TY - GEN
T1 - Does canonical correlation analysis provide reliable information on data correlation in array processing?
AU - Ge, Hongya
AU - Kirsteins, Ivars P.
AU - Wang, Xiaoli
PY - 2009
Y1 - 2009
N2 - 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).
AB - 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).
KW - Array signal processing
KW - Canonical correlation analysis (CCA)
UR - http://www.scopus.com/inward/record.url?scp=70349226787&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=70349226787&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2009.4960033
DO - 10.1109/ICASSP.2009.4960033
M3 - Conference contribution
AN - SCOPUS:70349226787
SN - 9781424423545
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 2113
EP - 2116
BT - 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings, ICASSP 2009
T2 - 2009 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2009
Y2 - 19 April 2009 through 24 April 2009
ER -