Hurst Modeling
Last update : 19/4/2007

ACF_h - Perform the hurst exponent in respect with the AutoCorrelation method

Calling Sequence

[H,ACF]=ACF_h(x,i)

Parameters

Description

Perform the Hurst parameter in respect with the AutoCorrelation Function (ACF) method. x is the signal with length N. ACF(k)=1/(N)*sum[k=0:N-k-1]x(k)x(k-n).

Examples

  x=read('./demos/fgn',-1,1);
  [H,ACF]=ACF_h(x,2:25);
  

Authors

Foued Melakessou University of Luxembourg

Bibliography

Intra Project 2004-2007

Used Function

LMS.

See Also

LMS ,