Hurst Parameter Estimation with Wavelet Transform by Filter Banks for Matlab Generated Traffic

Автоматика и вычислительная техника 2015
Elans Grabs, Ernests Pētersons

A model of traffic generation with the preset Hurst parameter (selfsimilarity) followed by its estimation in Matlab using wavelet transformation and a filter banks is described. The error in esti mating the given parameter is analyzed depending on the value of this parameter and the number of wavelet transformation scales used in the estimation procedure. This study is experimental, aimed at realtime estimation of the Hurst parameter and the accuracy of this estimation in the case of wavelet transformation with the help of filter banks.

Keywords
дискретное вейвлет-преобразование, банки фильтров, параметр Херста, теория очередей, погрешность оцен- ки параметра Херста, моделирование, самоподобный трафик

Grabs, E., Pētersons, E. Hurst Parameter Estimation with Wavelet Transform by Filter Banks for Matlab Generated Traffic. Автоматика и вычислительная техника, 2015, Vol. 49, No. 5, pp.47-56. ISSN 0132-4160.

Publication language
Russian (ru)