Karhunen-Loeve Transform

Does anyone have an implementation of the KLT? that you are willing to share?

 Accepted Answer

Paulo Silva
Paulo Silva on 13 Jun 2011

1 vote

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

More Answers (1)

Daniel Shub
Daniel Shub on 14 Jun 2011

0 votes

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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