Abstract:Karhunen-Loève Transform (KLT), also called principal component analysis (PCA) or factor analysis, based signal processing methods have been successfully used in applications spanning from eigenfiltering to recommending systems. KLT is a signal dependent transform and comprised of three major steps where each has its own computational requirement. Namely, statistical measurement of random data is performed to populate its covariance matrix. Then, eigenvectors (eigenmatrix) and eigenvalues are calculated for th… Show more
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