Accession Number:

AD0697674

Title:

ASYMPTOTIC EIGENFUNCTIONS OF COVARIANCE KERNELS WITH RATIONAL SPECTRAL DENSITIES,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1969-11-01

Pagination or Media Count:

8.0

Abstract:

A refinement of Capons asymptotic approximation of the eigenfunctions of covariance kernels with rational spectral densities is given. It is shown that this refinement is necessary if the approximation is to be useful in calculating the Karhunen-Loeve coefficients of a large class of functions. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE