Blind detection of the number of sources with hypothesis tests.

Estimation of the number of sources.

Description

Let us assume the following MIMO model:
Y(k)=HX(k)+Y(k)
This file can detect the number of sources, i.e the size of the vector X(k) from the received signal Y(k). The noise is assumed spatially white and the number of receivers must be strictly greater than the number of sources. For more details about the algorithm, see references:
 [Law56] D. N. Lawley. Tests of signicance for the latent roots of covariance and correlation matrices. Biometrika, 43(1/2) :128-136, 1956.
 [Jam69] A.T James. Tests of equality of latent roots of the covariance matrix. Multivariate Analysis, pages 205217, 1969.
  

• MATLAB release: MATLAB 7 (R14)