The MDL criterion for rank determination via effective singularvalues

  • Authors:
  • C.J. Zarowski

  • Affiliations:
  • Dept. of Electr. Eng., Queen's Univ., Kingston, Ont.

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1998

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Abstract

Konstantinides and Yao (1988) have considered the problem of rank determination by use of effective singular values. In this correspondence, we show how to use the minimum description length criterion of Rissanen to provide an alternative means of estimating the index of the smallest nonzero singular value of a matrix when given estimates of the singular values