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data whitening using EVD

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jim92

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i am trying to implement Independent Component Analysis on a TMS320C6713 processor. I am in the pre processing of the signals and i am stuck with whitening. The paper i am referring talks about eigenvalue decomposition and it gives a formula as

X=E * D^-0. 5* E' * x
where E is the eigenvector matrix D is the diagonal matrix of eigenvalues E' is the transpose of E and x are the samples of the signal and X is the whitened signal.
The problem i am facing is the product E * D^-0. 5* E' gives a 2x2 matrix hence when multiplied by the samples i get 2x2 matrix but i am supposed to get samples.
please can anybody help me
 

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