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自动化学报 1999
ADAPTIVE ROBUST PRINCIPAL COMPONENT ANALYSIS BASED ON ERROR MODELING
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Abstract:
One way to improve the robustness of principal component analysis (PCA) is studied in the paper. A new adaptive algorithm of robust PCA based on the structure of single layer neural network (NN) is developed with modification of the cost function which can be acquired through modeling of the error function. The new nonlinear robust PCA algorithm can reduce the effects of outliers on the accuracy and convergence of the PCA algorithm through proper processing of them.