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A unified development of several techniques for the representation of random vectors and data setsLinear vector space theory is used to develop a general representation of a set of data vectors or random vectors by linear combinations of orthonormal vectors such that the mean squared error of the representation is minimized. The orthonormal vectors are shown to be the eigenvectors of an operator. The general representation is applied to several specific problems involving the use of the Karhunen-Loeve expansion, principal component analysis, and empirical orthogonal functions; and the common properties of these representations are developed.
Document ID
19730009893
Acquisition Source
Legacy CDMS
Document Type
Other - NASA Technical Report (TR)
Authors
Bundick, W. T. (NASA Langley Research Center Hampton, VA, United States)
Date Acquired
September 2, 2013
Publication Date
March 1, 1973
Subject Category
Mathematics
Report/Patent Number
L-8490
NASA-TR-R-398
Accession Number
73N18620
Funding Number(s)
PROJECT: RTOP 630-52-00-01
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.

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