Comparative Performance Analysis of Three Algorithms for Principal Component Analysis

Principal Component Analysis (PCA) is an important concept in statistical signal processing. In this paper, we evaluate an on-line algorithm for PCA, which we denote as the Exact Eigendecomposition (EE) algorithm. The algorithm is evaluated using Monte Carlo Simulations and compared with the PAST an...

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Bibliographic Details
Main Authors: A. Mohammed, R. Landqvist
Format: Article
Language:English
Published: Spolecnost pro radioelektronicke inzenyrstvi 2006-12-01
Series:Radioengineering
Online Access:http://www.radioeng.cz/fulltexts/2006/06_04_84_90.pdf