Detection of the Number of Signals: A Predicted Eigen-Threshold Approach

Abstract

A new method for detecting the number of signals incident upon an array of sensors is described. This new method is based on finding upper thresholds for the observed eigenvalues of the correlation matrix of the array output. The asymptotic normality of the multifold eigenvalue estimate is used to derive a prediction formula for the thresholds. Due to the fact that the detection error of the new method can be controlled by a parameter t, the performance of the new method is superior to the MDL under low SNR and superior to the AIC under high SNR. The distribution functions of both missing and false alarm errors are evaluated so that the performance of the new method can be analyzed and the choice of t can be determined. Simulation results are presented to confirm the analysis. © 1991 IEEE