PCA seems to claim its ability to reduce noise. I wonder what kind of noise can PCA handle, does the noise have to be Gaussian white? Will the denoising performance of PCA algorithms deteriorate with noise of non-gaussian or non-white?
Thanks for your suggestions. If I understand the publications you listed correctly, they all assumed the noise being gaussian and white. Will the denoising performance of PCA algorithms deteriorate with noise of non-gaussian or non-white?