An optimal generalized theory of signal representation

1 January 1999

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

Vol. 3, 1357-1360 vol.3
https://doi.org/10.1109/icassp.1999.756232

Abstract

A new generalized statistical signal processing framework is introduced for optimal signal representation and compression. Previous work is extended by considering the multiple signal case, where a desired signal is observed only in the presence of other non-white signals. The solution to this multi-signal representation problem yields a generalization of the Karhunen-Loeve transform and generates a basis selection which is optimal for multiple signals and colored-noise random processes under the minimum mean-square error criterion. The important applications for which this model is valid include detection, prediction, estimation, compression, classification and recognition.

Keywords

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