An improved sequential method for principal component analysis

Ze Wang, Yin Lee, Simone Fiori, Chi-Sing Leung, Yi-Sheng Zhu

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

13 Citations (Scopus)

Abstract

In sequential principal component (PC) extraction, when increasing numbers of PCs are extracted the accumulated extraction error becomes dominant and makes a reliable extraction of the remaining PCs difficult. This paper presents an improved cascade recursive least squares method for PCs' extraction. The good features of the proposed approach are illustrated through simulation results, and include improved convergence speed and higher extraction accuracy. © 2002 Elsevier Science B.V. All rights reserved.
Original languageEnglish
Pages (from-to)1409-1415
JournalPattern Recognition Letters
Volume24
Issue number9-10
DOIs
Publication statusPublished - Jun 2003

Research Keywords

  • Cascade recursive least squares (CRLS)
  • Principal component analysis
  • Vector orthogonalization by subspace deflation

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