Karhunen-Loeve expansion of stationary random signals with exponentially oscillating covariance function

Vitaly Kober; Josue Alvarez-Borrego

doi:10.1117/1.1558089

1 April 2003 Karhunen-Loeve expansion of stationary random signals with exponentially oscillating covariance function

Vitaly Kober, Josue Alvarez-Borrego

Optical Engineering, Vol. 42, Issue 4, (April 2003). https://doi.org/10.1117/1.1558089

The Karhunen-Loeve expansion based on the calculation of the eigenvalues and eigenfunctions of the Karhunen-Loeve integral equation is known to have certain properties that make it optimal for many signal detection and filtering applications. We propose an analytical solution of the equation for a practical case when the covariance function of a stationary process is exponentially oscillating. Computer simulation results using a real aerial image are provided and discussed.

©(2003) Society of Photo-Optical Instrumentation Engineers (SPIE)

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Vitaly Kober and Josue Alvarez-Borrego "Karhunen-Loeve expansion of stationary random signals with exponentially oscillating covariance function," Optical Engineering 42(4), (1 April 2003). https://doi.org/10.1117/1.1558089

Published: 1 April 2003

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