Determination of the dimension of a signal subspace from short data records

Determination of the dimension of a signal subspace from short data records

A nested sequence of constant false alarm rate (CFAR) hypothesis tests is presented for rank determination over short data records. The procedure is based on the interpretation of sum of squares of singular values as energy in a particular subspace. The CFAR thresholds are set up based on distributi...

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Veröffentlicht in:IEEE transactions on signal processing 1994-09, Vol.42 (9), p.2531-2535
Hauptverfasser: Shah, A.A., Tufts, D.W.
Format: Artikel
Sprache:eng
Schlagworte:
Additive noise
Bayesian methods
Covariance matrix
Degradation
Inference algorithms
Integrated circuit modeling
Laboratories
Sequential analysis
Signal processing algorithms
Testing
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Zusammenfassung:A nested sequence of constant false alarm rate (CFAR) hypothesis tests is presented for rank determination over short data records. The procedure is based on the interpretation of sum of squares of singular values as energy in a particular subspace. The CFAR thresholds are set up based on distributions derived from matrix perturbation ideas. Expressions for probability of overestimation and underestimation are presented.< >
ISSN:1053-587X
1941-0476
DOI:10.1109/78.317880