matlab噪声的方差,Matlab实现噪声方差估计

Noise variance estimation

Suppose that you have a signal Y (Y can be a time series, a parametric surface or a volumetric data series) corrupted by a Gaussian noise with unknown variance. It is often of interest to know more about this variance. EVAR(Y) thus returns an estimated variance of the additive noise.

EVAR provides better results if the original function (i.e. the function without noise) is relatively smooth i.e. has continuous derivatives up to some order. Several tests, however, showed that EVAR works very well even with multiple discontinuities.

Note: EVAR only works with evenly-gridded data in one and higher dimensions.

Here are two examples:

%-- Let us estimate the noise variance from a corrupt signal --

% First create a time signal

t = linspace(0,100,1e6);

y = cos(t/10)+(t/50);

% Make this signal corrupted by a Gaussian noise of variance 0.02