Discrete double-sided Karhunen-Loeve expansion
IEE Proceedings D Control Theory and ApplicationsPublished 1 January 1980
K.V. Fernando, H. Nicholson
Citations7
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Abstract
The double-sided form of the Karhunen-Loève expansion based on the singular value decomposition of matrices is developed. It has applications in data analysis, contraction and prediction in two-dimensional processes.
Keywords
Economics, Econometrics and FinancePhysics and Astronomy