... covariance matrixCxmust be known. In the conventional use of6Principal Component Analysis and WhiteningPrincipal component analysis (PCA) and the closely related Karhunen-Lo`eve trans-form, ... statistical technique of factor analysis (FA). It is called principal factor analysis [166]. Generally, the goal in factor analysis is different from PCA. Factor analysis was originally developed ... as good a representation as possible.This goal is related to the goal of independent component analysis (ICA). However,in PCA the redundancy is measured by correlations between data elements,...