A coordinate-free theory of eigenvalue analysis related to the method of principal components and the Karhunen—Loève expansion

DOI10.1016/S0019-9958(79)90147-5zbMath0411.94006MaRDI QIDQ4198435

Kazuhiko Ozeki

Publication date: 1979

Published in: Information and Control (Search for Journal in Brave)

zbMATH Keywords

mutual informationdata compressionKarhunen-Loève expansionprincipal componentamount of informationobservation noisedimension of statistical data

Mathematics Subject Classification ID

Information theory (general) (94A15)