A New Algorithm for Sequential Minor Component Analysis
Dezhong Peng, Yi Zhang · International Journal of Computational Intelligence Research · 2006
Abstract: Extracting multiple minor components from the in-put signal is quite useful for many practical applications. In this paper, a globally convergent MCA algorithm that can extract multiple minor components sequentially is proposed. Conver-gence of this MCA algorithm is analyzed via the deterministic discrete time (DDT) method. Sufficient conditions are obtained to guarantee the convergence of this MCA algorithm. Simula-tions are carried out to further illustrate the theoretical results achieved.