  This paper presents a study of the properties of the Ornstein-Uhlenbeck
bridge, specifically, we derive its Karhunen-Lo\`eve expansion for any value of
the initial variance and mean-reversion parameter (or mean-repulsion if
negative). We also show that its canonical decomposition can be obtained using
some techniques related to generalized bridges. Finally, we present an
application to the optimal functional quantization of the Ornstein-Uhlenbeck
bridge.
