Relationship between the Karhunen- Loéve transform and the Courant - Fischer theorem (Corresp.)

DOI10.1109/TIT.1984.1056938zbMath0568.94006OpenAlexW2123017484MaRDI QIDQ3686608

Y. Kamp, Philippe Delsarte

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1984.1056938

zbMATH Keywords

matrix approximationCourant-Fischer minimax theoremHilbert-Schmidt error norm

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Inequalities involving eigenvalues and eigenvectors (15A42) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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