MATLAB: How to detect the number of signal in the presence of correlated noise. array signal processng

array signal processing or matrix analysisrank

Basically it's about the detection of the number of signal in the presence of correlated noise. It can be represented by model that co variance matrix K, A and N. K=A +N K is given and the rank of K is same as N. Also the rank of A is smaller. So how to find the rank of A ??how to analyse??

Best Answer

  • AIC and MDL tests may be good starting points for such tasks.
    HTH