In this paper, we propose a novel multi-frame image denoising technique, which achieves the minimum variance of noise. Zero-mean and unknown variance white noise with an arbitrary distribution is considered in this paper. The proposed method consists of two parts. The first one is the estimation of the variance of noise for each image by considering the differences of all pairs of images. The second one is an actual denoising process in which the convex combination of all images with weight coefficients determined by the estimated variances is constructed. We also give an efficient algorithm by which we can obtain the same result by successive convex combinations. The efficacy of the proposed method is confirmed by computer simulations.

A simple DFT-based noise variance estimator for orthogonal frequency division multiplexing access (OFDMA) systems is proposed. The conventional DFT-based estimator differentiates the channel impulse response and noise in the time domain. However, for partial frequency response, its time domain signal will leak to all taps due to the windowing effect. The noise and channel leakage power become mixed. In order to accurately derive the noise power, we propose a novel symmetric extension method to reduce the channel leakage power. This method is based on the improved signal continuity at the boundaries introduced by symmetric extension. Numerical results show that the normalized mean square error (NMSE) of our proposed method is significantly lower than that of the conventional DFT method.

An unbiased estimation method for symmetric noncausal ARMA model parameters is presented. The proposed algorithm works in two steps: first, a spectrally equivalent causal system is identified by lattice whitening filter and then the equivalent noncausal system is reconstructed. For AR system with noise or ARMA system without noise, the proposed method does not need any iteration method nor any optimization procedure. An estimation method of noise variance when the observation is made in noisy situation is discussed. The potential capabilities of the algorithm are demonstrated by using some numerical examples.

We present a new method for the identification of time-invariant multichannel autoregressive (AR) processes corrupted by additive white observation noise. The method is based on the Yule-Walker equations and identifies the autoregressive parameters from a finite set of measured data. The input signals to the underlying process are assumed to be unknown. An inverse filtering technique is used to estimate the AR parameters and the observation noise variance, simultaneously. The procedure is iterative. Computer simulation results that demonstrate the performance of the identification method are presented.

In many applications involving the processing of noisy signals, it is desired to know the noise variance. This paper proposes a new method for estimating the noise variance from the signals of autoregressive (AR) and autoregressive moving-average (ARMA) systems corrupted by additive white noise. The method proposed here uses the low-order Yule-Walker (LOYW) equations and the lattice filter (LF) algorithm for the estimation of noise variance from the noisy output measurements of AR and ARMA systems, respectively. Two techniques are proposed here: iterative technique and recursive one. The accuracy of the methods depends on SNR levels, more specifically on the inherent accuracy of the Yule-Walker and lattice filter methods for signal plus noise system. The estimated noise variance is used for the blind indentification of AR and ARMA systems. Finally, to demonstrate the effectiveness of the method proposed here many numerical results are presented.

This letter extends the Yule-Walker method to the estimation of ARMA parameters from output measurements corrupted by noise. In the proposed method it is assumed that the noise variance and the input are unknown. An algorithm for the estimation of noise variance is, therefore, given. The use of the variance estimation method proposed here together with the Yule-Walker equations allow the estimation of the parameters of a minimum phase ARMA model based only on noisy measurements of its output. Moreover, using this method it is not necessary to slove a set of nonlinear equations for MA parameter estimation as required in the conventional correlation based methods.