KARHUNEN-LOEVE PROCEDURE FOR GAPPY DATA

The problem of using the Karhunen-Loeve transform with partial data is addressed. Given a set of empirical eigenfunctions, we show how to re cover the modal coefficients for each gappy snapshot by a least-square s procedure. This method gives an unbiased estimate of the data that l ie in the gaps and permits gaps to be filled in a reasonable manner. I n addition, a scheme is advanced for finding empirical eigenfunctions from gappy data. It is shown numerically that this procedure obtains s pectra and eigenfunctions that are close to those obtained from unmarr ed data.