Abstract
The recent paper (Cheung 2001) has studied the blind identification of Gaussian source process through a general temporal independent component analysis (ICA) approach named dual autoregressive modelling. It is actually a temporal extension of the classical principal component analysis without considering the principal order of the components. In this paper, we will further show the identifiable condition of the general temporal PCA (TPCA), and analyze the solution property of a specific TPCA algorithm presented in (Cheung 2001). Also, a new component ordering method is suggested, which includes the classical PCA ordering as a special case.
| Original language | English |
|---|---|
| Pages (from-to) | 311-315 |
| Number of pages | 5 |
| Journal | Proceedings of the IEEE International Conference on Systems, Man and Cybernetics |
| Volume | 3 |
| Publication status | Published - 2002 |
| Event | 2002 IEEE International Conference on Systems, Man and Cybernetics - Yasmine Hammamet, Tunisia Duration: 6 Oct 2002 → 9 Oct 2002 https://ieeexplore.ieee.org/xpl/conhome/8325/proceeding |
Scopus Subject Areas
- Control and Systems Engineering
- Hardware and Architecture
User-Defined Keywords
- Dual Auto-Regressive Modelling
- PCA Ordering
- Temporal Independent Component Analysis
- Temporal Principal Component Analysis