In order to overcome the drawback that traditional principal component analysis fails to the outliers existing in the realistic data
a robust probability principal component analysis(RPPCA)method is proposed. A continuous decision variable is introduced into the energy function
and the preset hard threshold is replaced by a soft adaptive threshold which is automatically determined by the data. The algorithm is then embedded in the procedure of PPCA's principal component feature extraction. Compared with PCA and probability principal component analysis(PPCA)
the proposed RPPCA can resist outlier well
is more robust than PPCA
and enlarges the real application area.The simulation results show that the algorithm improves 3.2% classification accuracy to LPCA
and 0.7% to PPCA on average.
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references
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