The following Matlab project contains the source code and Matlab examples used for expectation-maximization principal component analysis .
EMPCA calculates principal components using an expectation maximization algorithm to find each component in the residual matrix after substracting the previously converged principal components.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

empca.m | 3430 |

license.txt | 1313 |