System and method for statistically separating and characterizing noise which is added to a signal of a machine or a system

Abstract

Methods for determining variance properties of a noise component of a raw signal of a machine or a system. An example method includes recording a signal using a noise estimation unit, numerically differentiating the signal using a first module of the noise estimation unit to obtain a differentiated signal, identifying, using a second module of the noise estimation unit, a histogram which corresponds to the differentiated signal, and determining using the histogram, a variance property of the noise component of the signal.

1 . A method of determining a variance property of a noise component in a signal, the method comprising:
 recording the signal using a noise estimation unit;   numerically differentiating the signal using a first module of the noise estimation unit to obtain a differentiated signal;   using a second module of the noise estimation unit to identify a histogram which corresponds to the differentiated signal; and   determining, using the histogram, a variance property of the noise component of the signal.   
     
     
         2 . The method of  claim 1 , wherein a distribution of the histogram best fits the differentiated signal. 
     
     
         3 . The method of  claim 2 , further comprising determining a probability density function type which best fits the distribution of the histogram. 
     
     
         4 . The method of  claim 3 , wherein said determining a probability density function type comprises selecting the probability density function type from a library of probability density function types accessible by the noise estimation unit. 
     
     
         5 . The method of  claim 1 , further comprising outputting the signal and the variance property to a filter. 
     
     
         6 . The method of  claim 1 , further comprising processing, with a filter, the recorded signal and an output of the noise estimation unit. 
     
     
         7 . The method of  claim 6 , wherein the filter is a Kalman filter or an adaptive filter. 
     
     
         8 . The method of  claim 1 , wherein the signal corresponds to a raw signal comprising a noise component and a pure signal component, and wherein the method further comprises outputting an output signal corresponding to the pure signal component. 
     
     
         9 . The method of  claim 1 , wherein the steps of the method are performed in real time. 
     
     
         10 . The method of  claim 1 , further comprising transforming both the variance property and a probability density function type which best fits the histogram to obtain a zero-order variance. 
     
     
         11 . The method of  claim 1 , wherein the duration of the signal is configurable in length. 
     
     
         12 . An apparatus for determining a variance property of a noise component in a signal, the apparatus comprising:
 a noise estimation unit including:
 a differentiation module programmed to numerically differentiate a signal received by the noise estimation unit; 
 a first module programmed to identify a histogram corresponding to the differentiated signal; and 
 a second module programmed to determine, using the histogram, the variance property of the noise component of the signal. 
   
     
     
         13 . The apparatus of  claim 12 , further comprising:
 a recording module configured to record the signal; and   an output module configured to output one or more of the signal and the variance property.   
     
     
         14 . The apparatus of  claim 12 , wherein the signal corresponds to a raw signal comprising a noise component and a pure signal component, and wherein the noise estimation unit is configured to determine a zero-order variance on the raw signal in real time. 
     
     
         15 . The apparatus of  claim 12 , further comprising a transformation module programmed to transform both the variance property and a probability density function type which best fits the histogram to obtain a zero-order variance. 
     
     
         16 . The apparatus of  claim 12 , wherein the first and second modules are the same module. 
     
     
         17 . The apparatus of  claim 12 , wherein the noise estimation unit is configured to be in communication with a library comprising a plurality of probability density functions types, and wherein the noise estimation unit is further configured to select, from the plurality of probability density function types, a probability density function type which best fits the histogram. 
     
     
         18 . The apparatus of  claim 12 , wherein the apparatus is configured to output the signal and the variance property to a filter. 
     
     
         19 . The apparatus of  claim 18 , wherein the apparatus is further configured to output both the signal and the variance property to the filter in real time. 
     
     
         20 . The apparatus of  claim 12 , wherein the duration of the signal is configurable in length.