A Matlab code for KLT simulations

Chapter
Part of the Springer Praxis Books book series (PRAXIS)

Abstract

After so much mathematics, it is natural to think of some computer code capable of simulating the KLTs derived analytically in this book. The well-known Matlab environment is well-suited for such simulations inasmuch as it can handle both the eigenvalues and the eigenvectors of symmetric matrices that are at the heart of the KLT.

Keywords

Brownian Motion Standard Brownian Motion Final Instant Autocorrelation Matrix Main Code 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.International Academy of Astronautics and Istituto Nazionale di AstrofisicaTorino (Turin)Italy

Personalised recommendations