Monday, November 23, 1998
4:00 - 5:00 PM
1303 EECS
Abstract-
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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