A simple introduction to the KLT and BAM-KLT
This chapter is a simple introduction about using the Karhunen–Loève Transform (KLT) to extract weak signals from noise of any kind. In general, the noise may be colored and over wide bandwidths, and not just white and over narrow bandwidths. We show that the signal extraction can be achieved by the KLT more accurately than by the Fast Fourier Transform (FFT), especially if the signals buried into the noise are very weak, in which case the FFT fails.
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