Likelihood ratio test-based interval estimate of the number of signals present in a measurement

被引：4

作者：

Chen, P. ^{[1
]}

Markow, J. S. ^{[2
]}

Wicks, M. C. ^{[3
]}

机构：

[1] Syracuse Univ, Dept Math, Syracuse, NY 13244 USA

[2] Air Force Res Lab, Royal Signal Proc Branch, Griffiss AFB, NY 13441 USA

[3] Air Force Res Lab, Sensors Directorate, Griffiss AFB, NY 13441 USA

来源：

IET RADAR SONAR AND NAVIGATION | 2008年 / 2卷 / 02期

关键词：

D O I：

10.1049/iet-rsn:20060050

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A multi-step procedure is proposed to construct a confidence interval for the number of signals present and a comparative analysis of our procedure with other existing procedures is conducted. The proposed procedure uses likelihood ratio statistics and its simulated percentiles sequentially to determine the upper and lower limits for the confidence interval. A preference zone in the parameter space of the population eigenvalues is defined and it is used to separate the signals and the noise. The least favourable configuration (LFC) is derived asymptotically under the preference zone. Under the LFC, the procedure parameters necessary to attain the required confidence level are determined. A comparative analysis With other procedures is presented in tables.

引用

页码：111 / 120

页数：10

共 14 条

[1] ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS [J].