Patent ID: 7552154

Claim:
A method for an apparatus to determine the probability density function type and the variance properties of the noise component N of a raw signal S of a machine or a system, said raw signal S being combined of a pure signal component P and said noise component N, the method comprising: a. defining a window within said raw signal; b. recording the raw signal S; c. numerically differentiating the raw signal S within the range of said window at least a number of times m to obtain an m order differentiated signal; d. finding a histogram that best fits the m order differentiated signal; e. finding a probability density function type that fits the distribution of the histogram; f. determining the variance of the histogram, said histogram variance being essentially the m order variance σ 2 (m) of the noise component N; g. knowing the histogram distribution type, and the m order variance σ 2 (m) of the histogram, transforming the m order variance σ 2 (m) to the zero order variance σ 2 (0) , said σ 2 (0) being the variance of the probability density function of the noise component N, and wherein the histogram type as found in step (e) being the probability density function type of the noise component N; and h. the apparatus outputting at least one of the zero order variance σ 2 (0) or the probability density function type.