Eigenvalues and Eigenvectors in Signal Analysis,

Abstract

The application of the Karhunen-Loeve expansion to signal analysis problems involves eigenvector and eigenvalue calculations. Practical questions which arise are how many eigenvectors should one calculate and how many sample waveforms must one obtain to determine these eigenvectors with a specified accuracy. The answers to these engineering questions are the concern of this paper. In addition, a rapid algorithm for numerically calculating the eigenvectors and eigenvalues of an autocorrelation matrix is presented which is applicable mainly to signal analysis problems. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1969
Accession Number
ADA031918

Entities

People

  • K. Fukunaga
  • W. L. G. Koontz

Organizations

  • Purdue University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Autocorrelation
  • Coefficients
  • Computations
  • Digital Computers
  • Eigenvalues
  • Eigenvectors
  • Electrical Engineering
  • Engineering
  • Equations
  • Errors
  • Estimators
  • Gaussian Distributions
  • Normal Distribution
  • Pattern Recognition
  • Waveforms

Fields of Study

  • Physics

Readers

  • Calculus or Mathematical Analysis
  • Control Systems Engineering.
  • Graph Algorithms and Convex Optimization.