学术动态

Source enumeration via GBIC with a statistic for sphericity test in white Gaussian and non-Gaussian noise

报 告 人: 赵世舜

报告地点: 数学与统计学院四楼报告厅

报告时间: 2018年01月03日星期三15:00-16:00

报告简介:

We propose a source enumeration method via the generalised Bayesian information criterion (GBIC) based on a statistic for sphericity test in the white Gaussian and non-Gaussian noise under a large array with few samples. Instead of joint probability of observations or sample eigenvalue distribution, the proposed method is based on a statistic for testing the sphericity of a positive definite covariance matrix, to overcome the limitation of the Gaussian observations assumption. Under the white noise assumption, the covariance matrix of the noise subspace components of the observations is proportional to an identity matrix, and this identity structure can be tested by a statistic for sphericity test. The observations are decomposed into signal and noise subspace components under a presumptive number of sources. When the presumptive noise subspace components do not contain signals, the corresponding statistic for sphericity test will have a certain Gaussian distribution, and the number of sources can be estimated via the GBIC with the test statistic. Simulation results demonstrate that the proposed method provides high detection probability in both the Gaussian and the non-Gaussian noise, and performs better when the number of samples is less than the number of array sensors compared with other methods.

主讲人简介:

赵世舜,吉林大学数学学院,副教授,近年来一直从事生存分析及多元统计方向的研究,于2013年-2014年在美国密苏里大学做访问学者,多次带队参加中国数学建模以及美国数学建模竞赛并获得相应奖项。已发表论文31篇,其中SCI论文11篇。作为项目负责人主持国家自然科学基金项目和吉林省科技厅项目各1项,主持并完成教育部科研项目1项。

 

 

专题网站Project site