An improved sequential method for principal component analysis
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. (C) 2002 Elsevier Science B.V. All rights reserved.
principal component analysis cascade recursive least squares (crls) vector orthogonalization by subspace deflation