Model Order Selection Rules For Covariance Structure Classification

The adaptive classification of the interference covariance matrix structure for radar signal processing applications is addressed in this paper. This represents a key issue because many detection architectures are synthesized assuming a specific covariance structure which may not necessarily coincide with the actual one due to the joint action of the system and environment uncertainties. The considered classification problem is cast in terms of a multiple hypotheses test with some nested alternatives and the theory of Model Order Selection (MOS) is exploited to devise suitable decision rules. Several MOS techniques, such as the Akaike, Takeuchi, and Bayesian information criteria are adopted and the corresponding merits and drawbacks are discussed. At the analysis stage, illustrating examples for the probability of correct model selection are presented showing the effectiveness of the proposed rules

Bayesian Model Comparison and the BIC for Regression Models

In the signal processing literature, many methods have been pro-posed for solving the important model comparison and selection problem. However, most of these methods only find the most likely model or only work well under particular circumstances such as a large number of data points or a high signal-to-noise ratio (SNR). One of the most successful classes of methods is the Bayesian in-formation criteria (BIC) and in this paper, we extend some of the recent work on the BIC. In particular, we develop methods in a full Bayesian framework which work well across a large/small number of data points and high/low SNR for either real- or complex-valued data originating from a regression model. Aside from selecting the most probable model, these rules can also be used for model averag-ing as they assign a probability to each candidate model. Through simulations on a polynomial trend model, we demonstrate that the proposed rules outperform other rules in terms of detecting the true model order, de-noising the noisy signal, and making predictions of unobserved data points. The simulation code is available online. Index Terms — Model comparison and selection, Bayesian in-formation criterio

正交匹配追踪和BIC准则的自适应双频段预失真模型优化算法

针对双频段预失真模型复杂度高以及当前的模型优化算法不具有自适应性的问题,提出一种自适应的模型优化算法.采用双频段广义记忆多项式作为预失真模型,通过正交匹配追踪算法对原始模型的基函数项进行排序,每次迭代时用所有已挑选的基函数项构成备选模型,推导了模型输出向量元素服从非独立同分布情况下的贝叶斯信息准则(Bayesian Information Criterion,BIC),并将BIC值最小的备选模型作为优化后模型,从而在原始模型稀疏度和拟合误差门限未知情况下,实现了模型的自适应优化.结果表明:优化后模型与原始模型相比,二者分别预失真后的信号在邻道功率比和归一化均方误差方面均非常接近,预失真效果良好,而模型的系数量减少了75%以上.国家自然科学基金项目(No.61401099);;福建省教育厅项目(No.JAT170087