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