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SVD-Based Information Theoretic Criteria for Detection of the Number of Damped/Undamped Sinusoids and Their Performance Analysis

Reddy, Umapathi V and Biradar, LS (1993) SVD-Based Information Theoretic Criteria for Detection of the Number of Damped/Undamped Sinusoids and Their Performance Analysis. In: IEEE Transactions on Signal Processing, 41 (9). 2872 -2881.

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Abstract

Recently, Wax and Kailath developed information theoretic criteria for detection of the number of signals received by a sensor array. More recently, Fuchs developed acriterion, based on the perturbation analysis of the data auto-correlation matrix, for detecting the number of sinusoids. In this paper, following the information theoretic approach to model selection, we first develop criteria for detection of the number of damped/undamped sinusoids. These criteria are matched to the singular value decomposition (SVD) based methods, such as modified forward/backward and forward -backward linear prediction, so well that the extra computations needed over and above those required for computing the SVD are marginal. Next, we develop an analytical framework for analyzing the performance of these criteria, following the assumptions made by Wang and Kaveh and the corrections given by Zhang et al. In the development of the analysis, we make some approximations which become better for large signal-to-noise ratio. Simulations are used to verify the usefulness of the analysis, and to compare the performance of our method with that of Fuchs.

Item Type: Journal Article
Additional Information: Copyright 1990 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Department/Centre: Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited: 22 Aug 2008
Last Modified: 19 Sep 2010 04:26
URI: http://eprints.iisc.ernet.in/id/eprint/6776

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