Title :
On the role of biorthonormality in representation of random processes
Author :
Segalescu, Victor A. ; Zibulski, Meir ; Zeevi, Yehoshua Y.
Author_Institution :
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
fDate :
1/1/1996 12:00:00 AM
Abstract :
The representation of a random process by a set of uncorrelated random variables is examined. The main result indicates that a basis decorrelates a random process if and only if it satisfies an integral equation similar to the type satisfied by the Karhunen-Loeve expansion, but by relaxing the requirement of orthogonality of the representation functions
Keywords :
correlation methods; integral equations; random processes; signal representation; Karhunen-Loeve expansion; basis; biorthonormality; integral equation; orthogonality; random process decorrelation; random processes representation; representation functions; signal representation; uncorrelated random variables; Approximation error; Autocorrelation; Computer aided software engineering; Decorrelation; Eigenvalues and eigenfunctions; Integral equations; Iterative algorithms; Random processes; Random variables;
Journal_Title :
Information Theory, IEEE Transactions on
