Title :
A Fast Karhunen-Loeve Transform for a Class of Random Processes
Author_Institution :
Dept. of Elec. Engr.,State Univ. of New York at Buffalo,Amherst,NY
fDate :
9/1/1976 12:00:00 AM
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.
Keywords :
Karhunen-Loeve transforms; Markov processes; Chromium; Control systems; Data compression; Error correction; Karhunen-Loeve transforms; Random processes; Sampling methods; Signal processing algorithms; Sparse matrices; Speech analysis;
Journal_Title :
Communications, IEEE Transactions on
DOI :
10.1109/TCOM.1976.1093409
