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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
Cite As
Eric Ogier (2026). Random walk estimator (https://www.mathworks.com/matlabcentral/fileexchange/56869-random-walk-estimator), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (2.71 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
