whining noise 2.0 tdi

The A3 is making a whining noise(FOR A FEW MONTHS NOW) (not whistleing....definatley whining) even at 15mph, could it be the egr ?
dont think its the turbo(hope not !) If im parked up stationary for a minute it will go away,then after a minute or so when i blip the throttle the noise is back....it stays whining at any speed i drive at and its not very loud..and it does sound like a police siren (but not loud) but enuf for my passengers to say whats with the siren ! no loss of power or anything,drives/starts/runs all ok.