arXiv:2611.11624 · v1

Karhunen-Loève Transforms of Autoregressive Windows Based on Matched Symmetry Groups

首次提交 2026-11-09 05:11

版本更新 2026-11-09 05:11

雷达观测 2026-11-10 13:19

摘要

The Karhunen-Loève transform of a window of a stationary autoregressive process of any order $p$ is described through its poles, extending the Algebraic Diversity framework, which selects a transform by the matched group. For simple roots every basis vector is a sum of at most $p$ sinusoids, at the frequencies where the spectrum equals the eigenvalue, plus modes decaying from the ends. The window covariance differs from a member of the class diagonalized by the type-II discrete cosine transform by a closed-form matrix of rank $2p$, exactly when no pole is zero, so the eigenvalues interlace spectrum samples on the cosine grid, and the coding-gain loss of the cosine transform is an exact function of that matrix with computable bounds: for the $8\times8$ Markov block of image coding at pole $0.95$ it is below 1.2 percent. By Kronecker's theorem the rank is at most $2\max(p,q)$ for rational spectra; a moving-average window departs in its Hankel corners, and an integrated (ARIMA) window departs by low rank from the type-VII sine class, exact for the random walk. The exact symmetry is generically the reflection and contains a wreath product for interleaved windows; the dihedral group of the even extension is matched approximately, the dominant pole's sign choosing cosine or sine. The two groups give the transform a fast form: a parity fold, half-length cosine cores and a cascade of at most $p$ first-order Cauchy stages, exactly $p$ for a minimal AR($p$) model. The first-order case recovers results obtained by other means.

作者备注：v1: 38 pages, 7 figures