Canonical coordinates and the geometry of inference, rate, and capacity Scharf, Louis L. ; Mullis, Clifford T., 1943- "This work was supported by the National Science Foundation under Contracts MIP-9529050 and ECS 9979400 and by the Office of Naval Research under Contracts N00014-89-J-1070 and N00014-00-1-0033." 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. Colorado State University. Libraries 2000 text ; image application/pdf ECElls00016.pdf FACFECEN100405ARTI eng c2000 IEEE
Canonical coordinates and the geometry of inference, rate, and capacity
Scharf, Louis L. ; Mullis, Clifford T., 1943-
"This work was supported by the National Science Foundation under Contracts MIP-9529050 and ECS 9979400 and by the Office of Naval Research under Contracts N00014-89-J-1070 and N00014-00-1-0033."
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.
Colorado State University. Libraries
2000
text ; image
application/pdf
ECElls00016.pdf
FACFECEN100405ARTI
eng
c2000 IEEE