Distributed Canonical Correlation Analysis in Wireless Sensor Networks With Application to Distributed Blind Source Separation

Canonical correlation analysis (CCA) is a widely used data analysis tool that allows to assess the correlation between two distinct sets of signals. It computes optimal linear combinations of the signals in both sets such that the resulting signals are maximally correlated. The weight vectors defining these optimal linear combinations are referred to as “principal CCA directions”. In addition to this particular type of data analysis, CCA is also often used as a blind source separation (BSS) technique, i.e., under certain assumptions, the principal CCA directions have certain demixing properties. In this paper, we propose a distributed CCA (DCCA) algorithm that can operate in wireless sensor networks (WSNs) with a fully connected or a tree topology. The algorithm estimates the Q principal CCA directions from the sensor signal observations collected by the different nodes in the WSN and extracts the corresponding sources. These network-wide principal CCA directions are estimated in a time-recursive fashion without explicitly constructing the corresponding network-wide correlation matrices, i.e., without the need for data centralization. Instead, each node locally computes smaller CCA problems and only transmits compressed sensor signal observations (of dimension Q), which significantly reduces the bit rate over the wireless links of the WSN. We prove convergence and optimality of the DCCA algorithm, and we demonstrate its performance by means of numerical simulations in a blind source separation scenario.