Sinusoidal Order Estimation using Angles between Subspaces

Mads Christensen, Andreas Jakobsson, Sören Jensen

Research output: Contribution to journalArticlepeer-review

43 Citations (SciVal)
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Abstract

Abstract in Undetermined
We consider the problem of determining the order of a parametric model from a noisy signal based on the geometry of the space. More specifically, we do this using the nontrivial angles between the candidate signal subspace model and the noise subspace. The proposed principle is closely related to the subspace orthogonality property known from the MUSIC algorithm, and we study its properties and compare it to other related measures. For the problem of estimating the number of complex sinusoids in white noise, a computationally efficient implementation exists, and this problem is therefore considered in detail. In computer simulations, we compare the proposed method to various well-known methods for order estimation. These show that the proposed method outperforms the other previously published subspace methods and that it is more robust to the noise being colored than the previously published methods. Copyright (C) 2009 Mads Graesboll Christensen et al.
Original languageEnglish
Article number948756
JournalEurasip Journal on Advances in Signal Processing
DOIs
Publication statusPublished - 2009

Bibliographical note

provisional pdf: http://www.hindawi.com/journals/asp/aip.948756.pdf

Subject classification (UKÄ)

  • Probability Theory and Statistics

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