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Fast algorithm of Hoteling basis construction

The paper suggests new fast algorithm for approximate Hoteling basis construction which is known to be important in pattern recognition. In contrary to traditional methods the algorithm permits to classify signals with high capacity. The presented method is based on wavelet transform and it is fast. Efficiency of the constructed approximate Hoteling filter is demonstrated. Experimental results are obtained for texture classification problem. The comparison with recognition using signs obtained via approximate Karhunen-Loeve transform is conducted.