DocumentCode
891524
Title
Karhunen-Lo¿¿ve expansion with reference to singular-value decomposition and separation of variables
Author
Fernando, K.V.M. ; Nicholson, H.
Author_Institution
University of Sheffield, Department of Control Engineering, Sheffield, UK
Volume
127
Issue
5
fYear
1980
fDate
9/1/1980 12:00:00 AM
Firstpage
204
Lastpage
206
Abstract
The Karhunen-Lo¿¿ve expansion for random processes, the method of principal component analysis, the singular-value decomposition of rectangular matrices and the method of separation of variables used in mathematical physics and functional analysis are shown to possess the same basic structure based on orthonormal basis functions or vectors and associated eigenproblems.
Keywords
eigenvalues and eigenfunctions; matrix algebra; random processes; spectral analysis; Karhunen Loeve expansion; eigenproblems; orthonormal basis functions; principal component analysis; random processes; rectangular matrices; singular value decomposition; variables separation; vectors;
fLanguage
English
Journal_Title
Control Theory and Applications, IEE Proceedings D
Publisher
iet
ISSN
0143-7054
Type
jour
DOI
10.1049/ip-d.1980.0034
Filename
4642005
Link To Document