Page 79 - Algorithm Collections for Digital Signal Processing Applications using MATLAB

2. Probability and Random Process 67

w21=sum(((w11*data(1,:)+w21*data(2,:)+w31*data(3,:)).^3).*data(2,:))/length(data);
w31=sum(((w11*data(1,:)+w21*data(2,:)+w31*data(3,:)).^3).*data(3,:))/length(data);
w12=sum(((w12*data(1,:)+w22*data(2,:)+w32*data(3,:)).^3).*data(1,:))/length(data);
w22=sum(((w12*data(1,:)+w22*data(2,:)+w32*data(3,:)).^3).*data(2,:))/length(data);
w32=sum(((w12*data(1,:)+w22*data(2,:)+w32*data(3,:)).^3).*data(3,:))/length(data);
w13=sum(((w13*data(1,:)+w23*data(2,:)+w33*data(3,:)).^3).*data(1,:))/length(data);
w23=sum(((w13*data(1,:)+w23*data(2,:)+w33*data(3,:)).^3).*data(2,:))/length(data);
w33=sum(((w13*data(1,:)+w23*data(2,:)+w33*data(3,:)).^3).*data(3,:))/length(data);
w11=w11-3*w11;
w12=w12-3*w12;
w13=w13-3*w13;
w21=w21-3*w21;
w22=w22-3*w22;
w23=w23-3*w23;
w31=w31-3*w31;
w32=w32-3*w32;
w33=w33-3*w33;
W1=[w11 w21 w23]';
W2=[w12 w22 w32]';
W3=[w13 w23 w33]';
W=[W1 W2 W3]';
W = W * real(inv(W' *W)^(1/2));
w11=W(1,1);
w12=W(1,2);
w13=W(1,3);
w21=W(2,1);
w22=W(2,2);
w23=W(2,3);
w31=W(3,1);
w32=W(3,2);
w33=W(3,3);
W*W';
end
W=[w11 w12 w13;w21 w22 w23;w31 w32 w33];
y=W'*data;
figure
subplot(3,1,1)
plot(y(1,:));
subplot(3,1,2)
plot(y(2,:));
subplot(3,1,3)
plot(y(3,:));