Abstract:
A method for estimating the magnitude-squared coherence function for two zero-mean wide-sense-stationary random processes is presented. The estimation technique utilizes ...Show MoreMetadata
Abstract:
A method for estimating the magnitude-squared coherence function for two zero-mean wide-sense-stationary random processes is presented. The estimation technique utilizes the weighted overlapped segmentation fast Fourier transform approach. Analytical and empirical results for statistics of the estimator are presented. The analytical expressions are limited to the nonoverlapped case; empirical results show a decrease in bias and variance of the estimator with increasing overlap and suggest a 50-percent overlap as being highly desirable when cosine (Hanning) weighting is used.
Published in: IEEE Transactions on Audio and Electroacoustics ( Volume: 21, Issue: 4, August 1973)
References is not available for this document.
Select All
1.
R. A. Fisher, Contributions to Mathematical Statistics, New York:Wiley, 1950.
2.
, "The general sampling distribution of the multiple correlation coefficient", Proc. Roy. Soc., vol. 121, pp. 654-673, 1928.
3.
N. R. Goodman, On the joint estimation of the spectra cospectrum and quadrature spectrum of a two-dimensional stationary Gaussian process, Mar. 1957.
4.
T. W. Anderson, An Introduction to Multivariate Statistical Analysis, New York:Wiley, 1958.
5.
D. E. Amos and L. H. Koopmans, Tables of the distribution of the coefficient of coherence for stationary bivariate Gaussian processes, 1963.
6.
R. A. Haubrich, "Earth noise 5 to 500 millicycles per second. I. Spectral stationarity normality and nonlinearity", J. Geophys. Res., vol. 70, pp. 1415-1427, Mar. 1965.
7.
L. D. Enochson and N. R. Goodman, Gaussian approximations to the distribution of sample coherence, June 1965.
8.
L. J. Tick, "Estimation of Coherency" in Spectral Analysis of Time Series, New York:Wiley, pp. 133-152, 1967.
9.
C. Bingham, M. D. Godfrey and J. W. Tukey, "Modern techniques of power spectrum estimation", IEEE Trans. Audio Electroacoust., vol. AU-15, pp. 56-66, June 1967.
10.
P. D. Welch, "The use of fast Fourier transform for the estimation of power spectra: A method based on time averaging over short modified periodograms", IEEE Trans. Audio Electroacoust., vol. AU-15, pp. 70-73, June 1967.
11.
G. M. Jenkins and D. G. Watts, Spectral Analysis and Its Applications, Calif., San Francisco:Holden-Day, 1968.
12.
C. H. Knapp, An algorithm for estimation of the inverse spectral matrix, Apr. 1969.
13.
V. A. Benignus, "Estimation of the coherence spectrum and its confidence interval using the fast Fourier transform", IEEE Trans. Audio Electroacoust., vol. AU-17, pp. 145-150, June 1969.
15.
P. R. Roth, "Effective measurements using digital signal analysis", IEEE Spectrum, vol. 8, pp. 62-70, Apr. 1971.
16.
G. C. Carter and A. H. Nuttall, "Statistics of the estimate of coherence", Proc. IEEE (Lett.), vol. 60, pp. 465-466, Apr. 1972.
17.
A. H. Nuttall, Spectral estimation by means of overlapped FFT processing of windowed data, Oct. 1971.
18.
J. S. Bendat and A. G. Piersol, Random Data: Analysis and Measurement Procedures, New York:Wiley, 1971.
19.
G. C. Carter, Estimation of the magnitude-squared coherence function (spectrum), May 1972.
20.
J. W. Cooley and J. W. Tukey, "An algorithm for the machine calculation of complex Fourier series", Math. Comput., vol. 19, pp. 297-301, Apr. 1965.
21.
R. C. Singleton, "An algorithm for computing the mixed radix fast Fourier transform", IEEE Trans. Audio Electroacoust., vol. AU-17, pp. 93-102, June 1969.
22.
B. Gold and C. M. Rader, Digital Processing of Signals, New York:McGraw-Hill, 1969.
23.
Handbook of Mathematical Functions With Formulas Graphs and Mathematical Tables, Washington, D.C.:U.S. Gov. Printing Office, 1964.
24.
I. S. Gradshteyn and I. M. Ryshik, Table of Integrals Series and Products, New York:Academic Press, 1965.
