Does canonical correlation analysis provide reliable information on data correlation in array processing?

Hongya Ge, Ivars P. Kirsteins, Xiaoli Wang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

17 Scopus citations

Abstract

This work provides analytical results on the canonical correlation analysis (CCA) of data sets from two spatially separated arrays of sensors. Our case studies cover both single source and multiple source signals in either white or colored noise fields for array signal processing. We derive analytical expressions of the canonical correlation for these examples and present a computer simulation analysis of empirical canonical correlations as a function of nominal correlation, signal-to-noise ratio (SNR), and sample support. Results obtained reveal an interesting fact that the canonical coefficients from CCA provide reliable information on the spatial correlation existing among data sets from two arrays only when the SNRs at both arrays are reasonably high. When sample correlation matrices (SCM) are used in the empirical CCA, reliable correlation can be estimated from CCA asymptotically (either at high SNRs from both arrays, or with a large number of snapshots in comparison with array dimensionality).

Original languageEnglish (US)
Title of host publication2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009
Pages2113-2116
Number of pages4
DOIs
StatePublished - Sep 23 2009
Event2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009 - Taipei, Taiwan, Province of China
Duration: Apr 19 2009Apr 24 2009

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009
CountryTaiwan, Province of China
CityTaipei
Period4/19/094/24/09

All Science Journal Classification (ASJC) codes

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Keywords

  • Array signal processing
  • Canonical correlation analysis (CCA)

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