qn_to_wv: Quantisation Noise (QN) to WV

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

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 = (6*Q2)/(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 Sept. 11, 2021, 10:06 a.m.