This function performs the estimation of Gaussian random walk through the empirical probability that the samples of multiple sets belong to 1 sigma square root envelope. The determination of standard deviation is estimated applying dichotomy method to the number of samples belonging to a settable square root envelope. The successive results of dichotomy method are displayed until the compliance with the required precision.
Video demonstration:
https://www.youtube.com/watch?v=RT025npL4DI&feature=youtu.be&ab_channel=Pseudonymeoriginal
Citar como
Eric Ogier (2026). Random walk estimator (https://la.mathworks.com/matlabcentral/fileexchange/56869-random-walk-estimator), MATLAB Central File Exchange. Recuperado .
Compatibilidad con la versión de MATLAB
Compatibilidad con las plataformas
Windows macOS LinuxCategorías
Etiquetas
Descubra Live Editor
Cree scripts con código, salida y texto formateado en un documento ejecutable.
Random_walk_estimation/
| Versión | Publicado | Notas de la versión | |
|---|---|---|---|
| 1.0.0.0 |
