This function performs the estimation of Gaussian random walk through the empirical probability that the samples of multiple sets belong to 1 sigma square root envelope. The determination of standard deviation is estimated applying dichotomy method to the number of samples belonging to a settable square root envelope. The successive results of dichotomy method are displayed until the compliance with the required precision.
Eric Ogier (2020). Random walk estimator (https://www.mathworks.com/matlabcentral/fileexchange/56869-random-walk-estimator), MATLAB Central File Exchange. Retrieved .
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!