KL变换matlab代码 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%KL变换 %%%%%%%%%%x:m*n,m是维数，n是样本个数 function y=myKL(x)Q=x-kron(ones(1,size(x,2)),mean(x,2));Phi=Q*Q';[V,D]=eig(Phi);%...
K_L变换K-L变换·定义以矢量信号X的协方差矩阵Ф的归一化正交特征矢量q所构成的正交矩阵Q,来对该矢量信号X做正交变换Y=QX,则称此变换为K—L变换(K-LT或KLT),K-LT是Karhuner—Loeve变换的简称,有的文献资料也写作KLT。可见,要实现KLT,首先要从信号求出其协方差矩阵Ф,再由Ф求出正交矩阵Q。Ф的求法与...