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    Canonical coordinates and the geometry of inference, rate, and capacity

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    http://hdl.handle.net/10217/749
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    Abstract
    Canonical correlations measure cosines of principal angles between random vectors. These cosines multiplicatively decompose concentration ellipses for second-order filtering and additively decompose information rate for the Gaussian channel. Moreover, they establish a geometrical connection between error covariance, error rate, information rate, and principal angles. There is a limit to how small these angles can be made, and this limit determines channel capacity.
    Author(s)
    Mullis, Clifford T., 1943-; Scharf, Louis L.

    Date Issued
    2000
    Format
    born digital; articles
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    • Faculty Publications - Department of Electrical and Computer Engineering

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