NoisePrewhitening

NoisePrewhitening[sig,cov]

prewhiten the signal sig using the noise covariance matrix cov. The signal and covariance matrix can be any dimension.

Details
Details and Options Details and Options
QMRITools`
QMRITools`

NoisePrewhitening

NoisePrewhitening[sig,cov]

prewhiten the signal sig using the noise covariance matrix cov. The signal and covariance matrix can be any dimension.

Details

  • The following options can be given:
  • Method"PCA"Method is an option for various algorithm-intensive functions that specifies what internal methods they should use.