Karhunen-Loeve Transform

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Jim Brown
Jim Brown el 13 de Jun. de 2011
Does anyone have an implementation of the KLT? that you are willing to share?

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Paulo Silva
Paulo Silva el 13 de Jun. de 2011
You can get some examples on the FEX, just search for them or other ways to do what what you need.

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Daniel Shub
Daniel Shub el 14 de Jun. de 2011
From my understanding KLT, PCA, and SVD are all related The statistics toolbox has princomp which does a principal component analysis. The SVD function is part of standard MATLAB.

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