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Generalized Karhunen-Loeve transform
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DOI：10.1109/97.681430.png)
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摘要
En 中文
We present a novel generic tool for data compression and filtering: the generalized Karhunen-Loeve (GKL) transform. The GKL transform minimizes a distance between any given reference and a transformation of some given data where the transform has a predetermined maximum possible rank. The GKL transform is also a generalization of the relative Karhunen-Loeve (RKL) transform by Yamashita and Ogawa where the latter assumes that the given data consist of the given reference (signal) and an independent noise. This letter provides a very simple and yet complete description of the GKL transform and shows useful engineering insights into the GKL transform.
Keyword:
data compression
data filtering
Karhunen-Loeve transform
rank reduction
subspace decomposition
SVD
Wiener filter
期刊
IF:
9.6
论文数:
1.1W
被引数:
1.7W
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