DETERMINATION OF THE DIMENSION OF A SIGNAL SUBSPACE FROM SHORT DATA RECORDS

Authors
SHAH AA TUFTS DW
Citation
Aa. Shah et Dw. Tufts, DETERMINATION OF THE DIMENSION OF A SIGNAL SUBSPACE FROM SHORT DATA RECORDS, IEEE transactions on signal processing, 42(9), 1994, pp. 2531-2535
Citations number
16
Categorie Soggetti
Acoustics
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
42
Issue
9
Year of publication
1994
Pages
2531 - 2535
Database
ISI
SICI code
1053-587X(1994)42:9<2531:DOTDOA>2.0.ZU;2-6
Abstract
A nested sequence of constant false alarm rate (CFAR) hypothesis tests is presented for rank determination over short data records. The proc edure is based on the interpretation of sum of squares of singular val ues as energy in a particular subspace. The CFAR thresholds are set up based on distributions derived from matrix perturbation ideas. Expres sions for probability of overestimation and underestimation are presen ted.