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 inPattern recognition letters Vol. 1; no. 4; pp. 203 - 204
Main Authors Keating, Jerome P, Michalek, Joel E, Riley, James T
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.05.1983
Subjects
Entropy
mean squared error
mean squared error
Entropy
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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