Hurst Parameter Estimation by Wavelet Transformation and a Filter Bank for SelfSimilar Traffic

Automatic Control and Computer Sciences 2015
Elans Grabs, Ernests Pētersons

A model of traffic generation with the preset Hurst parameter (selfsimilarity) followed by its estimation in Matlab using wavelet transformation and a filter banks is described. The error in esti mating 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 realtime estimation of the Hurst parameter and the accuracy of this estimation in the case of wavelet transformation with the help of filter banks.

Atslēgas vārdi
discrete wavelet transformation, filter banks, Hurst parameter, queueing theory, Hurst parameter estimation error, simulation, selfsimilar traffic
DOI
10.3103/S0146411615050041
Hipersaite
http://link.springer.com/article/10.3103/S0146411615050041

Grabs, E., Pētersons, E. Hurst Parameter Estimation by Wavelet Transformation and a Filter Bank for SelfSimilar Traffic. Automatic Control and Computer Sciences, 2015, Vol.49,No.5, 286.-292.lpp. ISSN 0146-4116. e-ISSN 1558-108X. Pieejams: doi:10.3103/S0146411615050041

Publikācijas valoda
English (en)