Research of the error of approximation of random process by different basis functions
Larysa Titarenko, B. Bordyugov · International Conference on Modern Problems of Radio Engineering, Telecommunications and Computer Science · 2004
Different basis functions, their advantages and disadvantages in approximation of random signal have been researched. The dependences for mean square error of correspondence of random signal for transformation of Fourier, Karhunen-Loeve and wavelet basis have been obtained. The comparison analysis has been carried out.