Abstract
The Proper Orthogonal Decomposition (P.O.D.), also known as the Karhunen-Loeve expansion, is a procedure for decomposing a stochastic field in an L2 optimal sense. It is used in diverse disciplines from image processing to turbulence. Recently the P.O.D. is receiving much attention as a tool for studying dynamics of systems in infinite dimensional space. This paper reviews the mathematical fundamentals of this theory. Also included are results on the span of the eigenfunction basis, a geometric corollary due to Chebyshev’s inequality and a relation between the P.O.D. symmetry and ergodicity.
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© 1992 Springer-Verlag New York, Inc.
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Berkooz, G. (1992). Observations on the Proper Orthogonal Decomposition. In: Gatski, T.B., Speziale, C.G., Sarkar, S. (eds) Studies in Turbulence. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2792-2_16
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DOI: https://doi.org/10.1007/978-1-4612-2792-2_16
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