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Optimal fixed rank transform of the second degree

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Publication:4553201
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DOI10.1109/82.924074zbMath1009.94543OpenAlexW2100756512MaRDI QIDQ4553201

Anatoli Torokhti, Phil G. Howlett

Publication date: 28 March 2003

Published in: IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/82.924074


zbMATH Keywords

data compressionfilteringstochastic signalsKarhunen-Loéve transform


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science) (68P30)


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Optimal recursive estimation of raw data ⋮ Towards theory of generic principal component analysis ⋮ Filtering and compression for infinite sets of stochastic signals



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