Empirical orthogonal functions
- This article is a stub.
A set of empirical orthogonal functions
is a set of basis functions which specify a transform
on a set of empirical signals
, which result in a set of signals that, phenomenologically
speaking, are statistically independant; i.e. have maximum variance
. Thus, information
is evenly distributed amongst the signals, as well as the equally measurable values of each signal, resulting in maximum information entropy
, and robustness to noise
When one discusses empirical orthogonal functions, they are concerned with how to extract these functions from a given system, with regard to a given set of information. They are also concerned with, therefore, what the empirical orthogonal functions that pertain to a given thing-in-the-world are, in relation to another given thing-in-the-world.