China
Research Article
The Asymptotic Noise Distribution in Karhunen-Loeve Transform Eigenmodes
Author(s): Yu Ding, Hui Xue, Ning Jin, Yiu-Cho Chung, Xin Liu, Yongqin Zhang and Orlando P. SimonettiYu Ding, Hui Xue, Ning Jin, Yiu-Cho Chung, Xin Liu, Yongqin Zhang and Orlando P. Simonetti
Karhunen-Loeve Transform (KLT) is widely used in signal processing. Yet the well-accepted result is that, the noise
is uniformly distributed in all eigenmodes is not accurate. We apply a result of the random matrix theory to understand
the asymptotic noise distribution in KLT eigenmodes. Noise variances in noise-only eigenmodes follow the Marcenko-
Pastur distribution, while noise variances in signal-dominated eigenmodes still follow the uniform distribution. Both the
mathematical expectation of noise level in each eigenmode and an analytical formula of KLT filter noise reduction effect
with a hard threshold were derived. Numerical simulations agree with our theoretical analysis. The noise variance of
an eigenmode may deviate more than 60% from the uniform distribution. These results can be modified slightly, .. Read More»
DOI:
10.4172/2157-7420.1000122
Journal of Health & Medical Informatics received 2700 citations as per Google Scholar report