Estimating the variance of multiplicative noise
Dafydd Evans · AIP conference proceedings · 2005
Abstract. When constructing non-parametric models from noisy data, it is useful to have information regarding the statistical properties of the noise distribution. In many cases, such information is not explicitly available, and must be estimated directly from the data. Under the hypothesis of additive noise, algorithms for estimating the variance of the noise distribution have appeared in the literature. In this paper we present a novel algorithm for estimating the noise variance under a multiplicative hypothesis.