白噪声white noise 和 白化

1. wikipedia的解释  http://en.wikipedia.org/wiki/Whitening_transformation

The whitening transformation is a decorrelation method which transforms a set of random variables having the covariance matrix Σ into a set of new random variables whose covariance is aI, where a is a constant and I is the identity matrix. The new random variables are uncorrelated and all have variance 1. The method is called "whitening" because it transforms the input matrix to the form of white noise, which by definition is uncorrelated and has uniform variance. It differs from decorrelation in that the variances are made to be equal, rather than merely making the covariances zero. That is, where decorrelation results in a diagonal covariance matrix, whitening produces a scalar multiple of the identity matrix.

2. 白化就是  新的随机变量之间协方差为0，即不相关。新的随机变量本省的 方差变为1的a倍。白噪声就是这种