Abstract
Shows that optimal joint estimation and detection theory developed by Hero and Kim (see Proc. IEEE Int. Conf. Acoust., Speech, and Sig. Proc. P.2759, 1990) can be used to obtain an order selection criterion which optimizes parameter estimation performance under a constraint on false alarms P/sub FA/<or= alpha . Unlike other selection criteria, this order selection criterion is finite sample optimal for signal parameter estimation. As an application the authors consider signal detection and frequency classification for a signal with an unknown number of equal power harmonic components in a white noise background of unknown power. On the basis of this simple example they conclude that significant gains in worst case classification performance can be achieved using the proposed order selection criterion.<<ETX>>
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