Presentation 2005/6/9
Approximation of Probability Distribution Function of Maximum Likelihood Ratio for Signal Number Detection
Ming ZHANG, Tingting TENG, Wei FAN, Masakiyo SUZUKI,
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Abstract(in English) In various scenes of signal processing, one of the basic and central problems consists in detecting the number of signals. Techniques of the modle seletcion based on information criteria, such as AIC and MDL, are most commonly used for detecting the number of signals. However, conventional techniques could not be applied to tha case of the case of a small number of obervation samples available. We have proposed a novel design method of criteria BML, an abreviation of Biased Maximum Likelihood, for detecting the number of signals to overcome the problem. To design the proposed criteria, the probability distribution function of the Maximum Likelihood Ratio, MLR, which is not formulated analytically, is needed. In this report, we show that a sample of MLR can be generated only from nouse samples. It makes us possible to partially estimate the probability distribution function of MLR by collecting large number of samples of MLR. To extrapolate the partially estimated probability distribution finction, we propose to approximate it by a suitable function. Finally, simulation results are shown to demonstrate the validity of the proposed approximation method of probability distribution function of MLR.
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Keyword(in English) signal number detection / MDL / BML / maximum likelihood ratio / probability distribution function
Paper # SIS2005-4
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Conference Date 2005/6/9(1days)
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Language JPN
Title (in Japanese) (See Japanese page)
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Title (in English) Approximation of Probability Distribution Function of Maximum Likelihood Ratio for Signal Number Detection
Sub Title (in English)
Keyword(1) signal number detection
Keyword(2) MDL
Keyword(3) BML
Keyword(4) maximum likelihood ratio
Keyword(5) probability distribution function
1st Author's Name Ming ZHANG
1st Author's Affiliation Course of Computer Sciences, Graduate School of Engineering, Kitami Institute of Technology()
2nd Author's Name Tingting TENG
2nd Author's Affiliation Course of Computer Sciences, Graduate School of Engineering, Kitami Institute of Technology
3rd Author's Name Wei FAN
3rd Author's Affiliation Course of Computer Sciences, Graduate School of Engineering, Kitami Institute of Technology
4th Author's Name Masakiyo SUZUKI
4th Author's Affiliation Course of Computer Sciences, Graduate School of Engineering, Kitami Institute of Technology
Date 2005/6/9
Paper # SIS2005-4
Volume (vol) vol.105
Number (no) 111
Page pp.pp.-
#Pages 6
Date of Issue