Biorthogonal decomposition: Difference between revisions

Biorthogonal decomposition (view source)

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 == Relation with signal covariance ==
-Assuming the signals ''j<sub>1</sub>'' and ''j<sub>2</sub>'' have zero mean (their temporal average is zero), their [[:Wikipedia:Covariance|covariance]] is defined as:
+Assuming the signals ''Y(i,j)'' have zero mean (their temporal average is zero, or &Sigma;<sub>i</sub> ''Y(i,j)'' = 0), their [[:Wikipedia:Covariance|covariance]] is defined as:
 :<math>C(j_1,j_2) = \sum_i {Y(i,j_1)Y(i,j_2)},\!</math>