Manuscript Received Apr. 2011; Accepted Nov. 2011. This work is supported by the National Natural Science Foundation of China (No.60934009, No.61034006, No.60804026, No.61174112, No.60801048).
Multi-scale principal component analysis (MSPCA) can well implement multivariate information extracting on different scales, but theory foundation of MSPCA is still an open question. Using spectral decompo- sition o...