Hurst parameter estimation by wavelet transformation and a filter bank for self-similar traffic
Elans Grabs, Edgards Petersons · Automatic Control and Computer Sciences · 2015
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.