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Randomized penalty in detection of the number of signals

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2 Author(s)
Yuehua Wu ; Dept. of Math. & Stat., York Univ., Toronto, Ont., Canada ; Kwok-Wai Tam

For the information theoretic criterion methods of detecting the number of signals, a penalty function which is of fixed form has been utilized. A new penalty, depending on samples, is introduced. It is shown that it gives a strongly consistent estimate of the number of signals. Simulation results show that for small samples, it performs well as compared with others, such as the Hannan criterion

Published in:

Signal Processing, IEEE Transactions on  (Volume:42 ,  Issue: 10 )

Date of Publication:

Oct 1994

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