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A Modified Discrete Karhunen-Loeve Random Field Estimator

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1 Author(s)
S. N. Gupta ; Hughes Aircraft Company

Based upon the modified Karhunen-Loeve model of the gravity disturbance vector proposed by us recently, a corresponding Karhunen-Loeve random field estimator is developed in this paper for a two-dimensional grid of gravity data in a local finite region.The new eigenvectors obey the "required" orthogonality relations on the chosen grid provided the KL expansion is now separated into odd and even integers. The closed-form solution of the estimator isthen obtained under the "diagonal" assumption for the gain coefficients. It is shown that this assumption, without which nosolution is possible, enables the estimator to reproduce the data atgrid points when the noise in the data is absent and the number of terms in the Karhunen-Loeve expansion are equal to the number of grid points.

Published in:

IEEE Transactions on Aerospace and Electronic Systems  (Volume:AES-23 ,  Issue: 3 )