### Abstract

We propose a multi-step procedure for constructing a confi-dence interval for the number of signals present. The pro-posed procedure uses the ratios of a sample eigenvalue and the sum of different sample eigenvalues sequentially to de-termine the upper and lower limits for the confidence inter-val. A preference zone in the parameter space of the popula-tion eigenvalues is defined to separate the signals and the noise. We derive the probability of a correct estimation, P(CE), and the least favorable configuration (LFC) asymp-totically under the preference zone. Some important proce-dure properties are shown. Under the asymptotic LFC, the P(CE) attains its minimum over the preference zone in the parameter space of all eigenvalues. Therefore a minimum sample size can be determined in order to implement our procedure with a guaranteed probability requirement.

Original language | English (US) |
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Journal | European Signal Processing Conference |

State | Published - Dec 1 2006 |

Event | 14th European Signal Processing Conference, EUSIPCO 2006 - Florence, Italy Duration: Sep 4 2006 → Sep 8 2006 |

### ASJC Scopus subject areas

- Signal Processing
- Electrical and Electronic Engineering