Transform coding with backward adaptive updates

The Karhunen-Loeve transform (KLT) is optimal for transform coding of a Gaussian source. This is established for all scale-invariant quantizers, generalizing previous results. A backward adaptive technique for combating the data dependence of the KLT is proposed and analyzed. When the adapted transform converges to a KLT, the scheme is universal among transform coders. A variety of convergence results are proven.