By Topic

Counting the degrees of freedom when using AIC and MDL to detect signals

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)
Williams, D.B. ; Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA

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

Published in:

Signal Processing, IEEE Transactions on  (Volume:42 ,  Issue: 11 )