Chapter 6. Principal Component Analysis and Whitening
Published Online: 15 MAY 2002
Copyright © 2001 John Wiley & Sons, Inc.
Independent Component Analysis
How to Cite
Hyvärinen, A., Karhunen, J. and Oja, E. (2001) Principal Component Analysis and Whitening, in Independent Component Analysis, John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471221317.ch6
- Published Online: 15 MAY 2002
- Published Print: 21 MAY 2001
Book Series Editors:
- Simon Haykin
Print ISBN: 9780471405405
Online ISBN: 9780471221319
- principal component analysis (PCA);
- on-line learning;
- factor analysis;
The basic principal component analysis (PCA) problem is outlined in this chapter. Both the closed-form solution and on-line learning algorithms for PCA are reviewed. Next, the related linear statistical technique of factor analysis is discussed. The chapter is concluded by presenting how data can be preprocessed by whitening, removing the effect of first-and second-order statistics, which is very helpful as the first step in ICA.