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In this paper, we describe a new method for performing kernel principal component analysis which is online and also has a fast convergence rate. The method follows the Rayleigh quotient to obtain a fixed point update rule to extract the leading eigenvalue and eigenvector. Online deflation is used to estimate the remaining components. These operations are performed in reproducing kernel Hilbert space...
Certain algorithms and their computational complexity are examined for use in a VLSI implementation of the real-time pattern classifier described in Part I of this work. The most computationally intensive processing is found in the classifier training mode wherein subsets of the largest and smallest eigenvalues and associated eigenvectors of the input data covariance pair must be computed. It is shown...
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