Estimation of the Magnitude-Squared Coherence Function (Spectrum)

Abstract

A method of estimating the magnitude-squared coherence function (spectrum) for zero-mean processes that are wide-sense stationary and random is presented. The estimation technique uses the weighted overlapped segmentation fast Fourier transform (FFT) approach. Analytical and empirical results for statistics of the estimator are presented for the processes. Analytical expressions are derived in the non overlapped case. Empirical results show a decrease in bias and variance of the estimator with increasing overlap and suggest that a 50-percent overlap is highly desirable when cosine (Hanning) weighting is used.

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Document Details

Document Type
Technical Report
Publication Date
May 19, 1972
Accession Number
AD0743945

Entities

People

  • G. C. Carter

Organizations

  • Naval Underwater Systems Center

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programs
  • Computers
  • Data Science
  • Digital Computers
  • Distribution Functions
  • Ergodic Processes
  • Fast Fourier Transforms
  • Fourier Transformation
  • Information Science
  • Mathematical Filters
  • Plastic Explosives
  • Probability
  • Probability Density Functions
  • Random Variables
  • Statistical Analysis
  • Statistics

Readers

  • Approximation Theory.