The most basic Walsh-Hadamard Transform does precisely as much mixing as
a DCT/DST/FFT of similar length.
Sure - and we'd expect WHT coeffs of iid noise to be Gaussian right? My
intent with the scare quotes on mixing there was a hand-wave to the
various relaxed conditions wherein the CLT still
On 01 Nov 2014, at 02:39, Ethan Duni ethan.d...@gmail.com wrote:
The expectation value of the signal over the ensemble of all unitary
transforms
with a suitable measure (like Haar).
The expected value you describe is equal to the zero signal (this follows
immediately from symmetry), not a
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