Some aspects of the fast Karhunen-Loeve transform

The effectiveness of the fast Karhunen-Loeve transform (FKLT) is discussed with emphasis on the underlying boundary conditions. It is shown that the extra bit rate reduction made possible by the FKLT is offset by the number of bits assigned to the boundary conditions. It is also shown that with zero-boundary conditions, the FKLT reduces to a simple sine transform of the original data sequence less the boundary conditions. The sine transform is inefficient in bit rate reduction for rho close to unity.