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Estimating the Number of Components

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Statistical Signal Processing

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Abstract

In this chapter, we have discussed different methods of estimating the number of components in a multiple sinusoidal model. This problem can be formulated as a model selection problem, hence any model selection procedure which is available in the literature can be used for this purpose. We have provided three different approaches namely (i) likelihood ratio method, (ii) cross validation method and (iii) information theoretic criteria, and their theoretical properties have been discussed.

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Authors and Affiliations

  1. Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, New Delhi, Delhi, India

    Swagata Nandi

  2. Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur, Uttar Pradesh, India

    Debasis Kundu

Authors
  1. Swagata Nandi
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  2. Debasis Kundu
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Correspondence to Swagata Nandi .

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Nandi, S., Kundu, D. (2020). Estimating the Number of Components. In: Statistical Signal Processing. Springer, Singapore. https://doi.org/10.1007/978-981-15-6280-8_5

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