This section takes you through the features of One-Dimensional
Fractional Brownian Motion Synthesis using one of the Wavelet
Toolbox™ specialized tools.
For the examples in this section, switch the extension mode to
symmetric padding, using the command
dwtmode('sym')
The toolbox requires only one function to generate a fractional
Brownian motion signal: wfbm.
You'll find full information about this function in its reference
page.
In this section, you'll learn how to
Generate a fractional Brownian motion signal
Look at its main properties
Save the synthesized signal
Since you can perform the generation either from the command line
or using the graphical interface tools, this section has
subsections covering each method.
A fractional Brownian motion (fBm) is a continuous-time Gaussian
process depending on the Hurst
parameter 0
< H < 1. It generalizes the ordinary Brownian motion
corresponding to H
= 0.5 and whose derivative is the white
noise. The fBm is self-similar in distribution and the variance of
the increments is given by
Var(fBm(t)-fBm(s)) = v |t-s|^(2H)
where v is
a positive constant.
Fractional Brownian Motion Synthesis Using the Command Line
According to the value of H,
the fBm exhibits
for H
> 0.5, long-range dependence and
for H
< 0.5, short or intermediate dependence.
Let us give an example of each situation using
the wfbm file,
which generates a sample path of this process.
% Generate fBm for H = 0.3 and H = 0.7
% Set the parameter H and the sample length
H = 0.3; lg = 1000;
% Generate and plot wavelet-based fBm for H = 0.3
fBm03 = wfbm(H,lg,'plot');
% Generate and plot wavelet-based fBm for H = 0.7
fBm07 = wfbm(H,lg,'plot');
% The last step is equivalent to
% Define wavelet and level of decomposition
% w = ' db10'; ns = 6;
% Generate
% fBm07 = wfbm(H,lg,'plot',w,ns);
It appears that fBm07 clearly exhibits a stronger low-frequency
component and has, locally, a less irregular behavior.
Fractional Brownian Motion Synthesis Using the Graphical
Interface
Start the Fractional Brownian Motion Synthesis Tool.
From the MATLAB® prompt,
type
wavemenu
The Wavelet
Toolbox Main
Menu appears.
Click Fractional
Brownian Generation 1-D to display the
One-Dimensional Fractional Brownian Motion Synthesis Tool.
Generate fBm.
From the Fractal
Index edit button, type 0.3 and from
the Seed frame,
select the item State and
set the value to 0. Next, click the Generate button.
The synthesized signal exhibits a locally highly irregular
behavior.
Now let us try another value for the fractal index. From
the Fractal
Index edit button, type 0.7 and from
the Seed frame,
select the item State and
set the value to 0. Next, click the Generate button.
The synthesized signal clearly exhibits a stronger low-frequency
component and has locally a less irregular behavior. These
properties can be investigated by clicking
the Statistics button.
Saving the Synthesized Signal
The Fractional Brownian Motion Synthesis Tool lets you save the
synthesized signal to disk. The toolbox creates a MAT-file in the
current folder with a name you choose.
To save the synthesized signal from the present selection, use the
option File
> Save Synthesized Signal. A dialog box appears that lets
you specify a folder and filename for storing the signal. After
saving the signal data to the file fbm07.mat,
load the variables into workspace.
load fbm07
whos
Name
Size
Bytes
Class
FBM_PARAMS
1x1
668
struct array
fbm07
1x1000
8000
double array
FBM_PARAMS
FBM_PARAMS =
SEED: [2x1 double]
Wav: 'db10'
Length: 1000
H: 0.7000
Refinement: 6
The synthesized signal is given by fbm07.
In addition, the parameters of the generation are given
by FBM_PARAMS,
which is a cell array of length 5.