| Revision as of 12:48, 16 August 2004 edit128.214.48.37 (talk)No edit summary | Revision as of 12:36, 10 September 2004 edit undoThe Anome (talk | contribs)Edit filter managers, Administrators253,495 edits tidyingNext edit → | ||
| Line 1: | Line 1: | ||
| {{cleanup}} | |||
| ⚫ | In statistics, a random |
||
| ⚫ | In ], a random vector is said to be "white" if it has the following properties: that the elements are uncorrelated and have unit variance. This corresponds to a flat ]. | ||
| A vector can be '''whitened''' to remove these correlations. This is useful in various procedures such as ]. | |||
| ⚫ | X_white = E * A' * X | ||
| == Whitening a signal == | |||
| ⚫ | where X is the matrix to be |
||
| ⚫ | :X_white = E * A' * X | ||
| ⚫ | where X is the matrix to be whitened, E is the column matrix of Eigenvectors and A' is the transposed diagonal matrix of eigenvalues. | ||
| {{stub}} | |||
| == See also == | |||
| * ] | |||
| ] | |||
| ] | |||
| ] | |||
Revision as of 12:36, 10 September 2004
You must add a |reason= parameter to this Cleanup template – replace it with {{Cleanup|reason=<Fill reason here>}}, or remove the Cleanup template.
In statistics, a random vector is said to be "white" if it has the following properties: that the elements are uncorrelated and have unit variance. This corresponds to a flat power spectrum.
A vector can be whitened to remove these correlations. This is useful in various procedures such as data compression.
Whitening a signal
- X_white = E * A' * X
where X is the matrix to be whitened, E is the column matrix of Eigenvectors and A' is the transposed diagonal matrix of eigenvalues.
This article is a stub. You can help Misplaced Pages by expanding it. |