Hurst Parameter Estimation by Wavelet Transformation and a Filter Bank for Self-Similar Traffic

被引:2
作者
Grab, E. [1 ]
Petersons, E. [1 ]
机构
[1] Riga Tech Univ, Ul Lomonosova 1, LV-1019 Riga, Latvia
关键词
discrete wavelet transformation; filter banks; Hurst parameter; queueing theory; Hurst parameter estimation error; simulation; self-similar traffic;
D O I
10.3103/S0146411615050041
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A model of traffic generation with the preset Hurst parameter (self-similarity) followed by its estimation in Matlab using wavelet transformation and a filter banks is described. The error in estimating the given parameter is analyzed depending on the value of this parameter and the number of wavelet transformation scales used in the estimation procedure. This study is experimental, aimed at real-time estimation of the Hurst parameter and the accuracy of this estimation in the case of wavelet transformation with the help of filter banks.
引用
收藏
页码:286 / 292
页数:7
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