Sequential Karhunen-Loeve basis extraction and its application to images

The Karhunen–Loeve (KL) Transform is an optimal method for approximating a set of vectors or images, which was used in image processing and computer vision for several tasks such as face and object recognition. Its computational demands and its batch calculation nature have limited its application. Here we present a new, sequential algorithm for calculating the KL basis, which is faster in typical applications and is especially advantageous for image sequences: the KL basis calculation is done with much lower delay and allows for dynamic updating of image databases. Systematic tests of the implemented algorithm show that these advantages are indeed obtained with the same accuracy available from batch KL algorithms.