论文信息 - On the Optimality of the Discrete Karhunen--Loève Expansion - 字舞流文

On the Optimality of the Discrete Karhunen--Loève Expansion

A short proof of the optimality of the discrete Karhunen--Loeve expansion as the best linear approximation in the quadratic mean is presented.

Arne Dür | A. Dür

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