New publication
New publication on Robust Multi-Dimensional Model Order Estimation Using Linear Regression of Global Eigenvalues
The efficient estimation of an approximate model order is very important for real applications with multi-dimensional low-rank data that may be corrupted by additive noise. In this paper, we present a novel robust to noise method for model order estimation of noise-corrupted multi-dimensional low-rank data based on the LineAr Regression of Global Eigenvalues (LaRGE). The LaRGE method uses the multi-linear singular values obtained from the HOSVD of the measurement tensor to construct global eigenvalues. In contrast to the Modified Exponential Test (EFT) that also exploits the approximate exponential profile of the noise eigenvalues, LaRGE does not require the calculation of the probability of false alarm. Moreover, LaRGE achieves a significantly improved performance in comparison with popular state-of-the-art methods. It is well suited for the analysis of noisy multidimensional low-rank data including biomedical signals. The excellent performance of the LaRGE method is illustrated via simulations and results obtained from EEG recordings.
Citation:
Korobkov AA, Diugurova MK, Haueisen J, Haardt M: Robust Multi-dimensional Model Order Estimation Using LineAr Regression of Global Eigenvalues (LaRGE).
IEEE Transactions on Signal Processing, 70:5751 - 5764, 2022
Contact: Prof. Jens Haueisen