分形布朗运动matlab,【转帖】（分形）布朗运动的Matlab生成代码

CODE:

function similar_sequence = generator_FFT(n,H)

%--------------------------------------------------------------------------

% GENERATOR_FFT Use fast fourier transform to generate normalized FGN

%     and FBM. Then use Norrs method to generate normalized

%     similar_sequence. Finally, the average of similar_sequence was set to

%     1 through normaliztion.

%

%     Note:

%     1. The input argument n is the number of point of sequence. It must |

%     be even. H is the objective similarity you want.

%     2. The output argument similar_sequence is a similar_sequence with

%     average equal to 1. The FGN and FBM are normalized FGN and FBM

%     respectively.

%     3. This routine is a matlab version of paxson's R routine. For more

%     details, see "Fast, approximate synthesis of fractional Gaussian</