Determination of the dimension of a signal subspace

A. A. Shah, D. Tufts
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引用次数: 6

Abstract

A nested sequence of constant false alarm rate (CFAR) hypothesis tests is presented for rank determination. The procedure is based on the interpretation of sum of squares of singular values as energy in a particular subspace. The CFAR thresholds are set up based on distributions derived from matrix perturbation ideas. Expressions for probability of overestimation and underestimation are presented.<>
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确定信号子空间的维数
提出了一种固定虚警率(CFAR)假设检验的嵌套序列,用于等级确定。该过程基于将奇异值的平方和解释为特定子空间中的能量。CFAR阈值是基于矩阵摄动思想的分布来设定的。给出了高估概率和低估概率的表达式。
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