Windowed total variation denoising and noise variance monitoring

Abstract: We proposed a real time Total-Variation denosing method with an automatic choice of hyper-parameter $\lambda$, and the good performance of this method provides a large application field. In this article, we adapt the developed method to the non stationary signal in using the sliding window, and propose a noise variance monitoring method. The simulated results show that our proposition follows well the variation of noise variance.