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function [y,v]=baihua(x) %观测信号的白化处理函数 %包括均值为零处理 %去均值时, [n,T] = size(x); %if nargin == 1 % m = n; %end x = x - mean(x')'*ones(1,T);% Remove mean %%***************白化********************* [F,D]=eig((x*x')/T); %[vals,idxs] = sort(diag(D)); %mmvar = n-m+1:n; %F=F(:,idxs(mmvar))'; %D=D(idxs(mmvar),idxs(mmvar)); %v = sqrt(diag(1./diag(D))) * F; v=F*(D^(-0.5))*F'; y=v*x; %修改日期:2005.8.8