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數據白化處理matlab代碼數據白化處理matlab代碼數據白化處理matlab代碼
代碼片段和文件信息
function?[X_whitened?Aw?u]?=?hyperWhiten(?X?)
%HYPERWHITEN?Whitens?a?data?matrix
%???hyperWhiten?whitens?a?data?matrix?by?performing?a?transform?upon?it?so
%?that?diagonals?of?its?covariance?matrix?are?all?unity.??Whitening?is
%?simply?a?coordinate?rotation?followed?by?a?scaling?factor.
%
%?Usage
%???[X_whitened]?=?hyperWhiten(?X?)
%?Inputs
%???X?-?2D??matrix?(p?x?N)
%?Outputs
%???X_whitened?-?2D?matrix?(p?x?N)?now?whitened
%???Aw?-?2D?whitening?matrix.
%???u?-?Vector?of?data?mean
%
%?References
%???http://en.wikip
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