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Hurst parameter estimation using polyharmonic wavelets

A MATLAB package is available for download that implements Hurst parameter extimation according to the algorithms described in Tafti et al. [1]. The Hurst parameter characterizes the correlation structure of fractional Brownian motion (fBm) fields.

Description

• mfBm.m creates 2D fractional Brownian images;
• hurstest2D.m estimates the Hurst exponent according to the first method described in the paper;
• hurstMLest2D.m estimates the Hurst exponent according to the second method described in the paper;
• est_test.m is a test programme that compares the performance of the different estimators.

See README.txt for more details.

Download

• tar.gz archive [29MiB]
• zip archive [29MiB]

References

1. P. D. Tafti, D. Van De Ville, and M. Unser, "Invariances, Laplacian-like wavelet bases, and the whitening of fractal processes", IEEE Transactions on Image Processing, v. 18, no. 4, Apr. 2009.
2. D. Van De Ville, T. Blu, M. Unser, "Isotropic Polyharmonic B-Splines: Scaling Functions and Wavelets", IEEE Transactions on Image Processing, vol. 14, no. 11, pp. 1798-1813, Nov. 2005.