Counting the Degrees of Freedom When Using AIC and MDL to Detect Signals

IEEE Transactions on Signal Processing

Volumn 42, Issue 11, 1994, Pages 3282-3284

  Williams, Douglas B ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DEGREES OF FREEDOM (MECHANICS); EIGENVALUES AND EIGENFUNCTIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; SIGNAL THEORY; TIME SERIES ANALYSIS; VECTORS;

COVARIANCE MATRIX; ERGODIC GAUSSIAN PROCESS; MULTICHANNEL TIME SERIES;

SIGNAL DETECTION;

EID: 0028542967     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.330399     Document Type: Article

References (4)

1. T. W. Anderson, An Introduction to Multivariate Statistical Analysis. New York: Wiley, 2nd ed., 1984.
2. M. Wax and T. Kailath, “Detection of signals by information theoretic criteria,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-33, pp. 387–392, Apr. 1985.
3. K. M. Wong et al., “On information theoretic criteria for determining the number of signals in high resolution array processing,” IEEE Trans. Acoust., Speech, Signal Processing, vol. 38, pp. 1959–1971, Nov. 1990.
4. L. C. Zhao, P. R. Krishnaiah, and Z. D. Bai, “On detection of the number of signals in presence of white noise,” J. Multivariate Anal., vol. 20, pp. 1–25, Oct. 1986.