Whitening Matrix

Whitening transformation of covariance matrix

Since R2026a

• 

Libraries:
Phased Array System Toolbox / Detection

Description

The Whitening Matrix block outputs the transformation matrix that whitens the noise covariance matrix of a signal. A whitening transformation converts the data covariance matrix into a scaled identity matrix, effectively whitening the data.

Ports

Input

Ncov — Noise covariance

N-by-N real-valued positive definite matrix | N-by-N complex-valued positive definite matrix

Noise covariance, input as an N-by-N real-valued positive definite matrix or N-by-N complex-valued positive definite matrix.

Data Types: single | double
Complex Number Support: Yes

Output

W — Whitening transformation matrix

N-by-N real-valued positive definite matrix | N-by-N complex-valued positive definite matrix

Whitening transformation matrix, output as an N-by-N real-valued positive definite matrix or an N-by-N complex-valued positive definite matrix. The complexity of W matches the complexity of ncov.

Data Types: single | double
Complex Number Support: Yes

Parameters

Output noise power (W) — Output whitened noise power

1 (default) | positive scalar

Output power of whitened noise, specified as a positive scalar.

Example: 10.0

Data Types: single | double

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using Simulink® Coder™.

Version History

Introduced in R2026a