Recursive Principal Components Analysis Using Eigenvector Matrix Perturbation

Recursive Principal Components Analysis Using Eigenvector Matrix Perturbation

Principal components analysis is an important and well-studied subject in statistics and signal processing. The literature has an abundance of algorithms for solving this problem, where most of these algorithms could be grouped into one of the following three approaches: adaptation based on Hebbian...

Full description

Bibliographic Details
Main Authors: Deniz Erdogmus, Yadunandana N. Rao, Hemanth Peddaneni, Anant Hegde, Jose C. Principe
Format: Article
Language:English
Published: SpringerOpen 2004-10-01
Series:EURASIP Journal on Advances in Signal Processing
Subjects:
PCA
recursive algorithm
rank-one matrix update.
Online Access:http://dx.doi.org/10.1155/S1110865704404120

Internet

http://dx.doi.org/10.1155/S1110865704404120

Similar Items