DocumentCode
913757
Title
Asymptotic eigenfunctions of covariance kernels with rational spectral densities (Corresp.)
Author
Pierre, P.
Volume
16
Issue
3
fYear
1970
fDate
5/1/1970 12:00:00 AM
Firstpage
346
Lastpage
347
Abstract
A refinement of Capon´s asymptotic approximation of the eigenfunctions of covariance kernels with rational spectral densities is given. It is shown that this refinement is necessary if the approximation is to be useful in calculating the Karhunen-Loeve coefficients of a large class of functions.
Keywords
Covariance functions; Eigenvalues; Integral equations; Karhunen-Loeve transforms; Eigenvalues and eigenfunctions; Integral equations; Kernel; Tellurium;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054445
Filename
1054445
Link To Document