Whiteness test

版本 1.0.1 (2.3 KB) 作者: Carlos M. Velez S.
Whiteness test of a signal
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更新时间 2022/8/12

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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)

引用格式

Carlos M. Velez S. (2024). Whiteness test (https://www.mathworks.com/matlabcentral/fileexchange/115370-whiteness-test), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.0.1

Minor improvements
1.0.0