Approximation of the 1D-Gaussian Random Field via Karhunen-Loeve Expansions(KLE)
I am trying to apply the Karhunen-Loeve Expansion(KLE) on the 1D Gaussian Random Field from scratch using numpy,scipy, matplotlib.pyplot:
Approximation of the 1D-Gaussian Random Field via Karhunen-Loeve Expansions(KLE)
I am trying to apply the Karhunen-Loeve Expansion(KLE) on the 1D Gaussian Random Field from scratch using numpy,scipy, matplotlib.pyplot: