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

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1 Author(s)
D. B. Williams ; 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:

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