Publication | Closed Access
On the use of order statistics for improved detection of signals by the MDL criterion
54
Citations
8
References
2000
Year
Parameter EstimationEngineeringSpectrum EstimationBiomedical Signal AnalysisStatistical Signal ProcessingMdl-based ProcessorData SciencePattern RecognitionUncertainty QuantificationMdl CriterionSignal DetectionEstimation TheoryStatisticsSensor Signal ProcessingMultidimensional Signal ProcessingComputer EngineeringImproved DetectionComputer ScienceModel ComparisonAlgorithmic Information TheorySignal ProcessingOrder StatisticsMinimum Description LengthStatistical Inference
The minimum description length (MDL) criterion for model selection has been successfully applied to the problem of estimating the number of sources in noise. We show that by employing an order statistics approach in the existing solution, a new processor with uniformly improved performance is constructed at the cost of greater complexity. We prove that the resulting MDL-based processor is consistent. Results of simulations of practical scenarios of interest demonstrate how significant the performance improvement can be.
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