1 April 2003 Karhunen-Loeve expansion of stationary random signals with exponentially oscillating covariance function
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Abstract
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)
Vitaly Kober, Vitaly Kober, Josue Alvarez-Borrego, 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 . Submission:
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