Sinusoidal signal detection using the minimum description length and the predictive stochastic complexity
Shahrokh Valaee, Benoı̂t Champagne, P. Kabal · 2002
Two techniques based on the minimum description length (MDL) and the predictive stochastic complexity (PSC) are proposed for sinusoidal signal detection. The MDL and PSC criteria are the codelength of the observation and the model. The proposed techniques decompose the observation vector into its components in the signal and noise subspaces. The noise component is encoded for several model orders. The best model is selected by minimizing the codelength.