Efficient calculation of signal and noise variances

Hung‐Chi Lue, MICHAEL T. MANRY · IEEE Transactions on Acoustics Speech and Signal Processing · 1986

The performance of most algorithms in communications and signal processing is dependent upon the input signal-to-noise ratio (SNR). It is therefore useful to estimate input signal and noise variances. In this study, a method is developed for estimating these variances, given the input and output energies for a zero-phase band-pass filter and knowledge of the shapes, but not the amplitudes, of the signal and noise power spectral densities (PSD's). Expressions for the means and variances of the variance estimates are developed.

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