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

1 September 1976

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Communications

Vol. 24 (9), 1023-1029
https://doi.org/10.1109/tcom.1976.1093409

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
RANDOM PROCESSES
CHROMIUM
SIGNAL PROCESSING ALGORITHMS
SPEECH ANALYSIS
DATA COMPRESSION
SPARSE MATRICES
ERROR CORRECTION
CONTROL SYSTEMS
SAMPLING METHODS

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