ESTIMATING THE NUMBER OF SINUSOIDS IN ADDITIVE WHITE-NOISE

In this article we propose a simple method for estimating the number o f sinusoids in additive noise by using the penalty function approach. We establish the strong consistency of the proposed method under the a ssumption of independent and identically distributed random errors. We also provide an upper bound of the probability of wrong detection und er the same assumptions. (C) 1997 Elsevier Science B.V.