Information theoretic criteria for the determination of the number of signals in spatially correlated noise

The problem of determining the number of signals in high-resolution array processing when the noise is spatially correlated (having an unknown covariance matrix) is examined. By considering a model in which two sensor arrays are well separated such that their noise outputs are uncorrelated, the authors develop a likelihood function whose maximum can be expressed in a very simple form involving the canonical correlation coefficients. This …