Estimating the order of sinusoidal models using the adaptively penalized likelihood approach: large sample consistency properties

Khushboo Surana, Sharmistha Mitra, Amit Mitra, Petre Stoica

Research output: Contribution to journalArticlepeer-review


Recently, the paper [2] introduced a method for model order estimation based on penalizing adaptively the likelihood (PAL). In this paper, we use the PAL based order estimation method for a nonlinear sinusoidal model and study its asymptotic statistical properties. We prove that the estimator of the model order using the PAL rule is consistent. Simulation examples are presented to illustrate the performance of the PAL method for small sample sizes and to compare it with that of three information criterion-based methods.
Original languageEnglish
Pages (from-to)204-211
Number of pages8
JournalSignal processing
Early online date6 Apr 2016
Publication statusPublished - Nov 2016

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