Whiteness test

버전 1.0.1 (2.35 KB) 작성자: Carlos M. Velez S.
Whiteness test of a signal
다운로드 수: 136
업데이트 날짜: 2022/8/12

라이선스 보기

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)

인용 양식

Carlos M. Velez S. (2025). Whiteness test (https://www.mathworks.com/matlabcentral/fileexchange/115370-whiteness-test), MATLAB Central File Exchange. 검색 날짜: .

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개발 환경: R2021b
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버전 게시됨 릴리스 정보
1.0.1

Minor improvements

1.0.0