Editing White noise (section)

===Random vector transformations===
These two ideas are crucial in applications such as [[channel estimation]] and [[Mixing console#Channel equalization|channel equalization]] in [[telecommunications|communications]] and [[sound reproduction|audio]]. These concepts are also used in [[data compression]].

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In particular, by a suitable linear transformation (a [[coloring transformation]]), a white random vector can be used to produce a non-white random vector (that is, a list of random variables) whose elements have a prescribed [[covariance matrix]]. Conversely, a random vector with known covariance matrix can be transformed into a white random vector by a suitable [[whitening transformation]].