ON THE INVERSE KARHUNEN-LOEWE PROBLEM.

被引：0
|
作者：
Ayzenberg, N.N.
Polivoko, V.P.
Semirot, M.S.
机构：
来源：
Radio Engineering and Electronic Physics (English translation of Radiotekhnika i Elektronika) | 1981年 / 26卷 / 04期
关键词：
KARHUNEN-LOEWE TRANSFORMATION;
D O I：
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学科分类号：
摘要：
A finite interval left bracket 0, N-1 right bracket is considered. Using a specified, arbitrary, unitary left bracket 1 right bracket , square matrix A of order N, an ensemble consisting of N discrete signals is constructed on this interval for which matrix A is a Karhunen-Loewe transformation matrix.
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页码：82 / 86
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