data whitening using EVD

Status
Not open for further replies.

jim92

Newbie level 1
Joined
Dec 7, 2012
Messages
0
Helped
0
Reputation
0
Reaction score
0
Trophy points
1,280
Activity points
1,280
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
 

Status
Not open for further replies.
Cookies are required to use this site. You must accept them to continue using the site. Learn more…