A closed loop servo approach is applied to the problem of controlling and estimating variance in nonstationary
signals. The new circuit closely resembles but is not the same as, automatic gain control (AGC)
which is common in radio and other circuits. The closed loop nature of the solution to this problem makes this
approach highly accurate and can be used recursively in real time.
Moir, T.J. (2000), Automatic variance control and variance estimation loops, Research Letters in the Information and Mathematical Sciences, 1, 129-140