no code implementations • 28 Nov 2021 • A. P. Radünz, F. M. Bayer, R. J. Cintra
Because its computation depends on the matrix of covariances of the input signal, the use of the KLT in real-time applications is severely constrained by the difficulty in developing fast algorithms to implement it.
no code implementations • 28 Nov 2021 • A. P. Radünz, T. L. T. da Silveira, F. M. Bayer, R. J. Cintra
The Karhunen-Lo\`eve transform (KLT) is often used for data decorrelation and dimensionality reduction.