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FFT calculation of the L1-norm principal component of a data matrix
Signal Processing ( IF 3.4 ) Pub Date : 2021-08-10 , DOI: 10.1016/j.sigpro.2021.108286
Stefania Colonnese 1 , Panos P. Markopoulos 2 , Gaetano Scarano 1 , Dimitris A. Pados 3
Affiliation  

This paper presents a fast approximate rank-1 L1-norm Principal Component Analysis (L1-PCA) estimator implemented in the Fourier domain. Specifically, we first rephrase the problem of rank-1 L1-PCA estimation as a cyclic shift parameter estimation and then we present an algorithm for estimating the first L1-norm Principal Component (L1-PC) in the Fourier domain, practically using FFT. The proposed method is shown to be asymptotically efficient and our numerical studies corroborate its performance merits.



中文翻译:

数据矩阵的 L1 范数主成分的 FFT 计算

本文提出了一种在傅立叶域中实现的快速近似秩 1 L1 范数主成分分析 (L1-PCA) 估计器。具体来说,我们首先将秩 1 L1-PCA 估计问题重新表述为循环移位参数估计,然后我们提出了一种用于估计傅立叶域中第一个 L1 范数主成分 (L1-PC) 的算法,实际上使用 FFT。所提出的方法被证明是渐近有效的,我们的数值研究证实了其性能优点。

更新日期:2021-08-16
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