Random walk estimator

版本 1.0.0.0 (2.7 KB) 作者: Eric Ogier
Estimation of gaussian random walk
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更新时间 2016/5/2

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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.
Video demonstration:
https://www.youtube.com/watch?v=RT025npL4DI&feature=youtu.be&ab_channel=Pseudonymeoriginal

引用格式

Eric Ogier (2024). Random walk estimator (https://www.mathworks.com/matlabcentral/fileexchange/56869-random-walk-estimator), MATLAB Central File Exchange. 检索时间: .

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Random_walk_estimation/

版本 已发布 发行说明
1.0.0.0