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

Document Type

Conference Proceeding

Publication Date

9-23-2009

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). ©2009 IEEE.

Identifier

70349226787 (Scopus)

ISBN

[9781424423545]

Publication Title

ICASSP IEEE International Conference on Acoustics Speech and Signal Processing Proceedings

External Full Text Location

https://doi.org/10.1109/ICASSP.2009.4960033

ISSN

15206149

First Page

2113

Last Page

2116

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