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Activity Number:
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358
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Type:
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Contributed
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Date/Time:
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Wednesday, August 14, 2002 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Physical & Engineering Sciences*
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| Abstract - #300659 |
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Title:
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A Confidence Interval Estimation for the Number of Signals
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Author(s):
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Pinyuen Chen*+
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Affiliation(s):
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Syracuse University
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Address:
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215 Carnegie Building, Syracuse, New York, 13244-1150, USA
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Keywords:
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Confidence interval ; Signal Processing
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Abstract:
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We propose a stepwise procedure for constructing a confidence interval estimation for the number of signals present. The proposed procedure uses the ratios of sample eigen-values of the covariance matrix sequentially to determine the upper and lower limits for the confidence interval. A preference zone in the parameter space for the population eigen-values is defined to separate the signals and the noise. We derive the probability of a correct estimation, P(CE), and the least favorable configuration (LFC) asymptotically under the preference zone. Some important procedure properties are shown. Under the asymptotic LFC, the P(CE) attains its minimum over the preference zone in the parameter space of all eigen-values. Therefore, a minimum sample size can be determined in order to implement our procedure with a guaranteed probability requirement.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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