Orthogonal Functions and Transforms
A random vector X may be represented without error by deterministic transformation of the form:
where A = [A1 A2 . . . An], ?A? ? 0.
The matrix A may be considered to be made up of n.
linearly-independent column vectors, called the basis vector which span n-dimensional space containing X.
Let A be orthogonal, i.e.,
if follows that A’A = ? or A-1 = A’.