특이값 접근방법에 의한 다단 정현파 수의 결정에 관한 연구

Determination of the Number of Multiple Sinusoids by a Singular Value Approach

A singular value approach is presented in order to determine the number of multiple sinusoids from the finite noisy data. Simulations are conducted for Akaike's information criterion (AIC), Rissanen's shortest data description (MDL) and a singular value approach, for various examples with different SNR's and methods of estimating frequencies. And then the performances are compared. Simulation results that the singular value approach is superior to AIC and MDL for FBLP, HOYW and covariance matrix based methods are investigated. The approach with contribute to the frequency estimation of multiple sinusoids from the finite noisy data. Furthermore, this will be applied to the DSPs of communication and bio-medical engineering.