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A modified PCA based on the minimum error entropy

Guo, Z.H. and Yue, H. and Wang, H. (2004) A modified PCA based on the minimum error entropy. In: American Control Conference 2004, 2004-06-30 - 2004-07-02.

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Conventional principal component analysis (PCA) minimizes the total error variance, which may be inappropriate for the non-Gaussian distribution systems. In this paper the entropy is proposed as a more general index for PCA model, and then a modified PCA with the optimization for the minimum error entropy via a genetic algorithm (GA) is addressed.