On the Optimality of the Discrete Karhunen--Loève Expansion
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Publication:4210194
DOI10.1137/S0363012997315750zbMath0914.93074MaRDI QIDQ4210194
Publication date: 21 September 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
62H99: Multivariate analysis
93E24: Least squares and related methods for stochastic control systems
41A45: Approximation by arbitrary linear expressions
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