DocumentCode
746529
Title
A Fast Karhunen-Loeve Transform for a Class of Random Processes
Author
Jain, Anil K.
Author_Institution
Dept. of Elec. Engr.,State Univ. of New York at Buffalo,Amherst,NY
Volume
24
Issue
9
fYear
1976
fDate
9/1/1976 12:00:00 AM
Firstpage
1023
Lastpage
1029
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;
fLanguage
English
Journal_Title
Communications, IEEE Transactions on
Publisher
ieee
ISSN
0090-6778
Type
jour
DOI
10.1109/TCOM.1976.1093409
Filename
1093409
Link To Document