ON THE INVERSE KARHUNEN-LOEWE PROBLEM.

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作者
Ayzenberg, N.N.
Polivoko, V.P.
Semirot, M.S.
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KARHUNEN-LOEWE TRANSFORMATION;
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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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