Skip to main content
eScholarship
Open Access Publications from the University of California

Generalized Karhunen-Loeve Transform

  • Author(s): Hua, Yingbo
  • Liu, Wanquan
  • et al.
Abstract

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 (see IEEE Trans. Signal Processing, vol.44, p.661-72, Mar. 1996) where the latter assumes that the given data consist of the given reference (signal) and an independent noise. This letter provides a very simple and yet complete description of the GKL transform and shows useful engineering insights into the GKL transform.

Many UC-authored scholarly publications are freely available on this site because of the UC's open access policies. Let us know how this access is important for you.

Main Content
Current View