An order selection criterion via simultaneous estimation/detection theory
Bulent Baygun, Alfred O. Hero · 1990
Shows that optimal joint estimation and detection theory developed by Hero and Kim (see Proc. IEEE Int. Conf. Acoust., Speech, and Sig. Proc. P.2759, 1990) can be used to obtain an order selection criterion which optimizes parameter estimation performance under a constraint on false alarms P/sub FA/>