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A brief note on the Karhunen-Loève expansion
| Content Provider | Semantic Scholar |
|---|---|
| Author | Alexanderian, Alen |
| Copyright Year | 2015 |
| Abstract | We provide a detailed derivation of the Karhunen-Loeve expansion of a stochastic process. We also discuss briefly Gaussian processes, and provide a simple numerical study for the purpose of illustration. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://users.ices.utexas.edu/~alen/articles/KL.pdf |
| Alternate Webpage(s) | https://arxiv.org/pdf/1509.07526v2.pdf |
| Alternate Webpage(s) | http://export.arxiv.org/pdf/1509.07526 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |