Two new discrete-time algorithms are presented for tracking variance and reciprocal variance. The closed
loop nature of the solutions to these problems makes this approach highly accurate and can be used
recursively in real time. Since the Least-Mean Squares (LMS) method of parameter estimation requires an
estimate of variance to compute the step size, this technique is well suited to applications such as speech
processing and adaptive filtering.
Moir, T.J. (2001), Discrete-time variance tracking with application to speech processing, Research Letters in the Information and Mathematical Sciences, 2, 71-80