Systems Seminar

Signal Processing and Communication in Canonical Coordinates

Prof. Louis Scharf
University of Colorado at Boulder

Abstract

The Wiener filter finds application in radar, sonar, speech processing, magnetic recording, and multiuser data communication. In this seminar we show that 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 reduced-rank, 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 Hadamard ratio, confidence intervals, 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, and direction cosines, are equalized.

Time and Place: Wed., Jan. 27, 3:30-4:30 pm in 4610 Engr. Hall.

SYSTEMS SEMINAR WEB PAGE: http://www.cae.wisc.edu/~gubner/seminar/