Asymptotic Eigenfunctions of Covariance Kernels with Rational Spectral Densities.

Percy A. Pierre

Expert InsightsPublished 1969

A refinement of Capon's asymptotic approximation of the eigenfunctions of covariance kernels with rational spectral densities is given. It is shown that this refinement is necessary if the approximation is to be useful in calculating the Karhunen-Loeve coefficients of a large class of functions. 10 pp. Refs. (Author)

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Pierre, Percy A., Asymptotic Eigenfunctions of Covariance Kernels with Rational Spectral Densities. Santa Monica, CA: RAND Corporation, 1969. https://www.rand.org/pubs/papers/P4220.html.
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