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function y=decorrection(x) 
%2006.3.13 
%copyright:xiaobing zhang 
 
%Ô¤´¦Àí 
[n,t] = size(x); 
m=mean(x')'*ones(1,t); 
x = x - m;% Remove mean 
[F,D]=eig((x*x')/t); 
v=F*(D^(-0.5))*F'; 
x=v*x;%white 
 
i=22; 
%main code  
Q=x(:,1:t-i)*x(:,i+1:t)'+x(:,i+1:t)*x(:,1:t-i)'; 
[W,D]=eig(x*x',Q); 
%separating 
y=W'*x;