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Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory

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2 Author(s)
Kritchman, S. ; Dept. of Comput. Sci. & Appl. Math., Weizmann Inst. of Sci., Rehovot, Israel ; Nadler, B.

Detection of the number of signals embedded in noise is a fundamental problem in signal and array processing. This paper focuses on the non-parametric setting where no knowledge of the array manifold is assumed. First, we present a detailed statistical analysis of this problem, including an analysis of the signal strength required for detection with high probability, and the form of the optimal detection test under certain conditions where such a test exists. Second, combining this analysis with recent results from random matrix theory, we present a new algorithm for detection of the number of sources via a sequence of hypothesis tests. We theoretically analyze the consistency and detection performance of the proposed algorithm, showing its superiority compared to the standard minimum description length (MDL)-based estimator. A series of simulations confirm our theoretical analysis.

Published in:

Signal Processing, IEEE Transactions on  (Volume:57 ,  Issue: 10 )

Date of Publication:

Oct. 2009

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