Karhunen-Loeve变换及其几种计算方法  

Some Algorithms for Karhunen-Loveve Transformations

作　　者：王筑娟[1] 

机构地区：[1]上海应用技术学院数理教学部,上海200235

出　　处：《上海应用技术学院学报（自然科学版）》2004年第2期117-121,共5页Journal of Shanghai Institute of Technology: Natural Science

摘　　要：对于K L变换所涉及的协方差矩阵的特征值和特征向量的计算 ,给出特征多项式的降价法和镜像阵法 ,使K L变换在实现上有更多的选择。此外 。In this paper,the calculation of eigenvalues and eigenvectors of the covariance matrices involved in Karhunen-Loeve transformations are discussed.We present two approaches - the reduction of eigenpolynomial and mirror image methods,so as to provide more alternatives in the performance of K-L transformations in practice.In addition,we have made some comments on dimensional reduction in the calculation process too.

关 键 词：K-L变换 特征值 特征向量 镜像阵 

分 类 号：TP391.4[自动化与计算机技术—计算机应用技术]