Principal Components Analysis


The principal components decomposition creates a set of decorrelated data bands whose energies are ranged in amplitude. This process requires knowledge of the covariance matrix (automatically estimated, in this case). The resultant bands can also be recomposed into the original values space, using the generated matrix.1

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References

1 Digital Image Processing: PIKS Inside, Third Edition. William K. Prat. ISBN: 0-471-37407-5 (Hardback)