whiten - Perform whitening Synopsis: [xw, Ww]= whiten(xcv)
0001 function [xcv, Ww]=whiten(xcv) 0002 % whiten - Perform whitening 0003 % 0004 %Synopsis: 0005 % [xw, Ww]= whiten(xcv) 0006 % 0007 0008 [T,C,n]= size(xcv); 0009 0010 if T==1 0011 C= sqrt(C); 0012 xcv= reshape(xcv, [C,C,n]); 0013 end 0014 0015 Sigma = mean(xcv,3); 0016 [EV, ED]=eig(Sigma); 0017 Ww = EV*diag(1./(sqrt(diag(ED))))*EV'; 0018 0019 xcv = matmultcv(xcv, Ww);