gen_qn: Generate a Quantisation Noise (QN) sequence

In gmwm: Generalized Method of Wavelet Moments

Description

Generate an QN sequence given q2

Usage

gen_qn(N, q2 = 0.1)

Arguments

N	An integer for signal length.
q2	A double that contains autocorrection.

Details

To generate the quantisation noise, we follow this recipe: First, we generate using a random uniform distribution:

U_k^*~U[0,1]

Then, we multiple the sequence by sqrt(12) so:

U_k = sqrt(12)*U_k^*

Next, we find the derivative of U_k

U_k^. = (U_(k + (delta)t) - U_k)

In this case, we modify the derivative such that: U_k^. * (delta)t = U_{k + (delta)*t} - U_k

Thus, we end up with:

x_k = sqrt(Q)*U_k^.*(delta)t

x_k = sqrt(Q)* (U_(k+1) - U_(k))

Value

A vec containing the QN process.

Examples

gen_qn(10, 5)

gmwm documentation built on April 14, 2017, 4:38 p.m.