Fast estimation of continuous Karhunen-Loève eigenfunctions using wavelets

IEEE Transactions on Signal Processing

Volumn 50, Issue 1, 2002, Pages 78-86

  Castrillón Candás, Julio Enrique ^a   Amaratunga, Kevin ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b Massachusetts Institute of Technology Cambridge   (United States)

Author keywords

Biorthogonal spaces; Karhunen Lo ve; Orthogonal spaces; Wavelets

Indexed keywords

ALGORITHMS; EIGENVALUES AND EIGENFUNCTIONS; ESTIMATION; MATRIX ALGEBRA; PIECEWISE LINEAR TECHNIQUES; POLYNOMIALS; WAVELET TRANSFORMS;

BIORTHOGONAL INTERPOLATING FUNCTION; BIORTHOGONAL SPACES; COVARIANCE MATRIX; KARHUNEN-LOEVE EIGENFUNCTIONS; ORTHOGONAL SPACES; SINGULAR VALUE DECOMPOSITION ALGORITHM;

SIGNAL PROCESSING;

EID: 0036171525     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.972484     Document Type: Article

References (13)

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