Karhunen–Loève Expansion Using a Parametric Model of Oscillating Covariance Function
The Karhunen–Loève (KL) expansion decomposes a stochastic process into a set of orthogonal functions with random coefficients. The basic idea of the decomposition is to solve the Fredholm integral equation associated with the covariance kernel of the process. The KL expansion is a powerful mathemati...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
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MDPI AG
2025-08-01
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| Schriftenreihe: | Mathematics |
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| Online-Zugang: | https://www.mdpi.com/2227-7390/13/16/2569 |
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