Automatic variance control and variance estimation loops (Q5957031)

This paper presents a closed-loop circuit termed automatic variance control (AVC) that has the ability to alter the variance of a signal to a predefined value on a sample-by-sample basis rather then relying on batch-data type computations. A second control loop that interfaces to the AVC has the ability to estimate the variance of the original non-stationary input signal. The closed-loop nature of the solution to these problems makes this approach highly accurate, and it can be used recursively in real time. Some simulation results are obtained and discussed.