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Wiener filters in canonical coordinates for transform coding, filtering, and quantizing

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2 Author(s)
L. Scharf ; Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA ; J. K. Thomas

Canonical correlations are used to decompose the Wiener filter into a whitening transform coder, a canonical filter, and a coloring transform decoder. The outputs of the whitening transform coder are called canonical coordinates; these are the coordinates that are reduced in rank and quantized in our finite-precision version of the Gauss-Markov theorem. Canonical correlations are, in fact, cosines of the canonical, angles between a source vector and a measurement vector. They produce new formulas for error covariance, spectral flatness, and entropy

Published in:

IEEE Transactions on Signal Processing  (Volume:46 ,  Issue: 3 )