Criterion of significance level for selection of order of spectral estimation of entropy maximum

Vladimir V. Savchenko; Andrey V. Savchenko

doi:10.3103/S0735272719050042

Authors

Vladimir V. Savchenko Nizhny Novgorod State Linguistic University, Russian Federation https://orcid.org/0000-0003-3045-3337
Andrey V. Savchenko National Research University Higher School of Economics, Russian Federation https://orcid.org/0000-0001-6196-0564

DOI:

https://doi.org/10.3103/S0735272719050042

Keywords:

AIC, BIC, random signal, voice signal, digital processing, spectral analysis, autoregression model, parametric methods, maximal entropy principle, Burg’s method, Akaike criterion

Abstract

It is researched a wide class of parametric estimations of power spectral density based on principle of entropy maximum and autoregression observation model. At that there is distinguished the key parameter which is used model order. It is considered a problem of a priori uncertainty when true value of order is a priori unknown. It is proposed a new criterion for definition of order using finite sampling volume with purpose of overcome of the drawbacks of existing algorithms in conditions of small sampling. The principle of guaranteed significance level in a problem of complex statistic hypothesis verification is a basic principle of this criterion. In contrast to criteria of AIC, BIC, etc. this criterion is not related to determination of measurements inaccuracy, since it uses a conception of “significance level” of formed solution only. The efficiency of proposed criterion is researched theoretically and experimentally. An example of its application in a problem of spectral analysis of voice signals is considered. Recommendations about its practical application in the systems of digital signal processing are given.

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