Description

whiten2D whitens cross-correlated time-series. Whitening filters are constructed by a fitting procedure to the corss-spectrum models provided. Note: The function assumes that the input model corresponds to the one-sided csd of the data to be whitened.

Call

    b = whiten2D(a, pl)
    [b1,b2] = whiten2D(a1, a2, pl)
    [b1,b2,...,bn] = whiten2D(a1,a2,...,an, pl);
  

Inputs

Outputs

Algorithm

  1. Fit a set of partial fraction z-domain filters using utils.math.psd2wf
  2. Convert to bank of mIIR filters
  3. Filter time-series in parallel The filtering process is:
    b(1) = Filt11(a(1)) + Filt12(a(2))
    b(2) = Filt21(a(1)) + Filt22(a(2))

Parameters