KarhunenLoeve

代码说明：

  数据降维算法 K_L变换是一种最优正交变换，以矢量信号X的协方差矩阵Ф的归一化正交特征矢量q所构成的正交矩阵Q，来对该矢量信号X做正交变换Y=QX，则称此变换为K-L变换（K-LT或KLT）。(Data reduction algorithm K_L optimal orthogonal transform is a transformation to vector signal covariance matrix Ф X normalized orthogonal feature vector composed of q orthogonal matrix Q, to be orthogonal to the vector signal X transformation Y = QX, called the KL transform transform (K-LT or KLT).)

文件列表：

KarhunenLoeve.m,4265,2011-05-11