Simple and Efficient Algorithm for Improving the MDL Estimator of the Number of Sources

We propose a simple algorithm for improving the MDL (minimum description length) estimator of the number of sources of signals impinging on multiple sensors. The algorithm is based on the norms of vectors whose elements are the normalized and nonlinearly scaled eigenvalues of the received signal cov...

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Main Authors: Dayan A. Guimarães, Rausley A. A. de Souza
Format: Article
Language:English
Published: MDPI AG 2014-10-01
Series:Sensors
Subjects:
Online Access:http://www.mdpi.com/1424-8220/14/10/19477
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author Dayan A. Guimarães
Rausley A. A. de Souza
author_facet Dayan A. Guimarães
Rausley A. A. de Souza
author_sort Dayan A. Guimarães
collection DOAJ
description We propose a simple algorithm for improving the MDL (minimum description length) estimator of the number of sources of signals impinging on multiple sensors. The algorithm is based on the norms of vectors whose elements are the normalized and nonlinearly scaled eigenvalues of the received signal covariance matrix and the corresponding normalized indexes. Such norms are used to discriminate the largest eigenvalues from the remaining ones, thus allowing for the estimation of the number of sources. The MDL estimate is used as the input data of the algorithm. Numerical results unveil that the so-called norm-based improved MDL (iMDL) algorithm can achieve performances that are better than those achieved by the MDL estimator alone. Comparisons are also made with the well-known AIC (Akaike information criterion) estimator and with a recently-proposed estimator based on the random matrix theory (RMT). It is shown that our algorithm can also outperform the AIC and the RMT-based estimator in some situations.
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spelling doaj.art-bf53aba566364f56901a7aacb432af432022-12-22T04:25:14ZengMDPI AGSensors1424-82202014-10-011410194771949210.3390/s141019477s141019477Simple and Efficient Algorithm for Improving the MDL Estimator of the Number of SourcesDayan A. Guimarães0Rausley A. A. de Souza1National Institute of Telecommunications (Inatel), Av. João de Camargo, 510, Santa Rita do Sapucaí MG 37540-000, BrazilNational Institute of Telecommunications (Inatel), Av. João de Camargo, 510, Santa Rita do Sapucaí MG 37540-000, BrazilWe propose a simple algorithm for improving the MDL (minimum description length) estimator of the number of sources of signals impinging on multiple sensors. The algorithm is based on the norms of vectors whose elements are the normalized and nonlinearly scaled eigenvalues of the received signal covariance matrix and the corresponding normalized indexes. Such norms are used to discriminate the largest eigenvalues from the remaining ones, thus allowing for the estimation of the number of sources. The MDL estimate is used as the input data of the algorithm. Numerical results unveil that the so-called norm-based improved MDL (iMDL) algorithm can achieve performances that are better than those achieved by the MDL estimator alone. Comparisons are also made with the well-known AIC (Akaike information criterion) estimator and with a recently-proposed estimator based on the random matrix theory (RMT). It is shown that our algorithm can also outperform the AIC and the RMT-based estimator in some situations.http://www.mdpi.com/1424-8220/14/10/19477AICestimation of the number of sourcesiMDLMDLRMT
spellingShingle Dayan A. Guimarães
Rausley A. A. de Souza
Simple and Efficient Algorithm for Improving the MDL Estimator of the Number of Sources
Sensors
AIC
estimation of the number of sources
iMDL
MDL
RMT
title Simple and Efficient Algorithm for Improving the MDL Estimator of the Number of Sources
title_full Simple and Efficient Algorithm for Improving the MDL Estimator of the Number of Sources
title_fullStr Simple and Efficient Algorithm for Improving the MDL Estimator of the Number of Sources
title_full_unstemmed Simple and Efficient Algorithm for Improving the MDL Estimator of the Number of Sources
title_short Simple and Efficient Algorithm for Improving the MDL Estimator of the Number of Sources
title_sort simple and efficient algorithm for improving the mdl estimator of the number of sources
topic AIC
estimation of the number of sources
iMDL
MDL
RMT
url http://www.mdpi.com/1424-8220/14/10/19477
work_keys_str_mv AT dayanaguimaraes simpleandefficientalgorithmforimprovingthemdlestimatorofthenumberofsources
AT rausleyaadesouza simpleandefficientalgorithmforimprovingthemdlestimatorofthenumberofsources