A Fast Karhunen-Loeve Transform for a Class of Random Processes

Anil K. Jain

IRE Transactions on Communications Systems · 1976 · 240 citations · 10 references

Concepts

Abstract

The Karhunen-Loeve transform for a class of signals is proven to be a set of periodic sine functions and this Karhunen-Loeve series expansion can be obtained via an FFT algorithm. This fast algorithm obtained could be useful in data compression and other mean-square signal processing applications.

References

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