A note on the optimality of the Karhunen-Loeve expansion

A simple proof of the optimality of the Karhunen-Loeve expansion, which is prominent in pattern recognition, is established through an application of the Poincaré Separation Theorem.

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Bibliographic Details
Published in:Pattern recognition letters 1983-05, Vol.1 (4), p.203-204
Main Authors: Keating, Jerome P, Michalek, Joel E, Riley, James T
Format: Article
Language:English
Subjects:
Entropy
mean squared error
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Description
Summary:A simple proof of the optimality of the Karhunen-Loeve expansion, which is prominent in pattern recognition, is established through an application of the Poincaré Separation Theorem.
ISSN:0167-8655
1872-7344
DOI:10.1016/0167-8655(83)90025-9