Performance analysis of an adaptive algorithm for minor component analysis

The single minor component extraction algorithm proposed by Douglas et al. is extended to a multiple minor components extraction algorithm by combining the deflation technique and the Gram-Schmidt orthogonalization. The second order analysis for the multiple case is presented by applying the averaging method or the ordinary differential equation (ODE) method. The error covariances of the estimated minor components are derived and the validity of these evaluations is demonstrated by simulations.