qn_to_wv: Quantisation Noise (QN) to WV

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Quantisation Noise (QN) to WV

Description

This function compute the Haar WV of a Quantisation Noise (QN) process

Usage

qn_to_wv(q2, tau)

Arguments

q2	A double corresponding to variance of drift
tau	A vec containing the scales e.g. 2^{\tau}

Value

A vec containing the wavelet variance of the QN.

Process Haar Wavelet Variance Formula

The Quantization Noise (QN) process has a Haar Wavelet Variance given by:

\nu _j^2\left( {{Q^2}} \right) = \frac{{6{Q^2}}}{{\tau _j^2}}

Haar Wavelet Derivation Information

For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).

Examples

ntau = 8
tau = 2^(1:ntau)
wv.theo = qn_to_wv(.42, tau)

SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.