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
% noise for generating self-similar network traffic
%--------------------------------------------------------------------------
%--------------------------------------------------------------------------
%
% generator_FFT
% Edit by Chu Chen, 07/07/2007
% Should you have any suggestion for improving the code, please contact:
% [email]chuch@scut.edu.cn[/email].
%--------------------------------------------------------------------------
if mod(n,2) ~= 0
error('The input argument "n" must be even');
else
% Returns a Fourier-generated sample path of a "self similar" process
% Consisting of n points(n should be even) and Hurst paramenter H
n = n/2;
lambda = [1:n]*pi/n;
% Approxiamte ideal power spectrum.
f = FGNspectrum(lambda,H);
% Adjust for estimating power spectrum via periodogram
f = f.*exprnd(1,1,n);
% Construct corresponding complex numbers with randm phase
alpha = 2*pi.*unifrnd(0,1,1,n);
a = sqrt(f).*cos(alpha);
b = sqrt(f).*sin(alpha);
z = complex(a,b);
% Last element should have zero phase
z(n) = abs(z(n));
% Expand z to correspond to a Fourier transform of a real-valued signal.
zprime = [0,z,conj(fliplr(z(1:n-1)))];
% Inverse FFT gives sample path.
FGN = real(ifft(zprime));
% Standardize FGN and create FBM.
FGN = (FGN-mean(FGN))/std(FGN);
FBM = cumsum(FGN);
% Use Norrs method to generate normalized similar_sequence
similar_sequence = FGN;
% M = 30;
% a = 5;
% similar_sequence = M + sqrt(a*M)*similar_sequence;
% similar_sequence = max(0,similar_sequence);
% similar_sequence = similar_sequence*2*n/sum(similar_sequence);
end;
%----------------------------subfunction1----------------------------------
function f = FGNspectrum(lambda,H)
% Returns an approximation of the power spectrum of FGN at the given
% frequencies lambda and the given Hurst parameter H.
f = 2*sin(pi*H)*gamma(2*H+1).*(1-cos(lambda)).*(lambda.^(-2*H-1) + FGNest(lambda,H));
%----------------------------subfunction2----------------------------------
function est = FGNest(lambda,H)
% Returns the estimate for B(lambda,H).
d = -2*H-1;
dprime = -2*H;
a1 = 2*1*pi+lambda;
b1 = 2*1*pi-lambda;
a2 = 2*2*pi+lambda; `
b2 = 2*2*pi-lambda;
a3 = 2*3*pi+lambda;
b3 = 2*3*pi-lambda;
a4 = 2*4*pi+lambda;
b4 = 2*4*pi-lambda;
est = a1.^d + b1.^d + a2.^d + b2.^d + a3.^d + b3.^d + (a3.^dprime+b3.^dprime+a4.^dprime+b4.^dprime)/(8*pi*H)