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主(小)成分分析的实时算法
引用本文:侯磊,陈天平.主(小)成分分析的实时算法[J].复旦学报(自然科学版),2006,45(2):158-169.
作者姓名:侯磊  陈天平
作者单位:复旦大学,数学研究所,上海,200433
摘    要:在图像处理、通讯技术等信息处理领域中,主成分分析(PCA)和小成分分析(MCA)是很常用的一种方法.给出能同时得到主成分分析或小成分分析所要求的特征值和特征向量的实时算法.

关 键 词:主成分分析  小成分分析  实时算法
文章编号:0427-7104(2006)02-0158-12
收稿时间:2004-10-21
修稿时间:2004-10-21

Online Algorithm of Coupled Principal (Minor) Component Analysis
HOU Lei,CHEN Tian-ping.Online Algorithm of Coupled Principal (Minor) Component Analysis[J].Journal of Fudan University(Natural Science),2006,45(2):158-169.
Authors:HOU Lei  CHEN Tian-ping
Institution:Institute of Mathematics, Fudan University, Shanghai 200433, China;Institute of Mathematics, Fudan University, Shanghai 200433, China
Abstract:Principal component analysis(PCA) and minor component analysis(MCA) provide powerful statistical techniques in many information processing fields such as image processing,direction-of-arrival problems,communication technology,and so on.A new online coupled algorithm for PCA and MCA which can simultaneously extract the eigenvectors and eigenvalues of the covariance matrix with coupled iterations is obtained.
Keywords:principal component analysis  minor component analysis  online algorithm
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