Optical EngineeringKarhunen-Loeve expansion of stationary random signals with exponentially oscillating covariance function
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The Karhunen-Loeve expansion based on the calculation of the eigenvalues and eigenfunctions of the Karhunen-Loeve integral equation is known to have certain properties that make it optimal for many signal detection and filtering applications. We propose an analytical solution of the equation for a practical case when the covariance function of a stationary process is exponentially oscillating. Computer simulation results using a real aerial image are provided and discussed.