Title :
Asymptotic eigenfunctions of covariance kernels with rational spectral densities (Corresp.)
fDate :
5/1/1970 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1970.1054445
