Karhunen-Loeve Transform

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Jim Brown
Jim Brown on 13 Jun 2011
Does anyone have an implementation of the KLT? that you are willing to share?

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Paulo Silva
Paulo Silva on 13 Jun 2011
You can get some examples on the FEX, just search for them or other ways to do what what you need.

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Daniel Shub
Daniel Shub on 14 Jun 2011
From my understanding KLT, PCA, and SVD are all related The statistics toolbox has princomp which does a principal component analysis. The SVD function is part of standard MATLAB.

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