Linear Extended Whitening Filters (Demo)

Version 1.0.0.0 (2.44 KB) by Aravindh Krishnamoorthy
Demo of dual-function whitening filters that triangularize or decorrelate a second matrix or RV
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Updated 14 Nov 2013

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Two functions that demonstrate computation of dual-function whitening filters termed Linear Extended Whitening Filters (EWF) such that:

1. EWF W whitens a random-vector X, and triangularizes a matrix H when applied as WH.

2. EWF W whitens a random-vector X, and decorrelates a second random-vector Y.

Based upon: Linear Extended Whitening Filters, arXiv:1310.3454.

Cite As

Aravindh Krishnamoorthy (2024). Linear Extended Whitening Filters (Demo) (https://www.mathworks.com/matlabcentral/fileexchange/44309-linear-extended-whitening-filters-demo), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0