KN_rank_estimation
所属分类：matlab编程
开发工具：matlab
文件大小：6KB
下载次数：11
上传日期：2013-06-11 18:05:23
上 传 者：
tingerlan
说明： 信号源数目估计,秩估计算法，从有限的噪声数据确定一个因数模型中的信号数量的实现方法
(Signal source number estimation, A matlab implementation of the rank estimation algorithm, Determining the number of components in a factor model from limited noisy data)
文件列表:
KN_noiseEst.m (2046, 2008-07-20)
KN_rankEst.m (1808, 2008-07-20)
KN_s_Wishart.m (1630, 2008-07-20)
KN_mu_sigma.m (2451, 2008-03-11)
demo_n.m (3135, 2008-11-28)
rank_est_WK.m (618, 2008-11-28)
A matlab implementation of the rank estimation algorithm described in
S. Kritchman and B. Nadler,
Determining the number of components in a factor model from limited noisy data, Chem. Int. Lab. Sys. 2008.
To run the software use:
K = rank_est_KN (ell, n, beta)
or
[K sigma_hat] = rank_est_KN (ell, n, beta)
where
ell = eigenvalues of the sample covariance matrix
n = number of samples
beta= 1/2 for real valued / complex valued noise.
OUTPUT:
K = estimate of rank
sigma_hat = estimate of noise variance.
See help of each file for more advanced options.
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