Accession Number:

ADA379088

Title:

Estimating the Number of Signals of the Damped Exponential Models

Descriptive Note:

Technical rept

Corporate Author:

PENNSYLVANIA STATE UNIV UNIVERSITY PARK CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

• Kundu, Debasis
• Mitra, Amit

Report Date:

1999-12-01

Pagination or Media Count:

17.0

Abstract:

In this paper we consider the problem of estimating the number of signals of the damped exponential models. We use different information theoretic criteria to detect the number of signals and compare their small sample performances by Monte Carlo simulations study.

Descriptors:

• *SIGNAL PROCESSING
• *MONTE CARLO METHOD
• *INFORMATION THEORY
• RANDOM VARIABLES
• STATISTICAL SAMPLES
• EXPONENTIAL FUNCTIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE