COUNTING THE DEGREES OF FREEDOM WHEN USING AIC AND MDL TO DETECT SIGNALS

被引：31

作者：

WILLIAMS, DB

机构：

[1] Georgia Institute of Technology, School of Electrical and Computer Engineering, Digital Signal Processing Laboratory, Atlanta, GA

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1994年 / 42卷 / 11期

关键词：

D O I：

10.1109/78.330399

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：

In the well known paper by Wax and Kailath [2], the AIC and MDL criteria for determining the number of signals in a multichannel time-series are presented. An essential element of these criteria is the number of degrees of freedom in the model. We propose a different number for the degrees of freedom and show that the resulting MDL criterion performs noticeably better than the previous criterion. We also show that the same criteria are appropriate for either real or complex data.

引用

页码：3282 / 3284

页数：3

共 4 条

[1]

[Anonymous], 1984, INTRO MULTIVARIATE S

[2] DETECTION OF SIGNALS BY INFORMATION THEORETIC CRITERIA [J].

WAX, M ;

KAILATH, T .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1985, 33 (02) :387-392

[3] ON INFORMATION THEORETIC CRITERIA FOR DETERMINING THE NUMBER OF SIGNALS IN HIGH-RESOLUTION ARRAY-PROCESSING [J].

WONG, KM ;

ZHANG, QT ;

REILLY, JP ;

YIP, PC .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (11) :1959-1971

[4] ON DETECTION OF THE NUMBER OF SIGNALS IN PRESENCE OF WHITE-NOISE [J].

ZHAO, LC ;

KRISHNAIAH, PR ;

BAI, ZD .

JOURNAL OF MULTIVARIATE ANALYSIS, 1986, 20 (01) :1-25

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