A T-PROPER KARHUNEN-LOÈVE EXPANSION AND ITS APPLICATION TO THE PROBLEM OF SIMULATION

R.M. Fernandez-Alcala, J. Navarro-Moreno, J. D. Jimenez-Lopez, C. Cheong Took, J. C. Ruiz-Molina

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Abstract

The paper addresses the Karhunen-Loeve series representation in the tessarine domain. Based on augmented statistics, a tessarine widely linear Karhunen-Loeve expansion is defined. Then, the impact of T-properness on this representation
is analyzed, leading to a T-proper Karhunen-Loeve expansion that means a dimensionality reduction. Furthermore, this series representation serves as a versatile simulation tool, valid for both stationary and non-stationary, Gaussian and non-Gaussian random signals. Finally, the applicability of the simulation technique proposed is examined numerically.
Original languageEnglish
Title of host publication2024 IEEE 34th International Workshop on Machine Learning for Signal Processing (MLSP)
PublisherIEEE
Number of pages6
ISBN (Electronic)979-8-3503-7225-0
ISBN (Print)979-8-3503-7226-7
DOIs
Publication statusPublished - 4 Nov 2024

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