Whiteness test

Version 1.0.1 (2.35 KB) by Carlos M. Velez S.
Whiteness test of a signal
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Updated 12 Aug 2022

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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. (2024). Whiteness test (https://www.mathworks.com/matlabcentral/fileexchange/115370-whiteness-test), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.1

Minor improvements
1.0.0