协方差矩阵
数学
奇异值分解
特征向量
算法
汉克尔矩阵
协方差
奇异值
基质(化学分析)
应用数学
平滑的
矩阵的特征分解
协方差矩阵的估计
统计
数学分析
物理
材料科学
复合材料
量子力学
作者
Roohallah Fazli,Hadi Owlia,Razieh Sheikhpour
标识
DOI:10.1142/s0219691323500029
摘要
A robust algorithm for source number estimation based on the formation of the Hankel covariance matrix is presented. First, multiple data snapshots are taken successively from overlapped subarrays in a way similar to the forward spatial smoothing method to construct the special Hankel covariance matrix and for the total number of subarrays, these special covariance matrices are generated. Then, the average of these matrices is employed in singular value decomposition to generate the corresponding eigenvalues. Finally, the resulting eigenvalues are evaluated via the rule presented in this paper as the Moving Gradient Criterion (MGC) to estimate the number of sources by detection of the largest singular values. The greatest difference between the proposed algorithm and the other conventional methods is the form of the covariance matrix with the observed signal that can handle both non-coherent as well as fully coherent sources. Also, the proposed MGC rule adopted with this form of the covariance matrix is the strength of this work. Numerical simulations demonstrate the high superiority of the proposed approach over the competing methods such as MDL, AIC, SORTE, RAE and MSEE methods, especially in the cases of very closely spaced sources, low SNR values, low sensors number and low snapshots number.
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