摘要：In this paper, we propose an algorithm that evaluates noise variance with a numerical integration method. For noise variance estimation, we use Krogh method with a variable integration step. In line with common practice, we limit our study to fourth-order method. First, we perform simulation tests for randomly generated signals, related to the transition state and steady state. Next, we formulate three methodologies (research hypotheses) of noise variance estimation, and then compare their efficiency.
