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alpha稳定分布噪声的matlab实现
代码片段和文件信息
function p = stblpdf(xalphabetagamdeltavarargin)
%P = STBLPDF(XALPHABETAGAMDELTA) returns the pdf of the stable
% distribtuion with characteristic exponent ALPHA skewness BETA scale
% parameter GAM and location parameter DELTA at the values in X. We use
% the parameterization of stable distribtuions used in [2] - The
% characteristic function phi(t) of a S(ALPHABETAGAMDELTA)
% random variable has the form
%
% phi(t) = exp(-GAM^ALPHA |t|^ALPHA [1 - i BETA (tan(pi ALPHA/2) sign(t)]
% + i DELTA t ) if alpha ~= 1
%
% phi(t) = exp(-GAM |t| [ 1 + i BETA (2/pi) (sign(t)) log|t|] + i DELTA t
% if alpha = 1
%
% The size of P is the size of X. ALPHABETAGAM and DELTA must be scalars
%
%P = STBLPDF(XALPHABETAG
属性 大小 日期 时间 名称
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文件 11596 2013-07-16 14:09 stblpdf.m
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11596 1
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