• 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