Estimation of the number of signals in the presence of unknown correlated sensor noise

A method for estimating the number of transmitted signals in the presence of spatially correlated sensor noise is proposed. The procedure applies when the unknown noise covariance matrix is a band matrix. This amounts to assuming that the noise field is only locally correlated, a quite realistic assumption in many situations. Since spatial stationarity of the noise is not necessary it also applies, for instance, to white noise with varying power along the array. Some simulations indicate that the asymptotic analysis holds for quite small sample sizes, in situations where, to the author's knowledge, no existing procedure would work.<>