Bayes estimation of number of signals
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N. K. Bansal; M. Bhandary
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Article
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1991
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Springer Japan
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English
โ 656 KB
Bayes estimation of the number of signals, q, based on a binomial prior distribution is studied. It is found that the Bayes estimate depends on the eigenvalues of the sample covariance matrix S for white-noise case and the eigenvalues of the matrix S2(SI+A) -1 for the colored-noise case, where $1 is