<< MAT2RAW Datasets, Documentation and Readers MakeCantor >>

Wavelab Toolbox >> Wavelab Toolbox > Datasets, Documentation and Readers > MakeBrownian

MakeBrownian

Create Fractional Brownian Signal

Calling Sequence

fBr = MakeBrownian(n,H,par)

Parameters

Inputs:

n :

signal length

H :

base of digits in expansion

par :

optional, degree of extension in algorithm, default =8.

Outputs:

fBr :

(pseudo) Fractional Brownian signal

Description

Uses a Frequency Domain algorithm to get a pseudo Brownian Motion The law is NOT normalized to give unit variance to unit increments.

Authors

<< MAT2RAW Datasets, Documentation and Readers MakeCantor >>