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  • $\begingroup$ Do you know anything about the signal? Is it stationary? $\endgroup$
    – user42
    Commented Dec 3, 2011 at 7:49
  • $\begingroup$ @Tim Let's say that it's stationary. For my own curiosity, what would be the ramifications of a non-stationary signal? $\endgroup$
    – jonsca
    Commented Dec 3, 2011 at 8:39
  • 4
    $\begingroup$ If it's stationary, you could simply compute a running mean and standard deviation. Things would be more complicated if the mean and standard deviation varied with time. $\endgroup$
    – user42
    Commented Dec 3, 2011 at 9:16
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    $\begingroup$ Very related: en.wikipedia.org/wiki/… $\endgroup$ Commented Dec 4, 2011 at 12:34