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Karhunen-Loeve transform
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Sergey Brin  
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 More options Aug 23 1994, 9:17 pm
Newsgroups: sci.math
From: ser...@Octopus.Stanford.EDU (Sergey Brin)
Date: 23 Aug 1994 23:41:28 GMT
Local: Tues, Aug 23 1994 7:41 pm
Subject: Karhunen-Loeve transform
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Hi,

I ran across a reference to a Karhunen-Loeve transform in a paper I
was reading and from the brief mention it seems that it is relevant to
my research.  However, there is no pointer to where I could find more
information.

Could someone let me know what a good reference for the Karhunen-Loeve
transform would be?

thanx
--sergey


 
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John Kahila  
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 More options Aug 27 1994, 7:16 am
Newsgroups: sci.math
From: kah...@kyyppari.hkkk.fi (John Kahila)
Date: 27 Aug 1994 10:55:57 GMT
Local: Sat, Aug 27 1994 6:55 am
Subject: Re: Karhunen-Loeve transform
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Sergey Brin (ser...@Octopus.Stanford.EDU) wrote:

: Could someone let me know what a good reference for the Karhunen-Loeve
: transform would be?

The paper you want is probably
 Karhunen, Juha
  New Methods for Stochastic Approximation of Truncated Karhunen-Loeve
  Expansions (Helsinki University of Technology, 1981).

Don't ask me any questions about the subject, you'll just get a blank
look :-).  I got the reference out of _Fennica_.

Karhunen may read this group, so you may already have the info.  If
not, and if you can't get the reference locally, send me email and
I'll try to get his email address for you.  It's always nice to have
an excuse for visiting HTK's library in Otaniemi.


 
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