Generalized multivariate analysis of variance - A unified framework for signal processing in correlated noise

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2003-09-01
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Dogandžić, Aleksandar
Nehorai, Arye
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Dogandžić, Aleksandar
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Electrical and Computer Engineering

The Department of Electrical and Computer Engineering (ECpE) contains two focuses. The focus on Electrical Engineering teaches students in the fields of control systems, electromagnetics and non-destructive evaluation, microelectronics, electric power & energy systems, and the like. The Computer Engineering focus teaches in the fields of software systems, embedded systems, networking, information security, computer architecture, etc.

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The Department of Electrical Engineering was formed in 1909 from the division of the Department of Physics and Electrical Engineering. In 1985 its name changed to Department of Electrical Engineering and Computer Engineering. In 1995 it became the Department of Electrical and Computer Engineering.

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1909-present

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  • Department of Electrical Engineering (1909-1985)
  • Department of Electrical Engineering and Computer Engineering (1985-1995)

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Electrical and Computer Engineering
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.

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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.

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Wed Jan 01 00:00:00 UTC 2003
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