KL-like expansion of wide-sense stationary signal via local trigonometric bases

Abstract

We describe an expansion series via local trigonometric bases for wide-sense stationary processes. The expansion coefficients will have KL-like properties, i.e. uncorrelated. We use-bases from recently developed local trigonometric bases. Our proposed method does not require the solution of the eigen-function as in the KL-expansion. Moreover the efficient DCT method and best adapted method can be applied to the framework we derived.