Karhunen–Loève theorem
Teorema de Karhunen-Loève
- Date
- c. 1946-1947 · confidence medium
- Place
- Helsinki, Finland
- Credited to
- Michel Loève y Kari Karhunen
- Field
- Knowledge & symbols
What was discovered
A theorem of stochastic process theory representing a process as an infinite linear combination of orthogonal functions, analogous to the Fourier series of a function; developed independently by Kari Karhunen and Michel Loève.
What it led to
- Basis for the continuous version of principal component analysis
- Widely used in signal processing and data compression
- Foundation for functional data analysis