Whitening: Difference between revisions

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	In ], a random ] is said to be "white" if its 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 ].

	== 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.

	== See also ==

	* ]
	* ]
⚫	* ]
	* ]

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Revision as of 08:01, 24 September 2004