New perspectives on optimal transforms of random vectors
Date
2009
Authors
Howlett, P.
Pearce, C.
Torokhti, A.
Editors
Pearce, C.
Hunt, E.
Hunt, E.
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Book chapter
Citation
Optimization: Structure and Applications, 2009 / Pearce, C., Hunt, E. (ed./s), vol.32, pp.245-259
Statement of Responsibility
P. G. Howlett, C. E. M. Pearce and A. P. Torokhti
Conference Name
Abstract
We present a new transform which is optimal over the class of transforms generated by second-degree polynomial operators. The transform is based on the solution of the best constrained approximation problem with the approximant formed by a polynomial operator. It is shown that the new transform has advantages over the Karhunen–Loève transform, arguably the most popular transform, which is optimal over the class of linear transforms of fixed rank. We provide a strict justification of the technique, demonstrate its advantages and describe useful extensions and applications
School/Discipline
Dissertation Note
Provenance
Description
© 2009 Springer. Part of Springer Science+Business Media
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Rights
Copyright 2009 Springer Science+Business Media