43
Views
0
CrossRef citations to date
0
Altmetric
SIGNAL PROCESSING

A Selection Procedure for the Number of Signals in Presence of Colored Noise

&
Pages 1741-1757 | Received 06 Jun 2008, Accepted 04 Feb 2009, Published online: 24 Apr 2009

References

  • Anderson , T. W. ( 1963 ). Asymptotic theory for principal component analysis . Ann. Math. Statist. 34 : 122 – 148 .
  • Bartlett , M. S. ( 1954 ). A note on the multiplying factors for various χ2 approximations . J. Roy. Statist. Soc. Ser. B 16 : 296 – 298 .
  • Bansal , N. K. , Bhandary , M. ( 1991 ). Bayes estimation of number of signals . Ann. Inst. Statist. Math. 43 ( 2 ): 227 – 243 .
  • Chen , P. , Wicks , M. C. ( 2003 ). Development of a lower confidence limit for the number of signals . IEEE Trans. Signal Process. 51 ( 6 ): 1449 – 1456 .
  • Chen , P. , Melvin , W. L. , Wicks , M. C. ( 1999 ). Screening among multivariate normal data . J. Multivariate Anal. 69 : 10 – 29 .
  • Clemm , D. S. , Krishnaiah , P. R. , Waikar , V. B. ( 1973 ). Tables for the extreme roots of the Wishart Matrix . J. Statist. Computat. Simul. 2 : 65 – 92 .
  • Georgiou , T. T. ( 2000 ). Signal estimation via selective harmonic amplification: MUSIC, Redux . IEEE Trans. Signal Process. 48 ( 3 ): 780 – 790 .
  • Gupta , S. S. , Panchapakesan , S. ( 1993 ). Selection and screening procedures . In: Rao , C. R. , ed. Multivariate Analysis, in Multivariate Analysis: Future Directions . New York : Elsevier Science Publishers , pp. 233 – 262 .
  • Gupta , S. S. , Panchapakesan , S. ( 2002 ). Multiple Decision Procedures: Theory and Methodology of Selecting and Ranking Populations . Philadelphia : SIAM Classic in Applied Mathematics .
  • Hayes , M. H. ( 1996 ). Statistical Digital Signal Processing and Modeling . New York : John Wiley & Sons .
  • James , A. T. ( 1964 ). Distributions of matrix variates and latent roots derived from normal samples . Ann. Math. Statist. 35 : 475 – 501 .
  • Kelly , E. J. ( 1986 ). An adaptive detection algorithm . IEEE Trans. Aerospace Electron. Sys. AES-22(1): 115 – 127 .
  • Khatri , C. G. , Rao , C. R. ( 1987 ). Test for a specified signal when the noise covariance matrix is unknown . Multivariate Anal. 22 ( 2 ): 177 – 188 .
  • Krishnaiah , P. R. , Schuurmann , F. J. ( 1974 ). On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix . J. Multivariate Anal. 1 : 308 – 315 .
  • Kundu , D. ( 2000 ). Estimating the number of signals in the presence of white noise . J. Statist. Plann. Infer. 90 ( 1 ): 57 – 68 .
  • Lawley , D. N. ( 1956 ). Tests of significance of the latent roots of the covariance and correlation matrices . Biometrika 43 : 128 – 136 .
  • Mosher , J. C. , Baillet , S. , Leahy , R. M. ( 1999 ). EEG source localization and imaging using multiple signal classification approaches . J. Clin. Neurophysiol. EEG Source Model. 16 ( 3 ): 225 – 238 .
  • Muirhead , R. J. ( 1978 ). Latent roots and matrix variables: a review of some asymptotic results . Ann. Statist. 6 : 5 – 33 .
  • Muirhead , R. J. ( 1982 ). Aspects of Multivariate Statistical Theory . New York : John Wiley & Sons .
  • Schmidt , R. O. ( 1979 ). Multiple emitter location and signal parameter estimation . Proc. RADC Spectrum Estimation Workshop 243 – 258 .
  • Schmidt , R. O. (1986). Multiple emitter location and signal parameter estimation. IEEE Trans. Antennas Propagation AP-34:276–280.
  • Wax , M. , Kailath , T. ( 1985 ). Detection of signals by information theoretic criteria . IEEE Trans. Acoustics, Speech, Signal Process. ASSP-33(2): 387 – 392 .
  • Wax , M. , Shan , T. , Kailath , T. ( 1984 ). Spatio-temporal spectral analysis by eigenstructure methods . IEEE Trans. Acoustics, Speech, Signal Process. ASSP-32(4): 817 – 828 .
  • Zhao , L. C. , Krishnaiah , P. R. , Bai , Z. D. ( 1986a ). On detection of the number of signals in presence of white noise . J. Multivariate Anal. 20 ( 1 ): 1 – 25 .
  • Zhao , L. C. , Krishnaiah , P. R. , Bai , Z. D. ( 1986b ). On detection of the number of signals in presence of colored noise . J. Multivariate Anal. 20 ( 1 ): 26 – 49 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.