TY - GEN
T1 - Fast PCA via UTV decomposition and application on EEG analysis
AU - Wongsawat, Yodchanan
PY - 2009
Y1 - 2009
N2 - In the mean square error sense, principal component analysis (PCA) or Karhunen-Loeve transform (KLT) can optimally summarize the high dimensional data into only a few meaningful ones. However, for the biomedical signal analysis, e.g. electroencephalogram (EEG), the data need to be updated or downdated very often. This fact makes the PCA impractical to be employed, especially in real-time signal analysis. In this paper, we propose the fast computational method for approximating the PCA such that the new transform, called fast PCA (fastPCA), can easily be updated and downdated. The fastPCA is calculated via the UTV decomposition which is the method normally used to approximate the rank-revealing property of the singular value decomposition (SVD). The merit of the fastPCA is also illustrated via the application on EEG analysis.
AB - In the mean square error sense, principal component analysis (PCA) or Karhunen-Loeve transform (KLT) can optimally summarize the high dimensional data into only a few meaningful ones. However, for the biomedical signal analysis, e.g. electroencephalogram (EEG), the data need to be updated or downdated very often. This fact makes the PCA impractical to be employed, especially in real-time signal analysis. In this paper, we propose the fast computational method for approximating the PCA such that the new transform, called fast PCA (fastPCA), can easily be updated and downdated. The fastPCA is calculated via the UTV decomposition which is the method normally used to approximate the rank-revealing property of the singular value decomposition (SVD). The merit of the fastPCA is also illustrated via the application on EEG analysis.
UR - https://www.scopus.com/pages/publications/77950993014
U2 - 10.1109/IEMBS.2009.5333119
DO - 10.1109/IEMBS.2009.5333119
M3 - Conference contribution
C2 - 19964138
AN - SCOPUS:77950993014
SN - 9781424432967
T3 - Proceedings of the 31st Annual International Conference of the IEEE Engineering in Medicine and Biology Society: Engineering the Future of Biomedicine, EMBC 2009
SP - 5669
EP - 5672
BT - Proceedings of the 31st Annual International Conference of the IEEE Engineering in Medicine and Biology Society
PB - IEEE Computer Society
T2 - 31st Annual International Conference of the IEEE Engineering in Medicine and Biology Society: Engineering the Future of Biomedicine, EMBC 2009
Y2 - 2 September 2009 through 6 September 2009
ER -