Momentum Principal Skewness Analysis

Principal skewness analysis (PSA) has been introduced to the remote sensing community recently, which is equivalent to fast independent component analysis (FastICA) when skewness is considered as a non-Gaussian index. However, similar to FastICA, PSA also has the nonconvergence problem in searching for optimal projection directions. In this letter, we propose a new iteration strategy to alleviate PSA's nonconvergence problem, and we name this new version of PSA as momentum PSA (MPSA). MPSA still adopts the same fixed-point algorithm as PSA does. Different from PSA, the (k + 1)th result in the iteration process of MPSA not only depends on the kth iteration result but also is related to the (k - 1)th iteration. Experiments conducted for both simulated data and real-world hyperspectral image demonstrate that MPSA has an obvious advantage over PSA in convergence performance and computational speed.