Application of Legendre Transform for Decorrelation of Random Variables
S.C. Sahasrabudhe, Hemant B. Kekre, Nandita Goyal · IEEE Transactions on Geoscience and Remote Sensing · 1982
Karhunen-Loeve (K-L) transform yields a set of uncorrelated random variables from a set of correlated random variables of a data vector. However, K-L transform is computationally not efficient and hence other fast transforms have been investigated for use in their place. Possible use of Legendre transforms in this application has been investigated.