Karhunen – Loève procedure for gappy data
نویسندگان
چکیده
The problem of using the Karhunen – Lò eve transform with partial data is addressed. Given a set of empirical eigenfunctions , we show how to recover the modal coefficients for each gappy snapshot by a least-squares procedure. This method gives an unbiased estimate of the data that lie in the gaps and permits gaps to be filled in a reasonable manner. In addition , a scheme is advanced for finding empirical eigenfunctions from gappy data. It is shown numerically that this procedure obtains spectra and eigenfunctions that are close to those obtained from unmarred data .
منابع مشابه
The Karhunen-lo Eve Procedure for Gappy Data
This paper addresses the problem of using the Karhunen-Lo eve transform with partial data. Given a set of empirical eigenfunctions we show how to recover the modal coeecients for each gappy snapshot by a least-squares procedure. This method gives an unbiased estimate of the data that lay in the gaps and permits gaps to be lled in a reasonable manner. In addition, a scheme is advanced for nding ...
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