DCT and KLT

Soma Biswas
Department of Electrical Engineering
IISc, Bangalore

DFT

DCT

Basis sequences are cosines are periodic and have even symmetry
-> Extension of x(n) outside (0,N-1) in synthesis equation will be periodic &
symmetric
DFT: finite length sequence -> form periodic sequences
DCT: finite length sequence -> form periodic, symmetric sequences many ways of
doing this
Most popular is DCT-2

DCT 2

DCT-2 Transform pair

Relation between DCT-2 and DFT

Relation between DCT-2 and DFT

Relation between DCT-2 and DFT

Provides fast algorithms can be used to compute DFT and so DCT

Energy Compaction Property

Used in many data compression - property of Energy Compaction

DCT-2 of a finite length sequence has its coefficients more highly concentrated as
low indices than DFT
From Parsevals theorem
Many of the later DCT coeff. Can be set to 0 without significant impact on the
energy of the signal

Energy Compaction Property

Unitary Transforms and Properties

A linear transform:
The Hermitian of matrix A is:
This transform is called unitary when A is a unitary
matrix, orthogonal when A is unitary and real.

Energy conservation

Rotation invariance - the angles between vectors are preserved

Recap
x is a zero-mean random vector in
the covariance (autocorrelation) matrix of x

Rx(i,j) encodes the correlation between xi and xj

Rx is a diagonal matrix iff. all N random variables in x are
uncorrelated
apply a linear transform:
What is the correlation matrix for y ?

KLT

KLT

Exact Reconstruction