Detection of sources using bootstrap techniques

被引:71
作者
Brcich, RF [1 ]
Zoubir, AM
Pelin, P
机构
[1] Curtin Univ Technol, ATRI, Perth, WA 6001, Australia
[2] Curtin Univ Technol, Sch Elect & Comp Engn, Perth, WA 6001, Australia
关键词
bootstrap; jackknife; MDL; multiple hypothesis tests; sphericity test;
D O I
10.1109/78.978376
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
Source detection in array processing can be viewed as a test for equality of eigenvalues. Such a test is proposed, based on a multiple test procedure that considers all pairwise comparisons between eigenvalues. Using the bootstrap to estimate the null distributions of the test statistics results in a procedure with minimal assumptions on the nature of the signal. Simulations show that the proposed test is superior to information theoretic criteria such as the MDL, which are based on Gaussian signals and large sample sizes. Performance in most cases exceeds the more powerful sphericity test.
引用
收藏
页码:206 / 215
页数:10
相关论文
共 17 条
[1]  
Anderson T., 1984, INTRO MULTIVARIATE S
[2]   ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS [J].
ANDERSON, TW .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (01) :122-&
[3]   BOOTSTRAP TESTS AND CONFIDENCE-REGIONS FOR FUNCTIONS OF A COVARIANCE-MATRIX [J].
BERAN, R ;
SRIVASTAVA, MS .
ANNALS OF STATISTICS, 1985, 13 (01) :95-115
[4]  
BERAN R, 1987, ANN STAT, V15, P470, DOI 10.1214/aos/1176350284
[5]  
Efron B., 1993, INTRO BOOTSTRAP, V1st ed., DOI DOI 10.1201/9780429246593
[6]   Order statistics approach for determining the number of sources using an array of sensors [J].
Fishler, E ;
Messer, H .
IEEE SIGNAL PROCESSING LETTERS, 1999, 6 (07) :179-182
[7]  
FUJIKOSHI Y, 1980, BIOMETRIKA, V67, P45
[8]  
Hochberg Y., 1987, Multiple comparison procedures
[9]   THE DISTRIBUTION OF THE LATENT ROOTS OF THE COVARIANCE-MATRIX [J].
JAMES, AT .
ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (01) :151-158
[10]  
LAWLEY DN, 1956, BIOMETRIKA, V43, P128