A fast derivation of Karhunen-Loeve transform kernel for first-order autoregressive discrete process

  • Onur Yilmaz, Mustafa U. Torun, Ali N. Akansu
  • ACM SIGMETRICS Performance Evaluation Review, April 2014, ACM (Association for Computing Machinery)
  • DOI: 10.1145/2627534.2627555

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http://dx.doi.org/10.1145/2627534.2627555

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