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Revision as of 12:48, 16 August 2004 by 128.214.48.37 (talk)(diff) ← Previous revision | Latest revision (diff) | Newer revision → (diff)In statistics, a random Vector is white if it has the following properties that the elements are uncorrelated and have unit variance. This corresponds to a flat power spectrum.
X_white = E * A' * X
where X is the matrix to be wihtened, E is the column matrix of Eigenvectors and A' is the transposed diagonal matrix of eigenvalues.