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Tests against the null hyptothesis of whiteness

Version 1.0.0.0 (1.35 KB) by Hanan Shteingart
Tests whether a given signal is white (delta function in autocorrelation)
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Updated Tue, 03 Sep 2013 22:59:02 +0000

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For details see the link below and references within

http://dsp.stackexchange.com/questions/7678/determining-the-whiteness-of-noise

% demo:
% % white:
% >> [h,p,R]=white_test(((filter([1], [1], rand(1e3,1)))))
% >> h = 0, p =1, R = 455
% % non white:
% >> [h,p,R]=white_test(((filter([1 .3], [.4 0.3], rand(1e3,1)))))
% >> h = 1, p = 0, R = 2e3

Cite As

Hanan Shteingart (2023). Tests against the null hyptothesis of whiteness (https://www.mathworks.com/matlabcentral/fileexchange/43312-tests-against-the-null-hyptothesis-of-whiteness), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
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Version Published Release Notes
1.0.0.0