ASYMPTOTIC PERFORMANCE ANALYSIS OF INFORMATION-THEORETIC CRITERIA FOR DETERMINING THE NUMBER OF SIGNALS IN SPATIALLY CORRELATED NOISE

A new information-theoretic criterion for the determination of the number of signals in unknown correlated noise was derived in a recent paper [1] supported with computer simulations. In this correspondence, the theoretic performance of the criterion is presented. We establish a simple expression, in a closed form, for the probability of correct estimation by the criterion. Then on this basis, we analyze its consistency properties, showing that the criterion is consistent if the penalty coefficient alpha = (1/2)log N and inconsistent if alpha = 1.