A solution to linear estimation problems using approximate Karhunen-Loeve expansions

DOI10.1109/18.850715MaRDI QIDQ4503598zbMATH OpenOpenAlexFDO

Authors Jesus Navarro-Moreno, Mariano J. Valderrama, J. C. Ruiz-Molina

Publication date 7 September 2000

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

Full work available at URL https://doi.org/10.1109/18.850715

zbMATH Keywords

approximate Karhunen-Loève expansionslinear least-mean-squared-error estimationsignal process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(9)

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• Signal detection using approximate Karhunen-Loeve expansions
• An approximate solution to the simultaneous diagonalization of two covariance kernels: applications to second-order stochastic processes
• Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process
• A solution to the linear estimation problem with correlated signal and noise

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