先看下wiki上关于whiten transformation的介绍,简言之就是:把具有协方差的变量转换为协方差为单位矩阵的变量,即转换后,变量间不相关,且方差为1。之所以称之为'whiten',是由于该处理将输入向量转换为白噪声向量。第二行是介绍3种和白化功能类似的处理:去相关变换、归一化变换和色彩变换。
A whitening transformation or sphering transformation is a linear transformation that transforms a vector of random variables with a known covariance matrix into a set of new variables whose covariance is the identity matrix, meaning that they are uncorrelated and each have variance 1.[1] The transformation is called "whitening" because it changes the input vector into a white noise vector.
Several other transformations are closely related to whitening: 1) the decorrelation transform removes only the correlations but leaves variances intact, 2) the standardization transform sets variances to 1 but leaves correlations intact, and 3) a coloring transfo