Determination of the dimension of a signal subspace from short data records

A nested sequence of constant false alarm rate (CFAR) hypothesis tests is presented for rank determination over short data records. The procedure is based on the interpretation of sum of squares of singular values as energy in a particular subspace. The CFAR thresholds are set up based on distributions derived from matrix perturbation ideas. Expressions for probability of overestimation and underestimation are presented.<
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