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.
principal component analysis cascade recursive least squares (crls) vector orthogonalization by subspace deflation