Noise estimation from a given trajectory (Matlab)

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With a given trajectory (or signal) from a measurement, how can one give an estimation from the noise amplitude? considering that it is a random gaussian noise.

I given here an example of two trajectories, before and after smoothing.

What I would like to find is an estimation of the amplitude of a random gaussian noise.

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1 Answers

A gaussian noise doesn't have a fixed amplitude and its values are just defined by a gaussian probability function so they can go to infinity. If you're looking for the standard deviation of the noise a given point P, you can sample a few points around it, subtract the smoothed curve from them, and compute their standard deviation.

Note : the standard deviation is actually the average amplitude.

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