Some properties of ordered eigenvalues of a Wishart matrix: Application in detection test and model order selection

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 5, Issue , 1996, Pages 2463-2466

  Grouffaud, Joel ^a   Larzabal, Pascal ^a   Clergeot, Henri ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; SIGNAL DETECTION; VECTORS; WHITE NOISE;

COVARIANCE MATRIX; EIGENVALUES PROFILE; EXPONENTIAL LAW; MODEL ORDER SELECTION; RECURSIVE DETECTION ESTIMATION TEST; WISHART MATRIX;

ACOUSTIC SIGNAL PROCESSING;

EID: 0029746573     PISSN: 07367791     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)