Borrar filtros
Borrar filtros

Decorrelation of time series signal

7 visualizaciones (últimos 30 días)
Muhammad Faheem Awan
Muhammad Faheem Awan el 14 de Mzo. de 2019
I have a time series signal, which has an autocorrelation among samples. I want to decorrelate that signal. The problem is how can I find the covariance matrix, because i have a single vector with random values.

Respuestas (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by