Whiteness test

Versione 1.0.1 (2,35 KB) da Carlos M. Velez S.
Whiteness test of a signal
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Aggiornato 12 ago 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)

Cita come

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

Compatibilità della release di MATLAB
Creato con R2021b
Compatibile con qualsiasi release
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Versione Pubblicato Note della release
1.0.1

Minor improvements
1.0.0