Some Special Cases of the Karhunen-Loeve Transform

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- Some Special Cases of the Karhunen-Loeve Transform
- Acta Electronica Sinica Issue 3, Pages: 118-119(1985)
- 作者机构：
  
  昆明物理研究所
- 作者简介：
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- DOI：
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- Published：1985
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[1]王中德.Karhunen-Loéve变换的几种特例[J].电子学报,1985(03):118-119.

Wang Zhong-de. Some Special Cases of the Karhunen-Loeve Transform[J]. Acta Electronica Sinica, 1985, (3): 118-119.
[1]王中德.Karhunen-Loéve变换的几种特例[J].电子学报,1985(03):118-119. DOI：

Wang Zhong-de. Some Special Cases of the Karhunen-Loeve Transform[J]. Acta Electronica Sinica, 1985, (3): 118-119. DOI：

本文考虑了一阶马尔柯夫过程的Karhunen-Loéve变按（KLT）的两种特殊情况

证明了当相关系数p→0时

一阶马尔柯夫过程的KLT退化为第Ⅰ种离散sine变换（DST-I）

当p→-1时

一阶马尔柯夫过程的KLT退化为第Ⅱ种离散sine变换（DST-Ⅱ）。

Two special cases of the Karhunen-Loeve transform for the first order Markov process are considered. It is proven in this paper that

the Karhuneti-Loeve transform reduces to the version I of the discrete sine transform as ρ→0

and to the version Ⅱ of the discrete sine transform as ρ→ -1 .

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