Monday, November 23, 1998
4:00 - 5:00 PM
Canonical correlations may be used to decompose the Wiener filter into a whitening transform coder, a canonical filter, and a coloring transform coder. The outputs of the whitening transform coder are canonical coordinates, and it is these coordinates that are reduced in dimension and quantized in a finite-precision Wiener filter. Canonical correlations may also be used to measure direction cosines between channel inputs and channel outputs. They bring insightful decompositions of entropy, mutual information, and rate. For the circulant Gaussian channel, canonical coordinates may be used to illustrate that the capacity solution is a spread spectrum solution in which all canonical correlations, or direction cosines, are equalized.
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