Remarks on Certain Criteria for Detection of Number of Signals.

Abstract

In this note, we derive the asymptotic distribution of algorithm of the likelihood ratio statistic for testing the hypothesis that the number of signals is equal to q against the alternative that it is equal to k (specified) for a special case. The distribution is not chi-square. The above statistic also arises (see Wax and Kailath (1985)) in studying consistency property of MDL and AIC criteria for detection of the number of signals. Keywords included: Information theoretic criteria, Multivariate distribution theory, and Signal detection.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1985
Accession Number
ADA166070

Entities

People

  • L. C. Zhao
  • Paruchuri R. Krishnaiah
  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Consistency
  • Covariance
  • Data Science
  • Detection
  • Eigenvalues
  • Equations
  • Governments
  • Information Science
  • Military Research
  • Multivariate Analysis
  • Scientific Research
  • Signal Processing
  • United States
  • United States Government
  • Universities
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Statistical inference.