On unitary transform approximations
Ricardo Lopes de Queiroz · IEEE Signal Processing Letters · 1998
In this letter, we present a method to find a unitary transform which is the closest to a given square transform matrix in the sense of minimizing the variance of the output error (discrepancy) for given signal statistics. An extension of the result to frequency responses of filterbank transfer matrices is also given along with an example to demonstrate the feasibility of the method.