prewhite.m

来自「这是盲信号的代码 都已经通过编译了 做这方面的同仁可以参考一下 我觉得蛮惯用的」· M 代码 · 共 11 行

function [out, v, m] = prewhite( in) % save as prewhite.m

% De-bias
m = mean( in');
for i = 1:rows(in)
        out(i,:) = (in(i,:) - m(i));
end

% Decorrelate
v = 2 * sqrtm( inv( out * out'));
out = v * out;