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Discrete double-sided Karhunen-Loève expansion

Published 1 July 1980
K.V. Fernando, H. Nicholson
Citations5

Abstract

The double-sided form of the Karhunen-Loeve 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

Computer SciencePhysics and Astronomy