Document Type

Article

Publication Date

9-2003

Journal or Book Title

IEEE Signal Processing Magazine

Volume

20

Issue

5

First Page

39

Last Page

54

DOI

10.1109/MSP.2003.1236771

Abstract

Generalized multivariate analysis of variance (GMANOVA) and related reduced-rank regression are general statistical models that comprise versions of regression, canonical correlation, and profile analyses as well as analysis of variance (ANOVA) and covariance in univariate and multivariate settings. It is a powerful and, yet, not very well-known tool. We develop a unified framework for explaining, analyzing, and extending signal processing methods based on GMANOVA. We show the applicability of this framework to a number of detection and estimation problems in signal processing and communications and provide new and simple ways to derive numerous existing algorithms. Many of the methods were originally derived "from scratch", without knowledge of their close relationship with the GMANOVA model. We explicitly show this relationship and present new insights and guidelines for generalizing these methods. Our results could inspire applications of the general framework of GMANOVA to new problems in signal processing. We present such an application to flaw detection in nondestructive evaluation (NDE) of materials. A promising area for future growth is image processing.

Comments

This is a post-print of an article from IEEE Signal Processing Magazine 20 (2003): 39–54, doi:10.1109/MSP.2003.1236771. Posted with permission.

Rights

© 2003 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.

Copyright Owner

IEEE

Language

en

File Format

application/pdf

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