On the detection of the number of signals with possibly equal strengths in the High-Dimensional case

Details On the detection of the number of signals with possibly equal strengths in the High-Dimensional case On the detection of the number of signals with possibly equal strengths in the High-Dimensional case

2011-10-06

arxiv.org/abs/1110.1364v1

Mathematics

Statistics Theory

Scientific paper

Detection of the number of signals impinging on an array of sensors is an important problem in signal and array processing. Most of the papers consider asymptotic expansions of the sample size n whereas the dimension p of the observations is kept small. In this paper, we consider the case of high dimension, when p is large compared to n, using recent results of random matrix theory. We extend our results obtained in our previous paper to the case of equal signals, and compare our algorithm to the method of Kritchman & Nadler.

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