Title :
Asymptotic performance analysis of PCA algorithms based on the weighted subspace criterion
Author :
Delmas, Jean Pierre ; Gabillon, Victor
Author_Institution :
Dept. CITI, TELECOM & Manage. SudParis, Evry
Abstract :
This paper studies the asymptotic distribution of the eigenvectors estimated by some PCA algorithms based on the weighted subspace criterion. This enables us to analyse how the choice of the weighting matrix affects the algorithm´s performance, an issue previously overlooked.
Keywords :
eigenvalues and eigenfunctions; matrix algebra; principal component analysis; PCA algorithm; asymptotic performance analysis; eigenvectors estimation; matrix; principal component analysis; weighted subspace criterion; Algorithm design and analysis; Approximation algorithms; Convergence; Covariance matrix; Eigenvalues and eigenfunctions; Performance analysis; Principal component analysis; Signal processing algorithms; Stochastic processes; Telecommunications; Principal component analysis; asymptotic performance analysis; weighted subspace criterion;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on
Conference_Location :
Taipei
Print_ISBN :
978-1-4244-2353-8
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2009.4960314
