SVD-based information theoretic criteria for detection of the number of damped/undamped sinusoids and their performance analysis

摘要

Following the information-theoretic approach to model selection, the authors develop criteria for detection of the number of damped/undamped sinusoids. These criteria are matched to the singular-value-decomposition (SVD)-based methods, such as modified forward/backward and forward-backward linear prediction, so well that the extra computations needed over and above those required for computing the SVD are marginal. Next, an analytical framework for analyzing the performance of these criteria is developed. In the development of the analysis, some approximations which become better for large signal-to-noise-ratio are made. Simulations are used to verify the usefulness of the analysis, and to compare the performance of the method with that of J.J. Fuchs (1988).