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Detecting the Number of Signals for an Undamped Exponential Model Using Cross Validation Approach
PENNSYLVANIA STATE UNIV UNIVERSITY PARK CENTER FOR MULTIVARIATE ANALYSIS
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Detecting the number of signals and estimating the parameters of the signals are important problems in Statistical Signal Processing. Quite a number of papers appeared in the last twenty years in estimating the parameters of an exponential signal quite efficiently but not that much of attention has been paid in estimating the number of signals of an exponential signal model. Recently it is observed that different Information Theoretic Criteria can be used to estimate the number of signals in this situation. But it is also observed that the choice of the penalty function is very important particularly for small sample sizes. In this paper we suggest to use the Cross Validation technique on estimating the number of signals and give its practical implementation procedures. Numerical experiments reveal that the new procedure performs quite comparable to the best performed Information Theoretic Criteria at least for small sample sizes and it has certain desirable properties also.
APPROVED FOR PUBLIC RELEASE