Journal ArticleDOI
Detection of signals by information theoretic criteria
Mati Wax,Thomas Kailath +1 more
TLDR
Simulation results that illustrate the performance of the new method for the detection of the number of signals received by a sensor array are presented.Abstract:
A new approach is presented to the problem of detecting the number of signals in a multichannel time-series, based on the application of the information theoretic criteria for model selection introduced by Akaike (AIC) and by Schwartz and Rissanen (MDL). Unlike the conventional hypothesis testing based approach, the new approach does not requite any subjective threshold settings; the number of signals is obtained merely by minimizing the AIC or the MDL criteria. Simulation results that illustrate the performance of the new method for the detection of the number of signals received by a sensor array are presented.read more
Citations
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Journal ArticleDOI
ESPRIT-estimation of signal parameters via rotational invariance techniques
R. Roy,Thomas Kailath +1 more
TL;DR: Although discussed in the context of direction-of-arrival estimation, ESPRIT can be applied to a wide variety of problems including accurate detection and estimation of sinusoids in noise.
Journal ArticleDOI
Magnetoencephalography—theory, instrumentation, and applications to noninvasive studies of the working human brain
TL;DR: The mathematical theory of the method is explained in detail, followed by a thorough description of MEG instrumentation, data analysis, and practical construction of multi-SQUID devices.
Journal ArticleDOI
Two decades of array signal processing research: the parametric approach
Hamid Krim,Mats Viberg +1 more
TL;DR: The article consists of background material and of the basic problem formulation, and introduces spectral-based algorithmic solutions to the signal parameter estimation problem and contrast these suboptimal solutions to parametric methods.
Journal ArticleDOI
A method for making group inferences from functional MRI data using independent component analysis
TL;DR: A novel approach for drawing group inferences using ICA of fMRI data is introduced, and its application to a simple visual paradigm that alternately stimulates the left or right visual field is presented.
Book
Spectral analysis of signals
Petre Stoica,Randolph L. Moses +1 more
TL;DR: 1. Basic Concepts. 2. Nonparametric Methods. 3. Parametric Methods for Rational Spectra.
References
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Journal ArticleDOI
A new look at the statistical model identification
TL;DR: In this article, a new estimate minimum information theoretical criterion estimate (MAICE) is introduced for the purpose of statistical identification, which is free from the ambiguities inherent in the application of conventional hypothesis testing procedure.
Journal ArticleDOI
Estimating the Dimension of a Model
TL;DR: In this paper, the problem of selecting one of a number of models of different dimensions is treated by finding its Bayes solution, and evaluating the leading terms of its asymptotic expansion.
Estimating the dimension of a model
TL;DR: In this paper, the problem of selecting one of a number of models of different dimensions is treated by finding its Bayes solution, and evaluating the leading terms of its asymptotic expansion.
Proceedings Article
Information Theory and an Extention of the Maximum Likelihood Principle
TL;DR: The classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion to provide answers to many practical problems of statistical model fitting.
Book ChapterDOI
Information Theory and an Extension of the Maximum Likelihood Principle
TL;DR: In this paper, it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion.