EFFECT OF NORMALIZATION OF EIGENVECTORS ON THE PAST AND RP ALGORITHMS FOR PCA

Document type: Conference Papers
Peer reviewed: Yes
Author(s): Ronnie Landqvist, Abbas Mohammed
Title: EFFECT OF NORMALIZATION OF EIGENVECTORS ON THE PAST AND RP ALGORITHMS FOR PCA
Conference name: EUSIPCO
Year: 2005
City: Antalya
Organization: Blekinge Institute of Technology
Department: School of Engineering - Dept. of Signal Processing (Sektionen för teknik – avd. för signalbehandling)
School of Engineering S- 372 25 Ronneby
+46 455 38 50 00
http://www.tek.bth.se/
Authors e-mail: ronnie.landqvist@bth.se, abbas.mohammed@bth.se
Language: English
Abstract: This paper investigates the effect of incorporating normali-zation of the eigenvectors between iterations in the PAST and RP algorithms for principal component analysis (PCA). In addition, an algorithm denoted as exact eigendecomposi-tion (EE) is proposed for PCA. The algorithms are compared for different configurations using Monte Carlo simulations. Simulation results show that EE has the best performance and that normalization may be used for improving PAST and RP.
Subject: Signal Processing\General
Telecommunications\General
Edit