分形布朗运动matlab,One-Dimensional Fractional Brownian Motion Synthesis一维分形布朗运动的合成...

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.