Whiteness test

Whiteness test of a signal

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This function gives several attributes of a signal to determine if it is approximately a white noise:
  1. Figure with autocorrelation values
  2. Spectrum (it has been approximately a flat spectrum)
  3. Mean value (Ee ~= 0),
  4. Ljung-Box test with significant level equal to 0.05 (Pass = insufficient evidence exists to reject the null hypothesis that the signal is a white noise through LAGMAX lags)

Cite As

Carlos M. Velez S. (2026). Whiteness test (https://www.mathworks.com/matlabcentral/fileexchange/115370-whiteness-test), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.1

Minor improvements

1.0.0