ASYMPTOTIC EIGENFUNCTIONS OF COVARIANCE KERNELS WITH RATIONAL SPECTRAL DENSITIES,

Abstract

A refinement of Capon's asymptotic approximation of the eigenfunctions of covariance kernels with rational spectral densities is given. It is shown that this refinement is necessary if the approximation is to be useful in calculating the Karhunen-Loeve coefficients of a large class of functions. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1969
Accession Number
AD0697674

Entities

People

  • Percy A. Pierre

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Algebra
  • Coefficients
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Eigenvectors
  • Information Science
  • Interdisciplinary Science
  • Linear Algebra
  • Mathematical Analysis
  • Mathematics
  • Matrices (Mathematics)

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.