Issue No.07 - July (1975 vol.24)
K.S. Shanmugam , Department of Electrical Engineering, Wichita State University
In the above correspondence,1 Ahmed et al. proposed a discrete cosine transform (DCT) and compared its performance with the Karhunen-Loeve transform (KLT). They offered empirical evidence showing that the DCT and the KLT compare closely for a number of digital signal processing applications. The purpose of this note is to show that the DCT and the KLT are indeed asymptotically equivalent if the data covariance matrix is a Toeplitz matrix.
K.S. Shanmugam, "Comments on "Discrete Cosine Transform"", IEEE Transactions on Computers, vol.24, no. 7, pp. 759, July 1975, doi:10.1109/T-C.1975.224301