특이값 접근방법에 의한 정현파의 수의 결정에 관한 연구

Determination of the number of sinusoidal frequencies by a new singular value approach

  • 발행 : 1989.11.25

초록

A new singular value approach is presented and analized in order to determine the number of multi pie sinsoidal frequencies from the finite noisy data. Simulations are conducted for Akaike's information criterion(AIC), Rissanen's shortest data description(MDL) and a new singular value approach, in covariance matrix based methods. And then performances are compared.

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