Abstract
In a number of applications involving the processing of noisy signals, it is desirable to know a priori the noise variance. The author proposes a method of estimating the noise variance from the autoregressive (AR) signal corrupted by the additive white noise. This method first estimates the AR parameters from the high-order Yule-Walker equations, and then uses these AR parameters to estimate the noise variance from the low-order Yule-Walker equations. The method is used in a speech enhancement application where its performance is studied for stationary as well as nonstationary noise conditions. The results are found to be encouraging. >
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