On the optimality of the discrete karhunen-loève expansion

SIAM Journal on Control and Optimization

Volumn 36, Issue 6, 1998, Pages 1937-1939

  Dür, Arne ^a  

^a UNIVERSITY OF INNSBRUCK   (Austria)

Author keywords

Karhunen lo ve expansion

Indexed keywords

APPROXIMATION THEORY; CONSTRAINT THEORY; EIGENVALUES AND EIGENFUNCTIONS; FUNCTIONS; LAGRANGE MULTIPLIERS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; THEOREM PROVING; VECTORS;

DISCRETE KARHUNEN-LOEVE EXPANSION; OPTIMALITY;

OPTIMIZATION;

EID: 0344630362     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012997315750     Document Type: Article

References (7)

1. A. N. AKANSU AND R. A. HADDAD, Multiresolution Signal Decomposition, Academic Press, New York, 1992.
2. V. R. ALGAZI AND D. J. SAKRISON, On the optimality of the Karhunen-Loève expansion, IEEE Trans. Inform. Theory, 15 (1969), pp. 319-320.
3. Y. T. CHIEN AND K. S. FU, On the generalized Karhunen-Loève expansion, IEEE Trans. Inform. Theory, 13 (1967), pp. 518-520.
4. D. F. ELLIOTT AND K. R. RAO, Fast Transforms: Algorithms, Analyses, Applications, Academic Press, New York, 1982.
5. L. MIRSKY, On the trace of matrix products, Math. Nachr. 20 (1959), pp. 171-174.
6. H. RICHTER, Zur Abschätzung von Matrizennormen, Math. Nach. 18 (1958), pp. 178-187.
7. J. H. WILKINSON, The Algebraic Eigenvalue Problem, Clarendon Press, Oxford, 1965.