Decorrelation of time series signal

4 views (last 30 days)
Muhammad Faheem Awan
Muhammad Faheem Awan on 14 Mar 2019
I have a time series signal, which has an autocorrelation among samples. I want to decorrelate that signal. The problem is how can I find the covariance matrix, because i have a single vector with random values.

Sign in to answer this question.

Answers (0)

Categories

Find more on Smoothing and Denoising in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!