Spectral analysis using the Karhunen-Loeve transform

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Summary

This paper deals with the resolution capability of the algorithm, which decomposes a vector time series into orthogonal components and finds that higher resolution than the conventional one can be achieved if the correlation matrix is estimated sufficiently exact.

Type
article
Published
1979-04-02
Cited by
8
References
2

Keywords

Karhunen–Loève theorem, Linear subspace, Eigenvalues and eigenvectors, Subspace topology, Maxima and minima

References

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