Performance analysis of an adaptive algorithm for minor component analysis | IEEE Conference Publication | IEEE Xplore

Performance analysis of an adaptive algorithm for minor component analysis


Abstract:

The single minor component extraction algorithm proposed by Douglas et al. is extended to a multiple minor components extraction algorithm by combining the deflation tech...Show More

Abstract:

The single minor component extraction algorithm proposed by Douglas et al. is extended to a multiple minor components extraction algorithm by combining the deflation technique and the Gram-Schmidt orthogonalization. The second order analysis for the multiple case is presented by applying the averaging method or the ordinary differential equation (ODE) method. The error covariances of the estimated minor components are derived and the validity of these evaluations is demonstrated by simulations.
Date of Conference: 04-08 September 2000
Date Added to IEEE Xplore: 02 April 2015
Print ISBN:978-952-1504-43-3
Conference Location: Tampere, Finland

Contact IEEE to Subscribe