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Function to compute the Karhunen-Loeve Transform (KLT) on an ensemble of 1-D signals,
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compression using karhunen loeve transform
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对“data4.m”数据，采用三种K-L变换，分别提取2个特征。-The "data4.m" data, using the three KL transform, two features were extracted.
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Simple matrix algebra C++ library.
Implements such a useful tools like a:
- Linear equation solving via QT decomposition
- Singular value decomposition
- Karhunen-Loeve transform
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Karhunen—Loeve变换及其图像中的应用(Karhunen - Loeve transform and its applications in images)
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小波变换 KLT变换 图像处理 小波变换和KLT变换的matlab实现(Matlab implementation of wavelet transform, KLT transform, image processing, wavelet transform and KLT transform)
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