Basically it's about the detection of the number of signal in the presence of correlated noise. It can be represented by model that co variance matrix K， A and N. K=A +N K is given and the rank of K is same as N. Also the rank of A is smaller. So how to find the rank of A ??how to analyse??
MATLAB: How to detect the number of signal in the presence of correlated noise. array signal processng
array signal processing or matrix analysisrank
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