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
Descriptors:
Subject Categories:
- Statistics and Probability