How to control fractional active noise in fbm

1 vue (au cours des 30 derniers jours)
Ratanjot  Singh
Ratanjot Singh le 29 Mai 2017
Réponse apportée : Óscar le 10 Mai 2018
I am implementing fractional brownian motion in Matlab using wfbm(H,L) function, I want to have diffusion constant as a parameter in the function, to control the noise generated, how can I implement that ?

Réponses (1)

Óscar
Óscar le 10 Mai 2018
Hi Ratanjot, I'm trying to solve the same problem but it is being hard to find a solution to it. Did you manage to find a way of including the diffusion constant into the wfbm?
Thanks

Catégories

En savoir plus sur Financial Toolbox dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by