Optimal fixed rank transform of the second degree

DOI10.1109/82.924074zbMATH Open1009.94543OpenAlexW2100756512MaRDI QIDQ4553201FDOQ4553201

Anatoli Torokhti, Phil 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

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zbMATH Keywords

filteringdata compressionstochastic 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)

Cited In (8)

• Fast random vector transforms in terms of pseudo-inverse within the Wiener filtering paradigm
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• Towards theory of generic principal component analysis
• Combined reduced-rank transform
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal recursive estimation of raw data

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