Detection of the number of signals: a predicted eigen-threshold approach

A novel method for detecting the number of signals incident upon an array of sensors is described. The method is based on finding upper thresholds for the observed eigenvalues of the correlation matrix of the array output. The asymptotic normality of the multifold eigenvalue estimate is used to derive a prediction formula for the thresholds. Due to the fact that the detection error of the method can be controlled by a parameter t, the performance of the method is superior to the MDL (minimum description length) under low SNR (signal-to-noise ratio) and superior to an AIC (Akaike information criterion) under high SNR. The distribution functions of both missing and false alarm errors are evaluated so that the performance of the method can be analyzed and so that t can be chosen. Simulation results are presented to confirm the analysis.<>