KARHUNEN-LOEVE PROCEDURE FOR GAPPY DATA

被引:551
作者
EVERSON, R
SIROVICH, L
机构
[1] The Rockefeller University, New York, NY
来源
JOURNAL OF THE OPTICAL SOCIETY OF AMERICA A-OPTICS IMAGE SCIENCE AND VISION | 1995年 / 12卷 / 08期
关键词
D O I
10.1364/JOSAA.12.001657
中图分类号
O43 [光学];
学科分类号
070207 ; 0803 ;
摘要
The problem of using the Karhunen-Loeve transform with partial data is addressed. Given a set of empirical eigenfunctions, we show how to recover the modal coefficients for each gappy snapshot by a least-squares procedure. This method gives an unbiased estimate of the data that lie in the gaps and permits gaps to be filled in a reasonable manner. In addition, a scheme is advanced for finding empirical eigenfunctions from gappy data. It is shown numerically that this procedure obtains spectra and eigenfunctions that are close to those obtained from unmarred data.
引用
收藏
页码:1657 / 1664
页数:8
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