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Tests against the null hyptothesis of whiteness

version 1.0.0.0 (1.35 KB) by Hanan Shteingart
Tests whether a given signal is white (delta function in autocorrelation)

2 Downloads

Updated 03 Sep 2013

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For details see the link below and references within

http://dsp.stackexchange.com/questions/7678/determining-the-whiteness-of-noise

% demo:
% % white:
% >> [h,p,R]=white_test(((filter([1], [1], rand(1e3,1)))))
% >> h = 0, p =1, R = 455
% % non white:
% >> [h,p,R]=white_test(((filter([1 .3], [.4 0.3], rand(1e3,1)))))
% >> h = 1, p = 0, R = 2e3

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MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux