Application of the Karhunen-Loève Expansion to Feature Selection and Ordering

@article{Fukunaga1970ApplicationOT,
  title={Application of the Karhunen-Lo{\`e}ve Expansion to Feature Selection and Ordering},
  author={Keinosuke Fukunaga and Warren L. G. Koontz},
  journal={IEEE Trans. Computers},
  year={1970},
  volume={19},
  pages={311-318}
}
The Karhunen-Lo6ve expansion has been used previously to extract important features for representing samples taken from a given distribution. A method is developed herein to use the Karhunen-Loeve expansion to extract features relevant to classification of a sample taken from one of two pattern classes. Numerical examples are presented to illustrate the technique. 

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