Explicit solution of the eigenvalue integral with exponentially oscillating covariance function
Explicit solution of the eigenvalue integral with exponentially oscillating covariance function
复制标题
具有指数振荡协方差函数的特征值积分的显式解
DOI：
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发表时间：
2002
期刊：
影响因子：
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通讯作者：
J. Álvarez
中科院分区：
文献类型：
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作者：
V. Kober;J. Álvarez
基于卡尔胡宁-洛夫积分方程本征值和特征函数计算的卡胡宁-洛夫变换具有某些性质，这使得它在许多信号检测和滤波应用中是最优的。对于平稳过程的协方差函数为指数振荡的实际情况，我们给出了该方程的解析解。给出并讨论了使用真实航空图像的计算机模拟结果。
The Karhunen-Loeve transform based on calculation of the eigenvalues and eigenfunctions of the Karhunen-Loeve integral equation is known to have certain properties which make it optimal for many signal detection and filtering applications. We propose an analytical solution of the equation for a practical case when the covariance function of a stationary process is exponentially oscillating. Computer simulation results using a real aerial image are provided and discussed.