The Distributed Karhunen–Loève Transform

The Karhunen-Loeve transform (KLT) is a key element of many signal processing and communication tasks. Many recent applications involve distributed signal processing, where it is not generally possible to apply the KLT to the entire signal; rather, the KLT must be approximated in a distributed fashion. This paper investigates such distributed approaches to the KLT, where several distributed terminals observe disjoint subsets of a random vector. We introduce several versions of the distributed KLT. First, a local KLT is introduced, which is the optimal solution for a given terminal, assuming all else is fixed. This local KLT is different and in general improves upon the marginal KLT which simply ignores other terminals. Both optimal approximation and compression using this local KLT are derived. Two important special cases are studied in detail, namely, the partial observation KLT which has access to a subset of variables, but aims at reconstructing them all, and the conditional KLT which has access to side information at the decoder. We focus on the jointly Gaussian case, with known correlation structure, and on approximation and compression problems. Then, the distributed KLT is addressed by considering local KLTs in turn at the various terminals, leading to an iterative algorithm which is locally convergent, sometimes reaching a global optimum, depending on the overall correlation structure. For compression, it is shown that the classical distributed source coding techniques admit a natural transform coding interpretation, the transform being the distributed KLT. Examples throughout illustrate the performance of the proposed distributed KLT. This distributed transform has potential applications in sensor networks, distributed image databases, hyper-spectral imagery, and data fusion