aic在matlab,Dimension of signal subspace

AIC and MDL tests

Direction finding algorithms such as MUSIC and

ESPRIT require knowledge of the number of sources of signals impinging

on the array or equivalently, the dimension, d,

of the signal subspace. The Akaike Information Criterion (AIC) and

the Minimum Description Length (MDL) formulas are two frequently-used

estimators for obtaining that dimension. Both estimators assume that,

besides the signals, the data contains spatially and temporally white

Gaussian random noise. Finding the number of sources is equivalent

to finding the multiplicity of the smallest eigenvalues of the sampled

spatial covariance matrix. The sample spatial covariance matrix constructed

from a data snapshot is used in place of the actual covariance matrix.

A requirement for both estimators is that the dimension of the

signal subspace be less than the number of sensors, N,

and that the number of time samples in the snapshot, K,

be much greater than N.

A variant of each estimator exists when forward-backward averaging

is employed to construct the spatial covariance matrix. Forward-backward

averaging is useful for the case when some of the sources are highly

correlated with each other. In that case, the spatial covariance matrix

may be ill conditioned. Forward-backward averaging can only be used

for certain types of symmetric arrays, called centro-symmetric arrays.

Then the forward-backward covariance matrix can be constructed from

the sample spatial covariance matrix, S, using SFB =

S + JS*J where J is the exchange matrix.

The exchange matrix maps array elements into their symmetric counterparts.

For a line array, it would be the identity matrix flipped from left

to right.

All the estimators are based on a cost function

Ld(d)=K(N−d)ln{1N−d∑i=d+1Nλ^i{∏i=d+1Nλ^i}1N−d}

plus an added penalty

term. The value λi represent

the smallest (N–d) eigenvalues of the spatial

covariance matrix. For each specific estimator, the solution for d is

given by

AIC

d^AIC=argmind{Ld(d)+d(2N−d)}

AIC for forward-backward averaged covariance matrices

d^AIC:FB=argmind{Ld(d)+12d(2N−d+1)}

MDL

d^MDL=argmind{Ld(d)+12(d(2N−d)+1)lnK}

MDL for forward-backward averaged covariance matrices

d^MDLFB=argmind{Ld(d)+14d(2N−d+1)lnK}