Canonical coordinates and the geometry of inference, rate, andcapacity

  • Authors:
  • L.L. Scharf;C.T. Mullis

  • Affiliations:
  • Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2000

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Abstract

Canonical correlations measure the cosines of principal angles between random vectors. These cosines multiplicatively decompose concentration ellipses for second-order filtering and additively decompose the information rate for the Gaussian channel. More over, 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 the channel capacity