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Canonical Correlation a Tutorial - Carnegie Mellon School ...
www.cs.cmu.edumodified at any time as will this version. The latest version of this tutorial is ... be the energy of the signal and the noise signals respectively. Then the correlation between a (x + 1) and b 2 is = E [a (x + 1) b 2)] p E [a 2 (x + 1)] b 2 = E x 2 q E [x 2]+ 1 2 = S p (S + N 1)(2): ... being discrete since all measurements have finite ...