Detecting the number of signals for an undamped exponential model using cross-validation approach

Detecting the number of signals and estimating the parameters of the signal s are important problems in statistical signal processing. Quite a number o f papers appeared in the last 20 years in estimating the parameters of an e xponential signal quite efficiently but not that much of attention has been paid in estimating the number of signals of an exponential signal model. R ecently, it is observed that different information theoretic criteria can b e 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 particul arly for small sample sizes. In this paper we suggest to use the cross-vali dation technique on estimating the number of signals and give its practical implementation procedures. Numerical experiments reveal that the new proce dure performs quite comparable to the best performed information theoretic criteria at least for small sample sizes and it has certain desirable prope rties also. (C) 2000 Elsevier Science B.V. All rights reserved.