pca kernel pca principal component analysis kernel principal component analysis 主成分分析 核主成分分析 Matlab算法源代码

核主元分析KPCA的降维特征提取以及故障检测应用-Kernel Principal Component Analysis .zip 本帖最后由 iqiukp 于 2018-11-9 15:02 编辑      核主元分析（Kernel principal component analysis ，KPCA）在降维、特征提取以及故障检测中的应用。主要功能有：（1）训练数据和测试数据的非线性主元提取（降维、特征提取） （2）SPE和T2统计量及其控制限的计算 （3）故障检测 参考文献： Lee J M, Yoo C K, Choi S W, et al. Nonlinear process monitoring using kernel principal component analysis[J]. Chemical engineering science, 2004, 59: 223-234. 1. KPCA的建模过程（故障检测）： （1）获取训练数据（工业过程数据需要进行标准化处理） （2）计算核矩阵 （3）核矩阵中心化 （4）特征值分解 （5）特征向量的标准化处理 （6）主元个数的选取 （7）计算非线性主成分（即降维结果或者特征提取结果） （8）SPE和T2统计量的控制限计算 function model = kpca_train % DESCRIPTION % Kernel principal component analysis % %       mappedX = kpca_train % % INPUT %   X            Training samples %                N: number of samples %                d: number of features %   options      Parameters setting % % OUTPUT %   model        KPCA model % % % Created on 9th November, 2018, by Kepeng Qiu. % number of training samples L = size; % Compute the kernel matrix K = computeKM; % Centralize the kernel matrix unit = ones/L; K_c = K-unit*K-K*unit unit*K*unit; % Solve the eigenvalue problem [V,D] = eigs; lambda = diag; % Normalize the eigenvalue V_s = V ./ sqrt'; % Compute the numbers of principal component % Extract the nonlinear component if options.type == 1 % fault detection     dims = find) >= 0.85,1, 'first'); else     dims = options.dims; end mappedX  = K_c* V_s ; % Store the results model.mappedX =  mappedX ; model.V_s = V_s; model.lambda = lambda; model.K_c = K_c; model.L = L; model.dims = dims; model.X = X; model.K = K; model.unit = unit; model.sigma = options.sigma; % Compute the threshold model.beta = options.beta;% corresponding probabilities [SPE_limit,T2_limit] = comtupeLimit; model.SPE_limit = SPE_limit; model.T2_limit = T2_limit; end复制代码2. KPCA的测试过程： （1）获取测试数据（工业过程数据需要利用训练数据的均值和标准差进行标准化处理） （2）计算核矩阵 （3）核矩阵中心化 （4）计算非线性主成分（即降维结果或者特征提取结果） （5）SPE和T2统计量的计算 function [SPE,T2,mappedY] = kpca_test % DESCRIPTION % Compute th

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