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Robust Model Order Selection via Dithered Differential Step-Down Thresholding

Kharin, Aleksandr
arXiv (OAI Expanded) · Papers
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signal-processingstatistics-theory
This paper studies the problem of model order selection in stationary noise. Single-threshold detection is sensitive to extreme noise excursions, particularly when the detection threshold is lowered to capture weak deterministic components. To augment single-threshold detection, we propose a differe
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