This function gives several attributes of a signal to determine if it is approximately a white noise:
- Figure with autocorrelation values
- Spectrum (it has been approximately a flat spectrum)
- Mean value (Ee ~= 0),
- 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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R2021b
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