Accession Number : ADA332777
Title : Estimating the Number of Sinusoids and its Performance Analysis
Descriptive Note : Technical rept.
Corporate Author : PENNSYLVANIA STATE UNIV UNIVERSITY PARK CENTER FOR MULTIVARIATE ANALYSIS
Personal Author(s) : Kundu, Debasis
PDF Url : ADA332777
Report Date : DEC 1997
Pagination or Media Count : 16
Abstract : Detecting the number of signals and estimating the parameters of the signals is an important problem in signal processing. Quite a number of papers appeared in the last twenty years regarding the estimation of the parameters of the sinusoidal components but not that much of attention has been given in estimating the number of terms presents in a sinusoidal signal. Fuchs developed a criterion based on the perturbation analysis of the data auto correlation matrix to estimate the number of sinusoids, which is in some sense a subjective-based method. Recently Reddy and Biradar proposed two criteria based on AIC and MDL and developed an analytical framework for analyzing the performance of these criteria. In this paper we develop a method using the extended order modelling and singular value decomposition technique similar to that of Reddy and Biradar. We use penalty function technique but instead of using any fixed penalty function like AIC or MAL, a class of penalty functions satisfying some special properties has been used.
Descriptors : *MONTE CARLO METHOD, *CONSISTENCY, *SINE WAVES, SIGNAL PROCESSING, AUTOCORRELATION, PERTURBATIONS, MATRIX THEORY.
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE