Generalized Karhunen – Loeve Transform

@inproceedings{Hua2016GeneralizedK,
  title={Generalized Karhunen – Loeve Transform},
  author={Yingbo Hua and Wanquan Liu},
  year={2016}
}
We present a novel generic tool for data compression and filtering: the generalized Karhunen–Loeve (GKL) transform. The GKL transform minimizes a distance between any given reference and a transformation of some given data where the transform has a predetermined maximum possible rank. The GKL transform is also a generalization of the relative Karhunen–Loeve (RKL) transform by Yamashita and Ogawa where the latter assumes that the given data consist of the given reference (signal) and an… CONTINUE READING
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