On the Approximation of Optimal Realizable Linear Filters Using a Karhunen-Loève Expansion

Engineering

• Karhunen-Love Expansion 100%
• Linear Estimator 100%
• Linear Filter 100%
• Eigenvalue 50%
• Eigenvector 50%
• State Variable 50%
• Impulse Response 50%
• Truncation Error 50%
• Random Process 50%

Mathematics

• Approximates 100%
• Eigenvalue 50%
• Random Process 50%
• Eigenfunction 50%
• Variable Model 50%
• State Variable 50%
• Impulse Response 50%
• Truncation Error 50%