On Detection of Number of Signals in Presence of White Noise.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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In this paper, the authors propose procedures for the detection of the number of signals in presence of Gaussian white noise. The methods used fall within the framework of the model selection procedures using an information theoretic criterion. The strong consistency of the estimates of the number of signals, under different situations, is established. Extensions of the results are also discussed to the case when the noise is not necessarily Gaussian.
- Numerical Mathematics