IEEE - Institute of Electrical and Electronics Engineers, Inc. - Fast estimation of continuous Karhunen-Loeve eigenfunctions using wavelets

Author(s): J.E. Castrillon-Candas ; K. Amaratunga
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2002
Volume: 50
Page Count: 9
Page(s): 78 - 86
ISSN (Paper): 1053-587X
ISSN (Online): 1941-0476
DOI: 10.1109/78.972484
Regular:

This paper develops a new wavelet method for the fast estimation of continuous Karhunen-Loeve eigenfunctions. The method of snapshots is modified by projecting the ensemble functions onto... View More

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