Karhunen–Loève Transform

GPTKB entity

Statements (44)
Predicate Object
gptkbp:instanceOf gptkb:transformation
statistical analysis
dimensionality reduction technique
gptkbp:alsoKnownAs KLT
Hotelling transform
gptkbp:appliesTo communications
data analysis
remote sensing
speech recognition
image compression
pattern recognition
face recognition
gptkbp:category gptkb:signal_processing
linear algebra
multivariate statistics
gptkbp:field gptkb:machine_learning
gptkb:probability_theory
gptkb:signal_processing
statistics
gptkbp:firstDescribed 1940s
gptkbp:form spectral decomposition
eigenfunctions of covariance operator
gptkbp:generalizes gptkb:Fourier_transform
singular value decomposition
gptkbp:hasWikipediaPage https://en.wikipedia.org/wiki/Karhunen%E2%80%93Lo%C3%A8ve_transform
https://www.w3.org/2000/01/rdf-schema#label Karhunen–Loève Transform
gptkbp:input random process
gptkbp:isInvertible true
gptkbp:isMatrixGroup true
gptkbp:isOptimalFor mean-square error minimization
gptkbp:namedAfter gptkb:Michel_Loève
Kari Karhunen
gptkbp:output orthogonal basis functions
uncorrelated variables
gptkbp:purpose data compression
feature extraction
noise reduction
decorrelation of random processes
gptkbp:relatedTo gptkb:principal_component_analysis
eigenvalue decomposition
orthogonal transformation
gptkbp:requires covariance matrix
gptkbp:bfsParent gptkb:Discrete_Cosine_Transform
gptkbp:bfsLayer 6