wn_to_wv: Gaussian White Noise to WV

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

Gaussian White Noise to WV

Description

This function compute the Haar WV of a Gaussian White Noise process

Usage

wn_to_wv(sigma2, tau)

Arguments

sigma2	A double corresponding to variance of WN
tau	A vec containing the scales e.g. 2^{\tau}

Value

A vec containing the wavelet variance of the white noise.

Process Haar Wavelet Variance Formula

The Gaussian White Noise (WN) process has a Haar Wavelet Variance given by:

\nu _j^2\left( {{\sigma ^2}} \right) = \frac{{{\sigma ^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 = wn_to_wv(1, tau)

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