Approximations to the Cumulative Distribution Function of the Magnitude-Squared Coherence Estimate.

Abstract

An approximate method of evaluating the cumulative distribution function of the magnitude-squared coherence estimate is provided. The approximation is good when the number of averaged pieces in the coherence estimate is greater than approximately 16, when the true coherence values are in the range (.01, .99), and for cumulative probabilities in the range (.01, .99). A simple formula for obtaining confidence limits in the same range of parameters is also presented. An extension to a more accurate approximation is also given; it involves the inversion of a nonlinearity that requires computer aid. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 25, 1980
Accession Number
ADA091539

Entities

People

  • Albert N. Nuttall

Organizations

  • Naval Underwater Systems Center

Tags

Communities of Interest

  • C4I
  • Weapons Technologies

DTIC Thesaurus Topics

  • Acoustic Signals
  • Asymptotic Series
  • Computers
  • Confidence Limits
  • Distortion
  • Distribution Functions
  • Graphics
  • Hypergeometric Functions
  • Inverse Problems
  • Inversion
  • Linearity
  • Physical Sciences
  • Probability
  • Probability Density Functions
  • Random Variables
  • Signal Processing
  • Test And Evaluation

Fields of Study

  • Physics

Readers

  • Statistical inference.