Title :
Remarks on certain criteria for detection of number of signals
Author :
Zhao, Lin-Cheng ; Krishnaiah, P. ; Bai, Zhi-Dong
Author_Institution :
University of Pittsburgh, Pittsburgh, PA
fDate :
2/1/1987 12:00:00 AM
Abstract :
In this paper, we derive the asymptotic distribution of the logarithm of the likelihood ratio statistic for testing the hypothesis that the number of signals is equal to q against the alternative that it is equal to k (specified) for a special case. This distribution is not chi-square. The above statistic also rises in studying consistency property of the MDL criterion and AIC for detection of the number of signals.
Keywords :
Acoustics; Covariance matrix; Eigenvalues and eigenfunctions; Signal detection; Signal processing; Statistical analysis; Statistical distributions; Testing; Vectors; White noise;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1987.1165109
