ON THE OPTIMALITY OF THE DISCRETE KARHUNEN-LOEVE EXPANSION

Authors
DUR A
Citation
A. Dur, ON THE OPTIMALITY OF THE DISCRETE KARHUNEN-LOEVE EXPANSION, SIAM journal on control and optimization (Print), 36(6), 1998, pp. 1937-1939
Citations number
7
Categorie Soggetti
Mathematics,"Robotics & Automatic Control",Mathematics,"Robotics & Automatic Control
Journal title
SIAM journal on control and optimization (Print) → ACNP
ISSN journal
03630129
Volume
36
Issue
6
Year of publication
1998
Pages
1937 - 1939
Database
ISI
SICI code
0363-0129(1998)36:6<1937:OTOOTD>2.0.ZU;2-P
Abstract
A short proof of the optimality of the discrete Karhunen-Loeve expansi on as the best linear approximation in the quadratic mean is presented .