007.4395698

Cite this

Yang, J, Chen, P & Wu, TJ 2007, On estimating the number of signals. in 2007 IEEE Antennas and Propagation Society International Symposium, AP-S., 4395698, IEEE Antennas and Propagation Society, AP-S International Symposium (Digest), pp. 1132-1135, 2007 IEEE Antennas and Propagation Society International Symposium, AP-S, Honolulu, HI, United States, 6/10/07. https://doi.org/10.1109/APS.2007.4395698

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AB - In this paper we apply model selection criteria in time series and regression analysis to the estimation of the number of signals in the MUSIC (Multiple Signal Classification) method. We compare the following model selection (information) criteria: AIC, HQ, BIC, AICC, and the recently introduced WIC as the weighted average of AICC and BIC. The general form of the above information criteria consists of a log likelihood function expressed in terms of the eigenvalues of the covariance matrix and a unique penalty term. In our estimation procedure, the number of signals is obtained by minimizing each of the above criteria. A linear antenna array example is presented to compare the performance of the above model selection criteria in signal processing problem.

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T3 - IEEE Antennas and Propagation Society, AP-S International Symposium (Digest)

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On estimating the number of signals

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