DocumentCode
1193861
Title
Counting the degrees of freedom when using AIC and MDL to detect signals
Author
Williams, Douglas B.
Author_Institution
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Volume
42
Issue
11
fYear
1994
fDate
11/1/1994 12:00:00 AM
Firstpage
3282
Lastpage
3284
Abstract
In the well known paper by Wax and Kailath (1985), the AIC and MDL criteria for determining the number of signals in a multichannel time-series are presented. An essential element of these criteria is the number of degrees of freedom in the model. We propose a different number for the degrees of freedom and show that the resulting MDL criterion performs noticeably better than the previous criterion. We also show that the same criteria are appropriate for either real or complex data
Keywords
information theory; signal detection; time series; AIC; MDL; complex data; degrees of freedom; information theory; multichannel time-series; real data; signal detection; Covariance matrix; Digital signal processing; Eigenvalues and eigenfunctions; Gaussian processes; Probability density function; Signal detection; Signal processing; Signal processing algorithms; Testing;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.330399
Filename
330399
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